/* adjusted for unix gsd_ms.opt ====================================================================== WRITTEN BY JAMES MORLEY ======================================================================= */ new; clear all; library optmum,pgraph; @GLOBALS@ sim_start=1; sim_end=3; incr=0.3; @increment for probability grid search@ i_c=5; @ Country 1@ j_c=6; @ Country 2@ @NZ=1 Switzerland=2 Norway=3 Japan=4 Germany=5 Sweden=6 Australia=7 Canada=8@ format /m1 /rd 9,5; load data[1119,8]=fx.txt; y1= 100*(ln(data[262:1119,i_c])-ln(data[261:1118,i_c])); @262=Jan. 2 1985@ y2= 100*(ln(data[262:1119,j_c])-ln(data[261:1118,j_c])); y1=y1-meanc(y1); y2=y2-meanc(y2); yy=y1~y2; yy1=yy; yy2=yy; clear data; t=rows(yy); n=2; @========================================================================@ output file=tables\gsd_ms.out reset; @========================================================================@ output off; @***********************************@ @Estimate main model@ prmtr_in={ 1.26405 1.21672 0.00024 0.20086 0.50965 1.21055 1.72815 1.27378 0.95878 0.97780 0.98890 0.98746 0.98932 0.99046 }; prmtr_in=prmtr_in'; {xout,fout,gout,cout}=optmum(&lik_fcn4,prmtr_in); prm_fnl=trans4(xout); @ Estimated coefficients, constrained@ output on; "==FINAL OUTPUT for main model (model 4)======================="; "initial values of prmtr is"; prmtr_in'; "unconstrained estimates"; xout'; "=============================================================="; "likelihood value is ";; -fout; "sample size is ";;t; "cout";;cout; output off; "Calculating Hessian..... Please be patient!!!!"; hout=inv(hessp(&lik_fcn4,xout)); grdn_fnl=gradfd(&trans4,xout); hsn_fnl=grdn_fnl*hout*grdn_fnl'; sd_fnl =sqrt(diag(hsn_fnl)); @Standard errors of the estimated coefficients@ output on; prm_fnl'; "(";;sd_fnl';;")"; ""; "***Standard errors are in parentheses"; "==============================================================="; OUTPUT OFF; {pr_tt1,pr_tt2,pr_tt3,pr_tt4,pr_tt5,pr_tt6,pr_tt7,pr_tt8}=FILTER(XOUT); prob1=pr_tt5+pr_tt6+pr_tt7+pr_tt8; prob2=pr_tt3+pr_tt4+pr_tt7+pr_tt8; prob3=pr_tt2+pr_tt4+pr_tt6+pr_tt8; @========================================================================@ sd1=((1-prob1)*prm_fnl[3]+prob1*prm_fnl[5]+(1-prob3)*prm_fnl[1]+prob3*prm_fnl[7]); sd2=((1-prob2)*prm_fnl[4]+prob2*prm_fnl[6]+(1-prob3)*prm_fnl[2]+prob3*prm_fnl[8]); yy1=yy[.,1]; yy2=yy[.,2]; z1=yy1./sd1; z2=yy2./sd2; format /m1 /rd 8,4; @========================================================================@ output file=tables\gsd_ms.dta reset; @========================================================================@ output on; prob1~prob2~prob3~z1~z2; output off; @========================================================================@ #IFUNIX let v = 100 100 640 480 0 0 1 6 0 0 0 2 2; wxy = WinOpenPQG(v,"XY Plot","XY"); call WinSetActive(wxy); #ENDIF xlabel("week"); title("Country 1 Exchange Rate Movements"); xy(SEQA(1,1,ROWS(yy)),z1); #IFUNIX let v = 100 100 640 480 0 0 1 6 0 0 0 2 2; wxy = WinOpenPQG(v,"XY Plot","XY"); call WinSetActive(wxy); #ENDIF xlabel("week"); title("Country 2 Exchange Rate Movements"); xy(SEQA(1,1,ROWS(yy)),z2); #IFUNIX let v = 100 100 640 480 0 0 1 6 0 0 0 2 2; wxy = WinOpenPQG(v,"XY Plot","XY"); call WinSetActive(wxy); #ENDIF title("Pr(S_1t=1|Psi_T)"); xy(seqa(1,1,rows(prob1)),prob1); #IFUNIX let v = 100 100 640 480 0 0 1 6 0 0 0 2 2; wxy = WinOpenPQG(v,"XY Plot","XY"); call WinSetActive(wxy); #ENDIF title("Pr(S_2t=1|Psi_T)"); xy(seqa(1,1,rows(prob2)),prob2); #IFUNIX let v = 100 100 640 480 0 0 1 6 0 0 0 2 2; wxy = WinOpenPQG(v,"XY Plot","XY"); call WinSetActive(wxy); #ENDIF title("Pr(S_ct=1|Psi_T)"); xy(seqa(1,1,rows(prob3)),prob3); #IFUNIX call WinSetActive(1); #ENDIF @end;@ end; @ END OF MAIN PROGRAM @ @========================================================================@ @========================================================================@ proc lik_fcn4(prmtr1); LOCAL LIKV, PRMTR,g10,g20,sigma_1,sigma_2,g10_1,sigma_1bar, g20_2,sigma_2bar,g10_c,g20_c,d1,d2,d1bar,d2bar, p1_11,p1_22,p2_11,p2_22,p3_11,p3_22, p11,p12,p13,p14,p15,p16,p17,p18, p21,p22,p23,p24,p25,p26,p27,p28, p31,p32,p33,p34,p35,p36,p37,p38, p41,p42,p43,p44,p45,p46,p47,p48, p51,p52,p53,p54,p55,p56,p57,p58, p61,p62,p63,p64,p65,p66,p67,p68, p71,p72,p73,p74,p75,p76,p77,p78, p81,p82,p83,p84,p85,p86,p87,p88,PR_TR, cmat_1,cmat_2,cmat_3,cmat_4,cmat_5,cmat_6,cmat_7,cmat_8, sigmat_1,sigmat_2,sigmat_3,sigmat_4,sigmat_5,sigmat_6,sigmat_7,sigmat_8, A,EN,PROB__T,PR_L1,PR_L2,PR_L3,PR_L4,PR_L5,PR_L6,PR_L7,PR_L8,J_ITER, PR_TL11,PR_TL12,PR_TL13,PR_TL14,PR_TL15,PR_TL16,PR_TL17,PR_TL18, PR_TL21,PR_TL22,PR_TL23,PR_TL24,PR_TL25,PR_TL26,PR_TL27,PR_TL28, PR_TL31,PR_TL32,PR_TL33,PR_TL34,PR_TL35,PR_TL36,PR_TL37,PR_TL38, PR_TL41,PR_TL42,PR_TL43,PR_TL44,PR_TL45,PR_TL46,PR_TL47,PR_TL48, PR_TL51,PR_TL52,PR_TL53,PR_TL54,PR_TL55,PR_TL56,PR_TL57,PR_TL58, PR_TL61,PR_TL62,PR_TL63,PR_TL64,PR_TL65,PR_TL66,PR_TL67,PR_TL68, PR_TL71,PR_TL72,PR_TL73,PR_TL74,PR_TL75,PR_TL76,PR_TL77,PR_TL78, PR_TL81,PR_TL82,PR_TL83,PR_TL84,PR_TL85,PR_TL86,PR_TL87,PR_TL88, E11,E12,E13,E14,E15,E16,E17,E18, E21,E22,E23,E24,E25,E26,E27,E28, E31,E32,E33,E34,E35,E36,E37,E38, E41,E42,E43,E44,E45,E46,E47,E48, E51,E52,E53,E54,E55,E56,E57,E58, E61,E62,E63,E64,E65,E66,E67,E68, E71,E72,E73,E74,E75,E76,E77,E78, E81,E82,E83,E84,E85,E86,E87,E88, fy11,fy12,fy13,fy14,fy15,fy16,fy17,fy18, fy21,fy22,fy23,fy24,fy25,fy26,fy27,fy28, fy31,fy32,fy33,fy34,fy35,fy36,fy37,fy38, fy41,fy42,fy43,fy44,fy45,fy46,fy47,fy48, fy51,fy52,fy53,fy54,fy55,fy56,fy57,fy58, fy61,fy62,fy63,fy64,fy65,fy66,fy67,fy68, fy71,fy72,fy73,fy74,fy75,fy76,fy77,fy78, fy81,fy82,fy83,fy84,fy85,fy86,fy87,fy88,fy, gc0,gc0_c,g1bar,g2bar; prmtr=trans4(prmtr1); @Normal Times Parameters@ g10=0; g20=g10; gc0=0; g1bar=0; g2bar=0; d1=prmtr[1]; d2=prmtr[2]; sigma_1=prmtr[3]; sigma_2=prmtr[4]; @S_1t parameters@ g10_1=g10; sigma_1bar=prmtr[5]; @S_2t parameters@ g20_2=g20; sigma_2bar=prmtr[6]; @S_ct=S_3t parameters@ gc0_c=gc0; d1bar=prmtr[7]; d2bar=prmtr[8]; @Transition Probabilities@ p1_11=prmtr[9]; p1_22=prmtr[10]; p2_11=prmtr[11]; p2_22=prmtr[12]; p3_11=prmtr[13]; p3_22=prmtr[14]; p11=p1_11*p2_11*p3_11; p12=p1_11*p2_11*(1-p3_11); p13=p1_11*(1-p2_11)*p3_11; p14=p1_11*(1-p2_11)*(1-p3_11); p15=(1-p1_11)*p2_11*p3_11; p16=(1-p1_11)*p2_11*(1-p3_11); p17=(1-p1_11)*(1-p2_11)*p3_11; p18=1-p11-p12-p13-p14-p15-p16-p17; p21=p1_11*p2_11*(1-p3_22); p22=p1_11*p2_11*p3_22; p23=p1_11*(1-p2_11)*(1-p3_22); p24=p1_11*(1-p2_11)*p3_22; p25=(1-p1_11)*p2_11*(1-p3_22); p26=(1-p1_11)*p2_11*p3_22; p27=(1-p1_11)*(1-p2_11)*(1-p3_22); p28=1-p21-p22-p23-p24-p25-p26-p27; p31=p1_11*(1-p2_22)*p3_11; p32=p1_11*(1-p2_22)*(1-p3_11); p33=p1_11*p2_22*p3_11; p34=p1_11*p2_22*(1-p3_11); p35=(1-p1_11)*(1-p2_22)*p3_11; p36=(1-p1_11)*(1-p2_22)*(1-p3_11); p37=(1-p1_11)*p2_22*p3_11; p38=1-p31-p32-p33-p34-p35-p36-p37; p41=p1_11*(1-p2_22)*(1-p3_22); p42=p1_11*(1-p2_22)*p3_22; p43=p1_11*p2_22*(1-p3_22); p44=p1_11*p2_22*p3_22; p45=(1-p1_11)*(1-p2_22)*(1-p3_22); p46=(1-p1_11)*(1-p2_22)*p3_22; p47=(1-p1_11)*p2_22*(1-p3_22); p48=1-p41-p42-p43-p44-p45-p46-p47; p51=(1-p1_22)*p2_11*p3_11; p52=(1-p1_22)*p2_11*(1-p3_11); p53=(1-p1_22)*(1-p2_11)*p3_11; p54=(1-p1_22)*(1-p2_11)*(1-p3_11); p55=p1_22*p2_11*p3_11; p56=p1_22*p2_11*(1-p3_11); p57=p1_22*(1-p2_11)*p3_11; p58=1-p51-p52-p53-p54-p55-p56-p57; p61=(1-p1_22)*p2_11*(1-p3_22); p62=(1-p1_22)*p2_11*p3_22; p63=(1-p1_22)*(1-p2_11)*(1-p3_22); p64=(1-p