Compute Profile Likelihood Confidence Intervals — dcc11_profile_ci • tsbs

Compute Profile Likelihood Confidence Intervals

Usage

dcc11_profile_ci(
  params,
  std_resid,
  weights,
  Qbar,
  distribution = "mvn",
  use_reparam = FALSE,
  param_idx = 1,
  level = 0.95,
  n_grid = 50
)

Arguments

params: MLE estimates
std_resid: Standardized residuals
weights: Observation weights
Qbar: Unconditional covariance
distribution: "mvn" or "mvt"
use_reparam: Logical
param_idx: Index of parameter for CI
level: Confidence level (default 0.95)
n_grid: Grid points (default 50)

Value

Named vector c(lower, upper)