Program g13ddfe

!     G13DDF Example Program Text

!     Mark 26.2 Release. NAG Copyright 2017.

!     .. Use Statements ..
      Use nag_library, Only: g13ddf, nag_wp, x04abf
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: iset = 1, nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: cgetol, rlogl
      Integer                          :: i, ifail, ip, iprint, iq, ishow, k,  &
                                          kmax, ldcm, maxcal, n, nadv, niter,  &
                                          npar
      Logical                          :: exact, mean
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: cm(:,:), g(:), par(:), qq(:,:),      &
                                          v(:,:), w(:,:)
      Logical, Allocatable             :: parhld(:)
!     .. Executable Statements ..
      Write (nout,*) 'G13DDF Example Program Results'
      Write (nout,*)
      Flush (nout)

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

!     Read in problem size
      Read (nin,*) k, ip, iq, n, mean

!     Calculate NPAR
      npar = (ip+iq)*k*k
      If (mean) Then
        npar = npar + k
      End If

      ldcm = npar
      kmax = k
      Allocate (par(npar),qq(kmax,k),w(kmax,n),v(kmax,n),g(npar),              &
        cm(ldcm,npar),parhld(npar))

!     Read in series
      Read (nin,*)(w(i,1:n),i=1,k)

!     Read in control parameters
      Read (nin,*) iprint, cgetol, maxcal, ishow

!     Read in exact likelihood flag
      Read (nin,*) exact

!     Read in initial parameter estimates and free parameter flags
      Read (nin,*) par(1:npar)
      Read (nin,*) parhld(1:npar)

!     Read in initial values for covariance matrix QQ
      Read (nin,*)(qq(i,1:i),i=1,k)

!     Set the advisory channel to NOUT for monitoring information
      If (iprint>=0 .Or. ishow/=0) Then
        nadv = nout
        Call x04abf(iset,nadv)
      End If

!     Fit a VARMA model
      ifail = 0
      Call g13ddf(k,n,ip,iq,mean,par,npar,qq,kmax,w,parhld,exact,iprint,       &
        cgetol,maxcal,ishow,niter,rlogl,v,g,cm,ldcm,ifail)

    End Program g13ddfe