* G13AEF Example Program Text * Mark 14 Revised. NAG Copyright 1989. * .. Parameters .. INTEGER NPMAX, IEXMAX, NXMAX, IGHMAX, ISTMAX, LDH, IWAMAX PARAMETER (NPMAX=10,IEXMAX=50,NXMAX=50,IGHMAX=10,ISTMAX=10, + LDH=IGHMAX+1,IWAMAX=350) INTEGER NIN, NOUT PARAMETER (NIN=5,NOUT=6) * .. Local Scalars .. DOUBLE PRECISION C, S INTEGER I, IEX, IFAIL, IGH, IST, ITC, IWA, J, KFC, KPIV, + KZSP, NDF, NEX, NGH, NIT, NPAR, NST, NX * .. Local Arrays .. DOUBLE PRECISION AL(IEXMAX), EX(IEXMAX), EXR(IEXMAX), G(IGHMAX), + H(LDH,IGHMAX), HC(LDH,IGHMAX), PAR(NPMAX), + SD(IGHMAX), ST(ISTMAX), WA(IWAMAX), X(NXMAX), + ZSP(4) INTEGER ICOUNT(6), ISF(4), MR(7) * .. External Subroutines .. EXTERNAL G13AEF, PIV * .. Intrinsic Functions .. INTRINSIC MAX * .. Executable Statements .. WRITE (NOUT,*) 'G13AEF Example Program Results' * Skip heading in data file READ (NIN,*) READ (NIN,*) NX, (MR(I),I=1,7) IF (NX.GT.0 .AND. NX.LE.NXMAX) THEN READ (NIN,*) (X(I),I=1,NX) NPAR = MR(1) + MR(3) + MR(4) + MR(6) IF (NPAR.GT.0 .AND. NPAR.LE.NPMAX) THEN DO 20 I = 1, NPAR PAR(I) = 0.0D0 20 CONTINUE KFC = 1 C = 0.0D0 IEX = MR(3) + (MR(6)*MR(7)) + NX IGH = MR(3) + (MR(6)*MR(7)) + NPAR + KFC IST = (MR(4)*MR(7)) + MR(2) + (MR(5)*MR(7)) + MR(3) + + MAX(MR(1),(MR(6)*MR(7))) * * Set KPIV to 1 to obtain monitoring information * KPIV = 0 NIT = 25 ZSP(1) = 0.001D0 ZSP(2) = 10.0D0 ZSP(3) = 1000.0D0 ZSP(4) = 0.0001D0 KZSP = 1 IWA = ((NX+1+MR(1)+(MR(4)*MR(7))+MR(3)+(MR(6)*MR(7)))*8) + + (9*NPAR) IF (IEX.LE.IEXMAX .AND. IGH.LE.IGHMAX .AND. IST.LE. + ISTMAX .AND. IWA.LE.IWAMAX) THEN IFAIL = 1 * CALL G13AEF(MR,PAR,NPAR,C,KFC,X,NX,ICOUNT,EX,EXR,AL,IEX, + S,G,IGH,SD,H,LDH,ST,IST,NST,PIV,KPIV,NIT,ITC, + ZSP,KZSP,ISF,WA,IWA,HC,IFAIL) * IF (IFAIL.LT.0) THEN WRITE (NOUT,*) WRITE (NOUT,99999) ' ** G13AEF returned with'// + ' IFAIL = ', IFAIL ELSE IF (IFAIL.NE.0) WRITE (NOUT,99999) + 'G13AEF fails. IFAIL = ', IFAIL IF (IFAIL.EQ.0 .OR. IFAIL.GE.7) THEN NEX = ICOUNT(4) NDF = ICOUNT(5) NGH = ICOUNT(6) WRITE (NOUT,*) WRITE (NOUT,99998) 'Convergence was achieved'// + ' after', ITC, ' cycles' WRITE (NOUT,*) WRITE (NOUT,*) +'Final values of the PAR parameters and the constant are as follow +s' WRITE (NOUT,99997) (PAR(I),I=1,NPAR), C WRITE (NOUT,*) WRITE (NOUT,99996) 'Residual sum of squares is', S, + ' with', NDF, ' degrees