Program g05phfe
! G05PHF Example Program Text
! Mark 27.3 Release. NAG Copyright 2021.
! .. Use Statements ..
Use nag_library, Only: g05kff, g05phf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: lseed = 1, nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: avar, var, xmean
Integer :: genid, ifail, ip, iq, lr, lstate, &
mode, n, subid
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: phi(:), r(:), theta(:), x(:)
Integer :: seed(lseed)
Integer, Allocatable :: state(:)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (nout,*) 'G05PHF 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
Read (nin,*) n
! Read in number of coefficients
Read (nin,*) ip, iq
lr = ip + iq + 6 + max(ip,iq+1)
Allocate (phi(ip),theta(iq),x(n),r(lr))
! Read in mean
Read (nin,*) xmean
! Read in autoregressive coefficients
If (ip>0) Then
Read (nin,*) phi(1:ip)
End If
! Read in moving average coefficients
If (iq>0) Then
Read (nin,*) theta(1:iq)
End If
! Read in variance
Read (nin,*) avar
! Using a single call to G05PHF, so set up reference vector
! and generate values in one go
mode = 2
ifail = 0
Call g05phf(mode,n,xmean,ip,phi,iq,theta,avar,r,lr,state,var,x,ifail)
! Display the variates
Write (nout,99999) x(1:n)
99999 Format (1X,F12.4)
End Program g05phfe