Program g02hafe
! G02HAF Example Program Text
! Mark 30.3 Release. nAG Copyright 2024.
! .. Use Statements ..
Use nag_library, Only: g02haf, nag_wp, x04abf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: iset = 1, nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: cpsi, cucv, dchi, h1, h2, h3, sigma, &
tol
Integer :: i, ifail, indc, indw, ipsi, isigma, &
ldc, ldx, m, maxit, n, nadv, nitmon
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: c(:,:), rs(:), stat(:), theta(:), &
wgt(:), x(:,:), y(:)
! .. Executable Statements ..
Write (nout,*) 'G02HAF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in the problem size
Read (nin,*) n, m
ldx = n
ldc = m
Allocate (x(ldx,m),y(n),theta(m),c(ldc,m),stat(4),rs(n),wgt(n))
! Read in data
Read (nin,*)(x(i,1:m),y(i),i=1,n)
! Read in control parameters
Read (nin,*) indw, ipsi, isigma, nitmon, maxit, tol
! Read in appropriate weight function parameters
If (indw/=0) Then
Read (nin,*) cucv, indc
End If
If (ipsi>0) Then
If (ipsi==1) Then
Read (nin,*) cpsi
Else If (ipsi==2) Then
Read (nin,*) h1, h2, h3
End If
If (isigma>0) Then
Read (nin,*) dchi
End If
End If
! 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 M-estimate regression
ifail = -1
Call g02haf(indw,ipsi,isigma,indc,n,m,x,ldx,y,cpsi,h1,h2,h3,cucv,dchi, &
theta,sigma,c,ldc,rs,wgt,tol,maxit,nitmon,stat,ifail)
If (ifail/=0) Then
If (ifail<7) Then
Go To 100
Else
Write (nout,*) &
' Some of the following results may be unreliable'
End If
End If
! Display results
Write (nout,99999) 'Sigma = ', sigma
Write (nout,*)
Write (nout,*) ' THETA Standard'
Write (nout,*) ' errors'
Write (nout,99998)(theta(i),c(i,i),i=1,m)
Write (nout,*)
Write (nout,*) ' Weights Residuals'
Write (nout,99998)(wgt(i),rs(i),i=1,n)
100 Continue
99999 Format (1X,A,F10.4)
99998 Format (1X,F12.4,F13.4)
End Program g02hafe