Program g02lbfe

!     G02LBF Example Program Text

!     Mark 30.1 Release. NAG Copyright 2024.

!     .. Use Statements ..
      Use nag_library, Only: g02lbf, nag_wp, x04caf
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: tau
      Integer                          :: i, ifail, ip, iscale, ldc, ldp, ldt, &
                                          ldu, ldw, ldx, ldxres, ldy, ldycv,   &
                                          ldyres, maxfac, maxit, mx, my, n
      Character (80)                   :: fmt
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: c(:,:), p(:,:), t(:,:), u(:,:),      &
                                          w(:,:), x(:,:), xbar(:), xcv(:),     &
                                          xres(:,:), xstd(:), y(:,:), ybar(:), &
                                          ycv(:,:), yres(:,:), ystd(:)
      Integer, Allocatable             :: isx(:)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: count
!     .. Executable Statements ..
      Write (nout,*) 'G02LBF Example Program Results'
      Write (nout,*)
      Flush (nout)

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

!     Read in the problem size
      Read (nin,*) n, mx, my, iscale, maxfac

      ldx = n
      ldy = n
      Allocate (x(ldx,mx),isx(mx),y(ldy,my))

!     Read in data
      Read (nin,*)(x(i,1:mx),y(i,1:my),i=1,n)

!     Read in variable inclusion flags
      Read (nin,*) isx(1:mx)

!     Calculate IP
      ip = count(isx(1:mx)==1)

      ldxres = n
      ldyres = n
      ldt = n
      ldc = my
      ldu = n
      ldycv = maxfac
      ldw = ip
      ldp = ip
      Allocate (xbar(ip),ybar(my),xstd(ip),ystd(my),xres(ldxres,ip),           &
        yres(ldyres,ip),w(ldw,maxfac),p(ldp,maxfac),t(ldt,maxfac),             &
        c(ldc,maxfac),u(ldu,maxfac),xcv(maxfac),ycv(ldycv,my))

!     Use suggested values for control parameters
      maxit = 200
      tau = 1.0E-4_nag_wp

!     Fit a PLS model
      ifail = 0
      Call g02lbf(n,mx,x,ldx,isx,ip,my,y,ldy,xbar,ybar,iscale,xstd,ystd,       &
        maxfac,maxit,tau,xres,ldxres,yres,ldyres,w,ldw,p,ldp,t,ldt,c,ldc,u,    &
        ldu,xcv,ycv,ldycv,ifail)

!     Display results
      ifail = 0
      Call x04caf('General',' ',ip,maxfac,p,ldp,'x-loadings, P',ifail)
      Write (nout,*)
      Flush (nout)
      ifail = 0
      Call x04caf('General',' ',n,maxfac,t,ldt,'x-scores, T',ifail)
      Write (nout,*)
      Flush (nout)
      ifail = 0
      Call x04caf('General',' ',my,maxfac,c,ldc,'y-loadings, C',ifail)
      Write (nout,*)
      Flush (nout)
      ifail = 0
      Call x04caf('General',' ',n,maxfac,u,ldu,'y-scores, U',ifail)
      Write (nout,*)
      Write (nout,*) 'Explained Variance'
      Write (nout,*) ' Model effects   Dependent variable(s)'
      Write (fmt,99999) '(', my + 1, '(F12.6,3X))'
      Write (nout,fmt)(xcv(i),ycv(i,1:my),i=1,maxfac)

99999 Format (A,I0,A)
    End Program g02lbfe