PROGRAM g01nbfe ! G01NBF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : g01nbf, nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nin = 5, nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: abserr, beta, eps, y0 INTEGER :: i, ifail, j, l1, l2, lda, ldb, ldc, & ldsig, lmax, lwk, n ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: a(:,:), b(:,:), c(:,:), ela(:), & emu(:), rmom(:), sigma(:,:), wk(:) ! .. Executable Statements .. WRITE (nout,*) 'G01NBF Example Program Results' WRITE (nout,*) ! Skip heading in data file READ (nin,*) ! Read in the problem size READ (nin,*) beta, y0 READ (nin,*) n, l1, l2 lda = n ldb = n ldc = n ldsig = n lwk = 3*n*n + (8+l2)*n ALLOCATE (a(lda,n),b(ldb,n),c(ldc,n),ela(n),emu(n),sigma(ldsig,n), & wk(lwk),rmom(l2-l1+1)) ! Compute A, EMU, and SIGMA for simple autoregression DO i = 1, n DO j = i, n a(j,i) = 0.0E0_nag_wp b(j,i) = 0.0E0_nag_wp END DO END DO DO i = 1, n - 1 a(i+1,i) = 0.5E0_nag_wp b(i,i) = 1.0E0_nag_wp END DO emu(1) = y0*beta DO i = 1, n - 1 emu(i+1) = beta*emu(i) END DO sigma(1,1) = 1.0E0_nag_wp DO i = 2, n sigma(i,i) = beta*beta*sigma(i-1,i-1) + 1.0E0_nag_wp END DO DO i = 1, n DO j = i + 1, n sigma(j,i) = beta*sigma(j-1,i) END DO END DO ! Use default accuracy eps = 0.0E0_nag_wp ! Compute moments ifail = -1 CALL g01nbf('Ratio','Mean',n,a,lda,b,ldb,c,ldc,ela,emu,sigma,ldsig,l1, & l2,lmax,rmom,abserr,eps,wk,ifail) IF (ifail/=0) THEN IF (ifail<6) THEN GO TO 20 END IF END IF ! Display results WRITE (nout,99999) ' N = ', n, ' BETA = ', beta, ' Y0 = ', y0 WRITE (nout,*) WRITE (nout,*) ' Moments' WRITE (nout,*) j = 0 DO i = l1, lmax j = j + 1 WRITE (nout,99998) i, rmom(j) END DO 20 CONTINUE 99999 FORMAT (A,I3,2(A,F6.3)) 99998 FORMAT (I3,E12.3) END PROGRAM g01nbfe