Program g02dgfe ! G02DGF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: g02daf, g02dgf, nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: nin = 5, nout = 6 ! .. Local Scalars .. Real (Kind=nag_wp) :: rss, tol Integer :: i, idf, ifail, ip, irank, ldq, ldx, & lwk, lwt, m, n Logical :: svd Character (1) :: mean, weight ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: b(:), cov(:), h(:), oy(:), p(:), & q(:,:), res(:), se(:), wk(:), wt(:), & x(:,:), y(:) Integer, Allocatable :: isx(:) ! .. Intrinsic Procedures .. Intrinsic :: count ! .. Executable Statements .. Write (nout,*) 'G02DGF Example Program Results' Write (nout,*) ! Skip heading in data file Read (nin,*) Read (nin,*) n, m, weight, mean If (weight=='W' .Or. weight=='w') Then lwt = n Else lwt = 0 End If ldx = n Allocate (x(ldx,m),isx(m),oy(n),y(n),wt(lwt)) ! Read in data If (lwt>0) Then Read (nin,*)(x(i,1:m),oy(i),wt(i),i=1,n) Else Read (nin,*)(x(i,1:m),oy(i),i=1,n) End If ! Read in variable inclusion flags Read (nin,*) isx(1:m) ! Calculate IP ip = count(isx(1:m)>0) If (mean=='M' .Or. mean=='m') Then ip = ip + 1 End If lwk = 5*(ip-1) + ip*ip ldq = n Allocate (b(ip),se(ip),cov(ip*(ip+1)/2),res(n),h(n),q(ldq,ip+1),p(2*ip+ & ip*ip),wk(lwk)) ! Use suggested value for tolerance tol = 0.000001E0_nag_wp ! Fit general linear regression model to first dependent variable ifail = 0 Call g02daf(mean,weight,n,x,ldx,m,isx,ip,oy,wt,rss,idf,b,se,cov,res,h,q, & ldq,svd,irank,p,tol,wk,ifail) ! Display results for model fit to original dependent variable Write (nout,*) 'Results for original y-variable using G02DAF' Write (nout,*) If (svd) Then Write (nout,*) 'Model not of full rank' Write (nout,*) End If Write (nout,99999) 'Residual sum of squares = ', rss Write (nout,99998) '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,*) ! Read in the new dependent variable Read (nin,*) y(1:n) ! Fit same model to different dependent variable ifail = 0 Call g02dgf(weight,n,wt,rss,ip,irank,cov,q,ldq,svd,p,y,b,se,res,wk, & ifail) ! Display results for model fit to new dependent variable Write (nout,*) 'Results for second y-variable using G02DGF' Write (nout,*) Write (nout,99999) 'Residual sum of squares = ', rss Write (nout,99998) '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) 99999 Format (1X,A,E12.4) 99998 Format (1X,A,I4) 99997 Format (1X,I6,2E20.4) End Program g02dgfe