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
mblik1.f
``````      subroutine mblik1(logL,pij,beta,lpsi,npar,x,y,theta,work,n)
implicit double precision (a-h,o-z)
dimension x(n,npar-1),beta(npar-1),work(n),theta(n),pij(n),
*tpr(2),y(n),P0(2,2), P1(2,2), P2(2,2)
double precision logL,lpsi,pij
integer y,i0,i1,npar,n,n0,k
psi= dexp(lpsi)
psi1 = psi
ps1 = psi1-1
call matp(x,beta,work,n,npar-1,1)
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
40 if (i.le.n0) then
i1 = i
50   if (y(i1).eq.(-1)) then
i1=i1+1
go to 50
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 60 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)
60 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)
i0=i1
i=i0+1
go to 40
end if
return
end
``````

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