Program g02defe ! G02DEF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: g02ddf, g02def, nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: nin = 5, nout = 6 ! .. Local Scalars .. Real (Kind=nag_wp) :: rss, rsst, tol Integer :: i, idf, ifail, ip, irank, ldq, lwt, & m, n Logical :: svd Character (1) :: weight ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: b(:), cov(:), p(:), q(:,:), se(:), & wk(:), wt(:), x(:) ! .. Executable Statements .. Write (nout,*) 'G02DEF Example Program Results' Write (nout,*) ! Skip heading in data file Read (nin,*) ! Read in the problem size Read (nin,*) n, m, weight If (weight=='W' .Or. weight=='w') Then lwt = n Else lwt = 0 End If ldq = n Allocate (b(m),cov(m*(m+1)/2),p(m*(m+2)),q(ldq,m+1),se(m),wk(m*m+5*m),wt & (n),x(n)) ! Read in the dependent variable, Y, and store in first column of Q Read (nin,*) q(1:n,1) ! Read in weights If (lwt>0) Then Read (nin,*) wt(1:n) End If ! Use suggested value for tolerance tol = 0.000001E0_nag_wp ! Loop over each of the supplied variables ip = 0 u_lp: Do Read (nin,*,Iostat=ifail) x(1:n) If (ifail/=0) Then Exit u_lp End If ! Add the new variable to the model ifail = -1 Call g02def(weight,n,ip,q,ldq,p,wt,x,rss,tol,ifail) If (ifail/=0) Then If (ifail==3) Then Write (nout,99999) ' * Variable ', ip, & ' is linear combination of previous columns' Write (nout,*) ' so it has not been added' Write (nout,*) Cycle u_lp Else Go To 100 End If End If ip = ip + 1 Write (nout,99999) 'Variable ', ip, ' added' ! Get G02DDF to recalculate RSS rsst = 0.0E0_nag_wp ! Calculate the parameter estimates ifail = 0 Call g02ddf(n,ip,q,ldq,rsst,idf,b,se,cov,svd,irank,p,tol,wk,ifail) If (svd) Then Write (nout,*) 'Model not of full rank' Write (nout,*) End If Write (nout,99998) 'Residual sum of squares = ', rsst Write (nout,99999) 'Degrees of freedom = ', idf Write (nout,*) Write (nout,*) 'Variable Parameter estimate Standard error' Write (nout,*) Write (nout,99997)(i,b(i),se(i),i=1,ip) Write (nout,*) End Do u_lp 100 Continue 99999 Format (1X,A,I0,A) 99998 Format (1X,A,E13.4) 99997 Format (1X,I6,2E20.4) End Program g02defe