Program g01nbfe
! G01NBF Example Program Text
! Mark 30.1 Release. NAG Copyright 2024.
! .. Use Statements ..
Use nag_library, Only: g01nbf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: abserr, beta, eps, y0
Integer :: i, ifail, j, l1, l2, lda, ldb, ldc, &
ldsig, lmax, lwk, n
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), b(:,:), c(:,:), ela(:), &
emu(:), rmom(:), sigma(:,:), wk(:)
! .. Executable Statements ..
Write (nout,*) 'G01NBF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in the problem size
Read (nin,*) beta, y0
Read (nin,*) n, l1, l2
lda = n
ldb = n
ldc = n
ldsig = n
lwk = 3*n*n + (8+l2)*n
Allocate (a(lda,n),b(ldb,n),c(ldc,n),ela(n),emu(n),sigma(ldsig,n), &
wk(lwk),rmom(l2-l1+1))
! Compute A, EMU, and SIGMA for simple autoregression
Do i = 1, n
Do j = i, n
a(j,i) = 0.0E0_nag_wp
b(j,i) = 0.0E0_nag_wp
End Do
End Do
Do i = 1, n - 1
a(i+1,i) = 0.5E0_nag_wp
b(i,i) = 1.0E0_nag_wp
End Do
emu(1) = y0*beta
Do i = 1, n - 1
emu(i+1) = beta*emu(i)
End Do
sigma(1,1) = 1.0E0_nag_wp
Do i = 2, n
sigma(i,i) = beta*beta*sigma(i-1,i-1) + 1.0E0_nag_wp
End Do
Do i = 1, n
Do j = i + 1, n
sigma(j,i) = beta*sigma(j-1,i)
End Do
End Do
! Use default accuracy
eps = 0.0E0_nag_wp
! Compute moments
ifail = -1
Call g01nbf('Ratio','Mean',n,a,lda,b,ldb,c,ldc,ela,emu,sigma,ldsig,l1, &
l2,lmax,rmom,abserr,eps,wk,ifail)
If (ifail/=0) Then
If (ifail<6) Then
Go To 100
End If
End If
! Display results
Write (nout,99999) ' N = ', n, ' BETA = ', beta, ' Y0 = ', y0
Write (nout,*)
Write (nout,*) ' Moments'
Write (nout,*)
j = 0
Do i = l1, lmax
j = j + 1
Write (nout,99998) i, rmom(j)
End Do
100 Continue
99999 Format (A,I3,2(A,F6.3))
99998 Format (I3,E12.3)
End Program g01nbfe