C # Calculates the log-likelihood for the second C# order dependence model subroutine blik2m(logL,pij,beta,lpsi,npar,x,y,theta,work,n) implicit double precision (a-h,o-z) dimension x(n,npar-2),beta(npar-2),work(n),theta(n),pij(n), +lpsi(2),tpr(2),tpr1(4),y(n),psi(2),P0(2,2),P1(2,2),P2(2,2), +P3(4,4), P4(4,4), P5(4,4), P6(4,4), +Pc(4,1),Pr(2,1),Pr0(4,1),Pr1(2,1),Paux(2,2),Pres(2,2) double precision logL,lpsi,pij integer y,i0,i1,i2,npar,n,n0,k,iaux, iaux1, iaux2 psi(1) = dexp(lpsi(1)) psi(2) = dexp(lpsi(2)) psi1 = psi(1) psi2 = psi(2) ps1 = psi1-1 ps2 = psi2-1 call matp(x,beta,work,n,npar-2,1) do 10 i=1,n theta(i) = 1/(1+dexp(-work(i))) 10 continue i0 = 1 20 if (y(i0).eq.(-1)) then i0=i0+1 go to 20 end if n0 = n 30 if (y(n0).eq.(-1)) then n0=n0-1 go to 30 end if logL = 0 p = theta(i0) pij(i0)=p logL = y(i0)*dlog(p/(1-p))+dlog(1-p) if (i0.eq.n0) return i = i0+1 i1 = i 40 if (y(i1).eq.(-1)) then i1=i1+1 go to 40 end if C i0 is the most recent (past) observation time C i1 is the next observation time if (i1.eq.i) then th1 = theta(i) th2 = theta(i-1) call mcpj(th1,th2,psi1,tpr) else C (one or more intermediate missing datum) call mat2 (0.0D0,1.0D0,P0) do 50 k=(i0+1),i1 th1 = theta(k) th2 = theta(k-1) call mcpj (th1,th2,psi1,tpr) call mat2 (tpr(1),tpr(2),P1) call matp(P0,P1,P2,2,2,2) call matc(P2,P0,2,2) 50 continue tpr(1)= P0(1,2) tpr(2)= P0(2,2) end if p=tpr(y(i0)+1) pij(i1)=p logL = logL+y(i1)*dlog(p/(1-p))+dlog(1-p) i=i1+1 60 if (i.le.n0) then i2 = i 70 if (y(i2).eq.(-1)) then i2=i2+1 go to 70 end if if (i2.eq.i.and.i1.eq.(i0+1)) then th = theta(i2) th1 = theta(i1) th2 = theta(i0) call mcpij(th,th1,th2,psi1,psi2,tpr1) p=tpr1(y(i0)+2*y(i1)+1) pij(i2)=p logL = logL+y(i2)*dlog(p/(1-p))+dlog(1-p) i0=i1 i1=i2 i=i1+1 else if (i1.ne.(i0+1).and.i2.eq.(i1+1)) then C (one intermediate missing datum between i0 and i1) call mat2 (0.0D0,1.0D0,P0) do 75 k=(i0+1),(i1-1) th1 = theta(k) th2 = theta(k-1) call mcpj (th1,th2,psi1,tpr) call mat2 (tpr(1),tpr(2),P1) call matp(P0,P1,P2,2,2,2) call matc(P2,P0,2,2) 75 continue th = theta(i2) th1 = theta(i1) th2 = theta(i1-1) call mcpij (th,th1,th2,psi1,psi2,tpr1) Pr(1,1)=tpr1(2*y(i1)+1) Pr(2,1)=tpr1(2*y(i1)+2) call matp(P0,Pr,Pr1,2,2,1) p=Pr1(y(i0)+1,1) pij(i2)=p logL = logL+y(i2)*dlog(p/(1-p))+dlog(1-p) i0=i1 i1=i2 i=i1+1 else if (i2.ne.(i1+1).and.i2.ne.n0) then C (one or more intermediate missing datum between i1 and i2) call mat4 (0.0D0,0.0D0,1.0D0,1.0D0,P3) call matp (P3,P3,P4,4,4,4) do 80 k=(i1+1),i2 th = theta(k) th1 = theta(k-1) th2 = theta(k-2) call mcpij (th,th1,th2,psi1,psi2,tpr1) call mat4 (tpr1(1),tpr1(3),tpr1(2),tpr1(4),P5) call matp(P4,P5,P6,4,4,4) call matc(P6,P4,4,4) 80 continue i3=i2+1 th = theta(i3) th1 = theta(i3-1) th2 = theta(i3-2) call mcpij (th,th1,th2,psi1,psi2,tpr1) call mat4 (tpr1(1),tpr1(3),tpr1(2),tpr1(4),P5) call matp(P4,P5,P6,4,4,4) pstar=P6(2*y(i0)+y(i1)+1,2*y(i2)+y(i3)+1) pij(i2)=pstar logL = logL+dlog(pstar) i0=i2 i1=i3 i=i1+1 else if (i2.ne.(i1+1).and.i2.eq.n0) then C (one intermediate missing datum between i1 and i2(last value)) call mat4 (0.0D0,0.0D0,1.0D0,1.0D0,P3) call matp (P3,P3,P4,4,4,4) do 90 k=(i1+1),i2 th = theta(k) th1 = theta(k-1) th2 = theta(k-2) call mcpij (th,th1,th2,psi1,psi2,tpr1) call mat4 (tpr1(1),tpr1(3),tpr1(2),tpr1(4),P5) call matp(P4,P5,P6,4,4,4) call matc(P6,P4,4,4) 90 continue Pc(1,1)=0 Pc(2,1)=1 Pc(3,1)=0 Pc(4,1)=1 call matp(P4,Pc,Pr0,4,4,1) p=Pr0(2*y(i0)+y(i1)+1,1) pij(i2)=p logL = logL+y(i2)*dlog(p/(1-p))+dlog(1-p) i0=i1 i1=i2 i=i1+1 end if go to 60 end if return end