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Update README.md
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jabbring authored Dec 2, 2020
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Expand Up @@ -9,9 +9,11 @@ Use `make` to replicate [Abbring and Salimans (2021)](https://arxiv.org/abs/1905
- `figure1.m` - replicates Figure 1
- `figure2.m` - replicates Figure 2
- `figure3.m` - replicates Figure 3
- `table1.m` - replicates Table 1 and Figure 4
- `table1BM.m` - recalculates Columns I-V of table one using the exact likelihood for the Gaussian case
- `table1lowM` - recalculates Table 1 with a lower value of the design parameter `M`
- `table1.m` - replicates Table 1
- `figure4.m` - replicates Figure 4
- `checkgradient.m` - checks the analytic gradients against numerical ones
<!-- - `table1BM.m` - recalculates Columns I-V of table one using the exact likelihood for the Gaussian case
- `table1lowM` - recalculates Table 1 with a lower value of the design parameter `M`-->

and displays the resulting figures and tables in a pdf file `replication.pdf`.

Expand Down Expand Up @@ -40,21 +42,24 @@ Users can extend the set of specifications by adding different functions `<heter

### 2. Probability densities and cumulate distributions

- `numinvlap.m` - mixed hitting time pdf (calculated by Laplace transform inversion)
- `numinvlap.m` - MHT pdf (calculated by Laplace transform inversion)
- `numinvlap2.m` - idem, but with input of design parameter `M`
- `igausscdf.m` - inverse Gaussian cdf
- `igausspdf.m` - inverse Gaussian pdf
- `weibullcdf.m` - Weibull MPH cdf
- `weibullpdf.m` - Weibull MPH pdf

### 3. Likelihood calculation

- `mhtobj.m` - minus the log likelihood (calculated by Laplace transform inversion)
- `lhmigauss.m` - likelihood (calculated using explicit expressions for the Gaussian case)
- `nllhmigauss.m` - minus the log likelihood (calculated using explicit expressions for the Gaussian case)
- `mhtobj.m` - minus the log likelihood of the MHT model (calculated by Laplace transform inversion)
- `lhmigauss.m` - likelihood of the MHT model (calculated using explicit expressions for the Gaussian case)
- `nllhmigauss.m` - minus the log likelihood of the MHT model (calculated using explicit expressions for the Gaussian case)
- `nllhweibull.m` - minus the log likelihood of the Weibull MPH model

### 4. Maximum likelihood estimation

- `mhtmle.m` - general case (based on Laplace inversion)
- `migaussmle.m` - Gaussian special case
- `mhtmle.m` - ML estimation of the general MHT model (based on Laplace inversion)
- `migaussmle.m` - ML estimation of the Gaussian special case

### 5. Simulation

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