Confidence intervals for parameters of mkinfit objects

+ + +

+ +

# S3 method for mkinfit
+confint(object, parm, level = 0.95, alpha = 1 -
+  level, method = c("profile", "quadratic"), transformed = TRUE,
+  backtransform = TRUE, distribution = c("student_t", "normal"),
+  quiet = FALSE, ...)

+ +

Arguments

+ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +

object	An `mkinfit` object
parm	A vector of names of the parameters which are to be given +confidence intervals. If missing, all parameters are considered.
level	The confidence level required
alpha	The allowed error probability, overrides 'level' if specified.
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.
transformed	If the quadratic approximation is used, should it be +applied to the likelihood based on the transformed parameters?
backtransform	If we approximate the likelihood in terms of the +transformed parameters, should we backtransform the parameters with +their confidence intervals?
distribution	For the quadratic approximation, should we use +the student t distribution or assume normal distribution for +the parameter estimate
quiet	Should we suppress messages?
...	Not used

+ +

Value

+ +

A matrix with columns giving lower and upper confidence limits for + each parameter.

References

+ +

Pawitan Y (2013) In all likelihood - Statistical modelling and + inference using likelihood. Clarendon Press, Oxford.

+ +

Examples

f <- mkinfit("SFO", FOCUS_2006_C, quiet = TRUE)
+confint(f, method = "quadratic")
#>                     2.5%      97.5%
+#> parent_0      71.8242430 93.1600766
+#> k_parent_sink  0.2109541  0.4440528
+#> sigma          1.9778868  7.3681380
# \dontrun{
+  confint(f, method = "profile")
#> Profiling the likelihood
#>                     2.5%      97.5%
+#> parent_0      71.3471007 93.9447024
+#> k_parent_sink  0.2030765  0.4491067
+#> sigma          2.9810656  8.8633278
# }
+

+ +

object	A fitted model object
...	Not used
transformed	Should the parameters be returned +as used internally during the optimisation?

object

A fitted model object

...

Not used

transformed

Should the parameters be returned +as used internally during the optimisation?

Confidence intervals for parameters of mkinfit objects

Arguments

Value

References

Examples

Contents

Extract model parameters from mkinfit models

Arguments

Value

Contents