Program g08cjfe
! Mark 25 Release. NAG Copyright 2014.
! .. Use Statements ..
Use nag_library, Only: g08cjf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: a2, mu, p
Integer :: i, ifail, n
Logical :: issort
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: x(:), y(:)
! .. Intrinsic Procedures ..
Intrinsic :: exp
! .. Executable Statements ..
Write (nout,*) 'G08CJF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read number of observations and parameter value
Read (nin,*) n, mu
! Memory allocation
Allocate (x(n),y(n))
! Read observations
Read (nin,*)(x(i),i=1,n)
! PIT
Do i = 1, n
y(i) = 1.0E0_nag_wp - exp(-x(i)/mu)
End Do
! Let g08cjf sort the uniform variates
issort = .False.
! Calculate A-squared and probability
ifail = 0
Call g08cjf(n,issort,y,a2,p,ifail)
! Results
Write (nout,'(1X,A,E11.4)') &
'H0: data from exponential distribution with mean', mu
Write (nout,'(1X,A,1X,F8.4)') 'Test statistic, A-squared: ', a2
Write (nout,'(1X,A,1X,F8.4)') 'Upper tail probability: ', p
End Program g08cjfe