*! xcorplot MGS/AT 1.0.0 19 September 1998   (STB-56: sg146)

program define gevd
	version 1.0
	local if "opt"
	local in "opt"
	local varlist "req ex min(1)"
        local options "centile(int 0) hybrid"
        parse "`*'"
        parse "`varlist'", parse (" ")

	local X `1'	

	preserve
	if ("`if'"!="") {
	      	qui keep `if'
    	} 
    	if ("`in'"!="") {
	      	qui keep `in'
    	} 

	qui summ `X'
	local m=_result(3)
	local v=_result(4)
	local min=_result(5)
	local max=_result(6)
	local n=_N

	local b0=`m'
	sort `X'
	local i=1
	while `i'<=`n' {
		local j=`X'[`i']
		local b1=`b1'+`j'*((`i'-1)/(`n'-1))
		local i=`i'+1
	}
	local b1=`b1'/`n'
	sort `X'
	local i=1
	while `i'<=`n' {
		local j=`X'[`i']
		local b2=`b2'+`j'*(((`i'-1)*(`i'-2))/((`n'-1)*(`n'-2)))
		local i=`i'+1
	}
	local b2=`b2'/`n'
	local c=((2*`b1'-`b0')/(3*`b2'-`b0'))-(ln(2)/ln(3))
	local kgevd=7.8598*`c'+2.9554*`c'^2
	local agevd=((2*`b1'-`b0')*`kgevd')/(exp(lngamma(1+`kgevd'))*(1-2^(-`kgevd')))
	local sgevd=`b0'+(`agevd'/`kgevd')*(exp(lngamma(1+`kgevd'))-1)
	if ((`sgevd'+`agevd'-`kgevd')>`max' & `kgevd'>0) | ((`sgevd'+`agevd'-`kgevd')<`min' & `kgevd'<0) {
		local kgevdh=`k'
	}
	else {
		if (`kgevd'>0) {
			local kgevdh=`agevd'/(`max'-`sgevd')
		}
		else {
			local kgevdh=`agevd'/(`min'-`sgevd')
		}	
	}

	local meth "Probability Weighted Moments (PWM)"
 	if "`hybrid'"=="hybrid" {
		local kgevd=`kgevdh'
		local meth "Hybrid estimator based on PWM"
	}

	display
	display in green _col(3) "Parameter estimation for GEVD distribution by using "  _newline(1) _col(3) "`meth'" _newline(1)
	display in green _col(1) "Variable |" _col(13) "alpha" _col(27) "k" _col(41) "Psi" 
	display in green "---------+---------------------------------------------"
	display in green _col(1) "`X'" _col(10) "|" in yellow _col (13) `agevd' _col(27) `kgevd' _col(41) `sgevd'
	
 	if `centile'>0 {
		disp _newline(2)
		display in green _col(11) "Quantiles for GEVD distribution" _newline(1)
		display in green _col(1) "Variable |" _col(16) "Obs" _col(27) "Percentile" _col(41) "Centile" 
		display in green "---------+---------------------------------------------"
		local i=1
		local j=0
		local p0=0
		while `i'<`centile' {
			local p`i'=(100/`centile')+`p`j''
			local c`i'=(`agevd'/`kgevd')*(1-(-ln(`p`i''/100))^`kgevd')+`sgevd'
			local i=`i'+1
			local j=`j'+1
		        }
		local i=1
		display in green _col(1) "`X'" _col(10) "|" in ye _col(16) `n' _col(27) %3.0f `p`i'' _col(41) `c`i''
		local i=2
		while `i'<`centile' {
			display in green _col(10) "|" in yellow _col (27) %3.0f `p`i'' _col(41) `c`i''
			local i=`i'+1
			{
	}

	mac def S_alpha `agevd'
	mac def S_k `kgevd'
	mac def S_psi `sgevd'
end