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evd

profile.evd

Method for Profiling EVD Objects

Description

Calculate profile traces for fitted models.

Usage

## S3 method for class 'evd'
profile(fitted, which = names(fitted$estimate), conf = 0.999,
    mesh = fitted$std.err[which]/4, xmin = rep(-Inf, length(which)),
    xmax = rep(Inf, length(which)), convergence = FALSE, method = "BFGS",
    control = list(maxit = 500), ...)

Arguments

`fitted`	An object of class `"evd"`.
`which`	A character vector giving the model parameters that are to be profiled. By default, all parameters are profiled.
`conf`	Controls the range over which the parameters are profiled. The profile trace is constructed so that (assuming the usual asymptotic properties hold) profile confidence intervals with confidence coefficients `conf` or less can be derived from it.
`mesh`	A numeric vector containing one value for each parameter in `which`. The values represent the distance between the points profiled. By default `mesh` is one quarter of the standard errors. If the fitted object does not contain standard errors the argument must be specified. The argument should also be specified when an estimator is on or close to a parameter boundary, since the approximated “standard error” will then be close to zero.
`xmin, xmax`	Numeric vectors containing one value for each parameter in `which`. Each value represents the theoretical lower/upper bound of the corresponding parameter. The arguments are needed only when a parameter has a lower/upper bound at which the likelihood is non-zero. Do not use these arguments to specify plotting ranges in a subsequent plot (as they are used in the calculation of profile confidence intervals); to do this use `xlim` in the call to `plot`.
`convergence`	Logical; print convergence code after each optimization? (A warning is given for each non-zero convergence code, irrespective of the value of `convergence`.)
`method`	The optimization method.
`control`	Passed to `optim`. See `optim` for details.
`...`	Ignored.

Value

An object of class "profile.evd", which is a list with an element for each parameter being profiled. The elements are matrices. The first column contains the values of the profiled parameter. The second column contains profile deviances. The remaining columns contain the constrained maximum likelihood estimates for the remaining model parameters.

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)
## Not run: cint

evd

Functions for Extreme Value Distributions

v2.3-3

GPL-3

Authors

Alec Stephenson. Function fbvpot by Chris Ferro.

Initial release

2018-04-25