confint.evd {evd}

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.

For profile confidence intervals, this function assumes that the profile trace is unimodal. If the profile trace is not unimodal then the function will give spurious results.

See Also

profile.evd

Examples

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