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Profiling a Log-Likelihood to Calculate Confidence Intervals

v1.1.1 · Jan 26, 2026 · GPL (>= 3)

Description

Provides tools for profiling a user-supplied log-likelihood function to calculate confidence intervals for model parameters. Speed of computation can be improved by adjusting the step sizes in the profiling and/or starting the profiling from limits based on the approximate large sample normal distribution for the maximum likelihood estimator of a parameter. The accuracy of the limits can be set by the user. A plot method visualises the log-likelihood and confidence interval. Cases where the profile log-likelihood flattens above the value at which a confidence limit is defined can be handled, leading to a limit at plus or minus infinity. Disjoint confidence intervals will not be found.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

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Version History

new 1.1.1 Mar 10, 2026