reverse-shooting

Matlab scripts for reverse shooting
Log | Files | Refs | README

nickellfunc.m (572B)

      1 % nickellfunc.m		value=nickellfunc(rho);
      2 %	The Nickell Bias function f(rho)=0 expressed
      3 %	so as to allow FZERO to solve for rho when given rhohat and Tr
      4 %	(rhohat and Tr will be global to avoid naming them in the function).
      5 %
      6 %	Formula in Nickell (1981) as  rhohat-rho = g(rho).
      7 %	We write this as f(rho)=g(rho) - (rhohat-rho) and find a zero.
      8 
      9 function value=nickellfunc(rho);
     10 
     11 global rhohat Tr;
     12 approx= -(1+rho)/(Tr-1);
     13 num   = approx*(1-1/Tr*(1-rho^Tr)/(1-rho));
     14 den   = 1-2*rho/(1-rho)/(Tr-1)*(1-1/Tr*(1-rho^Tr)/(1-rho));
     15 grho  = num/den;
     16 value = grho - (rhohat-rho);