Program g02hafe

!     G02HAF Example Program Text

!     Mark 26 Release. NAG Copyright 2016.

!     .. Use Statements ..
      Use nag_library, Only: g02haf, nag_wp, x04abf
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: iset = 1, nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: cpsi, cucv, dchi, h1, h2, h3, sigma, &
                                          tol
      Integer                          :: i, ifail, indc, indw, ipsi, isigma,  &
                                          ldc, ldx, lwork, m, maxit, n, nadv,  &
                                          nitmon
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: c(:,:), rs(:), theta(:), wgt(:),     &
                                          work(:), x(:,:), y(:)
!     .. Executable Statements ..
      Write (nout,*) 'G02HAF Example Program Results'
      Write (nout,*)

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

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

      ldx = n
      ldc = m
      lwork = 4*n + m*(n+m)
      Allocate (x(ldx,m),y(n),theta(m),c(ldc,m),work(lwork),rs(n),wgt(n))

!     Read in data
      Read (nin,*)(x(i,1:m),y(i),i=1,n)

!     Read in control parameters
      Read (nin,*) indw, ipsi, isigma, nitmon, maxit, tol

!     Read in appropriate weight function parameters
      If (indw/=0) Then
        Read (nin,*) cucv, indc
      End If
      If (ipsi>0) Then
        If (ipsi==1) Then
          Read (nin,*) cpsi
        Else If (ipsi==2) Then
          Read (nin,*) h1, h2, h3
        End If
        If (isigma>0) Then
          Read (nin,*) dchi
        End If
      End If

!     Set the advisory channel to NOUT for monitoring information
      If (nitmon/=0) Then
        nadv = nout
        Call x04abf(iset,nadv)
      End If

!     Read in initial values
      Read (nin,*) sigma
      Read (nin,*) theta(1:m)

!     Perform M-estimate regression
      ifail = -1
      Call g02haf(indw,ipsi,isigma,indc,n,m,x,ldx,y,cpsi,h1,h2,h3,cucv,dchi,   &
        theta,sigma,c,ldc,rs,wgt,tol,maxit,nitmon,work,ifail)
      If (ifail/=0) Then
        If (ifail<7) Then
          Go To 100
        Else
          Write (nout,*)                                                       &
            '       Some of the following reslts may be unreliable'
        End If
      End If

!     Display results
      Write (nout,99999) 'Sigma = ', sigma
      Write (nout,*)
      Write (nout,*) '       THETA      Standard'
      Write (nout,*) '                   errors'
      Write (nout,99998)(theta(i),c(i,i),i=1,m)
      Write (nout,*)
      Write (nout,*) '     Weights     Residuals'
      Write (nout,99998)(wgt(i),rs(i),i=1,n)

100   Continue

99999 Format (1X,A,F10.4)
99998 Format (1X,F12.4,F13.4)
    End Program g02hafe