plot.profile.evd {evd} | R Documentation |
Plot Profile Log-likelihoods
Description
Displays profile log-likelihoods from a model profiled with
profile.evd
.
Usage
## S3 method for class 'profile.evd'
plot(x, which = names(x), main = NULL,
ask = nb.fig < length(which) && dev.interactive(), ci = 0.95,
clty = 2, ...)
Arguments
x |
An object of class |
which |
A character vector giving the parameters for which
the profile deviance is plotted, and for which profile confidence
intervals are calculated. By default all profiled parameters in
|
main |
Title of each plot; a character vector, the
same length as |
ask |
Logical; if |
ci |
A numeric vector. For each parameter in |
clty |
The line type of the horizontal lines that represent
the profile confidence intervals. To omit the lines set
|
... |
Other graphics parameters. |
Value
Profile devainces are plotted for each parameter in
which
. For calculation of profile confidence intervals,
use the confint.profile.evd
function.
Warning
The profile confidence intervals may not have confidence coefficient
ci
, because the usual asymptotic properties of maximum
likelihood estimators may not hold.
For the GEV model, the usual asymptotic properties hold when the
shape parameter is greater than (Smith, 1985).
References
Smith, R. L. (1985) Maximum likelihood estimation in a class of non-regular cases. Biometrika, 72, 67–90.
See Also
confint.profile.evd
, plot.profile2d.evd
,
profile.evd
, profile2d.evd
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, ci = c(0.95, 0.99))
## Not run: cint