You may define your own function or specify the NAG defined default function G02EFH.

Syntax

C#
public delegate void G02EF_MONFUN(
	string flag,
	int var,
	double val
)
Visual Basic
Public Delegate Sub G02EF_MONFUN ( _
	flag As String, _
	var As Integer, _
	val As Double _
)
Visual C++
public delegate void G02EF_MONFUN(
	String^ flag, 
	int var, 
	double val
)
F#
type G02EF_MONFUN = 
    delegate of 
        flag : string * 
        var : int * 
        val : float -> unit

Parameters

flag
Type: System..::..String
On entry: the value of flag indicates the stage of the stepwise selection of explanatory variables.
flag="A"
Variable var was added to the current model.
flag="B"
Beginning the backward elimination step.
flag="C"
Variable var failed the collinearity test and is excluded from the model.
flag="D"
Variable var was dropped from the current model.
flag="F"
Beginning the forward selection step
flag="K"
Backward elimination did not remove any variables from the current model.
flag="S"
Starting stepwise selection procedure.
flag="V"
The variance ratio for variable var takes the value val.
flag="X"
Finished stepwise selection procedure.
var
Type: System..::..Int32
On entry: the index of the explanatory variable in the design matrix Z to which flag pertains.
val
Type: System..::..Double
On entry: if flag="V", val is the variance ratio value for the coefficient associated with explanatory variable index var.

See Also