Fixed broken compatibility with Stata < 15 from adding mvnormal() / g…

…hkdraws(0) in 8.7.3

cmp.ado

@@ -1,4 +1,4 @@
-*! cmp 8.7.8 18 March 2024
+*! cmp 8.7.9 18 April 2024
 *! Copyright (C) 2007-24 David Roodman 
 
 * This program is free software: you can redistribute it and/or modify
@@ -36,7 +36,7 @@ end
 
 cap program drop _cmp
 program define _cmp
-	version 11.0
+	version 11
 
 	if replay() {
 		if "`e(cmd)'" != "cmp" error 301
@@ -1073,7 +1073,7 @@ end
 
 cap program drop ParseEqs
 program define ParseEqs
-	version 11.0
+	version 11
 	local _cons _cons
 	global parse_d 0
 
@@ -1273,7 +1273,7 @@ end
 * Parses and implements corr() option as constraint set
 /*cap program drop ParseCorr
 program define ParseCorr, rclass
-	version 11.0
+	version 11
 	
 	if `"`0'"' == "."
 	
@@ -1307,7 +1307,7 @@ end*/
 * These lines are in a subroutine to work around Stata parsing bug with "if...quietly {"
 cap program drop DoInitSearch
 program define DoInitSearch, rclass
-	version 11.0
+	version 11
 	`*'  // run InitSearch
 	tempname b
 	mat `b' = r(b)
@@ -1490,7 +1490,7 @@ end
 
 cap program drop NoEstimate
 program NoEstimate, eclass
-	version 11.0
+	version 11
 	ereturn post `0'
 	ereturn local title Mixed-process regression--initial fits only
 	ereturn local cmdline cmp `cmdline'
@@ -1499,7 +1499,7 @@ end
 
 cap program drop Estimate
 program Estimate, eclass
-	version 11.0
+	version 11
 	syntax if/ [fw aw pw iw], [auxparams(string) psampling(string) svy subpop(passthru) autoconstrain paramsdisplay(string) ///
 		modopts(string) mlopts(string) iterate(passthru) init(string) cmpinit(string) constraints(string) _constraints(string) technique(string) vce(string) 1only quietly resteps(string) redraws(string) interactive lf *]
 
@@ -1720,7 +1720,7 @@ end
 // returns ordered row vector of the categories
 cap program drop GroupCategoricalVar
 program define GroupCategoricalVar, rclass
-	version 11.0
+	version 11
 	syntax [if], cmp_eqno(string) [predict(string)]
 	tempname cat num_cuts
 	if "`predict'"=="" {
@@ -1743,7 +1743,7 @@ end
 
 cap program drop LabelMprobitEq
 program LabelMprobitEq
-	version 11.0
+	version 11
 	// try to name the eq after the outcome's label
 	local 3: label (_cmp_y`4') `3'
 	global cmp_eq`1': label (${parse_y`2'}) `3'
@@ -1756,7 +1756,7 @@ end
 // as well as constraints on rho's needed for equations with non-overlapping samples
 cap program drop InitSearch
 program InitSearch, rclass
-	version 11.0
+	version 11
 	syntax [aw fw iw pw] if/, [auxparams(string) adjustprobitsample nodrop svy 1only quietly mlopts(string)]
 	local if (`if')
 	tempname sig beta gamma betavec gammavec auxparamvec _auxparamvec sigvec atanhrho V mat_cons omit
@@ -2197,7 +2197,7 @@ end
 
 cap program drop Display
 program Display, eclass
-	version 11.0
+	version 11
 	novarabbrev {
 		syntax [, Level(real `c(level)') RESULTsform(string) *]
 		_get_eformopts, soptions eformopts(`options') allowed(hr shr IRr or RRr)
@@ -2499,7 +2499,7 @@ end
 // for same reason, deletes any showeqns option
 cap program drop _get_mldiopts
 program define _get_mldiopts, sclass
-	version 11.0
+	version 11
 	syntax, [NOHeader NOFOOTnote /*first*/ neq(string) SHOWEQns PLus NOCNSReport NOOMITted vsquish NOEMPTYcells BASElevels ALLBASElevels cformat(string) pformat(string) sformat(string) NOLSTRETCH coeflegend *]
 	foreach opt in neq cformat pformat sformat {
 		if `"``opt''"' != "" {
@@ -2512,7 +2512,7 @@ end
 
 cap program drop CheckCondition
 program define CheckCondition
-	version 11.0
+	version 11
 	if "`1'" != "" {
 		syntax varlist(ts fv) [aw iw]
 		tempname XX c
@@ -2537,13 +2537,14 @@ end
 
 cap program drop cmp_error
 program define cmp_error
-	version 11.0
+	version 11
 	noi di as err `"`2'"'
 	cmp_clear
 	exit `1'
 end
 
 * Version history
+* 8.7.9 Fixed broken compatibility with Stata < 15 from adding mvnormal() / ghkdraws(0) in 8.7.3
 * 8.7.8 Fixed crash on ghkrdaws(0) with random effects.
 * 8.7.7 Prevent crash in a gamma model with ordered probits, when deleting obs because of eq interdependencies empties a category
 *       Support tech(nm)

cmp.mata

@@ -1,4 +1,4 @@
-/* cmp 8.7.8 18 March 2024
+/* cmp 8.7.9 18 April 2024
    Copyright (C) 2007-24 David Roodman
 
