program _slaplaceevaluator version 12.0 args lnf beta $sigma $t1 $g1 lambda tempvar x m v qui gen double `x' = $ML_y1 - `beta' if "${arch}" != "0" | "${garch}" != "0"{ tempvar sigma qui gen double `sigma' = $insig^2 loc sigeq = "`a0'" local arch = $arch local garch = $garch loc max = `arch' if `garch' > `arch'{ local max = `garch' } forvalues i = 1/`arch'{ loc sigeq "`sigeq' + `a`i''*(`x'[_n-`i'])^2" } forvalues i = 1/`garch'{ loc sigeq "`sigeq' + `b`i''*`sigma'[_n-`i']" } qui replace `sigma' = `sigeq' if _n>`max' qui replace `sigma' = sqrt(abs(`sigma')) } qui gen double `v' = (2*(1+`lambda'^2))^(-.5) qui gen double `m' = 2*`v'*`sigma'*`lambda' qui replace `lnf' = ((-abs(`x'+`m'))/(`v'*`sigma'*(1 + `lambda'*sign(`x'+`m')))) - ln(`v') - ln(`sigma') - ln(2) end