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59 lines
1.4 KiB
Plaintext
59 lines
1.4 KiB
Plaintext
*! Alfonso Miranda Caso Luengo (SJ4-1: st0057)
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*! Version 2.0 June 26 2003
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program define exspoisson_ll
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args todo b f
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tempname lnsigma
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tempvar xb zb
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local y "$ML_y1"
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local d "$S_edum"
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mleval `xb' = `b', eq(1)
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mleval `zb' = `b', eq(2)
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mleval `lnsigma' = `b', eq(3)
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scalar `lnsigma' = cond(`lnsigma'<-20,-20,`lnsigma')
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tempname sma u
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scalar `sma' = exp(`lnsigma')
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tempvar F p r1 r2 r3 r4
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qui {
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gen double `F' = . if $ML_samp
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gen double `p' = 0 if $ML_samp
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gen double `r1' = 0 if $ML_samp
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gen double `r2' = 0 if $ML_samp
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gen double `r3' = 0 if $ML_samp
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gen double `r4' = 0 if $ML_samp
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local m = 1
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while `m' <= $S_quad {
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scalar `u' = sqrt(2)*`sma'*scalar(x`m')
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replace `r1' = `xb' + `u' if $ML_samp
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replace `r2' = exp(`r1')^(`y')*exp(-exp(`r1')) if $ML_samp
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replace `r3' = `r2'/exp(lngamma(`y'+1)) if $ML_samp
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replace `r4' = `d'*norm(`zb') + (1-`d')*norm(-`zb')
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replace `F' = `r3'*`r4' if $ML_samp
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replace `p' = `p' + scalar(w`m')*`F' if $ML_samp
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local m = `m' + 1
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}
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replace `p'= (1/sqrt(_pi))*`p' if $ML_samp
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replace `F' = log(`p') if $ML_samp
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mlsum `f' = `F' if $ML_samp
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}
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end
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exit
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