bristlecone
ProfileLikelihood Module
Given a maximum likelihood estimate (MLE), the profile likelihood method runs a Monte Carlo algorithm that samples around the MLE.
The range for each parameter is discovered at 95% and 68% confidence based on a chi squared distribution.
Types and nested modules
| Type/Module | Description |
Functions and values
| Function or value | Description |
Full Usage:
interval nParam mle limit trace
Parameters:
int
mle : float
limit : float
trace : (float * float[]) list
Returns: (float * float)[]
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Full Usage:
profile fit engine subject hypothesis n result
Parameters:
EstimationEngine<float, 'a> -> EndCondition<float> -> 'b -> ModelSystem -> EstimationResult
engine : EstimationEngine<float, 'a>
subject : 'b
hypothesis : ModelSystem
n : int
result : EstimationResult
Returns: Map<ShortCode, ConfidenceInterval>
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