ModelU5: Compute the maximum likelihood estimate of Model U5

In mfrdixon/MLEMVD: Maximum Likelihood Estimation for Diffusion Equations

Description

mu(x) <- theta0 + theta1*x + theta2*x^2 + theta3*x^3 s(x) <- gamma*x^rho

Usage

ModelU5(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 (gamma,rho>=1,theta0,theta1,theta2,theta3)

Examples

ModelU5(0.4,0.3,0.1,c(0.1,1.3,0.2,0.3,0.2,0.1))

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