Program g08rafe
! G08RAF Example Program Text
! Mark 30.0 Release. NAG Copyright 2024.
! .. Use Statements ..
Use nag_library, Only: g08raf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: tol
Integer :: i, idist, ifail, ip, j, ldprvr, ldx, &
lparest, lvapvec, nmax, ns, nsum
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: eta(:), parest(:), prvr(:,:), &
vapvec(:), x(:,:), y(:), zin(:)
Real (Kind=nag_wp) :: work(0)
Integer, Allocatable :: irank(:), nv(:)
Integer :: iwa(0)
! .. Intrinsic Procedures ..
Intrinsic :: maxval, sum
! .. Executable Statements ..
Write (nout,*) 'G08RAF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read number of samples, number of parameters to be fitted,
! error distribution parameter and tolerance criterion for ties.
Read (nin,*) ns, ip, idist, tol
Allocate (nv(ns))
! Read the number of observations in each sample.
Read (nin,*) nv(1:ns)
! Calculate NSUM, NMAX and various array lengths
nsum = sum(nv(1:ns))
nmax = maxval(nv(1:ns))
ldx = nsum
ldprvr = ip + 1
lvapvec = nmax*(nmax+1)/2
lparest = 4*ip + 1
Allocate (y(nsum),x(ldx,ip),prvr(ldprvr,ip),irank(nmax),zin(nmax), &
eta(nmax),vapvec(lvapvec),parest(lparest))
! Read in observations and design matrices for each sample.
Read (nin,*)(y(i),x(i,1:ip),i=1,nsum)
! Display input information
Write (nout,99999) 'Number of samples =', ns
Write (nout,99999) 'Number of parameters fitted =', ip
Write (nout,99999) 'Distribution =', idist
Write (nout,99998) 'Tolerance for ties =', tol
ifail = 0
Call g08raf(ns,nv,nsum,y,ip,x,ldx,idist,nmax,tol,prvr,ldprvr,irank,zin, &
eta,vapvec,parest,work,0,iwa,ifail)
! Display results
Write (nout,*)
Write (nout,*) 'Score statistic'
Write (nout,99997) parest(1:ip)
Write (nout,*)
Write (nout,*) 'Covariance matrix of score statistic'
Do j = 1, ip
Write (nout,99997) prvr(1:j,j)
End Do
Write (nout,*)
Write (nout,*) 'Parameter estimates'
Write (nout,99997) parest((ip+1):(2*ip))
Write (nout,*)
Write (nout,*) 'Covariance matrix of parameter estimates'
Do i = 1, ip
Write (nout,99997) prvr(i+1,1:i)
End Do
Write (nout,*)
Write (nout,99996) 'Chi-squared statistic =', parest(2*ip+1), ' with', &
ip, ' d.f.'
Write (nout,*)
Write (nout,*) 'Standard errors of estimates and'
Write (nout,*) 'approximate z-statistics'
Write (nout,99995)(parest(2*ip+1+i),parest(3*ip+1+i),i=1,ip)
99999 Format (1X,A,I2)
99998 Format (1X,A,F8.5)
99997 Format (1X,2F9.3)
99996 Format (1X,A,F9.3,A,I2,A)
99995 Format (1X,F9.3,F14.3)
End Program g08rafe