From 6b526b714a90d99c0e4979fd25984b16f5967ac7 Mon Sep 17 00:00:00 2001
From: JoelTrent <79883375+JoelTrent@users.noreply.github.com>
Date: Wed, 28 Jun 2023 19:37:26 +1200
Subject: [PATCH] Add optional inclusion of MLE point as initial internal point
 for simultaneous method

---
 .../bivariate_profile_likelihood.jl             |  3 ++-
 src/bivariate_methods/vectorsearch.jl           | 17 +++++++++++++++--
 src/types/bivariate_methods.jl                  | 10 ++++++----
 3 files changed, 23 insertions(+), 7 deletions(-)

diff --git a/src/bivariate_methods/bivariate_profile_likelihood.jl b/src/bivariate_methods/bivariate_profile_likelihood.jl
index 953d38e..e28c5a5 100644
--- a/src/bivariate_methods/bivariate_profile_likelihood.jl
+++ b/src/bivariate_methods/bivariate_profile_likelihood.jl
@@ -178,7 +178,8 @@ function bivariate_confidenceprofile(bivariate_optimiser::Function,
                                     bivariate_optimiser, model, 
                                     num_points, consistent, ind1, ind2,
                                     mle_targetll, save_internal_points, channel,
-                                    min_proportion_unique=method.min_proportion_unique)
+                                    min_proportion_unique=method.min_proportion_unique,
+                                    use_MLE_point=method.use_MLE_point)
 
         elseif method isa RadialRandomMethod
             boundary, internal = bivariate_confidenceprofile_vectorsearch(
diff --git a/src/bivariate_methods/vectorsearch.jl b/src/bivariate_methods/vectorsearch.jl
index 8ac8b22..931e41a 100644
--- a/src/bivariate_methods/vectorsearch.jl
+++ b/src/bivariate_methods/vectorsearch.jl
@@ -17,7 +17,8 @@ function findNpointpairs_simultaneous!(p::NamedTuple,
                                         mle_targetll::Float64,
                                         save_internal_points::Bool,
                                         biv_opt_is_ellipse_analytical::Bool,
-                                        min_proportion_unique::Real)
+                                        min_proportion_unique::Real,
+                                        use_MLE_point::Bool)
 
     internal  = zeros(2,num_points)
     internal_all = zeros(model.core.num_pars, save_internal_points ? num_points : 0)
@@ -28,6 +29,12 @@ function findNpointpairs_simultaneous!(p::NamedTuple,
 
     Ninside=0; Noutside=0
     iters=0
+
+    if use_MLE_point
+        Ninside +=1
+        internal[:,Ninside] = model.core.θmle[[ind1, ind2]]
+    end
+
     while Noutside<num_points && Ninside<num_points
 
         x, y = generatepoint(model, ind1, ind2)
@@ -104,6 +111,11 @@ function findNpointpairs_simultaneous!(p::NamedTuple,
         end
     end
 
+    if use_MLE_point
+        ll_values = ll_values[2:end]
+        internal_all = internal_all[:, 2:end]
+    end
+
     if save_internal_points && biv_opt_is_ellipse_analytical
         get_ωs_bivariate_ellipse_analytical!(internal_all, num_points,
                                                     p.consistent, ind1, ind2, 
@@ -288,6 +300,7 @@ function bivariate_confidenceprofile_vectorsearch(bivariate_optimiser::Function,
                                                     channel::RemoteChannel;
                                                     num_radial_directions::Int=0,
                                                     min_proportion_unique::Real=1.0,
+                                                    use_MLE_point::Bool=false,
                                                     ellipse_confidence_level::Float64=-1.0,
                                                     ellipse_start_point_shift::Float64=0.0,
                                                     ellipse_sqrt_distortion::Float64=0.0)
@@ -318,7 +331,7 @@ function bivariate_confidenceprofile_vectorsearch(bivariate_optimiser::Function,
             internal, internal_all, ll_values, external = 
                 findNpointpairs_simultaneous!(p, bivariate_optimiser, model, num_points, ind1, ind2,
                                                 mle_targetll, save_internal_points, biv_opt_is_ellipse_analytical,
-                                                min_proportion_unique)
+                                                min_proportion_unique, use_MLE_point)
         else
             internal, internal_all, ll_values, external = 
                 findNpointpairs_radialrandom!(p, bivariate_optimiser, model, num_points, 
diff --git a/src/types/bivariate_methods.jl b/src/types/bivariate_methods.jl
index a6af33b..ab638b6 100644
--- a/src/types/bivariate_methods.jl
+++ b/src/types/bivariate_methods.jl
@@ -233,13 +233,14 @@ struct RadialRandomMethod <: AbstractBivariateVectorMethod
 end
 
 """
-    SimultaneousMethod(min_proportion_unique::Real=0.5)
+    SimultaneousMethod(min_proportion_unique::Real=0.5, include_MLE_point::Bool=true)
 
 Method for finding the bivariate boundary of a confidence profile by finding internal and external boundary points using a uniform random distribution on provided bounds, pairing these points in the order they're found and bracketing between each pair (see [`PlaceholderLikelihood.findNpointpairs_simultaneous!`](@ref) and [`PlaceholderLikelihood.bivariate_confidenceprofile_vectorsearch`](@ref)). Values of `min_proportion_unique` lower than zero may improve performance if finding either internal points or external points is difficult given the specified bounds on interest parameters.
     
 
 # Arguments
-- `min_proportion_unique`: a proportion ∈ (0.0, 1.0] for the minimum allowed proportion of unique points in one of the internal or external point vectors. One of these vectors will be fully unique. Whichever vector is not unique, will have at least `min_proportion_unique` unique points. Default is 0.5
+- `min_proportion_unique`: a proportion ∈ (0.0, 1.0] for the minimum allowed proportion of unique points in one of the internal or external point vectors. One of these vectors will be fully unique. Whichever vector is not unique, will have at least `min_proportion_unique` unique points. Default is 0.5.
+- `use_MLE_point`: whether to use the MLE point as the first internal point found or not. Default is true (use).
 
 # Details
 
@@ -277,9 +278,10 @@ Finds at least `ceil(min_proportion_unique * num_points)` internal points.
 """
 struct SimultaneousMethod <: AbstractBivariateVectorMethod 
     min_proportion_unique::Real
-    function SimultaneousMethod(min_proportion_unique::Real=0.5)
+    use_MLE_point::Bool
+    function SimultaneousMethod(min_proportion_unique::Real=0.5, use_MLE_point::Bool=true)
         (0.0 < min_proportion_unique && min_proportion_unique <= 1.0) || throw(DomainError("min_proportion_unique must be in the interval (0.0,1.0]"))
-        return new(min_proportion_unique)
+        return new(min_proportion_unique, use_MLE_point)
     end
 end