NAG Library Manual, Mark 27.3
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description
    Program g05pefe

!     G05PEF Example Program Text

!     Mark 27.3 Release. NAG Copyright 2021.

!     .. Use Statements ..
      Use nag_library, Only: g05kff, g05pef, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: lseed = 1, nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: gamma
      Integer                          :: df, genid, i, ifail, ip, iq, lr,     &
                                          lstate, ltheta, nreal, num, rn,      &
                                          subid
      Logical                          :: fcall
      Character (1)                    :: dist
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: et(:), ht(:), r(:), theta(:)
      Integer                          :: seed(lseed)
      Integer, Allocatable             :: state(:)
!     .. Executable Statements ..
      Write (nout,*) 'G05PEF Example Program Results'
      Write (nout,*)

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

!     Read in the base generator information and seed
      Read (nin,*) genid, subid, seed(1)

!     Initial call to initializer to get size of STATE array
      lstate = 0
      Allocate (state(lstate))
      ifail = 0
      Call g05kff(genid,subid,seed,lseed,state,lstate,ifail)

!     Reallocate STATE
      Deallocate (state)
      Allocate (state(lstate))

!     Initialize the generator to a repeatable sequence
      ifail = 0
      Call g05kff(genid,subid,seed,lseed,state,lstate,ifail)

!     Read in sample size and number of realizations
      Read (nin,*) num, nreal

!     Read in number of coefficients
      Read (nin,*) ip, iq

      lr = 2*(ip+iq+2)
      ltheta = iq + ip + 1
      Allocate (theta(ltheta),ht(num),et(num),r(lr))

!     Read in error distribution
      Read (nin,*) dist

!     Read in degrees of freedom if required
      If (dist=='T' .Or. dist=='t') Then
        Read (nin,*) df
      End If

!     Read in rest of series parameters
      Read (nin,*) theta(1:ltheta)
      Read (nin,*) gamma

!     Set FCALL for first realization
      fcall = .True.

!     Generate NREAL realizations
      Do rn = 1, nreal

        ifail = 0
        Call g05pef(dist,num,ip,iq,theta,gamma,df,ht,et,fcall,r,lr,state,      &
          ifail)

!       Display the results
        Write (nout,99998) 'Realization Number ', rn
        Write (nout,*) '   I            HT(I)            ET(I)'
        Write (nout,*) '  --------------------------------------'
        Write (nout,99999)(i,ht(i),et(i),i=1,num)
        Write (nout,*)

!       Set FCALL flag for any further realizations
        fcall = .False.
      End Do

99999 Format (1X,I5,1X,F16.4,1X,F16.4)
99998 Format (1X,A,I0)
    End Program g05pefe