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mev (version 1.11)

confint.extprof: Confidence intervals for profile likelihood objects

Description

This function uses spline interpolation to derive level confidence intervals.

Usage

# S3 method for extprof
confint(object, parm, level = 0.95, ...)

Arguments

object

an object of class extprof, normally the output of gpd.pll or gev.pll.

parm

a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered.

level

confidence level, with default 0.95

...

additional arguments passed to functions. Providing a logical warn=FALSE turns off warning messages when the lower or upper confidence interval for psi are extrapolated beyond the provided calculations.

Value

a 2 by 3 matrix containing point estimates, lower and upper confidence intervals based on the likelihood root and modified version thereof