How can I determine the confidence intervals for estimated parameters when using fmincon?

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Sean Quinn
Sean Quinn 2017 年 6 月 28 日
I have an 9 ODE model (as one function) with 9 parameters and my objective function as another. I also have a script which minimizes my objective function using fmincon to estimate the parameters in my model. How can I determine the confidence intervals for parameters I estimate. Here is an example of my code below:
options = optimoptions('fmincon','Algorithm','interior-point','display','iter','MaxIter',150); numberOfParameters = length(InitialParameterValues2('KIF3AC 052616 + 070716')); pIndex = [1,0;... 2,0;... 5,0;... 6,0;... 9,0];
pFit = ones(1,5);
[pFit, fval, flag, output, lambda, grad, hessian] = fmincon(@(p) objective_2(p, pIndex, data, dataIndex, kinesinIndex, kinesinName, numberOfParameters), ... pFit, [], [], [], [], [[0.01 1 0.01 1 0.01],0], [[1 10 1 11 100],10000], [], options);

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