NAG Library Manual, Mark 28.4
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description
!   M01DAF Example Program Text
!   Mark 28.4 Release. NAG Copyright 2022.

    Module m01dafe_mod

!     M01DAF Example Program Module:
!       Parameters and User-defined Routines

!     .. Use Statements ..
      Use nag_library, Only: nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Accessibility Statements ..
      Private
      Public                           :: ex1, ex2
!     .. Parameters ..
      Integer, Parameter, Public       :: nin = 5, nout = 6
    Contains

      Subroutine ex1
!       Example 1: rank data in ascending order

!       .. Use Statements ..
        Use nag_library, Only: m01daf
!       .. Implicit None Statement ..
        Implicit None
!       .. Local Scalars ..
        Integer                        :: i, ifail, m1, m2
!       .. Local Arrays ..
        Real (Kind=nag_wp), Allocatable :: rv(:)
        Integer, Allocatable           :: irank(:)
!       .. Executable Statements ..
!       Skip header
        Read (nin,*)

        Write (nout,*)
        Write (nout,*)
        Write (nout,*) 'Example 1'

!       Read in problem size
        Read (nin,*) m2
        m1 = 1

        Allocate (rv(m2),irank(m2))

!       Read vector to be ranked
        Read (nin,*)(rv(i),i=m1,m2)

        ifail = 0
        Call m01daf(rv,m1,m2,'Ascending',irank,ifail)

        Write (nout,*) '   Data   Ranks'
        Write (nout,*)

        Do i = m1, m2
          Write (nout,99999) rv(i), irank(i)
        End Do
        Deallocate (rv,irank)

99999   Format (1X,F7.1,I7)

      End Subroutine ex1

      Subroutine ex2
!       Example 2: rank data, invert the rank permutation and calculate
!                  weighted quantiles

!       .. Use Statements ..
        Use nag_library, Only: m01daf, m01naf, m01zaf
!       .. Local Scalars ..
        Real (Kind=nag_wp)             :: aq
        Integer                        :: i, ifail, iv, n, nq
!       .. Local Arrays ..
        Real (Kind=nag_wp), Allocatable :: cwt(:), q(:), qv(:), rv(:), wt(:)
        Integer, Allocatable           :: irank(:)
!       .. Executable Statements ..

!       Skip header in file
        Read (nin,*)

        Write (nout,*)
        Write (nout,*)
        Write (nout,*) 'Example 2'

!       Read problem size
        Read (nin,*) n, nq

        Allocate (q(nq),rv(n),wt(n),qv(nq),irank(n),cwt(n))

!       Read in data
        Read (nin,*) rv(1:n)

!       Rank the data
        ifail = 0
        Call m01daf(rv,1,n,'Ascending',irank,ifail)

!       Convert ranks into indices
        ifail = 0
        Call m01zaf(irank,1,n,ifail)

!       Read in weights
        Read (nin,*) wt(1:n)

!       Obtain the cumulative sum of the weights of the sorted data
        cwt(1) = wt(irank(1))
        Do i = 2, n
          cwt(i) = cwt(i-1) + wt(irank(i))
        End Do

!       Read in the required quantiles
        Read (nin,*) q(1:nq)

!       Find the quantiles
        Do i = 1, nq
!         scale the quantiles w.r.t the total cumulative sum
          aq = q(i)*cwt(n)

          ifail = 0
          iv = m01naf(.False.,cwt,1,n,aq,ifail)

          iv = iv + 1
          If (iv>n) Then
            iv = n
          End If

!         convert the index returned by M01NAF into a value
!         from the (sorted) original data
          qv(i) = rv(irank(iv))
        End Do

!       Display results
        Write (nout,*) 'Quantile     Result'
        Write (nout,*)
        Write (nout,99999)(q(i),qv(i),i=1,nq)

99999   Format (1X,F7.2,4X,F7.2)

        Deallocate (q,rv,wt,qv,irank,cwt)
      End Subroutine ex2

    End Module m01dafe_mod
    Program m01dafe
!     Mark 28.4 Release. NAG Copyright 2022.

!     M01NDF Example Main Program

!     .. Use Statements ..
      Use m01dafe_mod, Only: ex1, ex2, nin, nout
!     .. Implicit None Statement ..
      Implicit None
!     .. Executable Statements ..
      Write (nout,*) 'M01DAF Example Program Results'

!     Skip heading in data file
      Read (nin,*)

!     Example of ranking data
      Call ex1

!     Example using sorted data to calculate weighted quantiles
      Call ex2

    End Program m01dafe