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Confidence Interval Estimation Options

Source: R/enums.R
CIOptions.Rd

Default options for various confidence interval estimation methods used within the package. These methods are configured via the PIConfiguration class.

Usage

CIOptions_hessian

CIOptions_PL

CIOptions_bootstrap

CIDefaults

Format

A list containing default settings for confidence interval estimation methods.

CIOptions_hessian

Default options for the hessian method. The Hessian matrix is computed via numDeriv::hessian() using the Richardson method (the only supported method). The r and d options map directly to method.args of that function.

  • epsilon: Numerical step size for numerical differentiation. Default is NULL, which applies an adaptive step size based on the parameter values.

  • confLevel: Confidence level for interval estimation. Default is 0.95 (95% confidence intervals).

  • r: Number of Richardson iterations. Controls the trade-off between accuracy and computation time: approximately (N^2 + N)*r objective function evaluations are performed, where N is the number of free parameters. Must be at least 2. Default is NULL, which uses numDeriv's default of 4.

  • d: Fractional step size. Smaller values reduce the step size relative to the parameter value. Default is NULL, which uses numDeriv's default of 0.1.

CIOptions_PL

Default options for the PL (Profile Likelihood) method.

  • epsilon: Numerical step size for profile likelihood adjustments. Default is NULL, which applies an adaptive step size.

  • confLevel: Confidence level for interval estimation. Default is 0.95 (95% confidence intervals).

  • maxIter: Maximum number of iterations for likelihood profiling. Default is 100.

CIOptions_bootstrap

Default options for the bootstrap method.

  • nSamples: Number of bootstrap resampling iterations. Default is 1000.

  • confLevel: Confidence level for interval estimation. Default is 0.95 (95% confidence intervals).

  • seed: Random seed for reproducibility. Default is NULL.