* G02DEF Example Program Text * Mark 14 Release. NAG Copyright 1989. * .. Parameters .. INTEGER MMAX, NMAX, LDQ PARAMETER (MMAX=5,NMAX=12,LDQ=NMAX) INTEGER NIN, NOUT PARAMETER (NIN=5,NOUT=6) * .. Local Scalars .. DOUBLE PRECISION RSS, RSST, 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+1)/2), P(MMAX*(MMAX+2)), + Q(LDQ,MMAX+1), SE(MMAX), WK(MMAX*MMAX+5*MMAX), + WT(NMAX), X(NMAX,MMAX) * .. External Subroutines .. EXTERNAL F06FBF, G02DDF, G02DEF * .. Executable Statements .. WRITE (NOUT,*) 'G02DEF 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), Q(I,1), WT(I) 20 CONTINUE ELSE DO 40 I = 1, N READ (NIN,*) (X(I,J),J=1,M), Q(I,1) 40 CONTINUE END IF * Set tolerance TOL = 0.000001D0 IP = 0 IF (MEAN.EQ.'M' .OR. MEAN.EQ.'m') THEN * CALL F06FBF(N,1.0D0,X(1,MMAX),1) * IFAIL = 1 * CALL G02DEF(WEIGHT,N,IP,Q,LDQ,P,WT,X(1,MMAX),RSS,TOL,IFAIL) * IF (IFAIL.LT.0) THEN WRITE (NOUT,*) WRITE (NOUT,99996) ' ** G02DEF returned with IFAIL = ', + IFAIL GO TO 100 ELSE IP = 1 END IF END IF 60 READ (NIN,*) INDX IF (INDX.GT.0) THEN IFAIL = 1 * CALL G02DEF(WEIGHT,N,IP,Q,LDQ,P,WT,X(1,INDX),RSS,TOL,IFAIL) * IF (IFAIL.EQ.0) THEN IP = IP + 1 WRITE (NOUT,*) WRITE (NOUT,99999) 'Variable', INDX, ' added' RSST = 0.0D0 IFAIL = 1 * CALL G02DDF(N,IP,Q,LDQ,RSST,IDF,B,SE,COV,SVD,IRANK,P,TOL, + WK,IFAIL) * IF (IFAIL.EQ.0) THEN IF (SVD) THEN WRITE (NOUT,*) 'Model not of full rank' WRITE (NOUT,*) END IF WRITE (NOUT,99998) 'Residual sum of squares = ', RSST WRITE (NOUT,99999) 'Degrees of freedom = ', IDF WRITE (NOUT,*) WRITE (NOUT,*) + 'Variable Parameter estimate Standard error' WRITE (NOUT,*) DO 80 J = 1, IP WRITE (NOUT,99997) J, B(J), SE(J) 80 CONTINUE ELSE WRITE (NOUT,*) WRITE (NOUT,99996) ' ** G02DDF returned with IFAIL = ' + , IFAIL GO TO 100 END IF ELSE IF (IFAIL.EQ.3) THEN WRITE (NOUT,*) ' * New variable not added *' ELSE WRITE (NOUT,*) WRITE (NOUT,99996) ' ** G02DEF returned with IFAIL = ', + IFAIL GO TO 100 END IF GO TO 60 END IF END IF 100 CONTINUE * 99999 FORMAT (1X,A,I4,A) 99998 FORMAT (1X,A,E13.4) 99997 FORMAT (1X,I6,2E20.4) 99996 FORMAT (1X,A,I5) END