Program g05rkfe ! G05RKF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: g05kff, g05rkf, nag_wp, x04caf ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: lseed = 1, nin = 5, nout = 6 ! .. Local Scalars .. Real (Kind=nag_wp) :: theta Integer :: genid, ifail, ldx, lstate, m, n, & sdx, sorder, subid ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: x(:,:) Integer :: seed(lseed) Integer, Allocatable :: state(:) ! .. Executable Statements .. Write (nout,*) 'G05RKF Example Program Results' Write (nout,*) Flush (nout) ! Skip heading in data file Read (nin,*) ! Read in the base generator information and seed Read (nin,*) genid, subid, seed(1) ! Initial call to initialiser to get size of STATE array lstate = 0 Allocate (state(lstate)) ifail = 0 Call g05kff(genid,subid,seed,lseed,state,lstate,ifail) ! Reallocate STATE Deallocate (state) Allocate (state(lstate)) ! Initialize the generator to a repeatable sequence ifail = 0 Call g05kff(genid,subid,seed,lseed,state,lstate,ifail) ! Read in sample size, number of dimensions and order Read (nin,*) n, m, sorder If (sorder==1) Then ! X(N,M) ldx = n sdx = m Else ! X(M,N) ldx = m sdx = n End If Allocate (x(ldx,sdx)) ! Read in parameter Read (nin,*) theta ! Generate variates ifail = 0 Call g05rkf(n,m,theta,sorder,state,x,ldx,sdx,ifail) ! Display the variates If (sorder==1) Then ! X(N,M) ifail = 0 Call x04caf('General',' ',n,m,x,ldx, & 'Uniform variates with copula joint distribution',ifail) Else ! X(M,N) ifail = 0 Call x04caf('General',' ',m,n,x,ldx, & 'Uniform variates with copula joint distribution',ifail) End If End Program g05rkfe