Root finding method, Can be ‘nested-brent’ or
‘gamma’. Default is ‘gamma’
‘gamma’ Tries to solve for the gamma parameter in the
Lagrange (see Owen pg 22) and then determine the weights.
‘nested brent’ uses brents method to find the confidence
intervals but must maximize the likelihhod ratio on every
gamma is generally much faster. If the optimizations does not
converge, try expanding the gamma_high and gamma_low