Program g02gkfe

!     G02GKF Example Program Text

!     Mark 27.3 Release. NAG Copyright 2021.

!     .. Use Statements ..
      Use nag_library, Only: g02gcf, g02gkf, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: a, dev, eps, tol
      Integer                          :: i, iconst, idf, ifail, ip, iprint,   &
                                          irank, ldc, ldv, ldx, lwk, lwt, m,   &
                                          maxit, n
      Character (1)                    :: link, mean, offset, weight
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: b(:), c(:,:), cov(:), se(:), v(:,:), &
                                          wk(:), wt(:), x(:,:), y(:)
      Integer, Allocatable             :: isx(:)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: count
!     .. Executable Statements ..
      Write (nout,*) 'G02GKF Example Program Results'
      Write (nout,*)

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

!     Read in the problem size
      Read (nin,*) link, mean, offset, weight, n, m

      If (weight=='W' .Or. weight=='w') Then
        lwt = n
      Else
        lwt = 0
      End If
      ldx = n
      Allocate (x(ldx,m),y(n),wt(lwt),isx(m))

!     Read in data
      If (lwt>0) Then
        Read (nin,*)(x(i,1:m),y(i),wt(i),i=1,n)
      Else
        Read (nin,*)(x(i,1:m),y(i),i=1,n)
      End If

!     Read in variable inclusion flags
      Read (nin,*) isx(1:m)

!     Calculate IP
      ip = count(isx(1:m)>0)
      If (mean=='M' .Or. mean=='m') Then
        ip = ip + 1
      End If

!     Read in power for exponential link
      If (link=='E' .Or. link=='e') Then
        Read (nin,*) a
      End If

      ldv = n
      lwk = (ip*ip+3*ip+22)/2
      Allocate (b(ip),se(ip),cov(ip*(ip+1)/2),v(ldv,ip+7),wk(lwk))

!     Read in the offset
      If (offset=='Y' .Or. offset=='y') Then
        Read (nin,*) v(1:n,7)
      End If

!     Read in control parameters
      Read (nin,*) iprint, eps, tol, maxit

!     Fit generalized linear model with Poisson errors
      ifail = -1
      Call g02gcf(link,mean,offset,weight,n,x,ldx,m,isx,ip,y,wt,a,dev,idf,b,   &
        irank,se,cov,v,ldv,tol,maxit,iprint,eps,wk,ifail)
      If (ifail/=0) Then
        If (ifail<7) Then
          Go To 100
        End If
      End If

!     Display initial results
      Write (nout,99999) 'Deviance = ', dev
      Write (nout,99998) 'Degrees of freedom = ', idf
      Write (nout,*)

!     Calculate the number of constraints required
      iconst = ip - irank

!     Going to reallocate workspace, so deallocate it
      Deallocate (wk)
      lwk = 2*ip*ip + ip*iconst + 2*iconst*iconst + 4*iconst

      ldc = ip
      Allocate (c(ldc,iconst),wk(lwk))

!     Read in constraints
      Read (nin,*,Iostat=ifail)(c(i,1:iconst),i=1,ip)
      If (ifail/=0) Then
        Write (nout,99996)                                                     &
          ' ** Insufficient constraints supplied, was expecting ', iconst
        Go To 100
      End If

!     Re-estimate the model given the constraints
      ifail = 0
      Call g02gkf(ip,iconst,v,ldv,c,ldc,b,1.0E0_nag_wp,se,cov,wk,ifail)

!     Display the constrained parameter estimates
      Write (nout,*) '      Estimate     Standard error'
      Write (nout,*)
      Write (nout,99997)(b(i),se(i),i=1,ip)

100   Continue

99999 Format (1X,A,E12.4)
99998 Format (1X,A,I2)
99997 Format (1X,2F14.4)
99996 Format (1X,A,I5)
    End Program g02gkfe