of freedom' WRITE (NOUT,*) WRITE (NOUT,*) 'The final values of ZSP were' WRITE (NOUT,99995) (ZSP(I),I=1,4) WRITE (NOUT,*) WRITE (NOUT,99999) + 'The number of parameters estimated was', NGH WRITE (NOUT,*) + '( backward forecasts, PAR and C, in that order )' WRITE (NOUT,*) WRITE (NOUT,*) 'The corresponding G array holds' WRITE (NOUT,99994) (G(I),I=1,NGH) IF ((IFAIL.EQ.0 .OR. IFAIL.EQ.9) .AND. ITC.GT.0) + THEN WRITE (NOUT,*) WRITE (NOUT,*) 'The corresponding SD array'// + ' holds' WRITE (NOUT,99994) (SD(I),I=1,NGH) WRITE (NOUT,*) WRITE (NOUT,*) + 'The corresponding H matrix holds second derivatives' WRITE (NOUT,*) + 'in the upper half (including the main diagonal)' WRITE (NOUT,*) + 'and correlation coefficients in the lower triangle' DO 40 I = 1, NGH WRITE (NOUT,99993) (H(I,J),J=1,NGH) 40 CONTINUE END IF WRITE (NOUT,*) WRITE (NOUT,99992) 'EX, EXR, and AL each hold', + NEX, ' values made up of', ICOUNT(1), + ' back forecast(s),' WRITE (NOUT,99991) ICOUNT(2), + ' differenced values, and' WRITE (NOUT,99991) ICOUNT(3), + ' element(s) of reconstituted information' WRITE (NOUT,*) WRITE (NOUT,*) ' EX' WRITE (NOUT,99990) (EX(I),I=1,NEX) IF (IFAIL.EQ.0 .OR. IFAIL.EQ.9) THEN WRITE (NOUT,*) WRITE (NOUT,*) ' EXR' WRITE (NOUT,99990) (EXR(I),I=1,NEX) END IF IF (IFAIL.EQ.0) THEN WRITE (NOUT,*) WRITE (NOUT,*) ' AL' WRITE (NOUT,99990) (AL(I),I=1,NEX) END IF IF (IFAIL.EQ.0 .OR. IFAIL.EQ.9) THEN WRITE (NOUT,*) WRITE (NOUT,99998) 'The state set consists of', + NST, ' values' WRITE (NOUT,99990) (ST(I),I=1,NST) END IF END IF END IF END IF END IF END IF * 99999 FORMAT (1X,A,I5) 99998 FORMAT (1X,A,I3,A) 99997 FORMAT (1X,4F10.4) 99996 FORMAT (1X,A,F10.3,A,I4,A) 99995 FORMAT (1X,4E15.4) 99994 FORMAT (1X,10F9.4) 99993 FORMAT (1X,6F11.3) 99992 FORMAT (1X,A,I5,A,I5,A) 99991 FORMAT (1X,I5,A) 99990 FORMAT (1X,5F11.4) END * SUBROUTINE PIV(MR,PAR,NPAR,C,KFC,ICOUNT,S,G,H,LDH,NGH,ITC,ZSP) * .. Parameters .. INTEGER NOUT PARAMETER (NOUT=6) * .. Scalar Arguments .. DOUBLE PRECISION C, S INTEGER ITC, KFC, LDH, NGH, NPAR * .. Array Arguments .. DOUBLE PRECISION G(NGH), H(LDH,NGH), PAR(NPAR), ZSP(4) INTEGER ICOUNT(6), MR(7) * .. Executable Statements .. WRITE (NOUT,*) WRITE (NOUT,99999) 'Iteration', ITC, + ' residual sum of squares = ', S RETURN * 99999 FORMAT (1X,A,I3,A,E11.4) END