profileCI: Profiling a Log-Likelihood to Calculate Confidence Intervals

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. Only convex log-likelihoods are supported, that is, 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.

See also

profileCI and plot.profileCI.

Author

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