Investigates the profile log-likelihood function for a fitted model of class cauphyfit
.
# S3 method for class 'cauphyfit'
profile(fitted, which = 1:npar, level = 0.8, npoints = 100, ...)
the cauphyfit
fitted model object.
the original model parameters which should be profiled. This can be a numeric or character vector. By default, all parameters are profiled.
highest confidence level for parameters intervals, computed using the approximated Hessian (see compute_vcov
).
number of points to profile the likelihood for each parameter.
further arguments passed to or from other methods.
An object of class profile.cauphyfit
,
which is a list with an element for each parameter being profiled.
The elements are data-frames with two variables:
par.vals
:a matrix of parameter values for each fitted model.
profLogLik
:the profile log likelihood.
This function computes a confidence interval for the parameters using confint.cauphyfit
,
and then computes the likelihood function on a grid with npoints
values
evenly spaced between the bounds of the interval, for each parameter one by one,
all other parameters being fixed.