!$Author$ !$Date$ !$Revision$ !$HeadURL$ ! Functions for modified signed log-likelihood ratio statistic from: ! Wu, J., A.C.M Wong, and G. Jiang. 2003. Likelihood-based Confidence ! intervals for a log-normal mean. Statistics in Medicine 22:1849-1860 subroutine rstar_z0(n,x,fvec,ni,iv,nr,rv,iflag) integer n,ni,iv(ni),nr,iflag double precision x(n),fvec(n),rv(nr) double precision :: rstar ! variables passed to rstar ! x(1) = psi ! iv(1) = nval ! rv(1) = psihat ! rv(2) = sigsqhat ! rv(3) = wbar1 ! rv(4) = wbar2 ! rv(5) = norm_z fvec(1) = rstar( x(1), rv(1), rv(2), rv(3), rv(4), iv(1) ) - rv(5) end subroutine double precision function rstar (psi, psihat, sigsqhat, wbar1, wbar2, nval) double precision, intent(in) :: psi, psihat, sigsqhat, wbar1, wbar2 integer, intent(in) :: nval double precision :: sigsqhatpsi, r_psi, u_psi double precision B, one sigsqhatpsi = 2.0 * sqrt((psi+1)**2 + wbar2 - 2.0*psi*wbar1 - 2*psi) - 2.0 one = 1.0 B = psihat - psi IF (B .EQ. 0.0) B = +0.0 r_psi = sign(one,B)*sqrt(nval*log(sigsqhatpsi/sigsqhat)+ nval*(wbar1-psi+sigsqhatpsi/2) ) u_psi = sqrt(nval*1.0)*(psihat-psi)*(sqrt(sigsqhat)/sqrt(sigsqhatpsi)**3)*(1.0/sqrt(0.5+1/sigsqhatpsi)) !write(*,*) "psihat, psi, sign(psihat-psi) ", psihat, psi, sign(1,psihat-psi) !write(*,*) "sigsqhatpsi, r_psi, u_psi ", sigsqhatpsi, r_psi, u_psi rstar = r_psi + log(u_psi/r_psi) / r_psi end function