Program g04eafe
! G04EAF Example Program Text
! Mark 30.0 Release. NAG Copyright 2024.
! .. Use Statements ..
Use nag_library, Only: g02daf, g04eaf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: rss, tol
Integer :: i, idf, ifail, ip, irank, j, ldq, &
ldx, levels, lv, lwt, m, n, tdx
Logical :: svd
Character (1) :: mean, typ, weight
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: b(:), cov(:), h(:), p(:), q(:,:), &
rep(:), res(:), se(:), v(:), wk(:), &
wt(:), x(:,:), y(:)
Integer, Allocatable :: ifact(:), isx(:)
! .. Executable Statements ..
Write (nout,*) 'G04EAF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in problem information
Read (nin,*) n, levels, typ, weight, mean
If (typ=='P' .Or. typ=='p') Then
lv = levels
Else
lv = 1
End If
If (typ=='C' .Or. typ=='c') Then
tdx = levels
Else
tdx = levels - 1
End If
If (weight=='w' .Or. weight=='W') Then
lwt = n
Else
lwt = 1
End If
ldx = n
Allocate (x(ldx,tdx),ifact(n),v(lv),rep(levels),y(n),wt(lwt))
! Read in data
If (weight=='W' .Or. weight=='w') Then
Read (nin,*)(ifact(i),y(i),wt(i),i=1,n)
Else
Read (nin,*)(ifact(i),y(i),i=1,n)
End If
If (typ=='P' .Or. typ=='p') Then
Read (nin,*) v(1:levels)
End If
! Calculate dummy variables
ifail = 0
Call g04eaf(typ,n,levels,ifact,x,ldx,v,rep,ifail)
If (typ=='C' .Or. typ=='c') Then
m = levels
Else
m = levels - 1
End If
ip = m
If (mean=='M' .Or. mean=='m') Then
ip = ip + 1
End If
ldq = n
Allocate (isx(m),b(ip),se(ip),cov(ip*(ip+1)/2),res(n),h(n),q(ldq,ip+1),p &
(2*ip+ip*ip),wk(5*(ip-1)+ip*ip))
! Use all the variables in the regression
isx(1:m) = 1
! Use the suggested value for tolerance
tol = 0.00001E0_nag_wp
! Fit linear regression model
ifail = 0
Call g02daf(mean,weight,n,x,ldx,m,isx,ip,y,wt,rss,idf,b,se,cov,res,h,q, &
ldq,svd,irank,p,tol,wk,ifail)
! Display the results of the regression
If (svd) Then
Write (nout,99999) 'Model not of full rank, rank = ', irank
Write (nout,*)
End If
Write (nout,99998) 'Residual sum of squares = ', rss
Write (nout,99999) 'Degrees of freedom = ', idf
Write (nout,*)
Write (nout,*) 'Variable Parameter estimate Standard error'
Write (nout,*)
Write (nout,99997)(j,b(j),se(j),j=1,ip)
99999 Format (1X,A,I4)
99998 Format (1X,A,E12.4)
99997 Format (1X,I6,2E20.4)
End Program g04eafe