1_22)*(1-p2_11)*p3_22; p65=p1_22*p2_11*(1-p3_22); p66=p1_22*p2_11*p3_22; p67=p1_22*(1-p2_11)*(1-p3_22); p68=1-p61-p62-p63-p64-p65-p66-p67; p71=(1-p1_22)*(1-p2_22)*p3_11; p72=(1-p1_22)*(1-p2_22)*(1-p3_11); p73=(1-p1_22)*p2_22*p3_11; p74=(1-p1_22)*p2_22*(1-p3_11); p75=p1_22*(1-p2_22)*p3_11; p76=p1_22*(1-p2_22)*(1-p3_11); p77=p1_22*p2_22*p3_11; p78=1-p71-p72-p73-p74-p75-p76-p77; p81=(1-p1_22)*(1-p2_22)*(1-p3_22); p82=(1-p1_22)*(1-p2_22)*p3_22; p83=(1-p1_22)*p2_22*(1-p3_22); p84=(1-p1_22)*p2_22*p3_22; p85=p1_22*(1-p2_22)*(1-p3_22); p86=p1_22*(1-p2_22)*p3_22; p87=p1_22*p2_22*(1-p3_22); p88=1-p81-p82-p83-p84-p85-p86-p87; PR_TR= p11~p12~p13~p14~p15~p16~p17~p18| p21~p22~p23~p24~p25~p26~p27~p28| p31~p32~p33~p34~p35~p36~p37~p38| p41~p42~p43~p44~p45~p46~p47~p48| p51~p52~p53~p54~p55~p56~p57~p58| p61~p62~p63~p64~p65~p66~p67~p68| p71~p72~p73~p74~p75~p76~p77~p78| p81~p82~p83~p84~p85~p86~p87~p88; cmat_1=g1bar+sigma_1*g10+d1*gc0|g2bar+sigma_2*g20+d2*gc0; cmat_2=g1bar+sigma_1*g10+d1bar*gc0_c|g2bar+sigma_2*g20+d2bar*gc0_c; cmat_3=g1bar+sigma_1*g10+d1*gc0|g2bar+sigma_2bar*g20_2+d2*gc0; cmat_4=g1bar+sigma_1*g10+d1bar*gc0_c|g2bar+sigma_2bar*g20_2+d2bar*gc0_c; cmat_5=g1bar+sigma_1bar*g10_1+d1*gc0|g2bar+sigma_2*g20+d2bar*gc0_c; cmat_6=g1bar+sigma_1bar*g10_1+d1bar*gc0_c|g2bar+sigma_2*g20+d2bar*gc0_c; cmat_7=g1bar+sigma_1bar*g10_1+d1*gc0|g2bar+sigma_2bar*g20_2+d2*gc0; cmat_8=g1bar+sigma_1bar*g10_1+d1bar*gc0_c|g2bar+sigma_2bar*g20_2+d2bar*gc0_c; sigmat_1= d1^2+sigma_1^2~d1*d2| d1*d2~d2^2+sigma_2^2; sigmat_2= d1bar^2+sigma_1^2~d1bar*d2bar| d1bar*d2bar~d2bar^2+sigma_2^2; sigmat_3= d1^2+sigma_1^2~d1*d2| d1*d2~d2^2+sigma_2bar^2; sigmat_4= d1bar^2+sigma_1^2~d1bar*d2bar| d1bar*d2bar~d2bar^2+sigma_2bar^2; sigmat_5= d1^2+sigma_1bar^2~d1*d2| d1*d2~d2^2+sigma_2^2; sigmat_6= d1bar^2+sigma_1bar^2~d1bar*d2bar| d1bar*d2bar~d2bar^2+sigma_2^2; sigmat_7= d1^2+sigma_1bar^2~d1*d2| d1*d2~d2^2+sigma_2bar^2; sigmat_8= d1bar^2+sigma_1bar^2~d1bar*d2bar| d1bar*d2bar~d2bar^2+sigma_2bar^2; A = (eye(8)-pr_tr)|ones(1,8); EN=(0|0|0|0|0|0|0|0|1); PROB__T = INV(A'A)*A'EN; @8x1 UNCONDITIONAL PROBABILITIES@ PR_L1=PROB__T[1]; PR_L2=PROB__T[2]; PR_L3=PROB__T[3]; PR_L4=PROB__T[4]; PR_L5=PROB__T[5]; PR_L6=PROB__T[6]; PR_L7=PROB__T[7]; PR_L8=PROB__T[8]; LIKV=0; J_ITER = 1; DO UNTIL J_ITER>T; PR_TL11=p11*PR_L1; PR_TL12=p12*PR_L1; PR_TL13=p13*PR_L1; PR_TL14=p14*PR_L1; PR_TL15=p15*PR_L1; PR_TL16=p16*PR_L1; PR_TL17=p17*PR_L1; PR_TL18=p18*PR_L1; PR_TL21=p21*PR_L2; PR_TL22=p22*PR_L2; PR_TL23=p23*PR_L2; PR_TL24=p24*PR_L2; PR_TL25=p25*PR_L2; PR_TL26=p26*PR_L2; PR_TL27=p27*PR_L2; PR_TL28=p28*PR_L2; PR_TL31=p31*PR_L3; PR_TL32=p32*PR_L3; PR_TL33=p33*PR_L3; PR_TL34=p34*PR_L3; PR_TL35=p35*PR_L3; PR_TL36=p36*PR_L3; PR_TL37=p37*PR_L3; PR_TL38=p38*PR_L3; PR_TL41=p41*PR_L4; PR_TL42=p42*PR_L4; PR_TL43=p43*PR_L4; PR_TL44=p44*PR_L4; PR_TL45=p45*PR_L4; PR_TL46=p46*PR_L4; PR_TL47=p47*PR_L4; PR_TL48=p48*PR_L4; PR_TL51=p51*PR_L5; PR_TL52=p52*PR_L5; PR_TL53=p53*PR_L5; PR_TL54=p54*PR_L5; PR_TL55=p55*PR_L5; PR_TL56=p56*PR_L5; PR_TL57=p57*PR_L5; PR_TL58=p58*PR_L5; PR_TL61=p61*PR_L6; PR_TL62=p62*PR_L6; PR_TL63=p63*PR_L6; PR_TL64=p64*PR_L6; PR_TL65=p65*PR_L6; PR_TL66=p66*PR_L6; PR_TL67=p67*PR_L6; PR_TL68=p68*PR_L6; PR_TL71=p71*PR_L7; PR_TL72=p72*PR_L7; PR_TL73=p73*PR_L7; PR_TL74=p74*PR_L7; PR_TL75=p75*PR_L7; PR_TL76=p76*PR_L7; PR_TL77=p77*PR_L7; PR_TL78=p78*PR_L7; PR_TL81=p81*PR_L8; PR_TL82=p82*PR_L8; PR_TL83=p83*PR_L8; PR_TL84=p84*PR_L8; PR_TL85=p85*PR_L8; PR_TL86=p86*PR_L8; PR_TL87=p87*PR_L8; PR_TL88=p88*PR_L8; E11=yy[j_iter,1:2]'-cmat_1; E12=yy[j_iter,1:2]'-cmat_2; E13=yy[j_iter,1:2]'-cmat_3; E14=yy[j_iter,1:2]'-cmat_4; E15=yy[j_iter,1:2]'-cmat_5; E16=yy[j_iter,1:2]'-cmat_6; E17=yy[j_iter,1:2]'-cmat_7; E18=yy[j_iter