Program g02gnfe
! G02GNF Example Program Text
! Mark 27.3 Release. NAG Copyright 2021.
! .. Use Statements ..
Use nag_library, Only: g02gcf, g02gnf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: a, dev, eps, sestat, stat, tol, z
Integer :: i, idf, ifail, ip, iprint, irank, &
ldv, ldx, lwk, lwt, m, maxit, n
Logical :: est
Character (1) :: link, mean, offset, weight
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: b(:), cov(:), f(:), se(:), v(:,:), &
wk(:), wt(:), x(:,:), y(:)
Integer, Allocatable :: isx(:)
! .. Intrinsic Procedures ..
Intrinsic :: count, max
! .. Executable Statements ..
Write (nout,*) 'G02GNF 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 = max((ip*ip+3*ip+22)/2,ip)
Allocate (b(ip),se(ip),cov(ip*(ip+1)/2),v(ldv,ip+7),wk(lwk),f(ip))
! 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('L','M','N','U',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,*)
Write (nout,*) ' Estimate Standard error'
Write (nout,*)
Write (nout,99997)(b(i),se(i),i=1,ip)
! Estimate the estimable functions
i = 0
fun_lp: Do
! Read in the function
Read (nin,*,Iostat=ifail) f(1:ip)
If (ifail/=0) Then
Exit fun_lp
End If
i = i + 1
! Estimate it
ifail = -1
Call g02gnf(ip,irank,b,cov,v,ldv,f,est,stat,sestat,z,tol,wk,ifail)
If (ifail/=0) Then
If (ifail/=2) Then
Go To 100
End If
End If
! Display results
Write (nout,*)
Write (nout,99996) 'Function ', i
Write (nout,99995) f(1:ip)
Write (nout,*)
If (est) Then
Write (nout,99994) 'STAT = ', stat, ' SE = ', sestat, ' Z = ', z
Else
Write (nout,*) 'Function not estimable'
End If
End Do fun_lp
100 Continue
99999 Format (1X,A,E12.4)
99998 Format (1X,A,I2)
99997 Format (1X,2F14.4)
99996 Format (1X,A,I4)
99995 Format (1X,5F8.2)
99994 Format (1X,A,F10.4,A,F10.4,A,F10.4)
End Program g02gnfe