Program g02dafe

!     G02DAF Example Program Text

!     Mark 29.2 Release. NAG Copyright 2023.

!     .. Use Statements ..
      Use nag_library, Only: g02buf, g02daf, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: aic, arsq, en, mult, rsq, rss, sw,   &
                                          tol
      Integer                          :: i, idf, ifail, ip, irank, ldq, ldx,  &
                                          lwt, m, n
      Logical                          :: svd
      Character (1)                    :: mean, weight
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: b(:), cov(:), h(:), p(:), q(:,:),    &
                                          res(:), se(:), wk(:), wt(:), x(:,:), &
                                          y(:)
      Real (Kind=nag_wp)               :: c(1), wmean(1)
      Integer, Allocatable             :: isx(:)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: count, log, real
!     .. Executable Statements ..
      Write (nout,*) 'G02DAF Example Program Results'
      Write (nout,*)

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

!     Read in the problem size
      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),y(n),wt(lwt),isx(m))

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

      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 general linear regression model
      ifail = -1
      Call g02daf(mean,weight,n,x,ldx,m,isx,ip,y,wt,rss,idf,b,se,cov,res,h,q,  &
        ldq,svd,irank,p,tol,wk,ifail)
      If (ifail/=0) Then
        If (ifail/=5) Then
          Go To 100
        End If
      End If

!     Calculate (weighted) total sums of squares, adjusted for mean if
!     required
!     If in G02DAF, an intercept is added to the regression by including a
!     column of 1's in X, rather than by using the MEAN argument then
!     MEAN = 'M' should be used in this call to G02BUF.
      ifail = 0
      Call g02buf(mean,weight,n,1,y,n,wt,sw,wmean,c,ifail)

!     Get effective number of observations (=N if there are no zero weights)
      en = real(idf+irank,kind=nag_wp)

!     Calculate R-squared, corrected R-squared and AIC
      rsq = 1.0_nag_wp - rss/c(1)
      If (mean=='M' .Or. mean=='m') Then
        mult = (en-1.0E0_nag_wp)/(en-real(irank,kind=nag_wp))
      Else
        mult = en/(en-real(irank,kind=nag_wp))
      End If
      arsq = 1.0_nag_wp - mult*(1.0_nag_wp-rsq)
      aic = en*log(rss/en) + 2.0_nag_wp*real(irank,kind=nag_wp)

!     Display results
      If (svd) Then
        Write (nout,99999) 'Model not of full rank, rank = ', irank
        Write (nout,*)
      End If
      Write (nout,99998) 'Residual sum of squares = ', rss
      Write (nout,99999) 'Degrees of freedom      = ', idf
      Write (nout,99998) 'R-squared               = ', rsq
      Write (nout,99998) 'Adjusted R-squared      = ', arsq
      Write (nout,99998) 'AIC                     = ', aic
      Write (nout,*)
      Write (nout,*) 'Variable   Parameter estimate   Standard error'
      Write (nout,*)
      If (ifail==0) Then
        Write (nout,99997)(i,b(i),se(i),i=1,ip)
      Else
        Write (nout,99996)(i,b(i),i=1,ip)
      End If
      Write (nout,*)
      Write (nout,*) '   Obs          Residuals              H'
      Write (nout,*)
      Write (nout,99997)(i,res(i),h(i),i=1,n)

100   Continue

99999 Format (1X,A,I4)
99998 Format (1X,A,E12.4)
99997 Format (1X,I6,2E20.4)
99996 Format (1X,I6,E20.4)
    End Program g02dafe