! G07DCF Example Program Text
! Mark 27.1 Release. NAG Copyright 2020.
Module g07dcfe_mod
! G07DCF Example Program Module:
! Parameters and User-defined Routines
! .. Use Statements ..
Use nag_library, Only: nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Accessibility Statements ..
Private
Public :: hampels_psi, hubers_chi
! .. Parameters ..
Real (Kind=nag_wp), Parameter :: dchi = 1.5_nag_wp
Real (Kind=nag_wp), Parameter :: h1 = 1.5_nag_wp
Real (Kind=nag_wp), Parameter :: h2 = 3.0_nag_wp
Real (Kind=nag_wp), Parameter :: h3 = 4.5_nag_wp
Real (Kind=nag_wp), Parameter :: zero = 0.0_nag_wp
Integer, Parameter, Public :: nin = 5, nout = 6
Contains
Function hampels_psi(t)
! Hampel's Piecewise Linear Function.
! .. Function Return Value ..
Real (Kind=nag_wp) :: hampels_psi
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (In) :: t
! .. Local Scalars ..
Real (Kind=nag_wp) :: abst
! .. Intrinsic Procedures ..
Intrinsic :: abs, min
! .. Executable Statements ..
abst = abs(t)
If (abst<h3) Then
If (abst<=h2) Then
hampels_psi = min(h1,abst)
Else
hampels_psi = h1*(h3-abst)/(h3-h2)
End If
If (t<zero) Then
hampels_psi = -hampels_psi
End If
Else
hampels_psi = zero
End If
Return
End Function hampels_psi
Function hubers_chi(t)
! Huber's CHI function.
! .. Function Return Value ..
Real (Kind=nag_wp) :: hubers_chi
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (In) :: t
! .. Local Scalars ..
Real (Kind=nag_wp) :: abst, ps
! .. Intrinsic Procedures ..
Intrinsic :: abs, min
! .. Executable Statements ..
abst = abs(t)
ps = min(dchi,abst)
hubers_chi = ps*ps/2.0E0_nag_wp
Return
End Function hubers_chi
End Module g07dcfe_mod
Program g07dcfe
! G07DCF Example Main Program
! .. Use Statements ..
Use g07dcfe_mod, Only: hampels_psi, hubers_chi, nin, nout
Use nag_library, Only: g07dcf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Local Scalars ..
Real (Kind=nag_wp) :: beta, sigma, sigsav, thesav, theta, &
tol
Integer :: ifail, isigma, maxit, n, nit
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: rs(:), wrk(:), x(:)
! .. Executable Statements ..
Write (nout,*) 'G07DCF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in the problem size and control parameters
Read (nin,*) n, beta, maxit
Allocate (x(n),wrk(n),rs(n))
! Read in data
Read (nin,*) x(1:n)
! Display titles
Write (nout,*) ' Input parameters Output parameters'
Write (nout,*) 'ISIGMA SIGMA THETA TOL SIGMA THETA'
d_lp: Do
Read (nin,*,Iostat=ifail) isigma, sigma, theta, tol
If (ifail/=0) Then
Exit d_lp
End If
! Save input parameters
sigsav = sigma
thesav = theta
! Compute M-estimates
ifail = 0
Call g07dcf(hubers_chi,hampels_psi,isigma,n,x,beta,theta,sigma,maxit, &
tol,rs,nit,wrk,ifail)
! Display results
Write (nout,99999) isigma, sigsav, thesav, tol, sigma, theta
End Do d_lp
99999 Format (1X,I3,3X,2F8.4,F7.4,1X,2F8.4)
End Program g07dcfe