OUbidim

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.

List of files

• kalmangradient_new.m : main script
• maxLL.m : conjugate gradient method for MLE computation
• observ.m : generate the simulations
• examplescript.m : one complete example

How to use it

Type examplescript in Matlab.