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## Calculating roots of a function

Hi everyone,

How do I calculate the roots of a  function in JSL for confidence intervals?

I have a special case, where I need to calculate confidence Intervals which aren't implemented in JMP.

Using the Wilks theorem, I want to calculate confidence intervalls by calculating the roots of the following function:

f(x)=-2log(Likelihood(x|Data))-ChiSquare Quantile( 1-alpha, 1).

Where x is a real number and the Data is a univariate sample

Is there any build in JSL function I can use? Or at least something similar?

I couldn`t find anything on the web or in the scripting index.

I would really appreciate some suggestions.

1 ACCEPTED SOLUTION

Accepted Solutions
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## Re: Calculating roots of a function

See Help about the Minimize() function. Your expression is Abs( -2log(Likelihood(x|Data))-ChiSquare Quantile( 1-alpha, 1) ). This numerical optimization should be able to solve for the roots. The easiest way would be to use a Script Editor. Select File > New > Script. Right-click and select Show Embedded Log. This way the result of the function call will be shown in the same window.

Learn it once, use it forever!
2 REPLIES 2
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## Re: Calculating roots of a function

See Help about the Minimize() function. Your expression is Abs( -2log(Likelihood(x|Data))-ChiSquare Quantile( 1-alpha, 1) ). This numerical optimization should be able to solve for the roots. The easiest way would be to use a Script Editor. Select File > New > Script. Right-click and select Show Embedded Log. This way the result of the function call will be shown in the same window.

Learn it once, use it forever!
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