.15;100],[],data)
n = length(data.xdata);
p = 2;
mse = ssmin/(n-p) % estimate for the error variance
%%
% The Jacobian matrix of the model function is easy to calculate so we use
% it to produce estimate of the covariance of theta. This can be
% used as the initial proposal covariance for the MCMC samples by
% option |options.qcov| below.
J = [data.xdata./(tmin(2)+data.xdata), ...
     -tmin(1).*data.xdata./(tmin(2)+data.xdata).^2];
tcov = inv(J'*J)*mse


%%
% We have to define three structures for inputs o