concurve | Graph Frequentist Distributions of Parameters 
Sample image taken from Schweder T, Hjort NL. (2016)

GitHub using the following:
remotes::install_github("zadrafi/concurve@master", dependencies = TRUE)See which versions of the package are currently supported here.
Stata to obtain similar functions.
To properly cite the package, please see the following page or run the R script below.
citation("concurve")Please note that the concurve project is released with a Contributor Code of Conduct. By contributing to this project, you agree to abide by its terms.
The package was currently run on:
## R version 4.6.1 (2026-06-24)
## Platform: aarch64-apple-darwin25.4.0
## Running under: macOS Golden Gate 27.0
##
## Matrix products: default
## BLAS: /opt/homebrew/Cellar/openblas/0.3.34/lib/libopenblasp-r0.3.34.dylib
## LAPACK: /opt/homebrew/Cellar/r/4.6.1/lib/R/lib/libRlapack.dylib; LAPACK version 3.12.1
##
## locale:
## [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
##
## time zone: America/New_York
## tzcode source: internal
##
## attached base packages:
## [1] stats graphics grDevices utils datasets methods base
##
## loaded via a namespace (and not attached):
## [1] compiler_4.6.1 fastmap_1.2.0 cli_3.6.6 tools_4.6.1
## [5] htmltools_0.5.9 otel_0.2.0 rstudioapi_0.19.0 yaml_2.3.12
## [9] rmarkdown_2.32 knitr_1.52 xfun_0.60 digest_0.6.39
## [13] rlang_1.3.0 evaluate_1.0.5