confint.evd {evd}R Documentation

Calculate Confidence Intervals

Description

Calculate profile and Wald confidence intervals of parameters in fitted models.

Usage

## S3 method for class 'evd':
confint(object, parm, level = 0.95)
## S3 method for class 'profile.evd':
confint(object, parm, level = 0.95)

Arguments

object Either a fitted model object (of class evd) for Wald confidence intervals, or a profile trace (of class profile.evd) for profile likelihood confidence intervals.
parm A character vector of parameters; a confidence interval is calculated for each parameter. If missing, then intervals are returned for all parameters in the fitted model or profile trace.
level A single number giving the confidence level.

Value

A matrix with two columns giving lower and upper confidence limits.

See Also

profile.evd

Examples

data(portpirie)
m1 <- fgev(portpirie)
confint(m1)
## Not run: pm1 <- profile(m1)
## Not run: plot(pm1)
## Not run: confint(pm1)

[Package evd version 2.2-4 Index]