Does this do what you want?


> f.LogL <- approxfun(dat$x, dat$LogL, ties='ordered')
> f.2 <- function(x) abs(max(dat$LogL) - f.LogL(x) - 2) # find crossing at 2
> optimize(f.2, c(0,2))   # one minimum
$minimum
[1] 1.505855

$objective
[1] 2.293820e-05

> optimize(f.2, c(0,.1))  # other minimum
$minimum
[1] 0.01145523

$objective
[1] 0.001374438





On 10/27/06, Daniel Halligan <daniel.halligan@ed.ac.uk> wrote:
>
> Hi,
>
> I have generated a profile likelihood for a parameter (x) and am
> trying to get 95% confidence limits by calculating the two points
> where the log likelihood (LogL) is 2 units less than the maximum
> LogL.  I would like to do this by linear interpolation and so I have
> been trying to use the function approxfun which allows me to get a
> function to calculate LogL for any value of x within the range of x
> values.
>
> My data frame can be entered as follows:
> dat = data.frame(x = c(0.00000, 0.00010, 0.00100, 0.01000, 0.02404,
> 0.02404, 0.07603, 0.07603, 0.10000, 0.12021, 0.12021, 0.15146,
> 0.15146, 0.19083, 0.19083, 0.24007, 0.24007, 0.24043, 0.24043,
> 0.24043, 0.24043, 0.24049, 0.24049, 0.30292, 0.30292, 0.38166,
> 0.38166, 0.48086, 0.48086, 0.76031, 0.76031, 1.00000, 2.00000,
> 2.40430, 2.40430), LogL =  c(-2902.814, -2897.687, -2895.332,
> -2892.734, -2891.850, -2891.850, -2890.998, -2890.998, -2890.859,
> -2890.783, -2890.783, -2890.708, -2890.708, -2890.659, -2890.659,
> -2890.641, -2890.641, -2890.641, -2890.641, -2890.641, -2890.641,
> -2890.641, -2890.641, -2890.661, -2890.661, -2890.728, -2890.728,
> -2890.855, -2890.855, -2891.323, -2891.323, -2891.775, -2893.487,
> -2894.038, -2894.038))
>
> I need to approximately calculate the two points when max(dat$LogL) -
> dat$LogL = 2.  Does anyone know how this can be done, using approxfun
> or any other method?  Any help greatly appreciated.
>
> Dan Halligan
> ------------------------------------------------
> Daniel Halligan
> Institute of Evolutionary Biology
> University of Edinburgh
> Ashworth Labs., West Mains Rd.,
> Edinburgh EH9 3JT, UK
>
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> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>



-- 
Jim Holtman
Cincinnati, OH
+1 513 646 9390

What is the problem you are trying to solve?

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