Program g02dffe ! G02DFF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: g02daf, g02ddf, g02dff, 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, indx, ip, irank, ldq, & ldx, lwk, lwt, m, n Logical :: svd Character (1) :: mean, weight ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: b(:), cov(:), h(:), p(:), q(:,:), & res(:), se(:), wk(:), wt(:), x(:,:), & y(:) Integer, Allocatable :: isx(:) ! .. Intrinsic Procedures .. Intrinsic :: max ! .. Executable Statements .. Write (nout,*) 'G02DFF Example Program Results' Write (nout,*) ! Skip heading in data file Read (nin,*) Read (nin,*) n, m, weight, mean If (weight=='W' .Or. weight=='w') Then lwt = n Else lwt = 0 End If ldx = n Allocate (x(ldx,m),isx(m),y(n),wt(lwt)) ! Read in data If (lwt>0) Then Read (nin,*)(x(i,1:m),y(i),wt(i),i=1,n) Else Read (nin,*)(x(i,1:m),y(i),i=1,n) End If ! Include all variables in the model isx(1:m) = 1 ip = m If (mean=='M' .Or. mean=='m') Then ip = ip + 1 End If lwk = max(5*(ip-1)+ip*ip,2*ip) ldq = n Allocate (b(ip),se(ip),cov(ip*(ip+1)/2),res(n),h(n),q(ldq,ip+1),p(2*ip+ & ip*ip),wk(lwk)) ! Use suggested value for tolerance tol = 0.000001E0_nag_wp ! Fit general 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 results from G02DAF Write (nout,*) 'Results from full model' If (svd) Then Write (nout,*) 'Model not of full rank' Write (nout,*) End If Write (nout,99999) 'Residual sum of squares = ', rss Write (nout,99998) 'Degrees of freedom = ', idf Write (nout,*) ! Loop over list of variables to drop u_lp: Do Read (nin,*,Iostat=ifail) indx If (ifail/=0) Then Exit u_lp End If If (ip<=0) Then Write (nout,*) 'No terms left in model' Exit u_lp End If ! Drop variable INDX from the model ifail = 0 Call g02dff(ip,q,ldq,indx,rss,wk,ifail) ip = ip - 1 Write (nout,99998) 'Variable', indx, ' dropped' ! Calculate parameter estimates etc ifail = 0 Call g02ddf(n,ip,q,ldq,rss,idf,b,se,cov,svd,irank,p,tol,wk,ifail) ! Display the results for model with variable INDX droped Write (nout,99999) 'Residual sum of squares = ', rss Write (nout,99998) 'Degrees of freedom = ', idf Write (nout,*) Write (nout,*) 'Parameter estimate Standard error' Write (nout,*) Write (nout,99997)(b(i),se(i),i=1,ip) End Do u_lp 99999 Format (1X,A,E13.4) 99998 Format (1X,A,I4,A) 99997 Format (1X,E15.4,E20.4) End Program g02dffe