! G02HMF Example Program Text
! Mark 30.3 Release. nAG Copyright 2024.
Module g02hmfe_mod
! G02HMF 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 :: ucv
! .. Parameters ..
Integer, Parameter, Public :: iset = 1, nin = 5, nout = 6
Contains
Subroutine ucv(t,ruser,u,w)
! u function
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (In) :: t
Real (Kind=nag_wp), Intent (Out) :: u, w
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Inout) :: ruser(*)
! .. Local Scalars ..
Real (Kind=nag_wp) :: cu, cw, t2
! .. Executable Statements ..
cu = ruser(1)
u = 1.0_nag_wp
If (t/=0.0_nag_wp) Then
t2 = t*t
If (t2>cu) Then
u = cu/t2
End If
End If
! w function
cw = ruser(2)
If (t>cw) Then
w = cw/t
Else
w = 1.0_nag_wp
End If
End Subroutine ucv
End Module g02hmfe_mod
Program g02hmfe
! G02HMF Example Main Program
! .. Use Statements ..
Use g02hmfe_mod, Only: iset, nin, nout, ucv
Use nag_library, Only: g02hmf, nag_wp, x04abf, x04ccf
! .. Implicit None Statement ..
Implicit None
! .. Local Scalars ..
Real (Kind=nag_wp) :: bd, bl, tol
Integer :: i, ifail, indm, la, lcov, ldx, &
lruser, m, maxit, n, nadv, nit, &
nitmon
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:), cov(:), ruser(:), theta(:), &
wk(:), wt(:), x(:,:)
! .. Executable Statements ..
Write (nout,*) 'G02HMF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in the problem size
Read (nin,*) n, m
ldx = n
lruser = 2
la = ((m+1)*m)/2
lcov = la
Allocate (x(ldx,m),ruser(lruser),cov(lcov),a(la),wt(n),theta(m),wk(2*m))
! Read in data
Read (nin,*)(x(i,1:m),i=1,n)
! Read in the initial value of A
Read (nin,*) a(1:la)
! Read in the initial value of THETA
Read (nin,*) theta(1:m)
! Read in the values of the parameters of the ucv functions
Read (nin,*) ruser(1:lruser)
! Read in the control parameters
Read (nin,*) indm, nitmon, bl, bd, maxit, tol
! Set the advisory channel to NOUT for monitoring information
If (nitmon/=0) Then
nadv = nout
Call x04abf(iset,nadv)
End If
! Compute robust estimate of variance / covariance matrix
ifail = 0
Call g02hmf(ucv,ruser,indm,n,m,x,ldx,cov,a,wt,theta,bl,bd,maxit,nitmon, &
tol,nit,wk,ifail)
! Display results
Write (nout,99999) 'G02HMF required ', nit, ' iterations to converge'
Write (nout,*)
Flush (nout)
ifail = 0
Call x04ccf('Upper','Non-Unit',m,cov,'Robust covariance matrix',ifail)
Write (nout,*)
Write (nout,*) 'Robust estimates of THETA'
Write (nout,99998) theta(1:m)
99999 Format (1X,A,I0,A)
99998 Format (1X,F10.3)
End Program g02hmfe