CIR_MLE2.m

function status =  CIR_MLE2(roll_expand,SD,MA,offset,itemName, itemType,mode)
    cHeader = {'Date' 'cir_kappa' 'cir_theta' 'cir_sigma' 'cir_leakage' 'cir_kappa_sd' 'cir_theta_sd' 'cir_sigma_sd' 'cir_kappa_z' 'cir_theta_z' 'cir_sigma_z' };
    textHeader = strjoin(cHeader, ',');
    delimiterIn = ','; %use , as delimiter, some might use an ' ', depends on how to write your csv
    headerlinesIn = 1; %assuming first row is header

    lb = [1e-5 1e-5 1e-5] ; 
    ub = [100.0 10.0 10.0];        

    TimeStep = 1;                       
    bd = 1e-6;
    prefixString = sprintf("%s/updating/", itemType);
    locString = sprintf("%stoanalysis/SD%d/day%d/",prefixString, SD*100, MA);
    rawName = sprintf("bounded_%sday%d_SD%d_%s.csv",mode,MA,SD*100,itemName);
    filename = sprintf("%s%s",locString,rawName);
    rollPath = sprintf("%stemp/new/SD%d/day%d/roll/",prefixString,SD*100, MA);
    expandPath = sprintf("%stemp/new/SD%d/day%d/expand/",prefixString,SD*100, MA);
    if ~exist(char(rollPath),'dir') mkdir(char(rollPath)); end
    if ~exist(char(expandPath),'dir') mkdir(char(expandPath)); end
    resultname_roll = sprintf("%scir_roll_%s",rollPath,rawName);
    resultname_expand = sprintf("%scir_expand_%s",expandPath,rawName);
    raw = importdata(filename,delimiterIn,headerlinesIn); %import csv
    m = size(raw.data,1);
    Data = raw.data;


    day = 750;
    count = 0 ;
    ssave = zeros(m-day+1,10);

    if offset <= -1
        startDay = 1;
    else
        startDay = m-day+1-offset;
    end;

    for i = startDay : m-day+1
        %Datatemp = Data(1:day+i-1);
        if strcmp("roll",roll_expand)
            Datatemp = Data(i:day+i-1); 
            [ssave(i, : ),count] = setSsave(Datatemp,count,TimeStep,lb,ub,bd);
            fprintf("rolling, file = %s. iter =  %d / %d\n\n",filename,i,m-day+1);
        end
        if strcmp("expand",roll_expand)
            Datatemp = Data(1:day+i-1); 
            [ssave(i, : ),count] = setSsave(Datatemp,count,TimeStep,lb,ub,bd);
            fprintf("expanding, file = %s. iter =  %d / %d\n\n",filename,i,m-day+1);
        end
    end ;
    textData = transpose(raw.textdata(day+1:m+1));
    ssave = ssave( [startDay:end] , : );
    textData = textData( [startDay:end] , : );
    output = [textData num2cell(ssave)]';
    
    if strcmp("roll",roll_expand)
        fid = fopen(resultname_roll,'w'); 
    end
    if strcmp("expand",roll_expand)
        fid = fopen(resultname_expand,'w'); 
    end
    fprintf(fid,'%s\n',textHeader);
    fprintf(fid, '%s, %.15f, %.15f,%.15f, %.15f, %.15f, %.15f, %.15f, %.15f, %.15f, %.15f\n', output{:});
    fclose(fid);
    
    status = 1;
    return
end