Program g02dnfe

!     G02DNF Example Program Text

!     Mark 26 Release. NAG Copyright 2016.

!     .. Use Statements ..
      Use nag_library, Only: g02daf, g02dnf, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: rss, sestat, stat, t, tol
      Integer                          :: i, idf, ifail, ip, irank, ldq, ldx,  &
                                          lwk, lwt, m, n
      Logical                          :: est, svd
      Character (1)                    :: mean, weight
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: b(:), cov(:), f(:), h(:), p(:),      &
                                          q(:,:), res(:), se(:), wk(:), wt(:), &
                                          x(:,:), y(:)
      Integer, Allocatable             :: isx(:)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: count, max
!     .. Executable Statements ..
      Write (nout,*) 'G02DNF Example Program Results'
      Write (nout,*)

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

!     Read in the problem size
      Read (nin,*) n, m, weight, mean

      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(1:m)>0)
      If (mean=='M' .Or. mean=='m') Then
        ip = ip + 1
      End If

      lwk = max(5*(ip-1)+ip*ip,ip)
      ldq = n
      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),f(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 initial parameter 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)
      Write (nout,*)

      i = 0
estfn_lp: Do
        Read (nin,*,Iostat=ifail) f(1:ip)
        If (ifail/=0) Then
          Exit estfn_lp
        End If

        i = i + 1

!       Compute the estimable function
        ifail = -1
        Call g02dnf(ip,irank,b,cov,p,f,est,stat,sestat,t,tol,wk,ifail)
        If (ifail/=0) Then
          If (ifail/=2) Then
            Go To 100
          End If
        End If

!       Display results
        Write (nout,99996) 'Function ', i
        Write (nout,*)
        Write (nout,99995) f(1:ip)
        Write (nout,*)
        If (est) Then
          Write (nout,99994) 'STAT = ', stat, ' SE = ', sestat, ' T = ', t
        Else
          Write (nout,*) 'Function not estimable'
        End If
        Write (nout,*)
      End Do estfn_lp

100   Continue

99999 Format (1X,A,E12.4)
99998 Format (1X,A,I4)
99997 Format (1X,I6,2E20.4)
99996 Format (1X,A,I4)
99995 Format (1X,5F8.2)
99994 Format (1X,A,F10.4,A,F10.4,A,F10.4)
    End Program g02dnfe