ProfileLikelihoodResult¶
- class ProfileLikelihoodResult(*args)¶
Distribution factory result for profile likelihood estimation.
This class provides all the results obtained after a profile likelihood estimation with respect to the parameter : refer to
LikelihoodRatioTest()
.- Parameters:
- distribution
Distribution
Parent distribution at optimal parameter .
- parameterDistribution
Distribution
Asymptotic distribution of .
- logLikelihoodfloat
Maximum profile log-likelihood.
- profileLikelihood
Function
Profile log-likelihood function with respect to the scalar parameter .
- parameterfloat
Estimator of .
- distribution
See also
Methods
Draw the profile likelihood graph with respect to the scalar parameter .
Accessor to the object's name.
Confidence level accessor.
Accessor to the estimated distribution.
Likelihood value accessor.
getName
()Accessor to the object's name.
Estimator of .
Confidence interval accessor.
Accessor to the distribution of the parameter.
Profile log-likelihood function accessor.
hasName
()Test if the object is named.
setConfidenceLevel
(confidenceLevel)Confidence level accessor.
setDistribution
(distribution)Accessor to the estimated distribution.
setLogLikelihood
(logLikelihood)Likelihood value accessor.
setName
(name)Accessor to the object's name.
setParameterDistribution
(parameterDistribution)Accessor to the distribution of the parameter.
- __init__(*args)¶
- drawProfileLikelihoodFunction()¶
Draw the profile likelihood graph with respect to the scalar parameter .
If the parameter is scalar, the graph of the profile log-likelihood: provides:
the estimator of that maximizes the log-profile likelihood,
the -confidence interval of built from the profile deviance statistics .
- Returns:
- graph
Graph
Profile likelihood graph with respect to the scalar parameter .
- graph
- getClassName()¶
Accessor to the object’s name.
- Returns:
- class_namestr
The object class name (object.__class__.__name__).
- getConfidenceLevel()¶
Confidence level accessor.
- Returns:
- levelfloat
The confidence level .
- getDistribution()¶
Accessor to the estimated distribution.
- Returns:
- distribution
Distribution
The estimated distribution.
- distribution
- getLogLikelihood()¶
Likelihood value accessor.
- Returns:
- llhfloat
Log-likelihood value.
- getName()¶
Accessor to the object’s name.
- Returns:
- namestr
The name of the object.
- getParameter()¶
Estimator of .
- Returns:
- parameterfloat
Estimator of .
- getParameterConfidenceInterval()¶
Confidence interval accessor.
- Returns:
- ci
Interval
Confidence interval of .
- ci
- getParameterDistribution()¶
Accessor to the distribution of the parameter.
- Returns:
- parameterDistribution
Distribution
The distribution of the parameter.
- parameterDistribution
- getProfileLikelihoodFunction()¶
Profile log-likelihood function accessor.
- Returns:
- ll
Function
Profile log-likelihood function with respect to .
- ll
- hasName()¶
Test if the object is named.
- Returns:
- hasNamebool
True if the name is not empty.
- setConfidenceLevel(confidenceLevel)¶
Confidence level accessor.
- Parameters:
- levelfloat
The confidence level .
- setDistribution(distribution)¶
Accessor to the estimated distribution.
- Parameters:
- distribution
Distribution
The estimated distribution.
- distribution
- setLogLikelihood(logLikelihood)¶
Likelihood value accessor.
- Parameters:
- llhfloat
Log-likelihood value.
- setName(name)¶
Accessor to the object’s name.
- Parameters:
- namestr
The name of the object.
- setParameterDistribution(parameterDistribution)¶
Accessor to the distribution of the parameter.
- Parameters:
- parameterDistribution
Distribution
The distribution of the parameter.
- parameterDistribution
Examples using the class¶
Estimate a GEV on the Venice sea-levels data
Estimate a GEV on the Port Pirie sea-levels data
Estimate a GPD on the daily rainfall data
Estimate a GEV on race times data
Estimate a GEV on the Fremantle sea-levels data