Program g12zafe
! G12ZAF Example Program Text.
! Mark 25 Release. NAG Copyright 2014.
! .. Use Statements ..
Use nag_library, Only: g11caf, g12zaf, 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, lisi, &
lwk, m, maxit, mxn, n, nd, ns, num, &
nxs
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: b(:), cov(:), sc(:), se(:), t(:), &
tp(:), wk(:), x(:,:), z(:,:)
Integer, Allocatable :: cnt(:), ic(:), id(:), irs(:), &
isi(:), isz(:), ixs(:), nca(:), nct(:)
! .. Intrinsic Procedures ..
Intrinsic :: count, maxval
! .. Executable Statements ..
Write (nout,*) 'G12ZAF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in problem size
Read (nin,*) n, m, ns, maxit, iprint
If (ns>0) Then
lisi = n
Else
lisi = 0
End If
ldz = n
Allocate (z(ldz,m),isz(m),t(n),ic(n),isi(lisi),tp(n),irs(n))
! Read in the data
If (ns>0) Then
Read (nin,*)(t(i),z(i,1:m),ic(i),isi(i),i=1,n)
Else
Read (nin,*)(t(i),z(i,1:m),ic(i),i=1,n)
End If
! Read in the variable indicator
Read (nin,*) isz(1:m)
! Calculate number of parameters in the model
ip = count(isz(1:m)>0)
! Call the routine once to calculate size of MXN ...
! Dummy allocation
mxn = 0
Allocate (x(mxn,ip),id(mxn),ixs(mxn))
! Call G12ZAF to calculate MXN
ifail = 1
Call g12zaf(n,m,ns,z,ldz,isz,ip,t,ic,isi,num,ixs,nxs,x,mxn,id,nd,tp,irs, &
ifail)
If (ifail/=0 .And. ifail/=3) Then
Go To 100
End If
! Required size for MXN is returned in NUM, so reallocate memory
mxn = num
Deallocate (x,id,ixs)
Allocate (x(mxn,ip),id(mxn),ixs(mxn))
! Create risk set
ifail = 0
Call g12zaf(n,m,ns,z,ldz,isz,ip,t,ic,isi,num,ixs,nxs,x,mxn,id,nd,tp,irs, &
ifail)
Allocate (cnt(nxs),b(ip),se(ip),sc(ip),nca(nxs),nct(nxs),cov(ip*(ip+ &
1)/2))
! Set tolerance
tol = 1.0E-5_nag_wp
! Read in initial parameter estimates
Read (nin,*) b(1:ip)
! Count the number of observations in each stratum
cnt(1:nxs) = 0
Do i = 1, num
cnt(ixs(i)) = cnt(ixs(i)) + 1
End Do
cm = maxval(cnt(1:nxs))
lwk = ip*num + (cm+1)*(ip+1)*(ip+2)/2 + cm
Allocate (wk(lwk))
! Get parameter estimates from conditional logistic analysis
ifail = 0
Call g11caf(num,ip,nxs,x,mxn,isz,ip,id,ixs,dev,b,se,sc,cov,nca,nct,tol, &
maxit,iprint,wk,lwk,ifail)
! Display results
Write (nout,*) ' Parameter Estimate', ' Standard Error'
Write (nout,*)
Write (nout,99999)(i,b(i),se(i),i=1,ip)
100 Continue
99999 Format (I6,10X,F8.4,10X,F8.4)
End Program g12zafe