Program g02cgfe
! G02CGF Example Program Text
! Mark 28.3 Release. NAG Copyright 2022.
! .. Use Statements ..
Use nag_library, Only: g02cgf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Integer :: i, ifail, k, k1, ldc, ldcoef, ldr, &
ldrinv, ldssp, ldwkz, n
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: c(:,:), coef(:,:), r(:,:), &
rinv(:,:), ssp(:,:), wkz(:,:), &
xbar(:)
Real (Kind=nag_wp) :: con(3), reslt(13)
! .. Executable Statements ..
Write (nout,*) 'G02CGF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in problem size
Read (nin,*) n, k
k1 = k + 1
ldr = k1
ldssp = k1
ldc = k
ldcoef = k
ldrinv = k
ldwkz = k
Allocate (c(ldc,k),coef(ldcoef,3),r(ldr,k1),rinv(ldrinv,k), &
ssp(ldssp,k1),wkz(ldwkz,k),xbar(k1))
! Read in data
Read (nin,*) xbar(1:k1)
Read (nin,*)(ssp(i,1:k1),i=1,k1)
Read (nin,*)(r(i,1:k1),i=1,k1)
! Display data
Write (nout,*) 'Means:'
Write (nout,99999)(i,xbar(i),i=1,k1)
Write (nout,*)
Write (nout,*) 'Sums of squares and cross-products about means:'
Write (nout,99998)(i,i=1,k1)
Write (nout,99997)(i,ssp(i,1:k1),i=1,k1)
Write (nout,*)
Write (nout,*) 'Correlation coefficients:'
Write (nout,99998)(i,i=1,k1)
Write (nout,99997)(i,r(i,1:k1),i=1,k1)
Write (nout,*)
! Fit multiple linear regression model
ifail = 0
Call g02cgf(n,k1,k,xbar,ssp,ldssp,r,ldr,reslt,coef,ldcoef,con,rinv, &
ldrinv,c,ldc,wkz,ldwkz,ifail)
! Display results
Write (nout,*) 'Vble Coef Std err t-value'
Write (nout,99996)(i,coef(i,1:3),i=1,k)
Write (nout,*)
Write (nout,99995) 'Const', con(1:3)
Write (nout,*)
Write (nout,*) 'Analysis of regression table :-'
Write (nout,*)
Write (nout,*) &
' Source Sum of squares D.F. Mean square F-value'
Write (nout,*)
Write (nout,99994) 'Due to regression', reslt(1:4)
Write (nout,99994) 'About regression', reslt(5:7)
Write (nout,99994) 'Total ', reslt(8:9)
Write (nout,*)
Write (nout,99993) 'Standard error of estimate =', reslt(10)
Write (nout,99993) 'Multiple correlation (R) =', reslt(11)
Write (nout,99993) 'Determination (R squared) =', reslt(12)
Write (nout,99993) 'Corrected R squared =', reslt(13)
Write (nout,*)
Write (nout,*) 'Inverse of correlation matrix of independent variables:'
Write (nout,99992)(i,i=1,k)
Write (nout,99991)(i,rinv(i,1:k),i=1,k)
Write (nout,*)
Write (nout,*) 'Modified inverse matrix:'
Write (nout,99992)(i,i=1,k)
Write (nout,99991)(i,c(i,1:k),i=1,k)
99999 Format (1X,I4,F10.4)
99998 Format (1X,3I10)
99997 Format (1X,I4,3F10.4)
99996 Format (1X,I3,3F12.4)
99995 Format (1X,A,F11.4,2F13.4)
99994 Format (1X,A,F14.4,F8.0,2F14.4)
99993 Format (1X,A,F8.4)
99992 Format (1X,2I10)
99991 Format (1X,I4,2F10.4)
End Program g02cgfe