NAG Library Manual, Mark 29
```    Program g02kbfe

!     G02KBF Example Program Text

!     Mark 29.0 Release. NAG Copyright 2023.

!     .. Use Statements ..
Use nag_library, Only: g02kbf, nag_wp
!     .. Implicit None Statement ..
Implicit None
!     .. Parameters ..
Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
Integer                          :: i, ifail, ip, ldb, ldpe, ldvf, ldx,  &
lh, lpec, m, n, pl, tdb, tdpe, tdvf, &
wantb, wantvf
!     .. Local Arrays ..
Real (Kind=nag_wp), Allocatable  :: b(:,:), h(:), nep(:), pe(:,:),       &
vf(:,:), x(:,:), y(:)
Integer, Allocatable             :: isx(:)
Character (1), Allocatable       :: pec(:)
!     .. Intrinsic Procedures ..
Intrinsic                        :: count, min
!     .. Executable Statements ..
Write (nout,*) 'G02KBF Example Program Results'
Write (nout,*)

!     Skip heading in data file

!     Read in the problem size
Read (nin,*) n, m, lh, lpec, wantb, wantvf

ldx = n
Allocate (x(ldx,m),isx(m),y(n),h(lh),pec(lpec))

If (lpec>0) Then
End If

!     Read in variable inclusion flags

!     Read in the ridge coefficients

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

If (wantb/=0) Then
ldb = ip + 1
tdb = lh
Else
ldb = 0
tdb = 0
End If
If (wantvf/=0) Then
ldvf = ip
tdvf = lh
Else
ldvf = 0
tdvf = 0
End If
If (lpec>0) Then
ldpe = lpec
tdpe = lh
Else
ldpe = 0
tdpe = 0
End If
Allocate (nep(lh),b(ldb,tdb),vf(ldvf,tdvf),pe(ldpe,tdpe))

!     Fit ridge regression
ifail = 0
Call g02kbf(n,m,x,ldx,isx,ip,y,lh,h,nep,wantb,b,ldb,wantvf,vf,ldvf,lpec, &
pec,pe,ldpe,ifail)

!     Display results
Write (nout,99994) 'Number of parameters used = ', ip + 1
Write (nout,*) 'Effective number of parameters (NEP):'
Write (nout,*) '   Ridge   '
Write (nout,*) '   Coeff.  ', 'NEP'
Write (nout,99993)(h(i),nep(i),i=1,lh)

!     Parameter estimates
If (wantb/=0) Then
Write (nout,*)
If (wantb==1) Then
Write (nout,*) 'Parameter Estimates (Original scalings)'
Else
Write (nout,*) 'Parameter Estimates (Standarised)'
End If
pl = min(ip,4)
Write (nout,*) '  Ridge  '
Write (nout,99997) '   Coeff.  ', ' Intercept ', (i,i=1,pl)
If (pl<ip-1) Then
Write (nout,99996)(i,i=pl+1,ip-1)
End If
pl = min(ip+1,5)
Do i = 1, lh
Write (nout,99999) h(i), b(1:pl,i)
If (pl<ip) Then
Write (nout,99998) b((pl+1):ip,i)
End If
End Do
End If

!     Variance inflation factors
If (wantvf/=0) Then
Write (nout,*)
Write (nout,*) 'Variance Inflation Factors'
pl = min(ip,5)
Write (nout,*) '  Ridge  '
Write (nout,99995) '  Coeff.  ', (i,i=1,pl)
If (pl<ip) Then
Write (nout,99996)(i,i=pl+1,ip)
End If
Do i = 1, lh
Write (nout,99999) h(i), vf(1:pl,i)
If (pl<ip) Then
Write (nout,99998) vf((pl+1):ip,i)
End If
End Do
End If

!     Prediction error criterion
If (lpec>0) Then
Write (nout,*)
Write (nout,*) 'Prediction error criterion'
pl = min(lpec,5)
Write (nout,*) '  Ridge  '
Write (nout,99995) '  Coeff.  ', (i,i=1,pl)
If (pl<lpec) Then
Write (nout,99996)(i,i=pl+1,lpec)
End If
Do i = 1, lh
Write (nout,99999) h(i), pe(1:pl,i)
If (pl<ip) Then
Write (nout,99998) pe((pl+1):ip,i)
End If
End Do
Write (nout,*)
Write (nout,*) 'Key:'
Do i = 1, lpec
Select Case (pec(i))
Case ('L')
Write (nout,99992) i, 'Leave one out cross-validation'
Case ('G')
Write (nout,99992) i, 'Generalized cross-validation'
Case ('U')
Write (nout,99992) i, 'Unbiased estimate of variance'
Case ('F')
Write (nout,99992) i, 'Final prediction error'
Case ('B')
Write (nout,99992) i, 'Bayesian information criterion'
End Select
End Do
End If

99999 Format (1X,F10.4,5F10.4)
99998 Format (1X,10X,5F10.4)
99997 Format (1X,A,A,4I10)
99996 Format (10X,5I10)
99995 Format (1X,A,5I10)
99994 Format (1X,A,I10)
99993 Format (1X,F10.4,F10.4)
99992 Format (1X,1X,I5,1X,A)
End Program g02kbfe
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