profliker: Profile Likelihood Function

Description

Find the profile likelihood for a range of values for an extreme value df (EVD).

Usage

profliker(object, type = c("return.level", "parameter"), xrange = NULL,
    return.period = 100, which.par = 1, nint = 20, plot = TRUE, gr = NULL,
    method = "BFGS", lower = -Inf, upper = Inf, control = list(), ...)

Arguments

object

A list object of class “fevd” as returned by fevd.

type

character string stating whether the parameter of interest is a regular parameter or a return level.

xrange

numeric vector of length two giving the range of values of the parameter over which to calculate the profile likelihood.

return.period

If a return level is of interest, this number gives its associated return period.

which.par

If a parameter is of interest, this number tells for which component of the parameter vector to do the profile likelihood.

nint

The profile likelihood is calculated for a sequence of nint values covering xrange.

plot

logical; should a plot of the likelihood be made? Note that this is controlled by the verbose argument in the ]codeci method function for MLE fevd objects when “proflik” is chosen as the method for finding confidence intervals. It is usually a good idea to plot the profile likelihood to see if the confidence intervals are really found or not.

gr, method, lower, upper, control

optional arguments to optim.

…

optional arguments to plot.

Value

A numeric vector is returned invisibly.

Details

See the help file for ci.fevd.mle for more details on this approach.

Examples

Run this code

# NOT RUN {
z <- revd(100, loc=20, scale=0.5, shape=-0.2)
fit <- fevd(z)
fit

profliker(fit, type="parameter", which.par=3)

profliker(fit, type="parameter",
    xrange=c(-0.35, -0.2), which.par=3)


# }