Program g02defe
! G02DEF Example Program Text
! Mark 29.3 Release. NAG Copyright 2023.
! .. Use Statements ..
Use nag_library, Only: g02ddf, g02def, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: rss, rsst, tol
Integer :: i, idf, ifail, ip, irank, ldq, lwt, &
m, n
Logical :: svd
Character (1) :: weight
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: b(:), cov(:), p(:), q(:,:), se(:), &
wk(:), wt(:), x(:)
! .. Executable Statements ..
Write (nout,*) 'G02DEF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in the problem size
Read (nin,*) n, m, weight
If (weight=='W' .Or. weight=='w') Then
lwt = n
Else
lwt = 0
End If
ldq = n
Allocate (b(m),cov(m*(m+1)/2),p(m*(m+2)),q(ldq,m+1),se(m),wk(m*m+5*m),wt &
(n),x(n))
! Read in the dependent variable, Y, and store in first column of Q
Read (nin,*) q(1:n,1)
! Read in weights
If (lwt>0) Then
Read (nin,*) wt(1:n)
End If
! Use suggested value for tolerance
tol = 0.000001E0_nag_wp
! Loop over each of the supplied variables
ip = 0
u_lp: Do
Read (nin,*,Iostat=ifail) x(1:n)
If (ifail/=0) Then
Exit u_lp
End If
! Add the new variable to the model
ifail = -1
Call g02def(weight,n,ip,q,ldq,p,wt,x,rss,tol,ifail)
If (ifail/=0) Then
If (ifail==3) Then
Write (nout,99999) ' * Variable ', ip, &
' is linear combination of previous columns'
Write (nout,*) ' so it has not been added'
Write (nout,*)
Cycle u_lp
Else
Go To 100
End If
End If
ip = ip + 1
Write (nout,99999) 'Variable ', ip, ' added'
! Get G02DDF to recalculate RSS
rsst = 0.0E0_nag_wp
! Calculate the parameter estimates
ifail = 0
Call g02ddf(n,ip,q,ldq,rsst,idf,b,se,cov,svd,irank,p,tol,wk,ifail)
If (svd) Then
Write (nout,*) 'Model not of full rank'
Write (nout,*)
End If
Write (nout,99998) 'Residual sum of squares = ', rsst
Write (nout,99999) '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,*)
End Do u_lp
100 Continue
99999 Format (1X,A,I0,A)
99998 Format (1X,A,E13.4)
99997 Format (1X,I6,2E20.4)
End Program g02defe