```    Program g02kafe

!     G02KAF Example Program Text

!     Mark 26.1 Release. NAG Copyright 2016.

!     .. Use Statements ..
Use nag_library, Only: g02kaf, nag_wp
!     .. Implicit None Statement ..
Implicit None
!     .. Parameters ..
Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
Real (Kind=nag_wp)               :: h, nep, rss, tau, tol
Integer                          :: df, i, ifail, ip, ldx, m, n, niter,  &
opt, optloo, orig
!     .. Local Arrays ..
Real (Kind=nag_wp), Allocatable  :: b(:), res(:), vif(:), x(:,:), y(:)
Real (Kind=nag_wp)               :: perr(5)
Integer, Allocatable             :: isx(:)
!     .. Intrinsic Procedures ..
Intrinsic                        :: count
!     .. Executable Statements ..
Write (nout,*) 'G02KAF Example Program Results'
Write (nout,*)

!     Skip heading in data file

!     Read in the problem size
Read (nin,*) n, m, h, opt, tol, niter, orig, optloo, tau

ldx = n
Allocate (x(ldx,m),y(n),isx(m))

!     Read in variable inclusion flags

!     Calculate IP
ip = count(isx(1:m)==1)

Allocate (b(ip+1),vif(ip),res(n))

!     Fit ridge regression model
ifail = -1
Call g02kaf(n,m,x,ldx,isx,ip,tau,y,h,opt,niter,tol,nep,orig,b,vif,res,   &
If (ifail/=0) Then
If (ifail/=-1) Then
Go To 100
End If
End If

!     Display results
Write (nout,99999) 'Value of ridge parameter:', h
Write (nout,*)
Write (nout,99998) 'Sum of squares of residuals:', rss
Write (nout,99997) 'Degrees of freedom: ', df
Write (nout,99999) 'Number of effective parameters:', nep
Write (nout,*)
Write (nout,*) 'Parameter estimates'
Write (nout,99995)(i,b(i),i=1,ip+1)
Write (nout,*)
Write (nout,99996) 'Number of iterations:', niter
Write (nout,*)
If (opt==1) Then
Write (nout,*) 'Ridge parameter minimises GCV'
Else If (opt==2) Then
Write (nout,*) 'Ridge parameter minimises UEV'
Else If (opt==3) Then
Write (nout,*) 'Ridge parameter minimises FPE'
Else If (opt==4) Then
Write (nout,*) 'Ridge parameter minimises BIC'
End If
Write (nout,*)
Write (nout,*) 'Estimated prediction errors:'
Write (nout,99999) 'GCV    =', perr(1)
Write (nout,99999) 'UEV    =', perr(2)
Write (nout,99999) 'FPE    =', perr(3)
Write (nout,99999) 'BIC    =', perr(4)
If (optloo==2) Then
Write (nout,99999) 'LOO CV =', perr(5)
End If
Write (nout,*)
Write (nout,*) 'Residuals'
Write (nout,99995)(i,res(i),i=1,n)
Write (nout,*)
Write (nout,*) 'Variance inflation factors'
Write (nout,99995)(i,vif(i),i=1,ip)

100   Continue

99999 Format (1X,A,1X,F10.4)
99998 Format (1X,A,E11.4)
99997 Format (1X,A,1X,I5)
99996 Format (1X,A,I16)
99995 Format (1X,I4,1X,F11.4)
End Program g02kafe
```