Program g03gafe
! G03GAF Example Program Text
! Mark 30.0 Release. NAG Copyright 2024.
! .. Use Statements ..
Use nag_library, Only: g03gaf, nag_wp, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: loglik, tol
Integer :: i, ifail, ldprob, lds, ldx, m, n, &
ng, niter, nvar, popt, riter, sds, &
sopt
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: f(:,:), g(:,:), prob(:,:), s(:,:,:), &
w(:), x(:,:)
Integer, Allocatable :: isx(:)
! .. Executable Statements ..
Write (nout,*) 'G03GAF Example Program Results'
Write (nout,*)
Flush (nout)
! Skip heading in data file
Read (nin,*)
! Problem size
Read (nin,*) n, m, nvar
! Number of groups
Read (nin,*) ng
! Scaling option
Read (nin,*) sopt
! Initial probabilities option
Read (nin,*) popt
! Maximum number of iterations
Read (nin,*) niter
! Leading dimensions
ldx = n
ldprob = n
Select Case (sopt)
Case (1)
Allocate (s(nvar,nvar,ng))
lds = nvar
sds = nvar
Case (2)
Allocate (s(nvar,nvar,1))
lds = nvar
sds = nvar
Case (3)
Allocate (s(nvar,ng,1))
lds = nvar
sds = ng
Case (4)
Allocate (s(nvar,1,1))
lds = nvar
sds = 1
Case Default
Allocate (s(1,1,1))
lds = 1
sds = 1
End Select
Allocate (x(ldx,m),prob(ldprob,ng),g(nvar,ng),w(ng),isx(m),f(n,ng))
! Data matrix X
Read (nin,*)(x(i,1:m),i=1,n)
! Included variables
If (nvar/=m) Then
Read (nin,*) isx(1:m)
End If
! Optionally read initial probabilities of group membership
If (popt==2) Then
Read (nin,*)(prob(i,1:ng),i=1,n)
End If
tol = 0.0E0_nag_wp
riter = 5
ifail = 0
Call g03gaf(n,m,x,ldx,isx,nvar,ng,popt,prob,ldprob,niter,riter,w,g,sopt, &
s,lds,sds,f,tol,loglik,ifail)
! Results
Write (nout,*)
Flush (nout)
ifail = 0
Call x04caf('g','n',1,ng,w,1,'Mixing proportions',ifail)
Write (nout,*)
Flush (nout)
ifail = 0
Call x04caf('g','n',nvar,ng,g,nvar,'Group means',ifail)
Write (nout,*)
Flush (nout)
Select Case (sopt)
Case (1)
Do i = 1, ng
ifail = 0
Call x04caf('g','n',nvar,nvar,s(1,1,i),lds, &
'Variance-covariance matrix',ifail)
End Do
Case (2)
ifail = 0
Call x04caf('g','n',nvar,nvar,s,lds, &
'Pooled Variance-covariance matrix',ifail)
Case (3)
ifail = 0
Call x04caf('g','n',nvar,ng,s,lds,'Groupwise Variance',ifail)
Case (4)
ifail = 0
Call x04caf('g','n',nvar,1,s,lds,'Pooled Variance',ifail)
Case (5)
ifail = 0
Call x04caf('g','n',1,1,s,lds,'Overall Variance',ifail)
End Select
Write (nout,*)
Flush (nout)
ifail = 0
Call x04caf('g','n',n,ng,f,n,'Densities',ifail)
Write (nout,*)
Flush (nout)
ifail = 0
Call x04caf('g','n',n,ng,prob,n,'Membership probabilities',ifail)
Write (nout,*)
Write (nout,'(1X,A,1X,I16)') 'No. iterations:', niter
Write (nout,'(1X,A,1X,F16.4)') 'Log-likelihood:', loglik
Deallocate (x,prob,g,s,w,isx,f)
End Program g03gafe