PROGRAM g02dkfe

!      G02DKF Example Program Text

!      Mark 23 Release. NAG Copyright 2011.

!      .. Use Statements ..
       USE nag_library, ONLY : g02daf, g02dkf, nag_wp
!      .. Implicit None Statement ..
       IMPLICIT NONE
!      .. Parameters ..
       INTEGER, PARAMETER              :: nin = 5, nout = 6
!      .. Local Scalars ..
       REAL (KIND=nag_wp)              :: rss, tol
       INTEGER                         :: i, iconst, idf, ifail, ip, irank,    &
                                          ldc, ldq, ldx, lwk, lwt, m, n, tlwk
       LOGICAL                         :: svd
       CHARACTER (1)                   :: mean, weight
!      .. Local Arrays ..
       REAL (KIND=nag_wp), ALLOCATABLE :: b(:), c(:,:), cov(:), h(:), p(:),    &
                                          q(:,:), res(:), se(:), wk(:), wt(:), &
                                          x(:,:), y(:)
       INTEGER, ALLOCATABLE            :: isx(:)
!      .. Intrinsic Functions ..
       INTRINSIC                          count
!      .. Executable Statements ..
       WRITE (nout,*) 'G02DKF Example Program Results'
       WRITE (nout,*)

!      Skip heading in data file
       READ (nin,*)
       READ (nin,*) n, m, weight, mean

!      Read in data
       IF (weight=='W' .OR. weight=='w') THEN
          lwt = n
       ELSE
          lwt = 0
       END IF
       ldx = n
       ALLOCATE (x(ldx,m),isx(m),y(n),wt(lwt))

       IF (lwt>0) THEN
          READ (nin,*) (x(i,1:m),y(i),wt(i),i=1,n)
       ELSE
          READ (nin,*) (x(i,1:m),y(i),i=1,n)
       END IF

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

!      Calculate IP
       ip = count(isx>0)
       IF (mean=='M' .OR. mean=='m') THEN
          ip = ip + 1
       END IF

       lwk = 5*(ip-1) + ip*ip
       ldq = n
       ldc = ip
       ALLOCATE (b(ip),se(ip),cov(ip*(ip+1)/2),res(n),h(n),q(ldq,ip+1),p(2*ip+ &
          ip*ip),wk(lwk),c(ldc,ip))

!      Use suggested value for tolerance
       tol = 0.000001E0_nag_wp

!      Fit general linear regression model
       ifail = 0
       CALL g02daf(mean,weight,n,x,ldx,m,isx,ip,y,wt,rss,idf,b,se,cov,res,h,q, &
          ldq,svd,irank,p,tol,wk,ifail)

!      Display the initial estimates
       WRITE (nout,*) 'Estimates from G02DAF'
       WRITE (nout,*)
       WRITE (nout,99999) 'Residual sum of squares = ', rss
       WRITE (nout,99998) 'Degrees of freedom = ', idf
       WRITE (nout,*)
       WRITE (nout,*) 'Variable    Parameter estimate   Standard error'
       WRITE (nout,*)
       WRITE (nout,99997) (i,b(i),se(i),i=1,ip)

!      Read in constraints
       iconst = ip - irank
       READ (nin,*) (c(i,1:iconst),i=1,ip)

       tlwk = 2*ip*ip + ip*iconst + 2*iconst*iconst + 4*iconst
       IF (tlwk>lwk) THEN
!         Reallocate workspace
          DEALLOCATE (wk)
          ALLOCATE (wk(tlwk))
       END IF

!      Re-estimate the parameters given the constraints
       ifail = 0
       CALL g02dkf(ip,iconst,p,c,ldc,b,rss,idf,se,cov,wk,ifail)

!      Display the results
       WRITE (nout,*)
       WRITE (nout,*) 'Estimates from G02DKF using constraints'
       WRITE (nout,*)
       WRITE (nout,*) 'Variable    Parameter estimate   Standard error'
       WRITE (nout,*)
       WRITE (nout,99997) (i,b(i),se(i),i=1,ip)

99999  FORMAT (1X,A,E13.3)
99998  FORMAT (1X,A,I4)
99997  FORMAT (1X,I6,2E20.3)
    END PROGRAM g02dkfe