Function to compute estimated and profile likelihood based confidence
intervals. Computations might be cumbersome!
There is a simple
plot-method for the result.
# S3 method for twinSIR profile(fitted, profile, alpha = 0.05, control = list(fnscale = -1, factr = 10, maxit = 100), ...)
an object of class
a list with elements being numeric vectors of length 4. These vectors must
have the form
c(index, lower, upper, gridsize).
index of the parameter to be profiled in the vector
lower/upper limit of the grid on which the profile log-likelihood is
evaluated. Can also be
NA in which case
the lower/upper bound of the respective 0.3 % Wald confidence interval
grid size of the equally spaced grid between lower and upper. Can also be 0 in which case the profile log-likelihood for this parameter is not evaluated on a grid.
\((1-\alpha) 100\%\) profile likelihood based confidence
intervals are computed. If
alpha <= 0, then no confidence intervals are
control object to use in
optim for the profile log-likelihood
unused (argument of the generic).
a list with profile log-likelihood evaluations on the grid and highest likelihood
and Wald confidence intervals. The argument
profile is also returned.
The result has class
"profile.twinSIR", for which a simple (undocumented)
plot-method is available.
Michael Höhle and Sebastian Meyer