R: Plot Profile Log-likelihoods and Calculate Profile Confidence...

plot.profile.evd {evd} | R Documentation

## Plot Profile Log-likelihoods and Calculate Profile Confidence Intervals

### Description

Displays profile log-likelihoods from a model profiled with `profile.evd`, and invisibly returns profile confidence intervals.

### Usage

    ## S3 method for class 'profile.evd'
    plot(x, which = names(x), main = NULL,
        ask = nb.fig < length(which) && dev.interactive(), ci = 0.95,
        clty = 2, ...)

### Arguments

`x` | An object of class `"profile.evd"`.
`which` | A character vector giving the parameters for which the profile deviance is plotted, and for which profile confidence intervals are calculated. By default all profiled parameters in `x` are used.
`main` | Title of each plot; a character vector, the same length as `which`.
`ask` | Logical; if `TRUE`, the user is asked before each plot.
`ci` | A numeric vector. For each parameter in `which` profile confidence intervals are calculated, for each confidence coefficient in `ci` (but see Warning). The intervals are returned invisibly as a list of vectors/matrices. Each plot then (by default) includes horizonal lines that represent each interval.
`clty` | The line type of the horizontal lines that represent the profile confidence intervals. To omit the lines set `clty` to zero.
`...` | Other graphics parameters.

### Value

Profile devainces are plotted for each parameter in `which`. A list with one element for each parameter in `which` is also returned invisibly. Each element is a vector of length two or a matrix with two columns, giving the lower and upper limits of each confidence interval.

### Warning

The profile confidence intervals may not have confidence coefficient `ci`, because the usual asymptotic properties of maximum likelihood estimators may not hold. For the GEV model, the usual asymptotic properties hold when the shape parameter is greater than -0.5 (Smith, 1985).

### References

Smith, R. L. (1985) Maximum likelihood estimation in a class of non-regular cases. Biometrika, 72, 67–90.

### See Also

`plot.profile2d.evd`, `profile.evd`, `profile2d.evd`

### Examples

    uvdata <- rgev(100, loc = 0.13, scale = 1.1, shape = 0.2)
    M1 <- fgev(uvdata)
    ## Not run: M1P <- profile(M1)
    ## Not run: par(mfrow = c(2,2))
    ## Not run: cint <- plot(M1P, ci = c(0.95, 0.99))
    ## Not run: cint

[Package evd version 2.3-3 Index]