%function [thet]=Estimateit
clear all;
clc;

Num=100;

%generate 100 data sets
for i=1:Num
T=100;
%generate the data set
artificial(0,1,T);
load data;
%plot(1:T,data);
%set initial conditions
x0=[0,1];
H0=eye(2);

crit=0.00001;
nit=100;
% find likelihood maximizer with csminwel
[fh,xh,gh,H,itct,fcount,retcodeh] = csminwel(@makelike, x0, H0, [], crit, nit, data);
% find likelihood maximizer with fminsearch (built into matlab)
x=fminsearch(@makelike,x0,[],data);
%store results
resul(i,:)=xh;
resu(i,:)=x;
end
%plot results
figure(2)
hist(resul(:,1))
figure(3)
hist(resu(:,1))
%compute number of reasonable results for the first method
ones(size(resul(:,1)))'*((abs(resul(:,1))<10).*ones(size(resul(:,1))))
%compute number of reasonable results for the second method
ones(size(resu(:,1)))'*((abs(resu(:,1))<10).*ones(size(resu(:,1))))