profileCI-package {profileCI}R Documentation

profileCI: Profiling a Log-Likelihood to Calculate Confidence Intervals

Description

Provides tools for profiling a user-supplied log-likelihood function to calculate confidence intervals for model parameters. Speed of computation can be improved by adjusting the step sizes in the profiling and/or starting the profiling from limits based on the approximate large sample normal distribution for the maximum likelihood estimator of a parameter. The accuracy of the limits can be set by the user. A plot method visualises the log-likelihood and confidence interval. Cases where the profile log-likelihood flattens above the value at which a confidence limit is defined can be handled, leading to a limit at plus or minus infinity. Disjoint confidence intervals will not be found.

Details

The main function is profileCI, which profiles the log-likelihood, with respect to one parameter at a time.

Author(s)

Maintainer: Paul J. Northrop p.northrop@ucl.ac.uk [copyright holder]

See Also

profileCI and plot.profileCI.


[Package profileCI version 1.1.0 Index]