function [H,DH,D2H]=H_missing(mu,x0,Z,theta) %L=likleihood function for missing data example, DL is first derivate and %D2L is second % Z is assumed exponential with mean theta and pie(Z)=exp(-Z),Z>0 and must % be scalar-otherwise loops through elements of Z %x0=[-1.5 -1 -.3 .5 1 2]; m=length(Z); H=zeros(1,m);DH=H;D2H=H; for i=1:m x=[x0 Z(i)]; H(i)=exp(-.5*sum((x-mu).^2)); H(i)=H(i)*(1-exp(-max(Z(i),0)))*theta*exp(Z(i)/theta); s=sum(x-mu); DH(i)=H(i)*s; D2H(i)=H(i)*(s^2-length(x)); end % for use with fminsearch see H_miss2