Mercurial > octave
annotate liboctave/cruft/ranlib/tstgmn.for @ 19593:446c46af4b42 stable
strip trailing whitespace from most source files
* Makefile.am, NEWS, build-aux/common.mk, configure.ac,
doc/Makefile.am, doc/doxyhtml/Makefile.am,
doc/interpreter/Makefile.am, doc/interpreter/arith.txi,
doc/interpreter/audio.txi, doc/interpreter/basics.txi,
doc/interpreter/bugs.txi, doc/interpreter/container.txi,
doc/interpreter/cp-idx.txi, doc/interpreter/data.txi,
doc/interpreter/debug.txi, doc/interpreter/diagperm.txi,
doc/interpreter/diffeq.txi, doc/interpreter/doccheck/README,
doc/interpreter/doccheck/spellcheck, doc/interpreter/emacs.txi,
doc/interpreter/errors.txi, doc/interpreter/eval.txi,
doc/interpreter/expr.txi, doc/interpreter/external.txi,
doc/interpreter/fn-idx.txi, doc/interpreter/func.txi,
doc/interpreter/geometry.txi, doc/interpreter/geometryimages.m,
doc/interpreter/gpl.txi, doc/interpreter/grammar.txi,
doc/interpreter/gui.txi, doc/interpreter/image.txi,
doc/interpreter/install.txi, doc/interpreter/interp.txi,
doc/interpreter/interpimages.m, doc/interpreter/intro.txi,
doc/interpreter/io.txi, doc/interpreter/java.txi,
doc/interpreter/linalg.txi, doc/interpreter/macros.texi,
doc/interpreter/matrix.txi, doc/interpreter/munge-texi.pl,
doc/interpreter/nonlin.txi, doc/interpreter/numbers.txi,
doc/interpreter/obsolete.txi, doc/interpreter/octave-config.1,
doc/interpreter/octave.texi, doc/interpreter/oop.txi,
doc/interpreter/op-idx.txi, doc/interpreter/optim.txi,
doc/interpreter/package.txi, doc/interpreter/plot.txi,
doc/interpreter/poly.txi, doc/interpreter/preface.txi,
doc/interpreter/quad.txi, doc/interpreter/set.txi,
doc/interpreter/signal.txi, doc/interpreter/sparse.txi,
doc/interpreter/sparseimages.m, doc/interpreter/splineimages.m,
doc/interpreter/stats.txi, doc/interpreter/stmt.txi,
doc/interpreter/strings.txi, doc/interpreter/system.txi,
doc/interpreter/testfun.txi, doc/interpreter/tips.txi,
doc/interpreter/var.txi, doc/interpreter/vectorize.txi,
doc/liboctave/Makefile.am, doc/liboctave/array.texi,
doc/liboctave/bugs.texi, doc/liboctave/cp-idx.texi,
doc/liboctave/dae.texi, doc/liboctave/diffeq.texi,
doc/liboctave/error.texi, doc/liboctave/factor.texi,
doc/liboctave/fn-idx.texi, doc/liboctave/gpl.texi,
doc/liboctave/install.texi, doc/liboctave/intro.texi,
doc/liboctave/liboctave.texi, doc/liboctave/matvec.texi,
doc/liboctave/nleqn.texi, doc/liboctave/nlfunc.texi,
doc/liboctave/ode.texi, doc/liboctave/optim.texi,
doc/liboctave/preface.texi, doc/liboctave/quad.texi,
doc/liboctave/range.texi, doc/refcard/Makefile.am,
doc/refcard/refcard.tex, etc/HACKING, etc/NEWS.1, etc/NEWS.2,
etc/NEWS.3, etc/OLD-ChangeLogs/ChangeLog,
etc/OLD-ChangeLogs/doc-ChangeLog,
