| mcap {pomp} | R Documentation |
Monte Carlo adjusted profile
Description
Given a collection of points maximizing the likelihood over a range of fixed values of a focal parameter, this function constructs a profile likelihood confidence interval accommodating both Monte Carlo error in the profile and statistical uncertainty present in the likelihood function.
Usage
mcap(logLik, parameter, level = 0.95, span = 0.75, Ngrid = 1000)
Arguments
logLik |
numeric; a vector of profile log likelihood evaluations. |
parameter |
numeric; the corresponding values of the focal parameter. |
level |
numeric; the confidence level required. |
span |
numeric; the |
Ngrid |
integer; the number of points to evaluate the smoothed profile. |
Value
mcap returns a list including the loess-smoothed
profile, a quadratic approximation, and the constructed confidence interval.
Author(s)
Edward L. Ionides
References
E. L. Ionides, C. Bretó, J. Park, R. A. Smith, and A. A. King. Monte Carlo profile confidence intervals for dynamic systems. Journal of the Royal Society, Interface 14, 20170126, 2017.