confint.gsl_nls: Confidence interval for model parameters

Description

Returns asymptotic or profile likelihood confidence intervals for the parameters in a fitted "gsl_nls" object.

Usage

# S3 method for gsl_nls
confint(object, parm, level = 0.95, method = c("asymptotic", "profile"), ...)

Value

A matrix with columns giving the lower and upper confidence limits for each parameter.

Arguments

object: An object inheriting from class "gsl_nls".
parm: A character vector of parameter names for which to evaluate confidence intervals, defaults to all parameters.
level: A numeric scalar between 0 and 1 giving the level of the parameter confidence intervals.
method: Method to be used, either "asymptotic" for asymptotic confidence intervals or "profile" for profile likelihood confidence intervals. The latter is only available for "gsl_nls" objects that are also of class "nls".
...: At present no optional arguments are used.

Details

Method "asymptotic" assumes (approximate) normality of the errors in the model and calculates standard asymptotic confidence intervals based on the quantiles of a t-distribution. Method "profile" calculates profile likelihood confidence intervals using the confint.nls method in the MASS package and for this reason is only available for "gsl_nls" objects that are also of class "nls".

Examples

Run this code

## data
set.seed(1)
n <- 25
xy <- data.frame(
  x = (1:n) / n,
  y = 2.5 * exp(-1.5 * (1:n) / n) + rnorm(n, sd = 0.1)
)
## model
obj <- gsl_nls(fn = y ~ A * exp(-lam * x), data = xy, start = c(A = 1, lam = 1))

## asymptotic ci's
confint(obj)
if (FALSE) {
## profile ci's (requires MASS)
confint(obj, method = "profile")
}