NAG Library Manual, Mark 30
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description
    Program g03cafe

!     G03CAF Example Program Text

!     Mark 30.0 Release. NAG Copyright 2024.

!     .. Use Statements ..
      Use nag_library, Only: g03caf, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Integer                          :: i, ifail, l, ldfl, ldx, liwk, lres,  &
                                          lwk, lwt, m, n, nfac, nvar
      Character (1)                    :: matrix, weight
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: com(:), e(:), fl(:,:), psi(:),       &
                                          res(:), wk(:), wt(:), x(:,:)
      Real (Kind=nag_wp)               :: stat(4)
      Integer                          :: iop(5)
      Integer, Allocatable             :: isx(:), iwk(:)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: max
!     .. Executable Statements ..
      Write (nout,*) 'G03CAF Example Program Results'
      Write (nout,*)

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

!     Read in the problem size
      Read (nin,*) matrix, weight, n, m, nvar, nfac

      lwk = (5*nvar*nvar+33*nvar-4)/2
      If (matrix=='C' .Or. matrix=='c') Then
        lwt = 0
        ldx = m
      Else
        If (weight=='W' .Or. weight=='w') Then
          lwt = n
        Else
          lwt = 0
        End If
        ldx = n
        lwk = max(lwk,n*nvar+7*nvar+nvar*(nvar-1)/2)
      End If
      ldfl = nvar
      lres = nvar*(nvar-1)/2
      liwk = 4*nvar + 2
      Allocate (x(ldx,m),isx(m),wt(lwt),e(nvar),com(nvar),psi(nvar),res(lres), &
        fl(ldfl,nfac),iwk(liwk),wk(lwk))

!     Read in the data
      If (lwt>0) Then
        Read (nin,*)(x(i,1:m),wt(i),i=1,ldx)
      Else
        Read (nin,*)(x(i,1:m),i=1,ldx)
      End If

!     Read in variable inclusion flags
      Read (nin,*) isx(1:m)

!     Read in options
      Read (nin,*) iop(1:5)

!     Fit factor analysis model
      ifail = -1
      Call g03caf(matrix,weight,n,m,x,ldx,nvar,isx,nfac,wt,e,stat,com,psi,res, &
        fl,ldfl,iop,iwk,wk,lwk,ifail)
      If (ifail/=0) Then
        If (ifail<=4) Then
          Go To 100
        End If
      End If

!     Display results
      Write (nout,*) ' Eigenvalues'
      Write (nout,*)
      Write (nout,99998) e(1:nvar)
      Write (nout,*)
      Write (nout,99997) '     Test Statistic = ', stat(2)
      Write (nout,99997) '                 df = ', stat(3)
      Write (nout,99997) ' Significance level = ', stat(4)
      Write (nout,*)
      Write (nout,*) ' Residuals'
      Write (nout,*)
      l = 1
      Do i = 1, nvar - 1
        Write (nout,99999) res(l:(l+i-1))
        l = l + i
      End Do
      Write (nout,*)
      Write (nout,*) ' Loadings, Communalities and PSI'
      Write (nout,*)
      Do i = 1, nvar
        Write (nout,99999) fl(i,1:nfac), com(i), psi(i)
      End Do

100   Continue

99999 Format (2X,9F8.3)
99998 Format (2X,6E12.4)
99997 Format (A,F6.3)
    End Program g03cafe