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

(It is highly recommended that you look at the articles.)
install.packages("concurve")Try the following script if you run into any installation issues:
install.packages("concurve", repos = "https://cloud.r-project.org/", dep = TRUE)Install the developer version from 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 4.0.2 (2020-06-22)
## Platform: x86_64-apple-darwin17.0 (64-bit)
## Running under: macOS Catalina 10.15.6
## 
## Matrix products: default
## BLAS:   /Library/Frameworks/R.framework/Versions/4.0/Resources/lib/libRblas.dylib
## LAPACK: /Library/Frameworks/R.framework/Versions/4.0/Resources/lib/libRlapack.dylib
## 
## locale:
## [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
## 
## attached base packages:
## [1] stats     graphics  grDevices utils     datasets  methods   base     
## 
## loaded via a namespace (and not attached):
##  [1] compiler_4.0.2    magrittr_1.5      credentials_1.3.0 htmltools_0.5.0   tools_4.0.2       yaml_2.2.1        stringi_1.5.3    
##  [8] rmarkdown_2.4     knitr_1.30        stringr_1.4.0     xfun_0.18         digest_0.6.25     rlang_0.4.7       openssl_1.4.3    
## [15] sys_3.4           evaluate_0.14     askpass_1.1