profile-methods            package:stats4            R Documentation

Methods for Function profile in Package 'stats4'

Description:

     Profile likelihood for '"mle"' objects.

Usage:

     ## S4 method for signature 'mle':
     profile(fitted, which = 1:p, maxsteps = 100, alpha = 0.01,
             zmax = sqrt(qchisq(1 - alpha, 1L)), del = zmax/5,
             trace = FALSE, ...)

Arguments:

  fitted: Object to be profiled

   which: Optionally select subset of parameters to profile.

maxsteps: Maximum number of steps to bracket 'zmax'.

   alpha: Significance level corresponding to 'zmax', based on a
          Scheffe-style multiple testing interval.  Ignored if 'zmax'
          is specified.

    zmax: Cutoff for the profiled value of the signed root-likelihood.

     del: Initial stepsize on root-likelihood scale.

   trace: Logical. Print intermediate results.

     ...: Currently unused.

Details:

     The profiling algoritm 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.

Value:

     An object of class '"profile.mle"', see  '"profile.mle-class"'.

Methods:


     fitted = "ANY" Generic function: see 'profile'.

     fitted = "mle" Profile the likelihood in the vicinity of the
          optimum of an '"mle"' object.

