Program g13ndfe
! G13NDFE Example Program Text
! Mark 25 Release. NAG Copyright 2014.
! .. Use Statements ..
Use nag_library, Only: g13ndf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: beta
Integer :: ctype, i, ifail, iparam, mdepth, &
minss, n, ntau
! .. Local Arrays ..
Real (Kind=nag_wp) :: param(1)
Real (Kind=nag_wp), Allocatable :: sparam(:), y(:)
Integer, Allocatable :: tau(:)
! .. Intrinsic Procedures ..
Intrinsic :: repeat
! .. Executable Statements ..
Continue
Write (nout,*) 'G13NDF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in the problem size
Read (nin,*) n
! Allocate memory to hold the input series
Allocate (y(n))
! Read in the input series
Read (nin,*) y(1:n)
! Read in the type of change point, penalty, minimum segment size
! and maximum depth
Read (nin,*) ctype, iparam, beta, minss, mdepth
! Read in the distribution parameter (if required)
If (iparam==1) Then
Read (nin,*) param(1)
End If
! Allocate output arrays
Allocate (tau(n),sparam(2*n+2))
! Call routine to detect change points
ifail = -1
Call g13ndf(ctype,n,y,beta,minss,iparam,param,mdepth,ntau,tau,sparam, &
ifail)
If (ifail==0 .Or. ifail==200 .Or. ifail==201) Then
! Display the results
If (ctype==5 .Or. ctype==6) Then
! Exponential or Poisson distribution
Write (nout,99999) ' -- Change Points -- Distribution'
Write (nout,99999) ' Number Position Parameter'
Write (nout,99999) repeat('=',38)
Do i = 1, ntau
Write (nout,99998) i, tau(i), sparam(i)
End Do
Else
! Normal or Gamma distribution
Write (nout,99999) &
' -- Change Points -- --- Distribution ---'
Write (nout,99999) ' Number Position Parameters'
Write (nout,99999) repeat('=',50)
Do i = 1, ntau
Write (nout,99997) i, tau(i), sparam(2*i-1), sparam(2*i)
End Do
End If
If (ifail==200 .Or. ifail==201) Then
Write (nout,99999) &
'Some truncation occurred internally to avoid overflow'
End If
End If
99999 Format (1X,A)
99998 Format (1X,I4,7X,I6,4X,F12.2)
99997 Format (1X,I4,7X,I6,2(4X,F12.2))
End Program g13ndfe