program _stevaluator version 12.0 args lnf beta $sigma $t1 $g1 lambda q tempvar x v m qui gen double `x' = $ML_y1 - (`beta') qui gen double `v' = (`q'^(-.5))/sqrt((3*`lambda'^2 + 1)*(1/(2*`q'-2)) - ((4*`lambda'^2)/(_pi))*(exp(lngamma(`q'-.5) - lngamma(`q'))^2)) if "${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 `m' = (2*`v'*`sigma'*`lambda'*sqrt(`q') * exp(lngamma(`q'-.5)))/(sqrt(_pi)*exp(lngamma(`q'+.5))) qui replace `lnf' = lngamma(.5+`q') - ln(`v') - ln(`sigma') - .5*ln(_pi) - .5*ln(`q') - lngamma(`q') - (.5+`q')*ln((abs(`x' + `m')^2)/(`q'*(`v'*`sigma')^2 *(`lambda'*sign(`x'+`m')+1)^2) + 1) end