Revision a300fe2b8c94aa973f39d050e5d9ddf04f609e1a authored by M. Helena Gon\xe7alves on 17 February 2013, 00:00:00 UTC, committed by Gabor Csardi on 17 February 2013, 00:00:00 UTC
1 parent e9f9bbd
mbgd1i.f
``````C    loglik.odds.gradient(param,dataset,print.level=0)

subroutine mbgd1i(gbeta,glpsi,npar,n)
implicit double precision (a-h,o-z)
DIMENSION x1(5000,10),theta1(5000),
*work1(5000),y1(5000),beta1(10),bt1(10),
*gbeta(10),dbeta(10),dbeta1(10),
*tpr(2),der1(3),
*P0(2,2), P1(2,2), P2(2,2),
*dth(3),db(3,10),der(10)

double precision lpsi
integer y1,k,k1,k2,i,i0,i1,i2,j,j1,npar,m,n0,n,mpar

COMMON/param/x1,theta1,work1,
*y1,beta1,bt1,m,mpar,omega1,lpsi
psi = dexp(lpsi)
psi1 = psi
ps1 = psi1-1
call mati(x1,beta1,work1,5000,10,1,m,mpar+1)
do 10 k=1,n
theta1(k) = 1/(1+dexp(-work1(k)))
10 continue
i0 = 1
20   if (y1(i0).eq.(-1)) then
i0=i0+1
go to 20
end if

n0 = n
go to 30
30   if (y1(n0).eq.(-1)) then
n0=n0-1
go to 30
end if

p  = theta1(i0)
do 40 k2=1,(npar-1)
dbeta1(k2) =  p*(1-p)*x1(i0,k2)
gbeta(k2)=(y1(i0)/(p*(1-p))-1/(1-p))*dbeta1(k2)
40  continue
glpsi = 0
if (i0.eq.n0) return
gpsi = 0

i = i0+1
50 if (i.le.n0) then
i1=i
60   if (y1(i1).eq.(-1)) then
i1=i1+1
go to 60
end if

C  i0 is the most recent (past) observation time
C  i1 is the next observation time
if (i1.eq.i) then
j  = y1(i0)
th1 = theta1(i1)
th2 = theta1(i1-1)
call mcpj(th1,th2,psi1,tpr)
p=tpr(y1(i0)+1)
call deriv(theta1,psi,i1,j,der1)
dpth  = der1(1)
dpth1 = der1(2)
dppsi = der1(3)
dp = y1(i1)/(p*(1-p))-1/(1-p)
do 70 k2=1,(npar-1)
dbeta(k2) = theta1(i1)*(1-theta1(i1))*x1(i,k2)
dbeta1(k2) = theta1(i1-1)*(1-theta1(i1-1))*x1(i1-1,k2)
gbeta(k2) = gbeta(k2) +
*       dp*(dpth*dbeta(k2)+dpth1*dbeta1(k2))
70  continue
gpsi = gpsi+dp*dppsi
else
C    (exactly one intermediate missing datum between i0 and i1)
call mcpj (theta1(i0+1),theta1(i0),psi1,tpr)
call mat2 (tpr(1),tpr(2),P1)
call mcpj (theta1(i1),theta1(i0+1),psi1,tpr)
call mat2 (tpr(1),tpr(2),P2)
call matp(P1,P2,P0,2,2,2)
j  = y1(i0)
tpr(1)= P0(1,2)
tpr(2)= P0(2,2)
p=tpr(y1(i0)+1)
dp = y1(i1)/(p*(1-p))-1/(1-p)
do 80 k1=0,2
do 90 k2=1,(npar-1)
db(k1+1,k2)= theta1(k1+i0)*(1-theta1(k1+i0))*x1(k1+i0,k2)
90  continue
80  continue
call deriv(theta1,psi1,i0+1,j,der1)
dth(1)=der1(2)*(-P2(1,2)+P2(2,2))
dth(2)=der1(1)*(-P2(1,2)+P2(2,2))
dpsi=der1(3)*(-P2(1,2)+P2(2,2))

call deriv(theta1,psi1,i1,0,der1)
dth(2)=dth(2)+der1(2)*(1-P1(j+1,2))
dth(3)=der1(1)*(1-P1(j+1,2))
dpsi=dpsi+der1(3)*(1-P1(j+1,2))

call deriv(theta1,psi1,i1,1,der1)
dth(2)=dth(2)+der1(2)*P1(j+1,2)
dth(3)=dth(3)+der1(1)*P1(j+1,2)
dpsi=dpsi+der1(3)*P1(j+1,2)

do 100 k2=1,(npar-1)
der(k2)=0.0D0
do 110 k1=1,3
der(k2)= der(k2)+dth(k1)*db(k1,k2)
110  continue
100  continue
do 120 k2=1,(npar-1)
gbeta(k2)= gbeta(k2)+dp*der(k2)
120  continue
gpsi = gpsi+dp*dpsi
end if

i0=i1
i=i0+1
go to 50
end if
glpsi=gpsi*psi
return
end

``````

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