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author | Johannes Ranke <jranke@uni-bremen.de> | 2019-10-26 20:50:09 +0200 |
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committer | Johannes Ranke <jranke@uni-bremen.de> | 2019-10-26 20:50:09 +0200 |
commit | 7b7729694363515007193d1c3e29e9b76271abb3 (patch) | |
tree | 3aa572fb56d26d4ad53463e320ee9e75ff4a2321 /man/confint.mkinfit.Rd | |
parent | af2e1540cdad2fd00bb6216a38a754ff748629ad (diff) |
parms and confint methods
The confint method can do profile likelihood based confidence intervals!
Diffstat (limited to 'man/confint.mkinfit.Rd')
-rw-r--r-- | man/confint.mkinfit.Rd | 56 |
1 files changed, 56 insertions, 0 deletions
diff --git a/man/confint.mkinfit.Rd b/man/confint.mkinfit.Rd new file mode 100644 index 00000000..94f55d14 --- /dev/null +++ b/man/confint.mkinfit.Rd @@ -0,0 +1,56 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/confint.mkinfit.R +\name{confint.mkinfit} +\alias{confint.mkinfit} +\title{Confidence intervals for parameters of mkinfit objects} +\usage{ +\method{confint}{mkinfit}(object, parm, level = 0.95, alpha = 1 - + level, method = c("profile", "quadratic"), transformed = TRUE, + backtransform = TRUE, distribution = c("student_t", "normal"), + quiet = FALSE, ...) +} +\arguments{ +\item{object}{An \code{\link{mkinfit}} object} + +\item{parm}{A vector of names of the parameters which are to be given +confidence intervals. If missing, all parameters are considered.} + +\item{level}{The confidence level required} + +\item{alpha}{The allowed error probability, overrides 'level' if specified.} + +\item{method}{The 'profile' method searches the parameter space for the +cutoff of the confidence intervals by means of a likelihood ratio test. +The 'quadratic' method approximates the likelihood function at the +optimised parameters using the second term of the Taylor expansion, using +a second derivative (hessian) contained in the object.} + +\item{transformed}{If the quadratic approximation is used, should it be +applied to the likelihood based on the transformed parameters?} + +\item{backtransform}{If we approximate the likelihood in terms of the +transformed parameters, should we backtransform the parameters with +their confidence intervals?} + +\item{distribution}{For the quadratic approximation, should we use +the student t distribution or assume normal distribution for +the parameter estimate} + +\item{quiet}{Should we suppress messages?} +} +\value{ +A matrix with columns giving lower and upper confidence limits for + each parameter. +} +\description{ +Confidence intervals for parameters of mkinfit objects +} +\examples{ +f <- mkinfit("SFO", FOCUS_2006_C, quiet = TRUE) +confint(f, method = "quadratic") +confint(f, method = "profile") +} +\references{ +Pawitan Y (2013) In all likelihood - Statistical modelling and + inference using likelihood. Clarendon Press, Oxford. +} |