Computes confidence intervals for the parameter psi for profile likelihood objects.
This function uses spline interpolation to derive level confidence intervals
# S3 method for eprof
confint(
object,
parm,
level = 0.95,
prob = c((1 - level)/2, 1 - (1 - level)/2),
print = FALSE,
method = c("cobs", "smooth.spline"),
...
)returns a 2 by 3 matrix containing point estimates, lower and upper confidence intervals based on the likelihood root and modified version thereof
an object of class eprof, normally the output of gpd.pll or gev.pll.
a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered.
confidence level, with default value of 0.95
percentiles, with default giving symmetric 95% confidence intervals
should a summary be printed. Default to FALSE.
string for the method, either cobs (constrained robust B-spline from eponym package) or smooth.spline
additional arguments passed to functions. Providing a logical warn=FALSE turns off warning messages when the lower or upper confidence interval for psi are extrapolated beyond the provided calculations.