Adaptive likelihood profiling — sbtprofile • sbt

Calculate 1D likelihood profiles with respect to single parameters or more generally, with respect to arbitrary linear combinations of parameters (e.g. contrasts).

Usage

sbtprofile(
  obj,
  name,
  lincomb,
  h = 1e-04,
  ytol = 2,
  ystep = 0.1,
  maxit = ceiling(5 * ytol/ystep),
  parm.range = c(-Inf, Inf),
  slice = FALSE,
  adaptive = TRUE,
  trace = TRUE
)

Arguments

obj: Object from MakeADFun that has been optimized.
name: Name or index of a parameter to profile.
lincomb: Optional linear combination of parameters to profile. By default a unit vector corresponding to name.
h: Initial adaptive stepsize on parameter axis.
ytol: Adjusts the range of the likelihood values.
ystep: Adjusts the resolution of the likelihood profile.
maxit: Max number of iterations for adaptive algorithm.
parm.range: Valid parameter range.
slice: Do slicing rather than profiling?
adaptive: Logical; Use adaptive step size?
trace: Trace progress? (TRUE, or a numeric value of 1, gives basic tracing: numeric values > 1 give more information).

Value

a vector penalty