[R] profile likelihood

Ben Bolker bbolker at gmail.com
Fri Dec 9 22:39:47 CET 2011


plocq <less.is.mo_ <at> hotmail.com> writes:

> 
> Hi,
> 
> I try to use the function profile() of the SpatialExtremes' package to
> obtain the profile likelihood of parameters for an extreme values fit based
> on Poisson process :
> 
> fit<-fpot(data, threshold, model="pp", npp=365).
> 
> But when I call "profile(fit)", I obtain the following error (even if I
> precise others arguments of the function) :
> 
> [1] "profiling loc"
> Erreur dans nlpot(p[1], p[2], ...) :
> argument(s) inutilisé(s) (loc = 9.58435562072)
> 
> I don't understand what is unused and why. From where does this error come
> from? If someone could help me it would be nice...!
> 
> --

  We need a reproducible example, please.

  fpot() is in the evd package, not in the SpatialExtremes package
(you didn't say explicitly that it was, but this would be helpful
information).

  This minimal example works:

library(evd)
uvdata <- rgpd(100, loc = 0, scale = 1.1, shape = 0.2)
M1 <- fpot(uvdata, 1)
library(SpatialExtremes)
profile(M1)

  So you need to provide us with a minimal example that doesn't work.



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