R Graphical Manual

Last data update: 2014.03.03

R: Calculate Confidence Intervals

confint.evd

R Documentation

Calculate Confidence Intervals

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

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

`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.
`...`	Not used.

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

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