    This program is free software: you can redistribute it and/or modify
@@ -908,19 +908,19 @@ real colvector cmp_model::vecmultinormal(real matrix E, real matrix F, real matr
       else
         Phi = _ghk2_2 (ghk2DrawSet, F, E, Sig, ghkAnti, GHKStart)
     else {
-      Phi = mvnormalcv(F, E, J(1,cols(E),0), vech(Sig)')
+      Phi = _mvnormalcv(F, E, J(1,cols(E),0), vech(Sig)')
       if (todo)
-        mvnormalcvderiv(F, E, J(1,cols(E),0), vech(Sig)', dPhi_dF, dPhi_dE, dM, dPhi_dSig)
+        _mvnormalcvderiv(F, E, J(1,cols(E),0), vech(Sig)', dPhi_dF, dPhi_dE, dM, dPhi_dSig)
     }
   else if (ghk2DrawSet != .)
     if (todo)
       Phi = _ghk2_d(ghk2DrawSet, E, Sig, ghkAnti, GHKStart, dPhi_dE, dPhi_dSig)
     else
       Phi = _ghk2  (ghk2DrawSet, E, Sig, ghkAnti, GHKStart)
     else {
-      Phi = mvnormalcv(J(1, cols(E), mindouble()), E, J(1,cols(E),0), vech(Sig)')
+      Phi = _mvnormalcv(J(1, cols(E), mindouble()), E, J(1,cols(E),0), vech(Sig)')
       if (todo)
-        mvnormalcvderiv(J(1, cols(E), invnormal(Phi*1e-20)), E, J(1,cols(E),0), vech(Sig)', dPhi_dF, dPhi_dE, dM, dPhi_dSig)
+        _mvnormalcvderiv(J(1, cols(E), invnormal(Phi*1e-20)), E, J(1,cols(E),0), vech(Sig)', dPhi_dF, dPhi_dE, dM, dPhi_dSig)
     }
 
 	if (N_perm==1) {
@@ -934,6 +934,9 @@ real colvector cmp_model::vecmultinormal(real matrix E, real matrix F, real matr
 	return (Phi)
 }
 
+real colvector _mvnormalcv(a,b,c,d) return (mvnormalcv(a,b,c,d))
+void _mvnormalcvderiv(a,b,c,d,e,f,g,h) return (mvnormalcvderiv(a,b,c,d,e,f,g,h))
+
 // compute the log likelihood associated with a given error data matrix, for "continuous" variables
 // Sig is the assumed covariance for the full error set and inds marks the observed variables assumed to have a joint normal distribution,
 // i.e., the ones not censored
@@ -2390,4 +2393,4 @@ void cmp_model::SaveSomeResults() {
 mata mlib create lcmp, dir("`c(sysdir_plus)'l") replace
 mata mlib add lcmp *(), dir("`c(sysdir_plus)'l")
 mata mlib index
-end
+end

unit tests.do

@@ -4,7 +4,7 @@ set more off
 set rmsg off
 set trace off
 set linesize 200
-cap set processors 8
+cap set processors 6
 
 timer clear
 timer on 1

unit tests.log

@@ -148,7 +148,7 @@ fem_work     |
 -------------+----------------------------------------------------------------
     /lnsig_1 |   .2849607   .0316228     9.01   0.000      .222981    .3469403
     /lnsig_2 |   -.183551   .5726942    -0.32   0.749    -1.306011     .938909
-/atanhrho_12 |  -1.507716   .6323635    -2.38   0.017    -2.747126   -.2683068
+/atanhrho_12 |  -1.507716   .6323634    -2.38   0.017    -2.747126   -.2683068
 -------------+----------------------------------------------------------------
        sig_1 |    1.32971   .0420492                      1.249797    1.414732
        sig_2 |   .8323094   .4766588                      .2708985     2.55719
@@ -1310,8 +1310,7 @@ security     |
 . use class10, clear
 (Class of 2010 profile)
 
-. cmp (graduate = program#(c.income roommate c.hsgpa) program income roommate hsgpa) (program = i.campus i.scholar income) (hsgpa = income i.hsc
-> omp), vce(robust) ind(4 4 1) qui nolr
+. cmp (graduate = program#(c.income roommate c.hsgpa) program income roommate hsgpa) (program = i.campus i.scholar income) (hsgpa = income i.hscomp), vce(robust) ind(4 4 1) qui nolr
 
 Fitting individual models as starting point for full model fit.
 
@@ -2295,8 +2294,7 @@ Level: Observations                 |
 
 . gen byte goodhlth = health > 3
 
-. cmp (goodhlth = insured#c.(exercise grade) exercise grade insured || personid:) (insured = grade i.workschool || personid:), ind($cmp_probit $
-> cmp_probit) intp(7) nolr
+. cmp (goodhlth = insured#c.(exercise grade) exercise grade insured || personid:) (insured = grade i.workschool || personid:), ind($cmp_probit $cmp_probit) intp(7) nolr
 
 For quadrature, defaulting to technique(bhhh) for speed.