Program g02ecfe

!     G02ECF Example Program Text

!     Mark 24 Release. NAG Copyright 2012.

!     .. Use Statements ..
      Use nag_library, Only: g02eaf, g02ecf, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6, vnlen = 3
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: sigsq, tss
      Integer                          :: i, ifail, k, ldmodl, ldx, lwt, m, n, &
                                          nmod
      Character (1)                    :: mean, weight
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: cp(:), rsq(:), rss(:), wk(:), wt(:), &
                                          x(:,:), y(:)
      Integer, Allocatable             :: isx(:), mrank(:), nterms(:)
      Character (vnlen), Allocatable   :: modl(:,:), vname(:)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: count, max, real
!     .. Executable Statements ..
      Write (nout,*) 'G02ECF Example Program Results'
      Write (nout,*)

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

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

      If (weight=='W' .Or. weight=='w') Then
        lwt = n
      Else
        lwt = 0
      End If
      ldx = n
      Allocate (x(ldx,m),wt(lwt),y(n),isx(m),vname(m))

!     Read in data
      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)

!     Read in first VNLEN characters of the variable names
      Read (nin,*) vname(1:m)

!     Calculate the number of free variables
      k = count(isx(1:m)==1)

      ldmodl = max(m,2**k)
      Allocate (modl(ldmodl,m),rss(ldmodl),nterms(ldmodl),mrank(ldmodl),wk(n*( &
        m+1)))

!     Calculate residual sums of squares
      ifail = 0
      Call g02eaf(mean,weight,n,m,x,ldx,vname,isx,y,wt,nmod,modl,ldmodl,rss, &
        nterms,mrank,wk,ifail)

!     Extract total sums of squares
      tss = rss(1)

!     Calculate best estimate of true variance from full model
      sigsq = rss(nmod)/real(n-nterms(nmod)-1,kind=nag_wp)

      Allocate (rsq(nmod),cp(nmod))

!     Calculate R-squared and Mallows Cp
      ifail = 0
      Call g02ecf('M',n,sigsq,tss,nmod,nterms,rss,rsq,cp,ifail)

!     Display results
      Write (nout,*) 'Number of     CP      RSQ         MODEL'
      Write (nout,*) 'parameters'
      Write (nout,*)
      Do i = 1, nmod
        Write (nout,99999) nterms(i), cp(i), rsq(i), modl(i,1:nterms(i))
      End Do

99999 Format (1X,I7,F11.2,F8.4,1X,5(1X,A))
    End Program g02ecfe