confint.SLik: Compute confidence intervals by (profile) summary likelihood
Description
This takes an SLik object (as produced by MSL) and deduces confidence bounds for each parameter, using a (profile, if relevant) likelihood ratio method.
Usage
# S3 method for SLik
confint(object, parm,
level=0.95, verbose=interactive(),
fixed=NULL,which=c(TRUE,TRUE),...)
Arguments
object
an SLik or SLikp object
parm
The parameter which confidence bounds are to be computed
level
The desired coverage of the interval
verbose
Whether to print some information or not
fixed
When this is NULL the computed interval is a profile confidence interval over all parameters excluding parm.
fixed allows one to set fixed values to some of these parameters.
which
A pair of booleans, controlling whether to compute respectively the lower and the upper CI bounds.
…
further arguments passed to or from other methods (currently not used).
Value
A list with sublists for each parameter, each sublist containing of three vectors: the bounds of the one-dimensional confidence interval; the “full”
(only parameters variable in the SLik object are considered) parameter point for the lower bound, and the full parameter point for the upper bound