,1:2]'-cmat_8; E21=yy[j_iter,1:2]'-cmat_1; E22=yy[j_iter,1:2]'-cmat_2; E23=yy[j_iter,1:2]'-cmat_3; E24=yy[j_iter,1:2]'-cmat_4; E25=yy[j_iter,1:2]'-cmat_5; E26=yy[j_iter,1:2]'-cmat_6; E27=yy[j_iter,1:2]'-cmat_7; E28=yy[j_iter,1:2]'-cmat_8; E31=yy[j_iter,1:2]'-cmat_1; E32=yy[j_iter,1:2]'-cmat_2; E33=yy[j_iter,1:2]'-cmat_3; E34=yy[j_iter,1:2]'-cmat_4; E35=yy[j_iter,1:2]'-cmat_5; E36=yy[j_iter,1:2]'-cmat_6; E37=yy[j_iter,1:2]'-cmat_7; E38=yy[j_iter,1:2]'-cmat_8; E41=yy[j_iter,1:2]'-cmat_1; E42=yy[j_iter,1:2]'-cmat_2; E43=yy[j_iter,1:2]'-cmat_3; E44=yy[j_iter,1:2]'-cmat_4; E45=yy[j_iter,1:2]'-cmat_5; E46=yy[j_iter,1:2]'-cmat_6; E47=yy[j_iter,1:2]'-cmat_7; E48=yy[j_iter,1:2]'-cmat_8; E51=yy[j_iter,1:2]'-cmat_1; E52=yy[j_iter,1:2]'-cmat_2; E53=yy[j_iter,1:2]'-cmat_3; E54=yy[j_iter,1:2]'-cmat_4; E55=yy[j_iter,1:2]'-cmat_5; E56=yy[j_iter,1:2]'-cmat_6; E57=yy[j_iter,1:2]'-cmat_7; E58=yy[j_iter,1:2]'-cmat_8; E61=yy[j_iter,1:2]'-cmat_1; E62=yy[j_iter,1:2]'-cmat_2; E63=yy[j_iter,1:2]'-cmat_3; E64=yy[j_iter,1:2]'-cmat_4; E65=yy[j_iter,1:2]'-cmat_5; E66=yy[j_iter,1:2]'-cmat_6; E67=yy[j_iter,1:2]'-cmat_7; E68=yy[j_iter,1:2]'-cmat_8; E71=yy[j_iter,1:2]'-cmat_1; E72=yy[j_iter,1:2]'-cmat_2; E73=yy[j_iter,1:2]'-cmat_3; E74=yy[j_iter,1:2]'-cmat_4; E75=yy[j_iter,1:2]'-cmat_5; E76=yy[j_iter,1:2]'-cmat_6; E77=yy[j_iter,1:2]'-cmat_7; E78=yy[j_iter,1:2]'-cmat_8; E81=yy[j_iter,1:2]'-cmat_1; E82=yy[j_iter,1:2]'-cmat_2; E83=yy[j_iter,1:2]'-cmat_3; E84=yy[j_iter,1:2]'-cmat_4; E85=yy[j_iter,1:2]'-cmat_5; E86=yy[j_iter,1:2]'-cmat_6; E87=yy[j_iter,1:2]'-cmat_7; E88=yy[j_iter,1:2]'-cmat_8; fy11=v_prob(e11,sigmat_1)*PR_TL11; fy12=v_prob(e12,sigmat_2)*PR_TL12; fy13=v_prob(e13,sigmat_3)*PR_TL13; fy14=v_prob(e14,sigmat_4)*PR_TL14; fy15=v_prob(e15,sigmat_5)*PR_TL15; fy16=v_prob(e16,sigmat_6)*PR_TL16; fy17=v_prob(e17,sigmat_7)*PR_TL17; fy18=v_prob(e18,sigmat_8)*PR_TL18; fy21=v_prob(e21,sigmat_1)*PR_TL21; fy22=v_prob(e22,sigmat_2)*PR_TL22; fy23=v_prob(e23,sigmat_3)*PR_TL23; fy24=v_prob(e24,sigmat_4)*PR_TL24; fy25=v_prob(e25,sigmat_5)*PR_TL25; fy26=v_prob(e26,sigmat_6)*PR_TL26; fy27=v_prob(e27,sigmat_7)*PR_TL27; fy28=v_prob(e28,sigmat_8)*PR_TL28; fy31=v_prob(e31,sigmat_1)*PR_TL31; fy32=v_prob(e32,sigmat_2)*PR_TL32; fy33=v_prob(e33,sigmat_3)*PR_TL33; fy34=v_prob(e34,sigmat_4)*PR_TL34; fy35=v_prob(e35,sigmat_5)*PR_TL35; fy36=v_prob(e36,sigmat_6)*PR_TL36; fy37=v_prob(e37,sigmat_7)*PR_TL37; fy38=v_prob(e38,sigmat_8)*PR_TL38; fy41=v_prob(e41,sigmat_1)*PR_TL41; fy42=v_prob(e42,sigmat_2)*PR_TL42; fy43=v_prob(e43,sigmat_3)*PR_TL43; fy44=v_prob(e44,sigmat_4)*PR_TL44; fy45=v_prob(e45,sigmat_5)*PR_TL45; fy46=v_prob(e46,sigmat_6)*PR_TL46; fy47=v_prob(e47,sigmat_7)*PR_TL47; fy48=v_prob(e48,sigmat_8)*PR_TL48; fy51=v_prob(e51,sigmat_1)*PR_TL51; fy52=v_prob(e52,sigmat_2)*PR_TL52; fy53=v_prob(e53,sigmat_3)*PR_TL53; fy54=v_prob(e54,sigmat_4)*PR_TL54; fy55=v_prob(e55,sigmat_5)*PR_TL55; fy56=v_prob(e56,sigmat_6)*PR_TL56; fy57=v_prob(e57,sigmat_7)*PR_TL57; fy58=v_prob(e58,sigmat_8)*PR_TL58; fy61=v_prob(e61,sigmat_1)*PR_TL61; fy62=v_prob(e62,sigmat_2)*PR_TL62; fy63=v_prob(e63,sigmat_3)*PR_TL63; fy64=v_prob(e64,sigmat_4)*PR_TL64; fy65=v_prob(e65,sigmat_5)*PR_TL65; fy66=v_prob(e66,sigmat_6)*PR_TL66; fy67=v_prob(e67,sigmat_7)*PR_TL67; fy68=v_prob(e68,sigmat_8)*PR_TL68; fy71=v_prob(e71,sigmat_1)*PR_TL71; fy72=v_prob(e72,sigmat_2)*PR_TL72; fy73=v_prob(e73,sigmat_3)*PR_TL73; fy74=v_prob(e74,sigmat_4)*PR_TL74; fy75=v_prob(e75,sigmat_5)*PR_TL75; fy76=v_prob(e76,sigmat_6)*PR_TL76; fy77=v_prob(e77,sigmat_7)*PR_TL77; fy78=v_prob(e78,sigmat_8)*PR_TL78; fy81=v_prob(e81,sigmat_1)*PR_TL81; fy82=v_prob(e82,sigmat_2)*PR_TL82; fy83=v_prob(e83,sigmat_3)*PR_TL83; fy84=v_prob(e84,sigmat_4)*PR_TL84; fy85=v_prob(e85,sigmat_5)*PR_TL85; fy86=v_prob(e86,sigmat_6)*PR_TL86; fy87=v_prob(e87,sigmat_7)*PR_TL87; fy88=v_prob(e88,sigmat_8)*PR_TL88; fy= fy11+fy12+fy13+fy14+fy15+fy16+fy17+fy18+ fy21+fy22+fy23+fy24+fy25+fy26+fy27+fy28+ fy31+fy32+fy33+fy34+fy35+fy36+fy37+fy38+ fy41+fy42+fy43+fy44+fy45+fy46+fy47+fy48+ fy51+fy52+fy53+fy54+fy55+fy56+fy57+fy58+ fy61+fy62+fy63+fy64+fy65+fy66+fy67+fy68+ fy71+fy72+fy73+fy74+fy75+fy76+fy77+fy78+ fy81+fy82+fy83+fy84+fy85+fy86+fy87+fy88; LIKV=LIKV-ln(fy); PR_L1=(fy11+fy21+fy31+fy41+fy51+fy61+fy71+fy81)/fy; PR_L2=(fy12+fy22+fy32+fy42+fy52+fy62+fy72+fy82)/fy; PR_L3=(fy13+fy23+fy33+fy43+fy53+fy63+fy73+fy83)/fy; PR_L4=(fy14+fy24+fy34+fy44+fy54+fy64+fy74+fy84)/fy; PR_L5=(fy15+fy25+fy35+fy45+fy55+fy65+fy75+fy85)/fy; PR_L6=(fy16+fy26+fy36+fy46+fy56+fy66+fy76+fy86)/fy; PR_L7=(fy17+fy27+fy37+fy47+fy57+fy67+fy77+fy87)/fy; PR_L8=(fy18+fy28+fy38+fy48+fy58+fy68+fy78+fy88)/fy; J_ITER = J_ITER+1; ENDO; retp(likv); endp; @=====================================================================@ @=====================================================================@ proc (8)=filter(prmtr1); LOCAL P_TL1,P_TL2,P_TL3,P_TL4,P_TL5,P_TL6,P_TL7,P_TL8, P_TT1,P_TT2,P_TT3,P_TT4,P_TT5,P_TT6,P_TT7,P_TT8, PRMTR,g10,g20,sigma_1,sigma_2,g10_1,sigma_1bar, g20_2,sigma_2bar,g10_c,g20_c,d1,d2,d1bar,d2bar, p1_11,p1_22,p2_11,p2_22,p3_11,p3_22, p11,p12,p13,p14,p15,p16,p17,p18, p21,p22,p23,p24,p25,p26,p27,p28, p31,p32,p33,p34,p35,p36,p37,p38, p41,p42,p43,p44,p45,p46,p47,p48, p51,p52,p53,p54,p55,p56,p57,p58, p61,p62,p63,p64,p65,p66,p67,p68, p71,p72,p73,p74,p75,p76,p77,p78, p81,p82,p83,p84,p85,p86,p87,p88,PR_TR, cmat_1,cmat_2,cmat_3,cmat_4,cmat_5,cmat_6,cmat_7,cmat_8, sigmat_1,sigmat_2,sigmat_3,sigmat_4,sigmat_5,sigmat_6,sigmat_7,sigmat_8, A,EN,PROB__T,PR_L1,PR_L2,PR_L3,PR_L4,PR_L5,PR_L6,PR_L7,PR_L8,J_ITER, PR_TL11,PR_TL12,PR_TL13,PR_TL14,PR_TL15,PR_TL16,PR_TL17,PR_TL18, PR_TL21,PR_TL22,PR_TL23,PR_TL24,PR_TL25,PR_TL26,PR_TL27,PR_TL28, PR_TL31,PR_TL32,PR_TL33,PR_TL34,PR_TL35,PR_TL36,PR_TL37,PR_TL38, PR_TL41,PR_TL42,PR_TL43,PR_TL44,PR_TL45,PR_TL46,PR_TL47,PR_TL48, PR_TL51,PR_TL52,PR_TL53,PR_TL54,PR_TL55,PR_TL56,PR_TL57,PR_TL58, PR_TL61,PR_TL62,PR_TL63,PR_TL64,PR_TL65,PR_TL66,PR_TL67,PR_TL68, PR_TL71,PR_TL72,PR_TL73,PR_TL74,PR_TL75,PR_TL76,PR_TL77,PR_TL78, PR_TL81,PR_TL82,PR_TL83,PR_TL84,PR_TL85,PR_TL86,PR_TL87,PR_TL88, E11,E12,E13,E14,E15,E16,E17,E18, E21,E22,E23,E24,E25,E26,E27,E28, E31,E32,E33,E34,E35,E36,E37,E38, E41,E42,E43,E44,E45,E46,E47,E48, E51,E52,E53,E54,E55,E56,E57,E58, E61,E62,E63,E64,E65,E66,E67,E68, E71,E72,E73,E74,E75,E76,E77,E78, E81,E82,E83,E84,E85,E86,E87,E88, fy11,fy12,fy13,fy14,fy15,fy16,fy17,fy18, fy21,fy22,fy23,fy24,fy25,fy26,fy27,fy28, fy31,fy32,fy33,fy34,fy35,fy36,fy37,fy38, fy41,fy42,fy43,fy44,fy45,fy46,fy47,fy48, fy51,fy52,fy53,fy54,fy55,fy56,fy57,fy58, fy61,fy62,fy63,fy64,fy65,fy66,fy67,fy68, fy71,fy72,fy73,fy74,fy75,fy76,fy77,fy78, fy81,fy82,fy83,fy84,fy85,fy86,fy87,fy88,fy, gc0,gc0_c,g1bar,g2bar; prmtr=trans4(prmtr1); @Normal Times Parameters@ g10=0; g20=g10; gc0=0; g1bar=0; g2bar=0; d1=prmtr[1]; d2=prmtr[2]; sigma_1=prmtr[3]; sigma_2=prmtr[4]; @S_1t parameters@ g10_1=g10; sigma_1bar=prmtr[5]; @S_2t parameters@ g20_2=g20; sigma_2bar=prmtr[6]; @S_ct=S_3t parameters@ gc0_c=gc0; d1bar=prmtr[7]; d2bar=prmtr[8]; @Transition Probabilities@ p1_11=prmtr[9]; p1_22=prmtr[10]; p2_11=prmtr[11]; p2_22=prmtr[12]; p3_11=prmtr[13]; p3_22=prmtr[14]; p11=p1_11*p2_11*p3_11; p12=p1_11*p2_11*(1-p3_11); p13=p1_11*(1-p2_11)*p3_11; p14=p1_11*(1-p2_11)*(1-p3_11); p15=(1-p1_11)*p2_11*p3_11; p16=(1-p1_11)*p2_11*(1-p3_11); p17=(1-p1_11)*(1-p2_11)*p3_11; p18=1-p11-p12-p13-p14-p15-p16-p17; p21=p1_11*p2_11*(1-p3_22); p22=p1_11*p2_11*p3_22; p23=p1_11*(1-p2_11)*(1-p3_22); p24=p1_11*(1-p2_11)*p3_22; p25=(1-p1_11)*p2_11*(1-p3_22); p26=(1-p1_11)*p2_11*p3_22; p27=(1-p1_11)*(1-p2_11)*(1-p3_22); p28=1-p21-p22-p23-p24-p25-p26-p27; p31=p1_11*(1-p2_22)*p3_11; p32=p1_11*(1-p2_22)*(1-p3_11); p33=p1_11*p2_22*p3_11; p34=p1_11*p2_22*(1-p3_11); p35=(1-p1_11)*(1-p2_22)*p3_11; p36=(1-p1_11)*(1-p2_22)*(1-p3_11); p37=(1-p1_11)*p2_22*p3_11; p38=1-p31-p32-p33-p34-p35-p36-p37; p41=p1_11*(1-p2_22)*(1-p3_22); p42=p1_11*(1-p2_22)*p3_22; p43=p1_11*p2_22*(1-p3_22); p44=p1_11*p2_22*p3_22; p45=(1-p1_11)*(1-p2_22)*(1-p3_22); p46=(1-p1_11)*(1-p2_22)*p3_22; p47=(1-p1_11)*p2_22*(1-p3_22); p48=1-p41-p42-p43-p44-p45-p46-p47; p51=(1-p1_22)*p2_11*p3_11; p52=(1-p1_22)*p2_11*(1-p3_11); p53=(1-p1_22)*(1-p2_11)*p3_11; p54=(1-p1_22)*(1-p2_11)*(1-p3_11); p55=p1_22*p2_11*p3_11; p56=p1_22*p2_11*(1-p3_11); p57=p1_22*(1-p2_11)*p3_11; p58=1-p51-p52-p53-p54-p55-p56-p57; p61=(1-p1_22)*p2_11*(1-p3_22); p62=(1-p1_22)*p2_11*p3_22; p63=(1-p1_22)*(1-p2_11)*(1-p3_22); p64=(1-p1_22)*(1-p2_11)*p3_22; p65=p1_22*p2_11*(1-p3_22); p66=p1_22*p2_11*p3_22; p67=p1_22*(1-p2_11)*(1-p3_22); p68=1-p61-p62-p63-p64-p65-p66-p67; p71=(1-p1_22)*(1-p2_22)*p3_11; p72=(1-p1_22)*(1-p2_22)*(1-p3_11); p73=(1-p1_22)*p2_22*p3_11; p74=(1-p1_22)*p2_22*(1-p3_11); p75=p1_22*(1-p2_22)*p3_11; p76=p1_22*(1-p2_22)*(1-p3_11); p77=p1_22*p2_22*p3_11; p78=1-p71-p72-p73-p74-p75-p76-p77; p81=(1-p1_22)*(1-p2_22)*(1-p3_22); p82=(1-p1_22)*(1-p2_22)*p3_22; p83=(1-p1_22)*p2_22*(1-p3_22); p84=(1-p1_22)*p2_22*p3_22; p85=p1_22*(1-p2_22)*(1-p3_22); p86=p1_22*(1-p2_22)*p3_22; p87=p1_22*p2_22*(1-p3_22); p88=1-p81-p82-p83-p84-p85-p86-p87; PR_TR= p11~p12~p13~p14~p15~p16~p17~p18| p21~p22~p23~p24~p25~p26~p27~p28| p31~p32~p33~p34~p35~p36~p37~p38| p41~p42~p43~p44~p45~p46~p47~p48| p51~p52~p53~p54~p55~p56~p57~p58| p61~p62~p63~p64~p65~p66~p67~p68| p71~p72~p73~p74~p75~p76~p77~p78| p81~p82~p83~p84~p85~p86~p87~p88; cmat_1=g1bar+sigma_1*g10+d1*gc0|g2bar+sigma_2*g20+d2*gc0; cmat_2=g1bar+sigma_1*g10+d1bar*gc0_c|g2bar+sigma_2*g20+d2bar*gc0_c; cmat_3=g1bar+sigma_1*g10+d1*gc0|g2bar+sigma_2bar*g20_2+d2*gc0; cmat_4=g1bar+sigma_1*g10+d1bar*gc0_c|g2bar+sigma_2bar*g20_2+d2bar*gc0_c; cmat_5=g1bar+sigma_1bar*g10_1+d1*gc0|g2bar+sigma_2*g20+d2bar*gc0_c; cmat_6=g1bar+sigma_1bar*g10_1+d1bar*gc0_c|g2bar+sigma_2*g20+d2bar*gc0_c; cmat_7=g1bar+sigma_1bar*g10_1+d1*gc0|g2bar+sigma_2bar*g20_2+d2*gc0; cmat_8=g1bar+sigma_1bar*g10_1+d1bar*gc0_c|g2bar+sigma_2bar*g20_2+d2bar*gc0_c; sigmat_1= d1^2+sigma_1^2~d1*d2| d1*d2~d2^2+sigma_2^2; sigmat_2= d1bar^2+sigma_1^2~d1bar*d2bar| d1bar*d2bar~d2bar^2+sigma_2^2; sigmat_3= d1^2+sigma_1^2~d1*d2| d1*d2~d2^2+sigma_2bar^2; sigmat_4= d1bar^2+sigma_1^2~d1bar*d2bar| d1bar*d2bar~d2bar^2+sigma_2bar^2; sigmat_5= d1^2+sigma_1bar^2~d1*d2| d1*d2~d2^2+sigma_2^2; sigmat_6= d1bar^2+sigma_1bar^2~d1bar*d2bar| d1bar*d2bar~d2bar^2+sigma_2^2; sigmat_7= d1^2+sigma_1bar^2~d1*d2| d1*d2~d2^2+sigma_2bar^2; sigmat_8= d1bar^2+sigma_1bar^2~d1bar*d2bar| d1bar*d2bar~d2bar^2+sigma_2bar^2; A = (eye(8)-pr_tr)|ones(1,8); EN=(0|0|0|0|0|0|0|0|1); PROB__T = INV(A'A)*A'EN; @8x1 UNCONDITIONAL PROBABILITIES@ PR_L1=PROB__T[1]; PR_L2=PROB__T[2]; PR_L3=PROB__T[3]; PR_L4=PROB__T[4]; PR_L5=PROB__T[5]; PR_L6=PROB__T[6]; PR_L7=PROB__T[7]; PR_L8=PROB__T[8]; @filter only@ P_TL1={}; P_TL2={}; P_TL3={}; P_TL4={}; P_TL5={}; P_TL6={}; P_TL7={}; P_TL8={}; P_TT1={}; P_TT2={}; P_TT3={}; P_TT4={}; P_TT5={}; P_TT6={}; P_TT7={}; P_TT8={}; J_ITER = 1; DO UNTIL