program _snormalevaluator version 12.0 args lnf beta $sigma $t1 $g1 lambda tempvar x v m 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' = sqrt((2*_pi)/(_pi - 8*`lambda'^2 + 3 * _pi*`lambda'^2)) qui gen double `m' = 2*`v'*`sigma'*`lambda'/sqrt(_pi) qui replace `lnf' = -((`x' + `m')^2/(`v'*`sigma'*(1 + `lambda'*sign(`x' + `m')))^2) - ln(`v') - ln(`sigma') - .5*ln(_pi) end