Program g02gdfe
! G02GDF Example Program Text
! Mark 25 Release. NAG Copyright 2014.
! .. Use Statements ..
Use nag_library, Only: g02gdf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: a, dev, eps, s, tol
Integer :: i, idf, ifail, ip, iprint, irank, &
ldv, ldx, lwk, lwt, m, maxit, n
Character (1) :: link, mean, offset, weight
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: b(:), cov(:), se(:), v(:,:), wk(:), &
wt(:), x(:,:), y(:)
Integer, Allocatable :: isx(:)
! .. Intrinsic Procedures ..
Intrinsic :: count
! .. Executable Statements ..
Write (nout,*) 'G02GDF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in the problem size
Read (nin,*) link, mean, offset, weight, n, m, s
If (weight=='W' .Or. weight=='w') Then
lwt = n
Else
lwt = 0
End If
ldx = n
Allocate (x(ldx,m),y(n),wt(lwt),isx(m))
! Read in data
If (lwt>0) Then
Read (nin,*)(x(i,1:m),y(i),wt(i),i=1,n)
Else
Read (nin,*)(x(i,1:m),y(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
! Read in power for exponential link
If (link=='E' .Or. link=='e') Then
Read (nin,*) a
End If
ldv = n
lwk = (ip*ip+3*ip+22)/2
Allocate (b(ip),se(ip),cov(ip*(ip+1)/2),v(ldv,ip+7),wk(lwk))
! Read in the offset
If (offset=='Y' .Or. offset=='y') Then
Read (nin,*) v(1:n,7)
End If
! Read in control parameters
Read (nin,*) iprint, eps, tol, maxit
! Fit generalized linear model with Gamma errors
ifail = -1
Call g02gdf(link,mean,offset,weight,n,x,ldx,m,isx,ip,y,wt,s,a,dev,idf,b, &
irank,se,cov,v,ldv,tol,maxit,iprint,eps,wk,ifail)
If (ifail/=0) Then
If (ifail<7) Then
Go To 100
End If
End If
! Display results
Write (nout,99999) 'Deviance = ', dev
Write (nout,99998) 'Degrees of freedom = ', idf
Write (nout,*)
Write (nout,*) ' Estimate Standard error'
Write (nout,*)
Write (nout,99997)(b(i),se(i),i=1,ip)
Write (nout,*)
Write (nout,*) ' Y FV Residual H'
Write (nout,*)
Write (nout,99996)(y(i),v(i,2),v(i,5),v(i,6),i=1,n)
100 Continue
99999 Format (1X,A,E12.4)
99998 Format (1X,A,I0)
99997 Format (1X,2F14.4)
99996 Format (1X,F7.1,F10.2,F12.4,F10.3)
End Program g02gdfe