Program g04eafe

!     G04EAF Example Program Text

!     Mark 26.2 Release. NAG Copyright 2017.

!     .. Use Statements ..
      Use nag_library, Only: g02daf, g04eaf, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: rss, tol
      Integer                          :: i, idf, ifail, ip, irank, j, ldq,    &
                                          ldx, levels, lv, lwt, m, n, tdx
      Logical                          :: svd
      Character (1)                    :: mean, typ, weight
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: b(:), cov(:), h(:), p(:), q(:,:),    &
                                          rep(:), res(:), se(:), v(:), wk(:),  &
                                          wt(:), x(:,:), y(:)
      Integer, Allocatable             :: ifact(:), isx(:)
!     .. Executable Statements ..
      Write (nout,*) 'G04EAF Example Program Results'
      Write (nout,*)

!     Skip heading in data file
      Read (nin,*)

!     Read in problem information
      Read (nin,*) n, levels, typ, weight, mean

      If (typ=='P' .Or. typ=='p') Then
        lv = levels
      Else
        lv = 1
      End If
      If (typ=='C' .Or. typ=='c') Then
        tdx = levels
      Else
        tdx = levels - 1
      End If
      If (weight=='w' .Or. weight=='W') Then
        lwt = n
      Else
        lwt = 1
      End If
      ldx = n
      Allocate (x(ldx,tdx),ifact(n),v(lv),rep(levels),y(n),wt(lwt))

!     Read in data
      If (weight=='W' .Or. weight=='w') Then
        Read (nin,*)(ifact(i),y(i),wt(i),i=1,n)
      Else
        Read (nin,*)(ifact(i),y(i),i=1,n)
      End If
      If (typ=='P' .Or. typ=='p') Then
        Read (nin,*) v(1:levels)
      End If

!     Calculate dummy variables
      ifail = 0
      Call g04eaf(typ,n,levels,ifact,x,ldx,v,rep,ifail)

      If (typ=='C' .Or. typ=='c') Then
        m = levels
      Else
        m = levels - 1
      End If
      ip = m
      If (mean=='M' .Or. mean=='m') Then
        ip = ip + 1
      End If

      ldq = n
      Allocate (isx(m),b(ip),se(ip),cov(ip*(ip+1)/2),res(n),h(n),q(ldq,ip+1),p &
        (2*ip+ip*ip),wk(5*(ip-1)+ip*ip))

!     Use all the variables in the regression
      isx(1:m) = 1

!     Use the suggested value for tolerance
      tol = 0.00001E0_nag_wp

!     Fit linear regression model
      ifail = 0
      Call g02daf(mean,weight,n,x,ldx,m,isx,ip,y,wt,rss,idf,b,se,cov,res,h,q,  &
        ldq,svd,irank,p,tol,wk,ifail)

!     Display the results of the regression
      If (svd) Then
        Write (nout,99999) 'Model not of full rank, rank = ', irank
        Write (nout,*)
      End If
      Write (nout,99998) 'Residual sum of squares = ', rss
      Write (nout,99999) 'Degrees of freedom = ', idf
      Write (nout,*)
      Write (nout,*) 'Variable   Parameter estimate   Standard error'
      Write (nout,*)
      Write (nout,99997)(j,b(j),se(j),j=1,ip)

99999 Format (1X,A,I4)
99998 Format (1X,A,E12.4)
99997 Format (1X,I6,2E20.4)
    End Program g04eafe