Program g13dsfe

!     G13DSF Example Program Text

!     Mark 27.2 Release. NAG Copyright 2021.

!     .. Use Statements ..
      Use nag_library, Only: g13ddf, g13dsf, nag_wp, x04abf
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: iset = 1, nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: cgetol, chi, rlogl, siglev
      Integer                          :: dishow, i, idf, ifail, ip, iprint,   &
                                          iq, ishow, k, k2, kmax, ldcm, ldrcm, &
                                          liw, lpar, lwork, m, maxcal, mk2, n, &
                                          nadv, niter, npar
      Logical                          :: exact, mean
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: cm(:,:), g(:), par(:), qq(:,:),      &
                                          r(:,:,:), r0(:,:), rcm(:,:), v(:,:), &
                                          w(:,:), work(:)
      Integer, Allocatable             :: iw(:)
      Logical, Allocatable             :: parhld(:)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: max
!     .. Executable Statements ..
      Write (nout,*) 'G13DSF Example Program Results'
      Write (nout,*)
      Flush (nout)

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

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

!     Calculate number of parameters for the VARMA
      k2 = k*k
      lpar = (ip+iq)*k2
      npar = lpar
      If (mean) Then
        lpar = lpar + k
      End If

      kmax = k
      ldcm = lpar
      mk2 = m*k2
      ldrcm = mk2
      liw = k*max(ip,iq)
      lwork = k*(n+kmax+2) + mk2*(npar+mk2+1) + 3*k2
      Allocate (par(lpar),parhld(lpar),qq(kmax,k),w(kmax,n),v(kmax,n),g(lpar), &
        cm(ldcm,lpar),r0(kmax,k),rcm(ldrcm,mk2),iw(liw),work(lwork),           &
        r(kmax,kmax,mk2))

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

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

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

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

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

!     Read in the ISHOW flag for G13DSF
      Read (nin,*) ishow

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

!     Fit VARMA model
      ifail = -1
      Call g13ddf(k,n,ip,iq,mean,par,lpar,qq,kmax,w,parhld,exact,iprint,       &
        cgetol,maxcal,dishow,niter,rlogl,v,g,cm,ldcm,ifail)
      If (ifail/=0) Then
        If (ifail<4) Then
          Go To 100
        End If
      End If

!     Titles
      Write (nout,*)
      Write (nout,*) 'Output from G13DSF'
      Write (nout,*)
      Flush (nout)

!     Calculate and display diagnostics
      ifail = 0
      Call g13dsf(k,n,v,kmax,ip,iq,m,par,parhld,qq,ishow,r0,r,rcm,ldrcm,chi,   &
        idf,siglev,iw,liw,work,lwork,ifail)

100   Continue

    End Program g13dsfe