profileCI: Profiling a Log-Likelihood to Calculate Confidence Intervals
Provides tools for profiling a user-supplied log-likelihood
function to calculate confidence intervals for model parameters. Speed of
computation can be improved by adjusting the step sizes in the profiling
and/or starting the profiling from limits based on the approximate large
sample normal distribution for the maximum likelihood estimator of a
parameter. The accuracy of the limits can be set by the user. A plot method
visualises the log-likelihood and confidence interval. Cases where the
profile log-likelihood flattens above the value at which a confidence limit
is defined can be handled, leading to a limit at plus or minus infinity.
Disjoint confidence intervals will not be found.
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