Dear Prof Ripley,
Your solution:
Call <- quote(mle())
Call$minuslogl <- minusLogLikelihood
...
Works beautifully (and simply)!
Thanks a lot,
Christophe.
Prof Brian Ripley wrote:
> confint has to be able to re-fit the function to form the profile
> likelihood. The fit you return refers to v
confint has to be able to re-fit the function to form the profile
likelihood. The fit you return refers to values inside the function you
used, and those are not available in the environment you call confint
from. You need to ensure that those values are substituted and not
referred to.
Comp
Guys,
I apologize for being slightly misleading in my previous e-mail.
First, I generated some confusion between the scale and rate parameters
in the gamma distribution. My direct call to mle use a minuslogl
function "working" with a scale parameter while my call to mle from my
function used
Hi,
There is something I don't get with object of class "mle" returned by a
function I wrote. More precisely it's about the behaviour of method
"confint" and "profile" applied to these object.
I've written a short function (see below) whose arguments are:
1) A univariate sample (arising from a