Program g01nafe ! G01NAF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: g01naf, nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: nin = 5, nout = 6 ! .. Local Scalars .. Real (Kind=nag_wp) :: beta, con Integer :: i, ifail, j, l, lda, ldsig, lwk, n ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: a(:,:), emu(:), rkum(:), rmom(:), & sigma(:,:), wk(:) ! .. Executable Statements .. Write (nout,*) 'G01NAF Example Program Results' Write (nout,*) ! Skip heading in data file Read (nin,*) ! Read in the problem size Read (nin,*) beta, con Read (nin,*) n, l ldsig = n lda = n lwk = 3*n*(n+1)/2 + n Allocate (a(lda,n),emu(n),sigma(ldsig,n),rkum(l),rmom(l),wk(lwk)) ! Compute A, EMU, and SIGMA for simple autoregression Do i = 1, n Do j = i, n a(j,i) = 0.0E0_nag_wp End Do End Do Do i = 1, n - 1 a(i+1,i) = 0.5E0_nag_wp End Do emu(1) = con*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 ! Compute cumulants ifail = 0 Call g01naf('M','M',n,a,lda,emu,sigma,ldsig,l,rkum,rmom,wk,ifail) ! Display results Write (nout,99999) ' N = ', n, ' BETA = ', beta, ' CON = ', con Write (nout,*) Write (nout,*) ' Cumulants Moments' Write (nout,*) Write (nout,99998)(i,rkum(i),rmom(i),i=1,l) 99999 Format (A,I3,2(A,F6.3)) 99998 Format (I3,E12.4,4X,E12.4) End Program g01nafe