routines for fitting OU and CIR models, with profile likelihood confidence intervals

This python file contains a number of routines for fitting stochastic differential equations for Ornstein-Uhlenbeck (OU) and the Cox-Ingersoll-Ross (CIR) models.

Also included is a test program, ouGDP.py and a .csv file of GDP taken from FRED (google federal reserve of St. Louis)

run ouGDP to fit an OU model to GDP from Q1 of 2016 to 2019