Statistics[ProfileLogLikelihood] - plot a profile of the log likelihood function
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Calling Sequence
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ProfileLogLikelihood(R, V, options, plotoptions)
ProfileLogLikelihood['interactive'](R, V)
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Parameters
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R
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algebraic; a random variable or distribution
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V
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rtable; data sample
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options
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(optional) equation(s) of the form option=value where option is one of bounds, deviations, ignore, params, range, weights; specify options for the ProfileLogLikelihood command
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plotoptions
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options to be passed to the plots[display] command
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Description
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The ProfileLogLikelihood command plots a profile of the LogLikelihood command.
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The second parameter V is an Array of data samples used to calculate the log likelihood function.
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Options
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The options argument can contain one or more of the options shown below. All unrecognized options will be passed to the plots[display] command. See plot[options] for details.
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If this option specifies a range, then ProfileLogLikelihood will attempt to calculate the maximum likelihood estimate within the given bounds. Otherwise the command will attempt to calculate the maximum likelihood estimate over the entire real line (default). Note that this option only applies if a range is not specified with the 'range' option.
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This option specifies the radius of the region plotted around the maximum likelihood estimate, given option range=deduce. This option is 3 by default.
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This option is used to specify how to handle non-numeric data. If ignore is set to true all non-numeric items in data will be ignored.
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params=list(name=realcons)
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This option specifies any additional indeterminates in the likelihood expression that should be evaluated prior to plotting. The likelihood profile requires that there is only one indeterminate in the expression, so this provides a mechanism to specify the values of missing parameters.
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If this option is set to 'deduce' (default), ProfileLogLikelihood will attempt to calculate the maximum likelihood estimate and plot the log likelihood function in an interval around it. Otherwise, this parameter can specify a range to plot the likelihood profile on.
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Vector of weights (one-dimensional rtable). If weights are given, the log likelihood function will be scaled so each data point has the given weight. Note that the weights provided must have type realcons and the results are floating-point, even if the problem is specified with exact values. Both the data array and the weights array must have the same number of elements.
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Examples
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>
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Plot the profile of the log likelihood function of a Pareto distribution.
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Download Help Document
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