Program g02chfe ! G02CHF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: g02chf, nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: nin = 5, nout = 6 ! .. Local Scalars .. Integer :: i, ifail, k, k1, ldcoef, ldcz, ldrz, & ldrznv, ldsspz, ldwkz, n ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: coef(:,:), cz(:,:), rz(:,:), & rznv(:,:), sspz(:,:), wkz(:,:) Real (Kind=nag_wp) :: reslt(13) ! .. Executable Statements .. Write (nout,*) 'G02CHF Example Program Results' Write (nout,*) ! Skip heading in data file Read (nin,*) ! Read in the problem size Read (nin,*) n, k k1 = k + 1 ldcoef = k ldcz = k ldrz = k1 ldrznv = k ldsspz = k1 ldwkz = k Allocate (coef(ldcoef,3),cz(ldcz,k),rz(ldrz,k1),rznv(ldrznv,k), & sspz(ldsspz,k1),wkz(ldwkz,k)) ! Read in data Read (nin,*)(sspz(i,1:k1),i=1,k1) Read (nin,*)(rz(i,1:k1),i=1,k1) ! Display data Write (nout,*) 'Sums of squares and cross-products about zero:' Write (nout,99999)(i,i=1,k1) Write (nout,99998)(i,sspz(i,1:k1),i=1,k1) Write (nout,*) Write (nout,*) 'Correlation-like coefficients:' Write (nout,99999)(i,i=1,k1) Write (nout,99998)(i,rz(i,1:k1),i=1,k1) Write (nout,*) ! Fit multiple linear regression model ifail = 0 Call g02chf(n,k1,k,sspz,ldsspz,rz,ldrz,reslt,coef,ldcoef,rznv,ldrznv,cz, & ldcz,wkz,ldwkz,ifail) ! Display results Write (nout,*) 'Vble Coef Std err t-value' Write (nout,99997)(i,coef(i,1:3),i=1,k) Write (nout,*) Write (nout,*) 'Analysis of regression table :-' Write (nout,*) Write (nout,*) & ' Source Sum of squares D.F. Mean square F-value' Write (nout,*) Write (nout,99996) 'Due to regression', reslt(1:4) Write (nout,99996) 'About regression', reslt(5:7) Write (nout,99996) 'Total ', reslt(8:9) Write (nout,*) Write (nout,99995) 'Standard error of estimate =', reslt(10) Write (nout,99995) 'Multiple correlation (R) =', reslt(11) Write (nout,99995) 'Determination (R squared) =', reslt(12) Write (nout,99995) 'Corrected R squared =', reslt(13) Write (nout,*) Write (nout,*) 'Inverse of correlation matrix of independent variables:' Write (nout,99994)(i,i=1,k) Write (nout,99993)(i,rznv(i,1:k),i=1,k) Write (nout,*) Write (nout,*) 'Modified inverse matrix:' Write (nout,99994)(i,i=1,k) Write (nout,99993)(i,cz(i,1:k),i=1,k) 99999 Format (1X,3I10) 99998 Format (1X,I4,3F10.4) 99997 Format (1X,I3,3F12.4) 99996 Format (1X,A,F14.4,F8.0,2F14.4) 99995 Format (1X,A,F8.4) 99994 Format (1X,2I10) 99993 Format (1X,I4,2F10.4) End Program g02chfe