diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/confint.mkinfit.R | 20 |
1 files changed, 16 insertions, 4 deletions
diff --git a/R/confint.mkinfit.R b/R/confint.mkinfit.R index 58a3c8db..1ed689a9 100644 --- a/R/confint.mkinfit.R +++ b/R/confint.mkinfit.R @@ -1,10 +1,17 @@ #' Confidence intervals for parameters of mkinfit objects #' +#' The default method 'profile' is based on the profile likelihood for each +#' parameter. The method uses two nested optimisations. The speed of the method +#' could likely be improved by using the method of Venzon and Moolgavkar (1988). +#' #' @param object An \code{\link{mkinfit}} object #' @param parm A vector of names of the parameters which are to be given #' confidence intervals. If missing, all parameters are considered. #' @param level The confidence level required #' @param alpha The allowed error probability, overrides 'level' if specified. +#' @param cutoff Possibility to specify an alternative cutoff for the difference +#' in the log-likelihoods at the confidence boundary. Specifying an explicit +#' cutoff value overrides arguments 'level' and 'alpha' #' @param 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 @@ -25,6 +32,9 @@ #' @importFrom stats qnorm #' @references Pawitan Y (2013) In all likelihood - Statistical modelling and #' inference using likelihood. Clarendon Press, Oxford. +#' Venzon DJ and Moolgavkar SH (1988) A Method for Computing +#' Profile-Likelihood Based Confidence Intervals, Applied Statistics, 37, +#' 87–94. #' @examples #' f <- mkinfit("SFO", FOCUS_2006_C, quiet = TRUE) #' confint(f, method = "quadratic") @@ -33,7 +43,7 @@ #' } #' @export confint.mkinfit <- function(object, parm, - level = 0.95, alpha = 1 - level, + level = 0.95, alpha = 1 - level, cutoff, method = c("profile", "quadratic"), transformed = TRUE, backtransform = TRUE, distribution = c("student_t", "normal"), quiet = FALSE, ...) @@ -100,15 +110,17 @@ confint.mkinfit <- function(object, parm, } if (method == "profile") { - message("Profiling the likelihood") + if (!quiet) message("Profiling the likelihood") + lci <- uci <- rep(NA, p) names(lci) <- names(uci) <- return_pnames profile_pnames <- if(missing(parm)) names(parms(object)) else parm - # We do two-sided intervals based on the likelihood ratio - cutoff <- 0.5 * qchisq(1 - (alpha / 2), 1) + if (missing(cutoff)) { + cutoff <- 0.5 * qchisq(1 - alpha, 1) + } all_parms <- parms(object) |