This folder has some scritps that you may find usefull. All of it comes from questions that I ve received in my email. If you have a new request/question, feel free to send it to marceloperlin@gmail.com. But please, don t ask me to do your homework. Passing_your_param0 This folder contains instructions (and m files) for passing you own initial parameters to the fitting function. I also included a simple simulation script that will create random initial coefficients (under the proper bounds) and fit the model to the data.

Packet : 35738637ms_ar_fex.zip filelist
MS_AR_FEX/
MS_AR_FEX/About_the_MS_AR_Models.pdf
MS_AR_FEX/Example_Data.mat
MS_AR_FEX/Example_MS_AR_Fit.m
MS_AR_FEX/Example_MS_AR_Fit_t_dist.m
MS_AR_FEX/Example_MS_AR_For.m
MS_AR_FEX/Example_MS_AR_Simul_2_States.m
MS_AR_FEX/Example_MS_AR_Simul_2_States_t_dist.m
MS_AR_FEX/Example_MS_AR_Simul_3_States.m
MS_AR_FEX/Example_MS_AR_Simul_and_Fit_2_States.m
MS_AR_FEX/Example_MS_AR_Simul_and_Fit_2_States_t_dist.m
MS_AR_FEX/Example_MS_AR_Simul_and_Fit_3_States.m
MS_AR_FEX/Example_MS_AR_Simul_and_Fit_4_States.m
MS_AR_FEX/m_Files/
MS_AR_FEX/m_Files/confuneq.m
MS_AR_FEX/m_Files/getvarMatrix.m
MS_AR_FEX/m_Files/MS_AR_Fit.m
MS_AR_FEX/m_Files/MS_AR_For.m
MS_AR_FEX/m_Files/MS_AR_Lik.m
MS_AR_FEX/m_Files/MS_AR_Sim.m
MS_AR_FEX/Other_Scripts/
MS_AR_FEX/Other_Scripts/Passing_your_param0/
MS_AR_FEX/Other_Scripts/Passing_your_param0/Example_Data.mat
MS_AR_FEX/Other_Scripts/Passing_your_param0/Example_Script_Random_Param0_and_Fit.m
MS_AR_FEX/Other_Scripts/Passing_your_param0/Example_Script_spec2param0_Fit.m
MS_AR_FEX/Other_Scripts/Passing_your_param0/m_Files/
MS_AR_FEX/Other_Scripts/Passing_your_param0/m_Files/confuneq.m
MS_AR_FEX/Other_Scripts/Passing_your_param0/m_Files/getvarMatrix.m
MS_AR_FEX/Other_Scripts/Passing_your_param0/m_Files/MS_AR_Fit_param0_ver.m
MS_AR_FEX/Other_Scripts/Passing_your_param0/m_Files/MS_AR_Lik.m
MS_AR_FEX/Other_Scripts/Passing_your_param0/m_Files/rndparam0.m
MS_AR_FEX/Other_Scripts/Passing_your_param0/m_Files/spec2param0.m
MS_AR_FEX/Other_Scripts/README_4_Instructions.txt
MS_AR_FEX/Outputs_Diff_Matlab_Ver_MS_AR.xls

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