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,...)
Arguments
fitted: the cauphyfit fitted model object.
which: the original model parameters which should be profiled. This can be a numeric or character vector. By default, all parameters are profiled.
level: highest confidence level for parameters intervals, computed using the approximated Hessian (see compute_vcov).
npoints: number of points to profile the likelihood for each parameter.
...: further arguments passed to or from other methods.
Returns
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.
Details
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.