PROGRAM g05rgfe ! G05RGF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : g05kff, g05rgf, nag_wp, x04caf ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: lseed = 1, nin = 5, nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: theta INTEGER :: genid, ifail, ldx, lstate, n, sdx, & sorder, subid ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: x(:,:) INTEGER :: seed(lseed) INTEGER, ALLOCATABLE :: state(:) ! .. Executable Statements .. WRITE (nout,*) 'G05RGF Example Program Results' WRITE (nout,*) FLUSH (nout) ! Skip heading in data file READ (nin,*) ! Read in the base generator information and seed READ (nin,*) genid, subid, seed(1) ! Initial call to initialiser to get size of STATE array lstate = 0 ALLOCATE (state(lstate)) ifail = 0 CALL g05kff(genid,subid,seed,lseed,state,lstate,ifail) ! Reallocate STATE DEALLOCATE (state) ALLOCATE (state(lstate)) ! Initialize the generator to a repeatable sequence ifail = 0 CALL g05kff(genid,subid,seed,lseed,state,lstate,ifail) ! Read in sample size and order READ (nin,*) n, sorder IF (sorder==1) THEN ! X(N,2) ldx = n sdx = 2 ELSE ! X(2,N) ldx = 2 sdx = n END IF ALLOCATE (x(ldx,sdx)) ! Read in parameter READ (nin,*) theta ! Generate variates ifail = 0 CALL g05rgf(n,theta,sorder,state,x,ldx,sdx,ifail) ! Display the variates IF (sorder==1) THEN ! X(N,2) ifail = 0 CALL x04caf('General',' ',n,2,x,ldx, & 'Uniform variates with copula joint distribution',ifail) ELSE ! X(2,N) ifail = 0 CALL x04caf('General',' ',2,n,x,ldx, & 'Uniform variates with copula joint distribution',ifail) END IF END PROGRAM g05rgfe