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local vect[int] bps upperbound bestbreaks
local integer pinobs
local integer i
*
* shortest interval between the breaks or between the ends and the breaks
*
compute pinobs=fix(pi*(upper-lower+1))
*
* These keep track of the break point information.
*
dim bps(breaks) upperbound(breaks) bestbreaks(breaks)
*
* Set up the starting break points (the leftmost legal values), and the upper
* bounds (rightmost legal values).
*
do i=1,breaks
   compute bps(i)=(lower-1)+pinobs*i
   compute upperbound(i)=endl+1-pinobs*(breaks+1-i)
end do i
*
* The minimum t value is initialized as an NA, so we know to keep the first value
* we see.
*
compute mint=%na
*
compute done=0
while .not.done {
   >>>>
   Do calculation here with breakpoints at bps(1),...,bps(breaks). 
   This assumes that we're looking for the smallest t-statistic, and the code is producing
   a value for the t-statistic with these settings as tstat. If you're looking to maximize 
   something, rename variables as needed and change the < comparison to > in the IF below.
   <<<<
   *
   * If this is the smallest t-stat we've seen so far, save the number of
   * lags, the break point array and the sweep array.
   *
   if .not.%valid(mint).or.tstat<mint
      compute mint=tstat,bestbreaks=bps
   *
   * Update the break points. Add one to the final slot, until we hit
   * its upper bound. When we hit that, add one to the second to last
   * slot, and reset the final slot to its smallest possible value. When
   * the second to last slot is exhausted, add one to the one earlier,
   * etc. If <<done>> is zero at the end, we still have a valid
   * combination that we haven't checked.
   *
   compute done=1
   do i=breaks,1,-1
      compute bps(i)=bps(i)+1
      if bps(i)>=upperbound(i)
         next
      do j=i+1,breaks
         compute bps(j)=bps(j-1)+pinobs
      end do j
      compute done=0
      break
   end do i
}