These functions take an SLik
object (as produced by MSL
) and samples its parameter space in (hopefully) clever ways, not yet well documented. rparam
calls sample_volume
to define points targeting the likelihood maximum and the bounds of confidence intervals, with n
for these different targets dependent on the mean square error of prediction of likelihood at the maximum and at CI bounds.
1 2 3 4 5 6 7  rparam(object, n= 1, useEI = list(max=TRUE,profileCI=TRUE,rawCI=FALSE),
useCI = TRUE, verbose = interactive(), tryn=30*n,
level = 0.95, CIweight=Infusion.getOption("CIweight"))
sample_volume(object, n = 6, useEI, vertices=NULL,
dlr = NULL, verbose = interactive(),
fixed = NULL, tryn= 30*n)

object 
an 
n 
The number of parameter points to be produced 
useEI 
List of booleans, each determining whether to use an “expected improvement” (EI) criterion (e.g. Bingham et al., 2014) to select candidate parameter points to better ascertain a particular focal point. The elements 
vertices 
Points are sampled within a convex hull defined by 
useCI 
Whether to define points targeting the bounds of confidence intervals for the parameters. An expected improvement criterion is also used here. 
level 
If 
dlr 
A (log)likelihood ratio threshold used to select points in the upper region of the likelihood surface. Default value is
given by 
verbose 
Whether to display some information about selection of points, or not 
fixed 
A list or named vector, of which each element is of the form 
tryn 
See 
CIweight 
For development purposes, not documented. 
a data frame of parameter points. Only parameters variable in the SLik
object are considered.
D. Bingham, P. Ranjan, and W.J. Welch (2014) Design of Computer Experiments for Optimization, Estimation of Function Contours, and Related Objectives, pp. 109124 in Statistics in Action: A Canadian Outlook (J.F. Lawless, ed.). Chapman and Hall/CRC.
1 2 3 4 5  if (Infusion.getOption("example_maxtime")>10) {
data(densv)
summliksurf < infer_surface(densv) ## infer a loglikelihood surface
sample_volume(summliksurf)
}

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