I created this new branch to generalize the functions that read and write from csv file, with or without knowledge of initial observation for a general diffusion process with possibly the observation process whose dimensionality is time dependent (L matrix changing over time).
For example right now the function readData in script src/auxiliary/read_and_write_data.jl can be used for 2 dimensional diffusions in which we observe one of the 2 dimensions and not for general diffusion processes
I created this new branch to generalize the functions that read and write from csv file, with or without knowledge of initial observation for a general diffusion process with possibly the observation process whose dimensionality is time dependent (L matrix changing over time).
For example right now the function readData in script src/auxiliary/read_and_write_data.jl can be used for 2 dimensional diffusions in which we observe one of the 2 dimensions and not for general diffusion processes