Readme file for the Matlab scripts related to
FAVETTO, B., & SAMSON, A. (2010). Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application. Scandinavian Journal of Statistics, 37(2), 200-220.
- kalmangradient_new.m : main script
- maxLL.m : conjugate gradient method for MLE computation
- observ.m : generate the simulations
- examplescript.m : one complete example
Type examplescript in Matlab.