J_ITER>T; PR_TL11=p11*PR_L1; PR_TL12=p12*PR_L1; PR_TL13=p13*PR_L1; PR_TL14=p14*PR_L1; PR_TL15=p15*PR_L1; PR_TL16=p16*PR_L1; PR_TL17=p17*PR_L1; PR_TL18=p18*PR_L1; PR_TL21=p21*PR_L2; PR_TL22=p22*PR_L2; PR_TL23=p23*PR_L2; PR_TL24=p24*PR_L2; PR_TL25=p25*PR_L2; PR_TL26=p26*PR_L2; PR_TL27=p27*PR_L2; PR_TL28=p28*PR_L2; PR_TL31=p31*PR_L3; PR_TL32=p32*PR_L3; PR_TL33=p33*PR_L3; PR_TL34=p34*PR_L3; PR_TL35=p35*PR_L3; PR_TL36=p36*PR_L3; PR_TL37=p37*PR_L3; PR_TL38=p38*PR_L3; PR_TL41=p41*PR_L4; PR_TL42=p42*PR_L4; PR_TL43=p43*PR_L4; PR_TL44=p44*PR_L4; PR_TL45=p45*PR_L4; PR_TL46=p46*PR_L4; PR_TL47=p47*PR_L4; PR_TL48=p48*PR_L4; PR_TL51=p51*PR_L5; PR_TL52=p52*PR_L5; PR_TL53=p53*PR_L5; PR_TL54=p54*PR_L5; PR_TL55=p55*PR_L5; PR_TL56=p56*PR_L5; PR_TL57=p57*PR_L5; PR_TL58=p58*PR_L5; PR_TL61=p61*PR_L6; PR_TL62=p62*PR_L6; PR_TL63=p63*PR_L6; PR_TL64=p64*PR_L6; PR_TL65=p65*PR_L6; PR_TL66=p66*PR_L6; PR_TL67=p67*PR_L6; PR_TL68=p68*PR_L6; PR_TL71=p71*PR_L7; PR_TL72=p72*PR_L7; PR_TL73=p73*PR_L7; PR_TL74=p74*PR_L7; PR_TL75=p75*PR_L7; PR_TL76=p76*PR_L7; PR_TL77=p77*PR_L7; PR_TL78=p78*PR_L7; PR_TL81=p81*PR_L8; PR_TL82=p82*PR_L8; PR_TL83=p83*PR_L8; PR_TL84=p84*PR_L8; PR_TL85=p85*PR_L8; PR_TL86=p86*PR_L8; PR_TL87=p87*PR_L8; PR_TL88=p88*PR_L8; @filter only@ P_TL1=P_TL1|PR_TL11+PR_TL21+PR_TL31+PR_TL41+PR_TL51+PR_TL61+PR_TL71+PR_TL81; P_TL2=P_TL2|PR_TL12+PR_TL22+PR_TL32+PR_TL42+PR_TL52+PR_TL62+PR_TL72+PR_TL82; P_TL3=P_TL3|PR_TL13+PR_TL23+PR_TL33+PR_TL43+PR_TL53+PR_TL63+PR_TL73+PR_TL83; P_TL4=P_TL4|PR_TL14+PR_TL24+PR_TL34+PR_TL44+PR_TL54+PR_TL64+PR_TL74+PR_TL84; P_TL5=P_TL5|PR_TL15+PR_TL25+PR_TL35+PR_TL45+PR_TL55+PR_TL65+PR_TL75+PR_TL85; P_TL6=P_TL6|PR_TL16+PR_TL26+PR_TL36+PR_TL46+PR_TL56+PR_TL66+PR_TL76+PR_TL86; P_TL7=P_TL7|PR_TL17+PR_TL27+PR_TL37+PR_TL47+PR_TL57+PR_TL67+PR_TL77+PR_TL87; P_TL8=P_TL8|PR_TL18+PR_TL28+PR_TL38+PR_TL48+PR_TL58+PR_TL68+PR_TL78+PR_TL88; E11=yy[j_iter,1:2]'-cmat_1; E12=yy[j_iter,1:2]'-cmat_2; E13=yy[j_iter,1:2]'-cmat_3; E14=yy[j_iter,1:2]'-cmat_4; E15=yy[j_iter,1:2]'-cmat_5; E16=yy[j_iter,1:2]'-cmat_6; E17=yy[j_iter,1:2]'-cmat_7; E18=yy[j_iter,1:2]'-cmat_8; E21=yy[j_iter,1:2]'-cmat_1; E22=yy[j_iter,1:2]'-cmat_2; E23=yy[j_iter,1:2]'-cmat_3; E24=yy[j_iter,1:2]'-cmat_4; E25=yy[j_iter,1:2]'-cmat_5; E26=yy[j_iter,1:2]'-cmat_6; E27=yy[j_iter,1:2]'-cmat_7; E28=yy[j_iter,1:2]'-cmat_8; E31=yy[j_iter,1:2]'-cmat_1; E32=yy[j_iter,1:2]'-cmat_2; E33=yy[j_iter,1:2]'-cmat_3; E34=yy[j_iter,1:2]'-cmat_4; E35=yy[j_iter,1:2]'-cmat_5; E36=yy[j_iter,1:2]'-cmat_6; E37=yy[j_iter,1:2]'-cmat_7; E38=yy[j_iter,1:2]'-cmat_8; E41=yy[j_iter,1:2]'-cmat_1; E42=yy[j_iter,1:2]'-cmat_2; E43=yy[j_iter,1:2]'-cmat_3; E44=yy[j_iter,1:2]'-cmat_4; E45=yy[j_iter,1:2]'-cmat_5; E46=yy[j_iter,1:2]'-cmat_6; E47=yy[j_iter,1:2]'-cmat_7; E48=yy[j_iter,1:2]'-cmat_8; E51=yy[j_iter,1:2]'-cmat_1; E52=yy[j_iter,1:2]'-cmat_2; E53=yy[j_iter,1:2]'-cmat_3; E54=yy[j_iter,1:2]'-cmat_4; E55=yy[j_iter,1:2]'-cmat_5; E56=yy[j_iter,1:2]'-cmat_6; E57=yy[j_iter,1:2]'-cmat_7; E58=yy[j_iter,1:2]'-cmat_8; E61=yy[j_iter,1:2]'-cmat_1; E62=yy[j_iter,1:2]'-cmat_2; E63=yy[j_iter,1:2]'-cmat_3; E64=yy[j_iter,1:2]'-cmat_4; E65=yy[j_iter,1:2]'-cmat_5; E66=yy[j_iter,1:2]'-cmat_6; E67=yy[j_iter,1:2]'-cmat_7; E68=yy[j_iter,1:2]'-cmat_8; E71=yy[j_iter,1:2]'-cmat_1; E72=yy[j_iter,1:2]'-cmat_2; E73=yy[j_iter,1:2]'-cmat_3; E74=yy[j_iter,1:2]'-cmat_4; E75=yy[j_iter,1:2]'-cmat_5; E76=yy[j_iter,1:2]'-cmat_6; E77=yy[j_iter,1:2]'-cmat_7; E78=yy[j_iter,1:2]'-cmat_8; E81=yy[j_iter,1:2]'-cmat_1; E82=yy[j_iter,1:2]'-cmat_2; E83=yy[j_iter,1:2]'-cmat_3; E84=yy[j_iter,1:2]'-cmat_4; E85=yy[j_iter,1:2]'-cmat_5; E86=yy[j_iter,1:2]'-cmat_6; E87=yy[j_iter,1:2]'-cmat_7; E88=yy[j_iter,1:2]'-cmat_8; fy11=v_prob(e11,sigmat_1)*PR_TL11; fy12=v_prob(e12,sigmat_2)*PR_TL12; fy13=v_prob(e13,sigmat_3)*PR_TL13; fy14=v_prob(e14,sigmat_4)*PR_TL14; fy15=v_prob(e15,sigmat_5)*PR_TL15; fy16=v_prob(e16,sigmat_6)*PR_TL16; fy17=v_prob(e17,sigmat_7)*PR_TL17; fy18=v_prob(e18,sigmat_8)*PR_TL18; fy21=v_prob(e21,sigmat_1)*PR_TL21; fy22=v_prob(e22,sigmat_2)*PR_TL22; fy23=v_prob(e23,sigmat_3)*PR_TL23; fy24=v_prob(e24,sigmat_4)*PR_TL24; fy25=v_prob(e25,sigmat_5)*PR_TL25; fy26=v_prob(e26,sigmat_6)*PR_TL26; fy27=v_prob(e27,sigmat_7)*PR_TL27; fy28=v_prob(e28,sigmat_8)*PR_TL28; fy31=v_prob(e31,sigmat_1)*PR_TL31; fy32=v_prob(e32,sigmat_2)*PR_TL32; fy33=v_prob(e33,sigmat_3)*PR_TL33; fy34=v_prob(e34,sigmat_4)*PR_TL34; fy35=v_prob(e35,sigmat_5)*PR_TL35; fy36=v_prob(e36,sigmat_6)*PR_TL36; fy37=v_prob(e37,sigmat_7)*PR_TL37; fy38=v_prob(e38,sigmat_8)*PR_TL38; fy41=v_prob(e41,sigmat_1)*PR_TL41; fy42=v_prob(e42,sigmat_2)*PR_TL42; fy43=v_prob(e43,sigmat_3)*PR_TL43; fy44=v_prob(e44,sigmat_4)*PR_TL44; fy45=v_prob(e45,sigmat_5)*PR_TL45; fy46=v_prob(e46,sigmat_6)*PR_TL46; fy47=v_prob(e47,sigmat_7)*PR_TL47; fy48=v_prob(e48,sigmat_8)*PR_TL48; fy51=v_prob(e51,sigmat_1)*PR_TL51; fy52=v_prob(e52,sigmat_2)*PR_TL52; fy53=v_prob(e53,sigmat_3)*PR_TL53; fy54=v_prob(e54,sigmat_4)*PR_TL54; fy55=v_prob(e55,sigmat_5)*PR_TL55; fy56=v_prob(e56,sigmat_6)*PR_TL56; fy57=v_prob(e57,sigmat_7)*PR_TL57; fy58=v_prob(e58,sigmat_8)*PR_TL58; fy61=v_prob(e61,sigmat_1)*PR_TL61; fy62=v_prob(e62,sigmat_2)*PR_TL62; fy63=v_prob(e63,sigmat_3)*PR_TL63; fy64=v_prob(e64,sigmat_4)*PR_TL64; fy65=v_prob(e65,sigmat_5)*PR_TL65; fy66=v_prob(e66,sigmat_6)*PR_TL66; fy67=v_prob(e67,sigmat_7)*PR_TL67; fy68=v_prob(e68,sigmat_8)*PR_TL68; fy71=v_prob(e71,sigmat_1)*PR_TL71; fy72=v_prob(e72,sigmat_2)*PR_TL72; fy73=v_prob(e73,sigmat_3)*PR_TL73; fy74=v_prob(e74,sigmat_4)*PR_TL74; fy75=v_prob(e75,sigmat_5)*PR_TL75; fy76=v_prob(e76,sigmat_6)*PR_TL76; fy77=v_prob(e77,sigmat_7)*PR_TL77; fy78=v_prob(e78,sigmat_8)*PR_TL78; fy81=v_prob(e81,sigmat_1)*PR_TL81; fy82=v_prob(e82,sigmat_2)*PR_TL82; fy83=v_prob(e83,sigmat_3)*PR_TL83; fy84=v_prob(e84,sigmat_4)*PR_TL84; fy85=v_prob(e85,sigmat_5)*PR_TL85; fy86=v_prob(e86,sigmat_6)*PR_TL86; fy87=v_prob(e87,sigmat_7)*PR_TL87; fy88=v_prob(e88,sigmat_8)*PR_TL88; fy= fy11+fy12+fy13+fy14+fy15+fy16+fy17+fy18+ fy21+fy22+fy23+fy24+fy25+fy26+fy27+fy28+ fy31+fy32+fy33+fy34+fy35+fy36+fy37+fy38+ fy41+fy42+fy43+fy44+fy45+fy46+fy47+fy48+ fy51+fy52+fy53+fy54+fy55+fy56+fy57+fy58+ fy61+fy62+fy63+fy64+fy65+fy66+fy67+fy68+ fy71+fy72+fy73+fy74+fy75+fy76+fy77+fy78+ fy81+fy82+fy83+fy84+fy85+fy86+fy87+fy88; PR_L1=(fy11+fy21+fy31+fy41+fy51+fy61+fy71+fy81)/fy; PR_L2=(fy12+fy22+fy32+fy42+fy52+fy62+fy72+fy82)/fy; PR_L3=(fy13+fy23+fy33+fy43+fy53+fy63+fy73+fy83)/fy; PR_L4=(fy14+fy24+fy34+fy44+fy54+fy64+fy74+fy84)/fy; PR_L5=(fy15+fy25+fy35+fy45+fy55+fy65+fy75+fy85)/fy; PR_L6=(fy16+fy26+fy36+fy46+fy56+fy66+fy76+fy86)/fy; PR_L7=(fy17+fy27+fy37+fy47+fy57+fy67+fy77+fy87)/fy; PR_L8=(fy18+fy28+fy38+fy48+fy58+fy68+fy78+fy88)/fy; @filter only@ P_TT1=P_TT1|PR_L1; P_TT2=P_TT2|PR_L2; P_TT3=P_TT3|PR_L3; P_TT4=P_TT4|PR_L4; P_TT5=P_TT5|PR_L5; P_TT6=P_TT6|PR_L6; P_TT7=P_TT7|PR_L7; P_TT8=P_TT8|PR_L8; J_ITER = J_ITER+1; ENDO; retp(p_tt1,p_tt2,p_tt3,p_tt4,p_tt5,p_tt6,p_tt7,p_tt8); endp; @======================================================================@ @======================================================================@ PROC V_PROB(EV, HE); LOCAL VAL; VAL=(1/SQRT(((2*PI)^n)*DET(HE)))*EXP(-0.5*EV'*INV(HE)*EV); RETP(VAL); ENDP; @======================================================================@ @======================================================================@ proc trans4(c0); Local c1; c1=c0; /* c1[1]=exp(-c0[1]); c1[2]=exp(-c0[2]); c1[3]=exp(-c0[3]); c1[4]=exp(-c0[4]); c1[5]=(1+exp(-c0[5]))*c1[3]; c1[6]=(1+exp(-c0[6]))*c1[4]; c1[7]=(1+exp(-c0[7]))*c1[1]; c1[8]=(1+exp(-c0[8]))*c1[2]; c1[9:14]= exp(-c0[9:14])./(1+exp(-c0[9:14])); */ retp(c1); endp; @======================================================================@