@.hr proc pisub @
@--------------------------------------------------------------------@
@ Proc for selected rows of probability transition matrix            @
@--------------------------------------------------------------------@
proc pisub(jvec,xmat,nsx,ymat,nsy);
Local st, xx, x, conexp, piout, k, j, nr;
nr = rows(jvec);
piout = zeros(nr,nsy);
j = 1;
st = decode(jvec,nsx,nlag);
Do while (j le nr);
   xx = xmat[st[j,.],1:nvar];
   x = reshape( xx ,1, nvar*nlag);
   piout[j,.] = pifn(x);
   j=j+1;
Endo;
piout = piout./sumc(piout');
retp(piout);
Endp;
@.hr proc pifn @
@@
@--------------------------------------------------------------------@
@ proc for transition probabilites as a function of x                @
@--------------------------------------------------------------------@
Proc pifn(xmat);
Local  pival, temp, j, x, conexp, k ;
pival = zeros(rows(xmat),ns);
temp =    wvec./phimat(ymat,exval,siginv,detsigma) ;
j = 1;
Do while ( j le rows(xmat) );
   x = xmat[j,.];
   conexp = x*auto'+ b' ;
   pival[j,.] = ( phimat(ymat,conexp,siginv,detsigma).*temp )';
   j = j + 1;
Endo;
retp(pival);
Endp;
@.hr proc reachrow @
@@
@--------------------------------------------------------------------@
@              Proc Reachrow                                         @
@--------------------------------------------------------------------@
proc reachrow(ivec,ns,nlag);
If ( cols(ivec) eq 1 );
   retp( seqa(1,1,ns)' );
Else;
   retp( code( seqa(1,1,ns)~
         ( ones(ns,1).*.ivec[1,1:(cols(ivec)-1)] ),nlag) ');
Endif;
Endp;
@.hr proc hzdirpr @
@@
@--------------------------------------------------------------------@
@ Proc hzdirpr                                                       @
@--------------------------------------------------------------------@
Proc hzdirpr(x,y);
Local nrx, ncx, ncy, z;
   nrx = rows(x);
   ncx = cols(x);
   ncy = cols(y);
   z = zeros(nrx,ncx*ncy);
   callexe hdpc(x,nrx,ncx,y,ncy,z);
   retp(z);
Endp;