--- a
+++ b/mle_example.m
@@ -0,0 +1,131 @@
+# Copyright (C) 2003,2004  Michael Creel michael.creel@uab.es
+# under the terms of the GNU General Public License.
+# 
+# This program is free software; you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation; either version 2 of the License, or
+# (at your option) any later version.
+# 
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+# 
+# You should have received a copy of the GNU General Public License
+# along with this program; if not, write to the Free Software
+# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
+ 
+# Copyright (C) 2003  Michael Creel michael.creel@uab.es
+# under the terms of the GNU General Public License.
+# The GPL license is in the file COPYING
+# 
+# This program is free software; you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation; either version 2 of the License, or
+# (at your option) any later version.
+# 
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+# 
+# You should have received a copy of the GNU General Public License
+# along with this program; if not, write to the Free Software
+# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
+ 
+# Copyright (C) 2003  Michael Creel michael.creel@uab.es
+# under the terms of the GNU General Public License.
+# The GPL license is in the file COPYING
+# 
+# This program is free software; you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation; either version 2 of the License, or
+# (at your option) any later version.
+# 
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+# 
+# You should have received a copy of the GNU General Public License
+# along with this program; if not, write to the Free Software
+# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
+ 
+# Example to show how to use MLE functions
+
+# Example likelihood function, no score
+function [log_density, score] = poisson_no_score(theta, data, otherargs)
+	y = data(:,1);
+	x = data(:,2:columns(data));
+	lambda = exp(x*theta);
+	log_density = -lambda + y .* (x*theta) - lgamma(y+1);
+	score = "na";
+endfunction	
+
+# Example likelihood function, with score
+function [log_density, score] = poisson_with_score(theta, data, otherargs)
+	y = data(:,1);
+	x = data(:,2:columns(data));
+	lambda = exp(x*theta);
+	log_density = -lambda + y .* (x*theta) - lgamma(y+1);
+	score = dmult(y - lambda,x);
+endfunction	
+
+
+# Generate data
+n = 1000; # how many observations?
+
+# the explanatory variables: note that they have unequal scales
+x = [ones(n,1) rand(n,1) randn(n,1)];
+theta = 1:3; # true coefficients are 1,2,3
+theta = theta';
+
+lambda = exp(x*theta);
+y = randp(lambda); # generate the dependent variable
+
+####################################
+# define arguments for mle_results #
+####################################
+
+# starting values
+theta = zeros(3,1);
+# data
+data = [y, x];
+# name of model to estimate
+model = "poisson_with_score"; 
+# placeholder, poisson model has no additional args
+modelargs = {};
+# parameter names
+names = str2mat("beta1", "beta2", "beta3");
+title = "Poisson MLE trial"; # title for the run
+
+# controls for bfgsmin: 30 iterations is not always enough for convergence
+control = {30,0,1,1};
+
+
+# This displays the results
+printf("\n\nanalytic score, unscaled data\n");
+[theta, V, obj_value, infocrit] = mle_results(theta, data, model, modelargs, names, title, 0, control);
+
+# This just calculates the results, no screen display
+printf("\n\nanalytic score, unscaled data, no screen display\n");
+theta = zeros(3,1);
+[theta, obj_value, convergence] = mle_estimate(theta, data, model, modelargs, control);
+printf("obj_value = %f, to confirm it worked\n", obj_value);
+
+# This show how to scale data during estimation, but get results
+# for data in original units (recommended to avoid conditioning problems)
+# This usually converges faster, depending upon the data
+printf("\n\nanalytic score, scaled data\n");
+[scaled_x, unscale] = scale_data(x);
+data = [y, scaled_x];
+theta = zeros(3,1);
+[theta, V, obj_value, infocrit] = mle_results(theta, data, model, modelargs, names, title, unscale, control);
+
+# Example using numeric score
+printf("\n\nnumeric score, scaled data\n");
+theta = zeros(3,1);
+model = "poisson_no_score";
+[theta, V, obj_value, infocrit] = mle_results(theta, data, model, modelargs, names, title, unscale, control);
+
+