options double crt nodate;  ? double makes a slight difference in evaluating
     ? the objective function; makes it possible to exactly reproduce
     ? the FRML results (for HITER=F)
? ML w/ user PROC
smpl 1,9;  trend t;  ? find mean of t (5)
frml eq1 logl = -log(sigt) + lnorm((t-mt)/sigt) ;

param mt,2, sigt,1;
?ml(hiter=f,grad=c2) pm mt sigt;   ? these options are now the default
ml pm mt sigt;    ? ML with PROC

param mt,2, sigt,1;
ml(hiter=f,grad=c2,hcov=f) eq1;   ? ML with FRML

param mt,2, sigt,1;
ml(hiter=n,hcov=nb) eq1;   ? ML with FRML

param mt,2, sigt,1;
set lr2pi1 = 1 + log(2*4*atan(1));  ? constant definition for proc pmc
ml pmc mt;  ? concentrated version  (PROC)

proc pm;   ? unconcentrated likelihood fn
  if (sigt<=0); then; do;
    set @logl = @miss;
    goto 10;
  enddo;
  genr eq1;
  mat @logl = sum(logl);
10 nodbug;
endproc;

proc pmc;   ? concentrated likelihood fn
  e = t-mt;
  mat sig2 = (e'e)/@nob;
  ?set pi = 4*atan(1);
  ?set @logl = -(@nob/2)*(log(sig2) + 1 + log(2*pi));
  ?set lr2pi1 = 1 + log(2*4*atan(1));  ? define this outside the
  ? proc so that it doesn't have to be repeatedly evaluated
  set @logl = -(@nob/2)*(log(sig2) + lr2pi1);
endproc;