etc/OLD-ChangeLogs/scripts-ChangeLog,
etc/OLD-ChangeLogs/src-ChangeLog, etc/OLD-ChangeLogs/test-ChangeLog,
etc/PROJECTS, etc/README.Cygwin, etc/README.MacOS, etc/README.MinGW,
etc/README.gnuplot, etc/gdbinit, etc/icons/Makefile.am,
examples/@polynomial/end.m, examples/@polynomial/subsasgn.m,
examples/Makefile.am, examples/standalonebuiltin.cc,
libgui/Makefile.am, libgui/qterminal/libqterminal/README,
libgui/qterminal/libqterminal/unix/BlockArray.cpp,
libgui/qterminal/libqterminal/unix/BlockArray.h,
libgui/qterminal/libqterminal/unix/Character.h,
libgui/qterminal/libqterminal/unix/CharacterColor.h,
libgui/qterminal/libqterminal/unix/Emulation.cpp,
libgui/qterminal/libqterminal/unix/Emulation.h,
libgui/qterminal/libqterminal/unix/Filter.cpp,
libgui/qterminal/libqterminal/unix/Filter.h,
libgui/qterminal/libqterminal/unix/History.cpp,
libgui/qterminal/libqterminal/unix/History.h,
libgui/qterminal/libqterminal/unix/KeyboardTranslator.cpp,
libgui/qterminal/libqterminal/unix/KeyboardTranslator.h,
libgui/qterminal/libqterminal/unix/LineFont.h,
libgui/qterminal/libqterminal/unix/QUnixTerminalImpl.cpp,
libgui/qterminal/libqterminal/unix/QUnixTerminalImpl.h,
libgui/qterminal/libqterminal/unix/Screen.cpp,
libgui/qterminal/libqterminal/unix/Screen.h,
libgui/qterminal/libqterminal/unix/ScreenWindow.cpp,
libgui/qterminal/libqterminal/unix/ScreenWindow.h,
libgui/qterminal/libqterminal/unix/TerminalCharacterDecoder.cpp,
libgui/qterminal/libqterminal/unix/TerminalCharacterDecoder.h,
libgui/qterminal/libqterminal/unix/Vt102Emulation.h,
libgui/qterminal/libqterminal/win32/QWinTerminalImpl.cpp,
libgui/qterminal/qterminal/main.cpp,
libgui/src/m-editor/file-editor-tab.cc, libgui/src/octave-gui.cc,
libgui/src/octave-qt-link.cc, libinterp/corefcn/data.cc,
libinterp/corefcn/defun-int.h, libinterp/corefcn/det.cc,
libinterp/corefcn/gl2ps-renderer.cc, libinterp/corefcn/graphics.cc,
libinterp/corefcn/graphics.in.h, libinterp/corefcn/ls-mat5.cc,
libinterp/corefcn/lu.cc, libinterp/corefcn/oct-tex-parser.yy,
libinterp/corefcn/oct-tex-symbols.in, libinterp/corefcn/quadcc.cc,
libinterp/corefcn/zfstream.cc, libinterp/dldfcn/__eigs__.cc,
libinterp/dldfcn/__voronoi__.cc, libinterp/gendoc.pl,
libinterp/genprops.awk, libinterp/mk-errno-list, libinterp/mk-pkg-add,
libinterp/mkbuiltins, libinterp/mkdefs, libinterp/mkdocs,
libinterp/mkops, libinterp/octave-value/ov-java.cc,
libinterp/parse-tree/lex.ll, libinterp/parse-tree/oct-parse.in.yy,
libinterp/parse-tree/octave.gperf, liboctave/Makefile.am,
liboctave/array/Array.cc, liboctave/array/module.mk,
liboctave/cruft/daspk/datv.f, liboctave/cruft/daspk/dcnst0.f,
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liboctave/cruft/daspk/ddasid.f, liboctave/cruft/daspk/ddasik.f,
