NAG Library Manual, Mark 29.3
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description
    Program g02cgfe

!     G02CGF Example Program Text

!     Mark 29.3 Release. NAG Copyright 2023.

!     .. 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(:,:),       &
      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),              &

!     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,      &

!     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