Program g02chfe

!     G02CHF Example Program Text

!     Mark 25 Release. NAG Copyright 2014.

!     .. Use Statements ..
      Use nag_library, Only: g02chf, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Integer                          :: i, ifail, k, k1, ldcoef, ldcz, ldrz, &
                                          ldrznv, ldsspz, ldwkz, n
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: coef(:,:), cz(:,:), rz(:,:),         &
                                          rznv(:,:), sspz(:,:), wkz(:,:)
      Real (Kind=nag_wp)               :: reslt(13)
!     .. Executable Statements ..
      Write (nout,*) 'G02CHF Example Program Results'
      Write (nout,*)

!     Skip heading in data file
      Read (nin,*)

!     Read in the problem size
      Read (nin,*) n, k
      k1 = k + 1
      ldcoef = k
      ldcz = k
      ldrz = k1
      ldrznv = k
      ldsspz = k1
      ldwkz = k
      Allocate (coef(ldcoef,3),cz(ldcz,k),rz(ldrz,k1),rznv(ldrznv,k), &
        sspz(ldsspz,k1),wkz(ldwkz,k))

!     Read in data
      Read (nin,*)(sspz(i,1:k1),i=1,k1)
      Read (nin,*)(rz(i,1:k1),i=1,k1)

!     Display data
      Write (nout,*) 'Sums of squares and cross-products about zero:'
      Write (nout,99999)(i,i=1,k1)
      Write (nout,99998)(i,sspz(i,1:k1),i=1,k1)
      Write (nout,*)
      Write (nout,*) 'Correlation-like coefficients:'
      Write (nout,99999)(i,i=1,k1)
      Write (nout,99998)(i,rz(i,1:k1),i=1,k1)
      Write (nout,*)

!     Fit multiple linear regression model
      ifail = 0
      Call g02chf(n,k1,k,sspz,ldsspz,rz,ldrz,reslt,coef,ldcoef,rznv,ldrznv,cz, &
        ldcz,wkz,ldwkz,ifail)

!     Display results
      Write (nout,*) 'Vble     Coef       Std err      t-value'
      Write (nout,99997)(i,coef(i,1:3),i=1,k)
      Write (nout,*)
      Write (nout,*) 'Analysis of regression table :-'
      Write (nout,*)
      Write (nout,*) &
        '      Source        Sum of squares  D.F.    Mean square     F-value'
      Write (nout,*)
      Write (nout,99996) 'Due to regression', reslt(1:4)
      Write (nout,99996) 'About  regression', reslt(5:7)
      Write (nout,99996) 'Total            ', reslt(8:9)
      Write (nout,*)
      Write (nout,99995) 'Standard error of estimate =', reslt(10)
      Write (nout,99995) 'Multiple correlation (R)   =', reslt(11)
      Write (nout,99995) 'Determination (R squared)  =', reslt(12)
      Write (nout,99995) 'Corrected R squared        =', reslt(13)
      Write (nout,*)
      Write (nout,*) 'Inverse of correlation matrix of independent variables:'
      Write (nout,99994)(i,i=1,k)
      Write (nout,99993)(i,rznv(i,1:k),i=1,k)
      Write (nout,*)
      Write (nout,*) 'Modified inverse matrix:'
      Write (nout,99994)(i,i=1,k)
      Write (nout,99993)(i,cz(i,1:k),i=1,k)

99999 Format (1X,3I10)
99998 Format (1X,I4,3F10.4)
99997 Format (1X,I3,3F12.4)
99996 Format (1X,A,F14.4,F8.0,2F14.4)
99995 Format (1X,A,F8.4)
99994 Format (1X,2I10)
99993 Format (1X,I4,2F10.4)
    End Program g02chfe