R: Methods for likelihood profiles

profile.mle2-class {bbmle} | R Documentation

## Methods for likelihood profiles

### Description

Definition of the mle2 likelihood profile class, and applicable methods

### Usage

    ## S4 method for signature 'profile.mle2'
    plot(x,
       levels, which=1:p, conf = c(99, 95, 90, 80, 50)/100,
       plot.confstr = TRUE,
       confstr = NULL, absVal = TRUE, add = FALSE,
       col.minval="green", lty.minval=2,
       col.conf="magenta", lty.conf=2,
       col.prof="blue", lty.prof=1,
       xlabs=nm, ylab="z",
       onepage=TRUE,
       ask=((prod(par("mfcol")) < length(which)) && dev.interactive() &&
                   !onepage),
       show.points=FALSE,
       main, xlim, ylim, ...)
    ## S4 method for signature 'mle2'
    confint(object, parm, level = 0.95, method,
              trace=FALSE,quietly=!interactive(),
              tol.newmin=0.001,...)
    ## S4 method for signature 'profile.mle2'
    confint(object, parm, level = 0.95, trace=FALSE, ...)

### Arguments

`x` | An object of class `profile.mle2`
`object` | An object of class `mle2` or `profile.mle2` (as appropriate)
`levels` | levels at which to plot likelihood cutoffs (set by conf by default)
`level` | level at which to compute confidence interval
`which` | (numeric or character) which parameter profiles to plot
`parm` | (numeric or character) which parameter(s) to find confidence intervals for
`method` | (character) "spline", "uniroot", or "quad", for spline-extrapolation-based (default), root-finding, or quadratic confidence intervals. By default it uses the value of `mle2.options("confint")` – the factory setting is "spline".
`trace` | trace progress of confidence interval calculation when using ‘uniroot’ method?
`conf` | (1-alpha) levels at which to plot likelihood cutoffs/confidence intervals
`quietly` | (logical) suppress “Profiling ...” message when computing profile to get confidence interval?
`tol.newmin` | see `profile-methods`
`plot.confstr` | (logical) plot labels showing confidence levels?
`confstr` | (character) labels for confidence levels (by default, constructed from conf levels)
`absVal` | (logical) plot absolute values of signed square root deviance difference ("V" plot rather than straight-line plot)?
`add` | (logical) add profile to existing graph?
`col.minval` | color for minimum line
`lty.minval` | line type for minimum line
`col.conf` | color for confidence intervals
`lty.conf` | line type for confidence intervals
`col.prof` | color for profile
`lty.prof` | line type for profile
`xlabs` | x labels
`ylab` | y label
`onepage` | (logical) plot all profiles on one page, adjusting par(mfcol) as necessary?
`ask` | (logical) pause for user input between plots?
`show.points` | (logical) show computed profile points as well as interpolated spline?
`main` | (logical) main title
`xlim` | x limits
`ylim` | y limits
`...` | other arguments

### Details

The default confidence interval calculation computes a likelihood profile and uses the points therein, or uses the computed points in an existing `profile.mle2` object, to construct an interpolation spline (which by default has three times as many points as were in the original set of profile points). It then uses linear interpolation between these interpolated points (!)

### Objects from the Class

Objects can be created by calls of the form `new("profile.mle2", ...)`, but most often by invoking `profile` on an "mle2" object.

### Slots

`profile`:

  Object of class `"list"`. List of profiles, one for each requested parameter. Each profile is a data frame with the first column called `z` being the signed square root of the deviance, and the others being the parameters with names prefixed by `par.vals.`

`summary`:

  Object of class `"summary.mle2"`. Summary of object being profiled.

### Methods

confint

  `signature(object = "profile.mle2")`: Use profile to generate approximate confidence intervals for parameters.

plot

  `signature(x = "profile.mle2", y = "missing")`: Plot profiles for each parameter.

summary

  `signature(x = "profile.mle2")`: Plot profiles for each parameter.

show

  `signature(object = "profile.mle2")`: Show object.

### See Also

`mle2`, `mle2-class`, `summary.mle2-class`

### Examples

    x <- 0:10
    y <- c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8)
    d <- data.frame(x,y)
    ## we have a choice here: (1) don't impose boundaries on the parameters,
    ##  put up with warning messages about NaN values:
    fit1 <- mle2(y~dpois(lambda=ymax/(1+x/xhalf)),
         start=list(ymax=1,xhalf=1),
         data=d)
    p1 <- suppressWarnings(profile(fit1))
    plot(p1,main=c("first","second"),
         xlab=c(~y[max],~x[1/2]),ylab="Signed square root deviance",
         show.points=TRUE)
    suppressWarnings(confint(fit1)) ## recomputes profile
    confint(p1)  ## operates on existing profile
    suppressWarnings(confint(fit1,method="uniroot"))
    ## alternatively, we can use box constraints to keep ourselves
    ##  to positive parameter values ...
    fit2 <- update(fit1,method="L-BFGS-B",lower=c(ymax=0.001,xhalf=0.001))
    ## Not run:
    p2 <- profile(fit2)
    plot(p2,show.points=TRUE)
    ## but the fit for ymax is just bad enough that the spline gets wonky
    confint(p2)  ## now we get a warning
    confint(fit2,method="uniroot")
    ## bobyqa is a better-behaved bounded optimizer ...
    ##  BUT recent (development, 2012.5.24) versions of
    ##    optimx no longer allow single-parameter fits!
    if (require(optimx)) {
      fit3 <- update(fit1,
          optimizer="optimx",
          method="bobyqa",lower=c(ymax=0.001,xhalf=0.001))
       p3 <- profile(fit3)
       plot(p3,show.points=TRUE)
      confint(p3)
    }

    ## End(Not run)

[Package bbmle version 1.0.19 Index]