Added custom ROSALI algorithm modifications

Modules/ghquadm.ado

@@ -1,85 +0,0 @@
-program define ghquadm
-* stolen from gllamm6 who stole it from rfprobit (Bill Sribney)
-	version 4.0
-
-	parse "`*'", parse(" ")
-	local n = `1'
-	if `n' + 2 > _N  {
-		di in red  /*
-		*/ "`n' + 2 observations needed to compute quadrature points"
-		exit 2001
-	}
-
-	tempname x w xx ww a b
-	local i 1
-	local m = int((`n' + 1)/2)
-	matrix x = J(1,`m',0)
-	matrix w = x
-	while `i' <= `m' {
-		if `i' == 1 {
-			scalar `xx' = sqrt(2*`n'+1)-1.85575*(2*`n'+1)^(-1/6)
-		}
-		else if `i' == 2 { scalar `xx' = `xx'-1.14*`n'^0.426/`xx' }
-		else if `i' == 3 { scalar `xx' = 1.86*`xx'-0.86*x[1,1] }
-		else if `i' == 4 { scalar `xx' = 1.91*`xx'-0.91*x[1,2] }
-		else { 
-			local im2 = `i' -2
-			scalar `xx' = 2*`xx'-x[1,`im2']
-		}
-		hermite `n' `xx' `ww'
-		matrix x[1,`i'] = `xx'
-		matrix w[1,`i'] = `ww'
-		local i = `i' + 1
-	}
-	if mod(`n', 2) == 1 { matrix x[1,`m'] = 0}
-/* start in tails */
-	matrix `b' = (1,1)
-	matrix w = w#`b'
-	matrix w = w[1,1..`n']
-	matrix `b' = (1,-1)
-	matrix x = x#`b'
-	matrix x = x[1,1..`n']
-/* other alternative (left to right) */
-/*
-	above: matrix x = J(1,`n',0)
-	while ( `i'<=`n'){
-		matrix x[1, `i'] = -x[1, `n'+1-`i']
-		matrix w[1, `i'] = w[1, `n'+1-`i']
-		local i = `i' + 1
-	}
-*/
-	matrix `2' = x
-	matrix `3' = w
-end
-
-
-program define hermite  /* integer n, scalar x, scalar w */
-* stolen from gllamm6 who stole it from rfprobit (Bill Sribney)
-	version 4.0
-	local n "`1'"
-	local x "`2'"
-	local w "`3'"
-	local last = `n' + 2
-	tempname i p
-	matrix `p' = J(1,`last',0)
-	scalar `i' = 1
-	while `i' <= 10 {
-		matrix `p'[1,1]=0
-		matrix `p'[1,2] = _pi^(-0.25)
-		local k = 3
-		while `k'<=`last'{
-			matrix `p'[1,`k'] = `x'*sqrt(2/(`k'-2))*`p'[1,`k'-1] /*
-			*/	- sqrt((`k'-3)/(`k'-2))*`p'[1,`k'-2]
-			local k = `k' + 1
-		}
-		scalar `w' = sqrt(2*`n')*`p'[1,`last'-1]
-		scalar `x' = `x' - `p'[1,`last']/`w'
-		if abs(`p'[1,`last']/`w') < 3e-14 {
-			scalar `w' = 2/(`w'*`w')
-			exit
-		}
-		scalar `i' = `i' + 1
-	}
-	di in red "hermite did not converge"
-	exit 499
-end