PLreg (version 0.4.1)

CI.lambda: Confidence Interval for the Skewness Parameter

Description

The CI.lambda function provides a plot of the profile (penalized) likelihood ratio statistics for lambda, useful to obtain confidence intervals for the skewness parameter (see Queiroz and Ferrari (2022)).

Usage

CI.lambda(object, conf.coef = 0.95, lower = NULL, upper = NULL)

Value

The function returns a plot of the profile penalized likelihood ratio statistics for lambda with a horizontal dashed line, indicating the confidence interval for lambda. It also shows the confidence interval obtained.

Arguments

object

fitted model object of class "PLreg".

conf.coef

confidence level of the confidence interval. Default is 0.95.

lower

a numeric value representing the lower limit of the interval for the skewness parameter. If lower = NULL, the lower limit is selected by the function.

upper

a numeric value representing the upper limit of the interval for the skewness parameter. If upper = NULL, the upper limit is selected by the function.

Examples

data("PeruVotes")

fitPL <- PLreg(votes ~ HDI | HDI, 
  data = PeruVotes, 
  family = "TF", zeta = 5)
# \donttest{
CI.lambda(fitPL)# }