ModelB3: Compute the maximum likelihood estimate of Model B3

In mfrdixon/MLEMVD: Maximum Likelihood Estimation for Diffusion Equations

Description

Compute the maximum likelihood estimate of Model B3

Usage

ModelB3(x, x0, del, param)

Arguments

x	Observation of the state variable at time t
x0	Observation of the state variable at time t-1
del	The time step between the current and previous observation
param	The parameter 6-vector (mu,alpha,beta,sigma,rho,gamma)

Examples

ModelB3(0.4,0.3,0.1,c(0.1,0.2,0.3,0.4,0.5,0.6))

mfrdixon/MLEMVD documentation built on May 22, 2019, 8:52 p.m.