Program f04yafe ! F04YAF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: f04jgf, f04yaf, nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: nin = 5, nout = 6 ! .. Local Scalars .. Real (Kind=nag_wp) :: sigma, tol Integer :: i, ifail, irank, job, lda, lwork, n, p Logical :: svd ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: a(:,:), cj(:), work(:), y(:) ! .. Executable Statements .. Write (nout,*) 'F04YAF Example Program Results' ! Skip heading in data file Read (nin,*) Read (nin,*) n, p lda = n lwork = 4*p Allocate (a(lda,p),cj(p),work(lwork),y(n)) tol = 5.0E-4_nag_wp Read (nin,*)(a(i,1:p),i=1,n) Read (nin,*) y(1:n) ! ifail: behaviour on error exit ! =0 for hard exit, =1 for quiet-soft, =-1 for noisy-soft ifail = 0 Call f04jgf(n,p,a,lda,y,tol,svd,sigma,irank,work,lwork,ifail) Write (nout,*) Write (nout,99999) 'SIGMA =', sigma, ' Rank =', irank, ' SVD =', svd Write (nout,*) Write (nout,*) 'Solution vector' Write (nout,99998) y(1:p) job = 0 ifail = 0 Call f04yaf(job,p,sigma,a,lda,svd,irank,work,cj,work(p+1),ifail) Write (nout,*) Write (nout,*) 'Estimated variances of regression coefficients' Write (nout,99998) cj(1:p) 99999 Format (1X,A,F9.4,A,I3,A,L3) 99998 Format (1X,7F9.4) End Program f04yafe