Program g05ryfe ! G05RYF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: g05kff, g05ryf, nag_wp, x04caf ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: lseed = 1, nin = 5, nout = 6 ! .. Local Scalars .. Integer :: df, genid, i, ifail, ldc, ldx, lr, & lstate, m, mode, n, subid ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: c(:,:), r(:), x(:,:), xmu(:) Integer :: seed(lseed) Integer, Allocatable :: state(:) ! .. Executable Statements .. Write (nout,*) 'G05RYF Example Program Results' Write (nout,*) Flush (nout) ! Skip heading in data file Read (nin,*) ! Read in the base generator information and seed Read (nin,*) genid, subid, seed(1) ! Initial call to initialiser to get size of STATE array lstate = 0 Allocate (state(lstate)) ifail = 0 Call g05kff(genid,subid,seed,lseed,state,lstate,ifail) ! Reallocate STATE Deallocate (state) Allocate (state(lstate)) ! Initialize the generator to a repeatable sequence ifail = 0 Call g05kff(genid,subid,seed,lseed,state,lstate,ifail) ! Read in sample size and number of dimensions Read (nin,*) n, m ldc = m ldx = n lr = m*(m+1) + 2 Allocate (x(ldx,m),c(ldc,m),r(lr),xmu(m)) ! Read in degrees of freedom Read (nin,*) df ! Read in vector of means Read (nin,*) xmu(1:m) ! Read in upper triangle portion of the covariance matrix Do i = 1, m Read (nin,*) c(i,i:m) End Do ! Using a single call to G05RYF, so set up reference vector ! and generate values in one go mode = 2 ! Generate variates ifail = 0 Call g05ryf(mode,n,df,m,xmu,c,ldc,r,lr,state,x,ldx,ifail) ! Display the variates ifail = 0 Call x04caf('General',' ',n,m,x,ldx,'Variates',ifail) End Program g05ryfe