Program g08rafe

!     G08RAF Example Program Text

!     Mark 27.3 Release. NAG Copyright 2021.

!     .. Use Statements ..
      Use nag_library, Only: g08raf, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: tol
      Integer                          :: i, idist, ifail, ip, j, ldprvr, ldx, &
                                          lparest, lvapvec, nmax, ns, nsum
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: eta(:), parest(:), prvr(:,:),        &
                                          vapvec(:), x(:,:), y(:), zin(:)
      Real (Kind=nag_wp)               :: work(0)
      Integer, Allocatable             :: irank(:), nv(:)
      Integer                          :: iwa(0)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: maxval, sum
!     .. Executable Statements ..
      Write (nout,*) 'G08RAF Example Program Results'
      Write (nout,*)

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

!     Read number of samples, number of parameters to be fitted,
!     error distribution parameter and tolerance criterion for ties.
      Read (nin,*) ns, ip, idist, tol

      Allocate (nv(ns))

!     Read the number of observations in each sample.
      Read (nin,*) nv(1:ns)

!     Calculate NSUM, NMAX and various array lengths
      nsum = sum(nv(1:ns))
      nmax = maxval(nv(1:ns))
      ldx = nsum
      ldprvr = ip + 1
      lvapvec = nmax*(nmax+1)/2
      lparest = 4*ip + 1
      Allocate (y(nsum),x(ldx,ip),prvr(ldprvr,ip),irank(nmax),zin(nmax),       &
        eta(nmax),vapvec(lvapvec),parest(lparest))

!     Read in observations and design matrices for each sample.
      Read (nin,*)(y(i),x(i,1:ip),i=1,nsum)

!     Display input information
      Write (nout,99999) 'Number of samples =', ns
      Write (nout,99999) 'Number of parameters fitted =', ip
      Write (nout,99999) 'Distribution =', idist
      Write (nout,99998) 'Tolerance for ties =', tol

      ifail = 0
      Call g08raf(ns,nv,nsum,y,ip,x,ldx,idist,nmax,tol,prvr,ldprvr,irank,zin,  &
        eta,vapvec,parest,work,0,iwa,ifail)

!     Display results
      Write (nout,*)
      Write (nout,*) 'Score statistic'
      Write (nout,99997) parest(1:ip)
      Write (nout,*)
      Write (nout,*) 'Covariance matrix of score statistic'
      Do j = 1, ip
        Write (nout,99997) prvr(1:j,j)
      End Do
      Write (nout,*)
      Write (nout,*) 'Parameter estimates'
      Write (nout,99997) parest((ip+1):(2*ip))
      Write (nout,*)
      Write (nout,*) 'Covariance matrix of parameter estimates'
      Do i = 1, ip
        Write (nout,99997) prvr(i+1,1:i)
      End Do
      Write (nout,*)
      Write (nout,99996) 'Chi-squared statistic =', parest(2*ip+1), ' with',   &
        ip, ' d.f.'
      Write (nout,*)
      Write (nout,*) 'Standard errors of estimates and'
      Write (nout,*) 'approximate z-statistics'
      Write (nout,99995)(parest(2*ip+1+i),parest(3*ip+1+i),i=1,ip)

99999 Format (1X,A,I2)
99998 Format (1X,A,F8.5)
99997 Format (1X,2F9.3)
99996 Format (1X,A,F9.3,A,I2,A)
99995 Format (1X,F9.3,F14.3)
    End Program g08rafe