R: Compute likelihood profile confidence intervals of a TMB...

tmbroot {TMB} | R Documentation

## Compute likelihood profile confidence intervals of a TMB object by root-finding

### Description

Compute likelihood profile confidence intervals of a TMB object by root-finding in contrast to `tmbprofile`, which tries to compute somewhat equally spaced values along the likelihood profile (which is useful for visualizing the shape of the likelihood surface), and then (via `confint.tmbprofile`) extracting a critical value by linear interpolation,

### Usage

    tmbroot(obj, name, target = 0.5 * qchisq(0.95, df = 1), lincomb,
      parm.range = c(NA, NA), sd.range = 7, trace = FALSE,
      continuation = FALSE)

### Arguments

`obj` | Object from `MakeADFun` that has been optimized.
`name` | Name or index of a parameter to profile.
`target` | desired deviation from minimum log-likelihood. Default is set to retrieve the 95 if the objective function is a negative log-likelihood function
`lincomb` | Optional linear combination of parameters to profile. By default a unit vector corresponding to `name`.
`parm.range` | lower and upper limits; if `NA`, a value will be guessed based on the parameter value and `sd.range`
`sd.range` | in the absence of explicit `parm.range` values, the range chosen will be the parameter value plus or minus `sd.range` times the corresponding standard deviation. May be specified as a two-element vector for different ranges below and above the parameter value.
`trace` | report information?
`continuation` | use continuation method, i.e. set starting parameters for non-focal parameters to solutions from previous fits?

### Value

a two-element numeric vector containing the lower and upper limits (or `NA` if the target is not achieved in the range), with an attribute giving the total number of function iterations used

### Examples

    ## Not run:
    runExample("simple",thisR=TRUE)
    logsd0.ci <- tmbroot(obj,"logsd0")

    ## End(Not run)

[Package TMB version 1.9.0 Index]