profile.evd
, and invisibly returns profile
confidence intervals.## S3 method for class 'profile.evd':
plot(x, which = names(x), main = NULL,
ask = nb.fig < length(which) && dev.interactive(), ci = 0.95,
clty = 2, ...)
"profile.evd"
.x
are used.which
.TRUE
, the user is asked before
each plot.which
profile confidence intervals are calculated, for each confidence
coefficient in ci
(but see Warning).
The intervals are returned invisibly as a list of
vectors/clty
to zero.which
.
A list with one element for each parameter in which
is also returned invisibly.
Each element is a vector of length two or a matrix with two
columns, giving the lower and upper limits of each confidence
interval.ci
, because the usual asymptotic properties of maximum
likelihood estimators may not hold.
For the GEV model, the usual asymptotic properties hold when the
shape parameter is greater than $-0.5$ (Smith, 1985).
Fortunately, this is usually the case.plot.profile2d.evd
, profile.evd
,
profile2d.evd
uvdata <- rgev(100, loc = 0.13, scale = 1.1, shape = 0.2)
M1 <- fgev(uvdata)
M1P <- profile(M1)
par(mfrow = c(2,2))
cint <- plot(M1P, ci = c(0.95, 0.99))
cint
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