R: Calculate Confidence Intervals

confint.evd {evd} | R Documentation

## Calculate Confidence Intervals

### Description

Calculate profile and Wald confidence intervals of parameters in fitted models.

### Usage

    ## S3 method for class 'evd'
    confint(object, parm, level = 0.95, ...)
    ## S3 method for class 'profile.evd'
    confint(object, parm, level = 0.95, ...)

### Arguments

`object` | Either a fitted model object (of class `evd`) for Wald confidence intervals, or a profile trace (of class `profile.evd`) for profile likelihood confidence intervals.
`parm` | A character vector of parameters; a confidence interval is calculated for each parameter. If missing, then intervals are returned for all parameters in the fitted model or profile trace.
`level` | A single number giving the confidence level.
`...` | Not used.

### Value

A matrix with two columns giving lower and upper confidence limits.

### See Also

`profile.evd`

### Examples

    m1 <- fgev(portpirie)
    confint(m1)
    ## Not run: pm1 <- profile(m1)
    ## Not run: plot(pm1)
    ## Not run: confint(pm1)

[Package evd version 2.3-4 Index]