Program g02dcfe
! G02DCF Example Program Text
! Mark 28.4 Release. NAG Copyright 2022.
! .. Use Statements ..
Use nag_library, Only: g02daf, g02dcf, g02ddf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: rss, tol, wt, y
Integer :: i, idf, ifail, ip, irank, ix, ldq, &
ldxm, lwt, m, n
Logical :: svd
Character (1) :: mean, update, weight
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: b(:), cov(:), h(:), p(:), q(:,:), &
res(:), se(:), wk(:), wtm(:), x(:), &
xm(:,:), ym(:)
Integer, Allocatable :: isx(:)
! .. Intrinsic Procedures ..
Intrinsic :: count
! .. Executable Statements ..
Write (nout,*) 'G02DCF 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
ldxm = n
Allocate (xm(ldxm,m),ym(n),wtm(lwt),isx(m),x(m))
! Read in data
If (lwt>0) Then
Read (nin,*)(xm(i,1:m),ym(i),wtm(i),i=1,n)
Else
Read (nin,*)(xm(i,1:m),ym(i),i=1,n)
End If
! Read in variable inclusion flags
Read (nin,*) isx(1:m)
! Calculate IP
ip = count(isx>0)
If (mean=='M' .Or. mean=='m') Then
ip = ip + 1
End If
ldq = n
Allocate (b(ip),cov((ip*ip+ip)/2),h(n),p(ip*(ip+ &
2)),q(ldq,ip+1),res(n),se(ip),wk(ip*ip+5*(ip-1)))
! Use suggested value for tolerance
tol = 0.000001E0_nag_wp
! Fit initial model using G02DAF
ifail = 0
Call g02daf(mean,weight,n,xm,ldxm,m,isx,ip,ym,wtm,rss,idf,b,se,cov,res, &
h,q,ldq,svd,irank,p,tol,wk,ifail)
! Display results from initial model fit
Write (nout,*) 'Results from initial model fit using G02DAF'
If (svd) Then
Write (nout,*)
Write (nout,*) 'Model not of full rank'
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)
! Updating data is held in X consecutively
ix = 1
! Add or delete observations supplied in the data file
u_lp: Do
Read (nin,*,Iostat=ifail) update
If (ifail/=0) Then
Exit u_lp
End If
If (lwt>0) Then
Read (nin,*) x(1:m), y, wt
Else
Read (nin,*) x(1:m), y
End If
! Update the regression
ifail = 0
Call g02dcf(update,mean,weight,m,isx,q,ldq,ip,x,ix,y,wt,rss,wk,ifail)
! Display titles and update observation count
Write (nout,*)
Select Case (update)
Case ('a','A')
Write (nout,*) 'Results from adding an observation using G02DCF'
n = n + 1
Case ('d','D')
Write (nout,*) 'Results from dropping an observation using G02DCF'
n = n - 1
Case Default
Write (nout,*) 'Unknown update flag read in from data file'
Go To 100
End Select
! Recalculate the parameter estimates etc
ifail = 0
Call g02ddf(n,ip,q,ldq,rss,idf,b,se,cov,svd,irank,p,tol,wk,ifail)
! Display updated results
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)
End Do u_lp
100 Continue
99999 Format (1X,A,E12.4)
99998 Format (1X,A,I4)
99997 Format (1X,I6,2E20.4)
End Program g02dcfe