ModelU13: Compute the maximum likelihood estimate of Model U13

In mfrdixon/MLEMVD: Maximum Likelihood Estimation for Diffusion Equations

Description

Compute the maximum likelihood estimate of Model U13

Usage

ModelU13(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 7-vector (am1,a0,a1,a2,a3,sigma,rho)

Examples

ModelU13(0.4,0.3,0.1,c(0.1,0.3,0.2,0.1,0.2,1.3,0.5))

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