Program g02gpfe

!     G02GPF Example Program Text

!     Mark 27.3 Release. NAG Copyright 2021.

!     .. Use Statements ..
      Use nag_library, Only: g02gaf, g02gpf, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: a, eps, rss, s, tol
      Integer                          :: i, idf, ifail, ip, iprint, irank,    &
                                          ldv, ldx, loff, lt, lwk, lwt, m,     &
                                          maxit, n, tldx
      Logical                          :: vfobs
      Character (1)                    :: errfn, link, mean, offset, weight
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: b(:), cov(:), eta(:), off(:),        &
                                          pred(:), se(:), seeta(:), sepred(:), &
                                          t(:), twt(:), tx(:,:), ty(:),        &
                                          v(:,:), wk(:), wt(:), x(:,:), y(:)
      Integer, Allocatable             :: isx(:)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: count
!     .. Executable Statements ..
      Write (nout,*) 'G02GPF Example Program Results'
      Write (nout,*)

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

!     Read in training data for model that will be used for prediction
      Read (nin,*) link, mean, offset, weight, n, m, s

      If (weight=='W' .Or. weight=='w') Then
        lwt = n
      Else
        lwt = 0
      End If
      tldx = n
      Allocate (tx(tldx,m),ty(n),twt(lwt),isx(m))

!     Read in data
      If (lwt>0) Then
        Read (nin,*)(tx(i,1:m),ty(i),twt(i),i=1,n)
      Else
        Read (nin,*)(tx(i,1:m),ty(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

!     Call routine to fit generalized linear model, with Normal errors,
!     to training data
      ifail = -1
      Call g02gaf(link,mean,offset,weight,n,tx,tldx,m,isx,ip,ty,twt,s,a,rss,   &
        idf,b,irank,se,cov,v,ldv,tol,maxit,iprint,eps,wk,ifail)
      If (ifail/=0) Then
        If (ifail<6) Then
          Go To 100
        End If
      End If

!     Display parameter estimates for training data
      Write (nout,99999) 'Residual sum of squares = ', rss
      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)

!     Skip second lot of headings in data file
      Read (nin,*)

!     Read in size of prediction data
      Read (nin,*) n, vfobs, offset, weight

!     Used G02GAF to fit training model, so error structure is normal is
!     do not require T array
      errfn = 'N'
      lt = 0

      ldx = n
      If (weight=='W' .Or. weight=='w') Then
        lwt = n
      Else
        lwt = 0
      End If
      If (offset=='Y' .Or. offset=='y') Then
        loff = n
      Else
        loff = 0
      End If
      Allocate (x(ldx,m),y(n),wt(lwt),off(loff),eta(n),seeta(n),pred(n),       &
        sepred(n),t(lt))

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

!     Read in offset for the prediction data
      If (offset=='Y' .Or. offset=='y') Then
        Read (nin,*) off(1:n)
      End If

!     Call prediction routine
      ifail = -1
      Call g02gpf(errfn,link,mean,offset,weight,n,x,ldx,m,isx,ip,t,off,wt,s,a, &
        b,cov,vfobs,eta,seeta,pred,sepred,ifail)
      If (ifail/=0) Then
        Write (nout,99995) ifail
        If (ifail/=22) Then
          Go To 100
        End If
      End If

!     Display predicted values
      Write (nout,*)
      Write (nout,*) '  I      ETA         SE(ETA)      Predicted  ',          &
        ' SE(Predicted)'
      Write (nout,*)
      Write (nout,99996)(i,eta(i),seeta(i),pred(i),sepred(i),i=1,n)

100   Continue

99999 Format (1X,A,E12.4)
99998 Format (1X,A,I0)
99997 Format (1X,2F14.4)
99996 Format (1X,I3,')',F10.5,3F14.5)
99995 Format (1X,A,I5)
    End Program g02gpfe