From bd761d879a95872f82e6d8f893634a61e122a938 Mon Sep 17 00:00:00 2001
From: Johannes Ranke <jranke@uni-bremen.de>
Date: Mon, 28 Oct 2019 13:23:40 +0100
Subject: Fix the cutoff for likelihood based intervals

The cutoff now matches what is given by Venzon and Moolgavkar (1988).
Also, confidence intervals closely match intervals obtained with
stats4::confint in the test case where an stats4::mle object
is created from the likelihood function in one test case.

Static documentation rebuilt by pkgdown
---
 man/confint.mkinfit.Rd | 17 +++++++++++++----
 1 file changed, 13 insertions(+), 4 deletions(-)

(limited to 'man/confint.mkinfit.Rd')

diff --git a/man/confint.mkinfit.Rd b/man/confint.mkinfit.Rd
index 943904b9..29959e52 100644
--- a/man/confint.mkinfit.Rd
+++ b/man/confint.mkinfit.Rd
@@ -5,9 +5,9 @@
 \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, ...)
+  level, cutoff, method = c("profile", "quadratic"),
+  transformed = TRUE, backtransform = TRUE,
+  distribution = c("student_t", "normal"), quiet = FALSE, ...)
 }
 \arguments{
 \item{object}{An \code{\link{mkinfit}} object}
@@ -19,6 +19,10 @@ confidence intervals. If missing, all parameters are considered.}
 
 \item{alpha}{The allowed error probability, overrides 'level' if specified.}
 
+\item{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'}
+
 \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
@@ -45,7 +49,9 @@ A matrix with columns giving lower and upper confidence limits for
   each parameter.
 }
 \description{
-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).
 }
 \examples{
 f <- mkinfit("SFO", FOCUS_2006_C, quiet = TRUE)
@@ -57,4 +63,7 @@ confint(f, method = "quadratic")
 \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.
 }
-- 
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