* G02DFF Example Program Text * Mark 14 Release. NAG Copyright 1989. * .. Parameters .. INTEGER MMAX, NMAX PARAMETER (MMAX=5,NMAX=12) INTEGER NIN, NOUT PARAMETER (NIN=5,NOUT=6) * .. Local Scalars .. DOUBLE PRECISION RSS, TOL INTEGER I, IDF, IFAIL, INDX, IP, IRANK, J, M, N LOGICAL SVD CHARACTER MEAN, WEIGHT * .. Local Arrays .. DOUBLE PRECISION B(MMAX), COV((MMAX*MMAX+MMAX)/2), H(NMAX), + P(MMAX*(MMAX+2)), Q(NMAX,MMAX+1), RES(NMAX), + SE(MMAX), WK(5*(MMAX-1)+MMAX*MMAX), WT(NMAX), + X(NMAX,MMAX), Y(NMAX) INTEGER ISX(MMAX) * .. External Subroutines .. EXTERNAL G02DAF, G02DDF, G02DFF * .. Executable Statements .. WRITE (NOUT,*) 'G02DFF Example Program Results' * Skip heading in data file READ (NIN,*) READ (NIN,*) N, M, WEIGHT, MEAN IF (N.LE.NMAX .AND. M.LT.MMAX) THEN IF (WEIGHT.EQ.'W' .OR. WEIGHT.EQ.'w') THEN DO 20 I = 1, N READ (NIN,*) (X(I,J),J=1,M), Y(I), WT(I) 20 CONTINUE ELSE DO 40 I = 1, N READ (NIN,*) (X(I,J),J=1,M), Y(I) 40 CONTINUE END IF DO 60 I = 1, M ISX(I) = 1 60 CONTINUE IP = M IF (MEAN.EQ.'M' .OR. MEAN.EQ.'m') IP = IP + 1 * Set tolerance TOL = 0.00001D0 IFAIL = 0 * CALL G02DAF(MEAN,WEIGHT,N,X,NMAX,M,ISX,IP,Y,WT,RSS,IDF,B,SE, + COV,RES,H,Q,NMAX,SVD,IRANK,P,TOL,WK,IFAIL) * WRITE (NOUT,*) 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,*) 80 READ (NIN,*) INDX IF (INDX.NE.0) THEN IFAIL = 0 * CALL G02DFF(IP,Q,NMAX,INDX,RSS,WK,IFAIL) * IP = IP - 1 IF (IP.EQ.0) THEN WRITE (NOUT,*) 'No terms left in model' ELSE WRITE (NOUT,99998) 'Variable', INDX, ' dropped' IFAIL = 0 * CALL G02DDF(N,IP,Q,NMAX,RSS,IDF,B,SE,COV,SVD,IRANK,P,TOL, + WK,IFAIL) * 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,*) DO 100 J = 1, IP WRITE (NOUT,99997) B(J), SE(J) 100 CONTINUE GO TO 80 END IF END IF END IF STOP * 99999 FORMAT (1X,A,D13.4) 99998 FORMAT (1X,A,I4,A) 99997 FORMAT (1X,D15.4,D20.4) END