Program g01dcfe ! G01DCF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: g01daf, g01dcf, nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: nout = 6 ! .. Local Scalars .. Real (Kind=nag_wp) :: errest, etol, exp1, exp2, sumssq Integer :: i, ifail, iw, j, k, lvec, n ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: pp(:), vec(:), work(:) ! .. Executable Statements .. Write (nout,*) 'G01DCF Example Program Results' Write (nout,*) ! Set the problem size n = 6 etol = 0.0001E0_nag_wp lvec = n*(n+1)/2 iw = 3*n/2 Allocate (pp(n),work(iw),vec(lvec)) ! Compute normal scores ifail = 0 Call g01daf(n,pp,etol,errest,work,iw,ifail) exp1 = pp(n) exp2 = pp(n-1) sumssq = 0.0E0_nag_wp Do i = 1, n sumssq = sumssq + pp(i)*pp(i) End Do ! Compute approximate variance-covariance matrix ifail = 0 Call g01dcf(n,exp1,exp2,sumssq,vec,ifail) ! Display results Write (nout,99999) 'Sample size = ', n Write (nout,*) 'Variance-covariance matrix' k = 1 Do j = 1, n Write (nout,99998) vec(k:(k+j-1)) k = k + j End Do 99999 Format (1X,A,I2) 99998 Format (1X,6F8.4) End Program g01dcfe