There were a couple of syntax error when declaring/calling functions: (a) you didn't use the "return" keyword in your negbr/posbr functions, and (b) you shouldn't use type specifiers (scalar, series etc) when calling your functions. See below: <hansl> nulldata 4 series Z = {-1, 1, 2, 1} scalar s1 = 1 scalar s2 = 1 function series negbr(series Z, scalar s1, scalar s2) return -ln(s1+s2)+ (1/s2)*Z end function function series posbr(series Z, scalar s1, scalar s2) return -ln(s1+s2)-(1/s1)*Z end function function series loglik(series Z, scalar s1, scalar s2) series liky = (Z>0)? posbr(Z, s1, s2): negbr(Z, s1, s2) return liky end function mle logl = loglik(Z, s1, s2) params s1 s2 end mle --verbose </hansl>