Program g02dgfe

!     G02DGF Example Program Text

!     Mark 28.3 Release. NAG Copyright 2022.

!     .. Use Statements ..
      Use nag_library, Only: g02daf, g02dgf, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: rss, tol
      Integer                          :: i, idf, ifail, ip, irank, ldq, ldx,  &
                                          lwk, lwt, m, n
      Logical                          :: svd
      Character (1)                    :: mean, weight
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: b(:), cov(:), h(:), oy(:), p(:),     &
                                          q(:,:), res(:), se(:), wk(:), wt(:), &
                                          x(:,:), y(:)
      Integer, Allocatable             :: isx(:)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: count
!     .. Executable Statements ..
      Write (nout,*) 'G02DGF Example Program Results'
      Write (nout,*)

!     Skip heading in data file
      Read (nin,*)
      Read (nin,*) n, m, weight, mean

      If (weight=='W' .Or. weight=='w') Then
        lwt = n
      Else
        lwt = 0
      End If
      ldx = n
      Allocate (x(ldx,m),isx(m),oy(n),y(n),wt(lwt))

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

      lwk = 5*(ip-1) + ip*ip
      ldq = n
      Allocate (b(ip),se(ip),cov(ip*(ip+1)/2),res(n),h(n),q(ldq,ip+1),p(2*ip+  &
        ip*ip),wk(lwk))

!     Use suggested value for tolerance
      tol = 0.000001E0_nag_wp

!     Fit general linear regression model to first dependent variable
      ifail = 0
      Call g02daf(mean,weight,n,x,ldx,m,isx,ip,oy,wt,rss,idf,b,se,cov,res,h,q, &
        ldq,svd,irank,p,tol,wk,ifail)

!     Display results for model fit to original dependent variable
      Write (nout,*) 'Results for original y-variable using G02DAF'
      Write (nout,*)
      If (svd) Then
        Write (nout,*) 'Model not of full rank'
        Write (nout,*)
      End If
      Write (nout,99999) 'Residual sum of squares = ', rss
      Write (nout,99998) 'Degrees of freedom = ', idf
      Write (nout,*)
      Write (nout,*) 'Variable   Parameter estimate   Standard error'
      Write (nout,*)
      Write (nout,99997)(i,b(i),se(i),i=1,ip)
      Write (nout,*)

!     Read in the new dependent variable
      Read (nin,*) y(1:n)

!     Fit same model to different dependent variable
      ifail = 0
      Call g02dgf(weight,n,wt,rss,ip,irank,cov,q,ldq,svd,p,y,b,se,res,wk,      &
        ifail)

!     Display results for model fit to new dependent variable
      Write (nout,*) 'Results for second y-variable using G02DGF'
      Write (nout,*)
      Write (nout,99999) 'Residual sum of squares = ', rss
      Write (nout,99998) 'Degrees of freedom = ', idf
      Write (nout,*)
      Write (nout,*) 'Variable   Parameter estimate   ', 'Standard error'
      Write (nout,*)
      Write (nout,99997)(i,b(i),se(i),i=1,ip)

99999 Format (1X,A,E12.4)
99998 Format (1X,A,I4)
99997 Format (1X,I6,2E20.4)
    End Program g02dgfe