R: Profile Likelihood Function

profliker {extRemes} | R Documentation

## 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`.

### Details

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

### Value

A numeric vector is returned invisibly.

### Author(s)

Eric Gilleland

### See Also

`ci.fevd.mle`, `fevd`

### Examples

    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)

[Package extRemes version 2.0-9 Index]