Program g02btfe
! G02BTF Example Program Text
! Mark 28.5 Release. NAG Copyright 2022.
! .. Use Statements ..
Use nag_library, Only: g02btf, nag_wp, x04ccf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Real (Kind=nag_wp), Parameter :: one = 1.0_nag_wp
Real (Kind=nag_wp), Parameter :: zero = 0.0_nag_wp
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: alpha, sw, wt
Integer :: i, ifail, incx, lc, m, n, nprint
Character (1) :: mean
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: c(:), v(:), x(:), xbar(:)
! .. Intrinsic Procedures ..
Intrinsic :: mod
! .. Executable Statements ..
Write (nout,*) 'G02BTF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in problem size
Read (nin,*) mean, m, n, nprint
lc = (m*m+m)/2
Allocate (x(m),xbar(m),c(lc),v(lc))
! Elements of X are stored consecutively
incx = 1
! Loop over each observation individually, updating the sums of squares
! and cross-product matrix at each iteration
sw = zero
i = 0
data_lp: Do
Read (nin,*,Iostat=ifail) wt, x(1:m)
If (ifail/=0) Then
! Finished processing all the data
Exit data_lp
End If
i = i + 1
! Update the sums of squares and cross-products matrix
ifail = 0
Call g02btf(mean,m,wt,x,incx,sw,xbar,c,ifail)
! Display the results, either at the end or every NPRINT iterations
If (mod(i,nprint)==0 .Or. i==n) Then
Write (nout,*) '---------------------------------------------'
Write (nout,99999) 'Observation: ', i, ' Weight = ', wt
Write (nout,*) '---------------------------------------------'
Write (nout,*)
Write (nout,*) 'Means'
Write (nout,99998) xbar(1:m)
Write (nout,*)
Flush (nout)
ifail = 0
Call x04ccf('Upper','Non-unit',m,c, &
'Sums of squares and cross-products',ifail)
! Convert the sums of squares and cross-products to a variance matrix
If (sw>one) Then
alpha = one/(sw-one)
v(1:lc) = alpha*c(1:lc)
Write (nout,*)
Flush (nout)
ifail = 0
Call x04ccf('Upper','Non-unit',m,v,'Variance matrix',ifail)
End If
Write (nout,*)
End If
End Do data_lp
99999 Format (1X,A,I4,A,F13.4)
99998 Format (1X,4F14.4)
End Program g02btfe