Methods

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

All the methods are wrapped by get_endpoint interface where the argument method should be initiated by one of the possible values. get_endpoint provides also the additional mechanism for better optimization by transforming the parameters to log/logit scales.

:CICO_ONE_PASS

The method uses the one-pass calculation of confidence interval endpoint, i.e. one optimization is required for single endpoint. It utilizes the 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 objective function with LN_AUGLAG algorithm.

:LIN_EXTRAPOL

The method uses multi-pass approach creating profile likelihood function and evaluating next step as linear extrapolation: y = a*x + b.

:QUADR_EXTRAPOL

The method uses multi-pass approach creating profile likelihood function and evaluating next step as quadratic extrapolation: y = x^2*a + x*b + c.