evd: profile2d.evd – R documentation

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evd

profile2d.evd

Method for Profiling EVD Objects

Description

Calculate joint profile traces for fitted models.

Usage

## S3 method for class 'evd'
profile2d(fitted, prof, which, pts = 20, convergence =
    FALSE, method = "Nelder-Mead", control = list(maxit = 5000), ...)

Arguments

`fitted`	An object of class `"evd"`.
`prof`	An object of class `"profile.evd"`, created using `profile.evd` with argument `fitted`. The object must contain the (marginal) profile traces for the two parameters specified in `which`.
`which`	A character vector of length two containing the original model parameters that are to be jointly profiled.
`pts`	The number of distinct values used for each profiled parameter in `which`. There are `pts^2` optimizations performed in total.
`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 "profile2d.evd", which is a list with three elements. The first element, a matrix named trace, has the same structure as the elements of an object of class "profile.evd". The last two elements give the distinct values used for each profiled parameter in which.

Examples

uvdata <- rgev(100, loc = 0.13, scale = 1.1, shape = 0.2)
M1 <- fgev(uvdata)
## Not run: M1P <- profile(M1)
## Not run: M1JP <- profile2d(M1, M1P, which = c("scale", "shape"))
## Not run: plot(M1JP)

evd

Functions for Extreme Value Distributions

v2.3-3

GPL-3

Authors

Alec Stephenson. Function fbvpot by Chris Ferro.

Initial release

2018-04-25