Methods

Three methods implemented in CICOBase package: :CICO_ONE_PASS, :LIN_EXTRAPOL, :QUADR_EXTRAPOL.

The main function for CI endpoints estimation is get_interval (see API section). Estimation method is defined by the keyword argument method. It supports one of the above values. Default is :CICO_ONE_PASS.

:CICO_ONE_PASS

The method uses the one-pass calculation of confidence interval endpoint and utilizes Inequality-based Constrained Optimization for efficient determination of confidence intervals and detection of “non-identifiable” parameters.

The method internally calls NLopt algorithm to build an augmented objective function with LN_AUGLAG algorithm. Optimization algorithm choice is described in Optimizers section.

:LIN_EXTRAPOL

The method examines profile likelihood function by making steps in both directions from the optima. Each step is derived as a linear extrapolation: y = a*x + b.

:QUADR_EXTRAPOL

The method examines profile likelihood function by making steps in both directions from the optima. Each step is derived as a quadratic extrapolation: y = x^2*a + x*b + c.