* G13DCF Example Program Text * Mark 14 Revised. NAG Copyright 1989. * .. Parameters .. INTEGER KMAX, IK, IPMAX, IQMAX, NMAX, NPARMX, ICM, LWORK, + LIW PARAMETER (KMAX=3,IK=KMAX,IPMAX=3,IQMAX=3,NMAX=100, + NPARMX=(IPMAX+IQMAX)*KMAX*KMAX+KMAX,ICM=NPARMX, + LWORK=1,LIW=1) INTEGER NIN, NOUT PARAMETER (NIN=5,NOUT=6) * .. Local Scalars .. DOUBLE PRECISION CGETOL, RLOGL INTEGER I, IFAIL, IP, IPRINT, IQ, ISHOW, J, K, MAXCAL, N, + NITER, NPAR LOGICAL EXACT, MEAN * .. Local Arrays .. DOUBLE PRECISION CM(ICM,NPARMX), G(NPARMX), PAR(NPARMX), + QQ(IK,KMAX), V(IK,NMAX), W(IK,NMAX), WORK(LWORK) INTEGER IW(LIW) LOGICAL PARHLD(NPARMX) * .. External Subroutines .. EXTERNAL G13DCF, X04ABF * .. Executable Statements .. WRITE (NOUT,*) 'G13DCF Example Program Results' * Skip heading in data file READ (NIN,*) READ (NIN,*) K, IP, IQ, N, MEAN CALL X04ABF(1,NOUT) WRITE (NOUT,*) IF (K.GT.0 .AND. K.LE.KMAX .AND. IP.GE.0 .AND. IP.LE.IPMAX .AND. + IQ.GE.0 .AND. IQ.LE.IQMAX) THEN NPAR = (IP+IQ)*K*K IF (MEAN) NPAR = NPAR + K IF ((N.LE.NMAX) .AND. (NPAR.LE.NPARMX)) THEN DO 20 I = 1, NPAR PAR(I) = 0.0D0 PARHLD(I) = .FALSE. 20 CONTINUE * * Set all elements of Q to zero to use covariance matrix * between the K time series as the initial estimate of the * covariance matrix * DO 60 J = 1, K DO 40 I = J, K QQ(I,J) = 0.0D0 40 CONTINUE 60 CONTINUE DO 80 I = 1, K READ (NIN,*) (W(I,J),J=1,N) 80 CONTINUE PARHLD(3) = .TRUE. EXACT = .TRUE. * ** Set IPRINT .GT. 0 to obtain intermediate output IPRINT = -1 CGETOL = 0.0001D0 MAXCAL = 40*NPAR*(NPAR+5) ISHOW = 2 IFAIL = -1 * CALL G13DCF(K,N,IP,IQ,MEAN,PAR,NPAR,QQ,IK,W,PARHLD,EXACT, + IPRINT,CGETOL,MAXCAL,ISHOW,NITER,RLOGL,V,G,CM, + ICM,WORK,LWORK,IW,LIW,IFAIL) * END IF END IF STOP END