Program g11cafe
! G11CAF Example Program Text
! Mark 25 Release. NAG Copyright 2014.
! .. Use Statements ..
Use nag_library, Only: g11caf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: dev, tol
Integer :: cm, i, ifail, ip, iprint, ldz, lwk, &
m, maxit, n, n0, ns
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: b(:), cov(:), sc(:), se(:), wk(:), &
z(:,:)
Integer, Allocatable :: cnt(:), ic(:), isi(:), isz(:), &
nca(:), nct(:)
! .. Intrinsic Procedures ..
Intrinsic :: count, maxval, sum
! .. Executable Statements ..
Write (nout,*) 'G11CAF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in problem size and control parameters
Read (nin,*) n, m, ns, maxit, iprint, tol
ldz = n
Allocate (z(ldz,m),isz(m),ic(n),isi(n),nca(ns),nct(ns),cnt(ns))
! Read in data
Read (nin,*)(isi(i),ic(i),z(i,1:m),i=1,n)
! Read in variable inclusion flags
Read (nin,*) isz(1:m)
! Calculate IP
ip = count(isz(1:m)>0)
! Calculate number of observations in the model and maximum number of
! observations in any stratum
cnt(1:ns) = 0
Do i = 1, n
If (isi(i)>0 .And. isi(i)<=ns) Then
cnt(isi(i)) = cnt(isi(i)) + 1
End If
End Do
cm = maxval(cnt(1:ns))
n0 = sum(cnt(1:ns))
lwk = ip*n0 + (cm+1)*(ip+1)*(ip+2)/2 + cm
Allocate (b(ip),se(ip),sc(ip),cov(ip*(ip+1)/2),wk(lwk))
! Read in initial estimate for B
Read (nin,*) b(1:ip)
! Calculate parameter estimates
ifail = 0
Call g11caf(n,m,ns,z,ldz,isz,ip,ic,isi,dev,b,se,sc,cov,nca,nct,tol, &
maxit,iprint,wk,lwk,ifail)
! Display results
Write (nout,99999) ' Deviance = ', dev
Write (nout,*)
Write (nout,*) ' Strata No. Cases No. Controls'
Write (nout,*)
Write (nout,99998)(i,nca(i),nct(i),i=1,ns)
Write (nout,*)
Write (nout,*) ' Parameter Estimate', ' Standard Error'
Write (nout,*)
Write (nout,99997)(i,b(i),se(i),i=1,ip)
99999 Format (A,E13.4)
99998 Format (3X,I3,10X,I2,10X,I2)
99997 Format (I6,10X,F8.4,10X,F8.4)
End Program g11cafe