! G02HFF Example Program Text
! Mark 25 Release. NAG Copyright 2014.
Module g02hffe_mod
! G02HFF Example Program Module:
! Parameters and User-defined Routines
! .. Use Statements ..
Use nag_library, Only: nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Accessibility Statements ..
Private
Public :: psi, psp
! .. Parameters ..
Real (Kind=nag_wp), Parameter :: tc = 1.5_nag_wp
Integer, Parameter, Public :: nin = 5, nout = 6
Contains
Function psi(t)
! .. Function Return Value ..
Real (Kind=nag_wp) :: psi
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (In) :: t
! .. Intrinsic Procedures ..
Intrinsic :: abs
! .. Executable Statements ..
If (t<=-tc) Then
psi = -tc
Else If (abs(t)<tc) Then
psi = t
Else
psi = tc
End If
Return
End Function psi
Function psp(t)
! .. Function Return Value ..
Real (Kind=nag_wp) :: psp
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (In) :: t
! .. Intrinsic Procedures ..
Intrinsic :: abs
! .. Executable Statements ..
psp = 0.0_nag_wp
If (abs(t)<tc) Then
psp = 1.0_nag_wp
End If
Return
End Function psp
End Module g02hffe_mod
Program g02hffe
! G02HFF Example Main Program
! .. Use Statements ..
Use nag_library, Only: g02hff, nag_wp, x04caf
Use g02hffe_mod, Only: nin, nout, psi, psp
! .. Implicit None Statement ..
Implicit None
! .. Local Scalars ..
Real (Kind=nag_wp) :: sigma
Integer :: i, ifail, indc, indw, ldc, ldx, &
m, n
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: c(:,:), rs(:), wgt(:), wk(:), &
x(:,:)
! .. Executable Statements ..
Write (nout,*) 'G02HFF Example Program Results'
Write (nout,*)
Flush (nout)
! Skip heading in data file
Read (nin,*)
! Read in the problem size
Read (nin,*) n, m
ldx = n
ldc = m
Allocate (x(ldx,m),wgt(n),rs(n),wk(m*(n+m+1)+2*n),c(ldc,m))
! Read in the data
Read (nin,*)(x(i,1:m),i=1,n)
! Read in SIGMA
Read (nin,*) sigma
! Read in weights and residuals
Read (nin,*)(wgt(i),rs(i),i=1,n)
! Read in control parameters
Read (nin,*) indw, indc
! Estimate variance-covariance matrix
ifail = 0
Call g02hff(psi,psp,indw,indc,sigma,n,m,x,ldx,rs,wgt,c,ldc,wk,ifail)
! Display results
ifail = 0
Call x04caf('General',' ',m,m,c,ldc,'Covariance matrix',ifail)
End Program g02hffe