*! version 1.5.0 15Aug2011 MLB program define hangr_gumbel, rclass syntax varname [if] [fweight] , /// x(string) nobs(real) nbins(real) w(real) min(real) max(real) theor(string) /// [ par(numlist) suspended XXfit(integer 0) withx(integer 0) xwx(varname) grden(string) ] if "`suspended'" != "" local minus "-" if "`weight'" != "" local wght "[`weight'`exp']" marksample touse if "`par'" == "" { if `xxfit' & `withx' == 0 { local a = `e(alpha)' local mu = `e(mu)' qui gen `theor' = sqrt(((1 / `a') * exp(-(`x' - `mu') / `a') * exp(-exp(-(`x' - `mu') / `a'))) *`nobs'*`w') local grden "(1 / `a') * exp(-(x - `mu') / `a') * exp(-exp(-(x - `mu') / `a'))" return local gr "function y = `minus'sqrt(`nobs'*`w'*(`grden')), range(`min' `max')" return scalar a = `mu' return scalar b = `a' } else if `xxfit' { tempvar a mu partden qui predict double `a' if `touse', eq(#1) qui predict double `mu' if `touse', eq(#2) qui gen `partden' = . qui gen `grden' = . qui count if `xwx' < . forvalues i = 1/`r(N)' { qui replace `partden' = (1 / `a') * exp(-(`xwx'[`i'] - `mu') / `a') * exp(-exp(-(`xwx'[`i'] - `mu') / `a')) if `touse' sum `partden' if `touse' `wght', meanonly qui replace `grden' = r(mean) in `i' } qui gen `theor' = sqrt(`nobs'*`w'*(`grden')) qui replace `grden' = `minus'`theor' return local gr "line `grden' `xwx', sort" } else { qui sum `varlist' if `touse' `wght' local a = r(sd)*sqrt(6)/_pi // need to subtract gamma * a // gamma = - digamma(1) local mu = r(mean) + digamma(1)*`a' qui gen `theor' = sqrt(((1 / `a') * exp(-(`x' - `mu') / `a') * exp(-exp(-(`x' - `mu') / `a'))) *`nobs'*`w') local grden "(1 / `a') * exp(-(x - `mu') / `a') * exp(-exp(-(x - `mu') / `a'))" return local gr "function y = `minus'sqrt(`nobs'*`w'*(`grden')), range(`min' `max')" return scalar a = `mu' return scalar b = `a' } } else { local mu : word 1 of `par' local a : word 2 of `par' qui gen `theor' = sqrt(((1 / `a') * exp(-(`x' - `mu') / `a') * exp(-exp(-(`x' - `mu') / `a'))) *`nobs'*`w') local grden "(1 / `a') * exp(-(x - `mu') / `a') * exp(-exp(-(x - `mu') / `a'))" return local gr "function y = `minus'sqrt(`nobs'*`w'*(`grden')), range(`min' `max')" return scalar a = `mu' return scalar b = `a' } end