Computes the profile log-likelihood of one BGEV parameter over a grid,
maximising over the remaining three at each grid point (Nelder-Mead). This is
the diagnostic used in Otiniano et al. (2023) to check whether a fitted
optimum is global and the parameter is well identified.
Usage
bgev_profile_likelihood(x, par, which, span = 0.5, n = 41, plot = TRUE)
Arguments
- x
Numeric vector of observations.
- par
Vector c(mu, sigma, xi, delta), e.g. bgev_mle(x)$par.
- which
Index (1-4) or name of the parameter to profile.
- span
Half-width of the grid, as a fraction of the parameter value.
- n
Number of grid points.
- plot
Logical; if TRUE, plot the profile curve.
Value
A data frame with the grid values of the profiled parameter and the
profile log-likelihood.
Author
Thiago do Rego Sousa