This function plots a likelihood surface for a model with one or two parameters. It also creates a panel which allows the maximum likelihood estimate, a confidence region and other objects of interest to be added to the plot. For one-parameter models, the tkrplot package is required. For two-parameter models the rgl package is required.
rp.likelihood(loglik.fn, data, theta.low, theta.high, form = "log-likelihood",
hscale = NA, vscale = hscale)This should be either the name of a function, with arguments theta
and data, or R code, in text form, which evaluates the log-likelihood function.
The latter form allows simple R expressions such as sum(log(dexp(data, theta)))
or sum(log(dgamma(data, theta[1], theta[2]))) to be used to
define the log-likelihood.
an object which contains the data. This will be referred to in
likelihood contributions.
a vector of length one or two which defines the lower limit(s) of the parameter values for initial plotting.
a vector of length one or two which defines the upper limit(s) of the parameter values for initial plotting.
a text variable which determines whether the likelihood or log-likelihood function is to be plotted. This applies only to one-parameter models. With two-parameter models, only the log-likelihood is plotted.
scaling parameters for the size of the plot when there is one covariate. The default values are 1 on Unix platforms and 1.4 on Windows platforms.
Nothing is returned.
The interactive controls allow a variety of aspects of the plots to be altered. This is intended to allow students and lecturers to explore likelihood surfaces in a manner which promotes an intuitive understanding of the concepts involved.
In the case of one parameter, the vertical axes of teh (log-)likelihood plot can be cliked and grabbed to alter the plotting region interactively. This can be useful, in particular, in identifying the maximum likelihood estimator graphicall.
rpanel: Statistical cartoons in R. MSOR Connections, 7, 3-7.
rpanel: Simple interactive controls for R functions using the tcltk package. Journal of Statistical Software, 17, issue 9.
# NOT RUN {
rp.likelihood("sum(log(dexp(data, theta)))", aircond, 0.005, 0.03)
rp.likelihood("sum(log(dgamma(data, theta[1], theta[2])))",
aircond, c(0.3, 0.005), c(3, 0.06))
# }
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