Fri, 10/26/2012 - 12:21

Would it be possible if you are running a model with checkpointing & CI to get it to check point when it hits a solution for an upper or lower CI?

Currently if you running checkpointing & CI it checkpoints when it hits the 'solution' - regardless of the minutes/iterations since the last checkpoint

If it could do the same thing when it finds a CI it would be a great help

thanks

Sarah

No problem. I checked in a change to the subversion repository that writes to the checkpoint file when confidence interval calculations are performed. To preserve backwards-compatibility with the existing checkpoint file format, I took advantage of the date and time field (which is a string) and use that column to display which checkpoint is displayed.

For each confidence interval calculation, the last row of that subset of the table represents the optimizer state at the conclusion of the calculation.

It turns out that this information can be really useful, because it returns all the other parameter estimates at the conclusion of optimization to find a confidence interval! These estimates can help diagnose 'weird' or unexpected behavior (such as sign-flipping) when estimating confidence intervals.

wonderful!!! looks great

thanks

Sarah