GLmom (version 1.3.1)

cand.xi: Select candidate shape parameter values for model averaging

Description

Internal function that selects K candidate shape parameter (xi) values from the profile likelihood confidence interval. Falls back to bootstrap LME quantiles if the profile likelihood fails.

Usage

cand.xi(
  data,
  hosking = NULL,
  mle = NULL,
  pick0 = 0.95,
  nint = 256,
  start = "mle",
  numk = NULL,
  figure = TRUE,
  cov.lme = NULL,
  bma = FALSE,
  pen = "beta"
)

Value

A list containing:

kpar

Numeric vector of K candidate xi values

start

Starting method actually used

get.ci

Profile CI result (if start="mle")

ymin

Minimum y value for plotting (if start="mle")

Arguments

data

Numeric vector of data.

hosking

List containing LME results and bootstrap information.

mle

MLE parameter estimates (mu, sigma, xi) in Hosking style.

pick0

Confidence level for the profile CI. Default is 0.95.

nint

Number of points for profile likelihood evaluation. Default is 256.

start

Starting method: "mle" (default), "lme", or "mix".

numk

Number of candidate submodels.

figure

Logical. Whether to produce a profile likelihood plot (default TRUE).

cov.lme

Pre-computed LME covariance (default NULL).

bma

Logical. Whether BMA is being used (default FALSE).

pen

BMA prior type (default "beta").