profile
in Package stats4Profile likelihood for "mle"
objects.
# S4 method for mle
profile(fitted, which = 1:p, maxsteps = 100, alpha = 0.01,
zmax = sqrt(qchisq(1 - alpha, 1L)), del = zmax/5,
trace = FALSE, ...)
Object to be profiled
Optionally select subset of parameters to profile.
Maximum number of steps to bracket zmax
.
Significance level corresponding to zmax
, based on
a Scheffe-style multiple testing interval. Ignored
if zmax
is specified.
Cutoff for the profiled value of the signed root-likelihood.
Initial stepsize on root-likelihood scale.
Logical. Print intermediate results.
Currently unused.
An object of class "profile.mle"
, see
"profile.mle-class"
.
signature(fitted = "ANY")
Generic function: see
profile
.
signature(fitted = "mle")
Profile the likelihood in
the vicinity of the optimum of an "mle"
object.
The profiling algorithm tries to find an approximately evenly spaced set of at least five parameter values (in each direction from the optimum) to cover the root-likelihood function. Some care is taken to try and get sensible results in cases of high parameter curvature. Notice that it may not always be possible to obtain the cutoff value, since the likelihood might level off.