Supplement 1. Matlab functions for fitting the models in Scenario 3.
fitModel.m (MD5: dcf2f5a898ddf08cc71f14dbafabd124)
fullNLL.m (MD5: 514a14611653186dabcf5bff28bfa50f)
kalman.m (MD5: d1f7404cbf0f8bc9ecce730023f2a891)
fitModel.m fits a data set simulated under Scenario 3.
fullNLL.m computes the likelihood for the full ML method.
kalman.m is an implementation of the kalman filter used by fitModel.