! G02HDF Example Program Text
! Mark 30.3 Release. nAG Copyright 2024.
Module g02hdfe_mod
! G02HDF Example Program Module:
! Parameters and User-defined Routines
! .. Use Statements ..
Use nag_library, Only: nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Accessibility Statements ..
Private
Public :: betcal, chi, psi
! .. Parameters ..
Real (Kind=nag_wp), Parameter :: dchi = 1.5_nag_wp
Real (Kind=nag_wp), Parameter :: one = 1.0_nag_wp
Real (Kind=nag_wp), Parameter :: two = 2.0_nag_wp
Real (Kind=nag_wp), Parameter :: zero = 0.0_nag_wp
Integer, Parameter, Public :: iset = 1, nin = 5, nout = 6
Contains
Function psi(t)
! .. Function Return Value ..
Real (Kind=nag_wp) :: psi
! .. Parameters ..
Real (Kind=nag_wp), Parameter :: c = 1.5_nag_wp
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (In) :: t
! .. Intrinsic Procedures ..
Intrinsic :: abs
! .. Executable Statements ..
If (t<=-c) Then
psi = -c
Else If (abs(t)<c) Then
psi = t
Else
psi = c
End If
Return
End Function psi
Function chi(t)
! .. Function Return Value ..
Real (Kind=nag_wp) :: chi
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (In) :: t
! .. Local Scalars ..
Real (Kind=nag_wp) :: ps
! .. Intrinsic Procedures ..
Intrinsic :: abs
! .. Executable Statements ..
ps = dchi
If (abs(t)<dchi) Then
ps = t
End If
chi = ps*ps/two
Return
End Function chi
Subroutine betcal(n,wgt,beta)
! Calculate BETA for Schweppe type regression
! .. Use Statements ..
Use nag_library, Only: s15abf, x01aaf, x02akf
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (Out) :: beta
Integer, Intent (In) :: n
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (In) :: wgt(n)
! .. Local Scalars ..
Real (Kind=nag_wp) :: amaxex, anormc, b, d2, dc, dw, dw2, &
pc, w2
Integer :: i, ifail
! .. Intrinsic Procedures ..
Intrinsic :: exp, log, real, sqrt
! .. Executable Statements ..
amaxex = -log(x02akf())
anormc = sqrt(x01aaf(zero)*two)
d2 = dchi*dchi
beta = zero
Do i = 1, n
w2 = wgt(i)*wgt(i)
dw = wgt(i)*dchi
ifail = 0
pc = s15abf(dw,ifail)
dw2 = dw*dw
dc = zero
If (dw2<amaxex) Then
dc = exp(-dw2/two)/anormc
End If
b = (-dw*dc+pc-0.5_nag_wp)/w2 + (one-pc)*d2
beta = b*w2/real(n,kind=nag_wp) + beta
End Do
Return
End Subroutine betcal
End Module g02hdfe_mod
Program g02hdfe
! G02HDF Example Main Program
! .. Use Statements ..
Use g02hdfe_mod, Only: betcal, chi, iset, nin, nout, psi
Use nag_library, Only: g02hdf, nag_wp, x04abf
! .. Implicit None Statement ..
Implicit None
! .. Local Scalars ..
Real (Kind=nag_wp) :: beta, eps, psip0, sigma, tol
Integer :: i, ifail, indw, isigma, k, ldx, m, &
maxit, n, nadv, nit, nitmon
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: rs(:), theta(:), wgt(:), wk(:), &
x(:,:), y(:)
! .. Executable Statements ..
Write (nout,*) 'G02HDF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in the problem size
Read (nin,*) n, m
ldx = n
Allocate (x(ldx,m),y(n),wgt(n),theta(m),rs(n),wk((m+4)*n))
! Read in data
Read (nin,*)(x(i,2:m),y(i),wgt(i),i=1,n)
! Set first column of X to 1 for the constant term
x(1:n,1) = 1.0E0_nag_wp
! Set BETA
Call betcal(n,wgt,beta)
! Read in value for PSI(0)
Read (nin,*) psip0
! Read in control parameters
Read (nin,*) indw, isigma, nitmon, maxit, tol, eps
! Set the advisory channel to NOUT for monitoring information
If (nitmon/=0) Then
nadv = nout
Call x04abf(iset,nadv)
End If
! Read in initial values
Read (nin,*) sigma
Read (nin,*) theta(1:m)
! Perform bounded influence regression
ifail = -1
Call g02hdf(chi,psi,psip0,beta,indw,isigma,n,m,x,ldx,y,wgt,theta,k, &
sigma,rs,tol,eps,maxit,nitmon,nit,wk,ifail)
If (ifail==7) Then
Write (nout,*) 'Some of the following results may be unreliable'
Else If (ifail/=0) Then
Go To 100
End If
! Display results
Write (nout,99999) 'G02HDF required ', nit, ' iterations to converge'
Write (nout,99999) ' K = ', k
Write (nout,99998) ' Sigma = ', sigma
Write (nout,*) ' THETA'
Write (nout,99997)(theta(i),i=1,m)
Write (nout,*)
Write (nout,*) ' Weights Residuals'
Write (nout,99996)(wgt(i),rs(i),i=1,n)
100 Continue
99999 Format (1X,A,I0,A)
99998 Format (1X,A,F9.4)
99997 Format (1X,F9.4)
99996 Format (1X,2F9.4)
End Program g02hdfe