liboctave/cruft/daspk/ddaspk.f, liboctave/cruft/daspk/ddstp.f,
liboctave/cruft/daspk/ddwnrm.f, liboctave/cruft/daspk/dfnrmd.f,
liboctave/cruft/daspk/dfnrmk.f, liboctave/cruft/daspk/dhels.f,
liboctave/cruft/daspk/dheqr.f, liboctave/cruft/daspk/dinvwt.f,
liboctave/cruft/daspk/dlinsd.f, liboctave/cruft/daspk/dlinsk.f,
liboctave/cruft/daspk/dmatd.f, liboctave/cruft/daspk/dnedd.f,
liboctave/cruft/daspk/dnedk.f, liboctave/cruft/daspk/dnsd.f,
liboctave/cruft/daspk/dnsid.f, liboctave/cruft/daspk/dnsik.f,
liboctave/cruft/daspk/dnsk.f, liboctave/cruft/daspk/dorth.f,
liboctave/cruft/daspk/dslvd.f, liboctave/cruft/daspk/dslvk.f,
liboctave/cruft/daspk/dspigm.f, liboctave/cruft/daspk/dyypnw.f,
liboctave/cruft/dasrt/ddasrt.f, liboctave/cruft/dasrt/drchek.f,
liboctave/cruft/dassl/ddaslv.f, liboctave/cruft/dassl/ddassl.f,
liboctave/cruft/misc/blaswrap.c, liboctave/cruft/misc/module.mk,
liboctave/cruft/odepack/cfode.f, liboctave/cruft/odepack/dlsode.f,
liboctave/cruft/odepack/ewset.f, liboctave/cruft/odepack/intdy.f,
liboctave/cruft/odepack/prepj.f, liboctave/cruft/odepack/sintdy.f,
liboctave/cruft/odepack/slsode.f, liboctave/cruft/odepack/solsy.f,
liboctave/cruft/odepack/ssolsy.f, liboctave/cruft/odepack/stode.f,
liboctave/cruft/odepack/vnorm.f, liboctave/cruft/ranlib/Basegen.doc,
liboctave/cruft/ranlib/README, liboctave/cruft/ranlib/genbet.f,
liboctave/cruft/ranlib/genexp.f, liboctave/cruft/ranlib/gennch.f,
liboctave/cruft/ranlib/gennf.f, liboctave/cruft/ranlib/gennor.f,
liboctave/cruft/ranlib/getsd.f, liboctave/cruft/ranlib/initgn.f,
liboctave/cruft/ranlib/phrtsd.f, liboctave/cruft/ranlib/randlib.fdoc,
liboctave/cruft/ranlib/setsd.f, liboctave/cruft/ranlib/tstgmn.for,
liboctave/cruft/ranlib/tstmid.for, liboctave/cruft/slatec-fn/atanh.f,
liboctave/cruft/slatec-fn/datanh.f,
liboctave/cruft/slatec-fn/xgmainc.f,
liboctave/cruft/slatec-fn/xsgmainc.f, liboctave/numeric/module.mk,
liboctave/operators/mk-ops.awk, liboctave/operators/mx-ops,
liboctave/operators/sparse-mk-ops.awk,
liboctave/operators/sparse-mx-ops, liboctave/operators/vx-ops,
liboctave/util/module.mk, run-octave.in, scripts/@ftp/ftp.m,
scripts/audio/wavread.m, scripts/deprecated/java_convert_matrix.m,
scripts/deprecated/java_debug.m, scripts/deprecated/java_invoke.m,
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scripts/general/methods.m, scripts/general/sortrows.m,
scripts/geometry/convhull.m, scripts/geometry/delaunay.m,
scripts/geometry/delaunay3.m, scripts/geometry/delaunayn.m,
scripts/geometry/griddata.m, scripts/geometry/griddatan.m,
scripts/geometry/voronoi.m, scripts/geometry/voronoin.m,
scripts/gui/guihandles.m, scripts/gui/inputdlg.m,
scripts/gui/listdlg.m, scripts/gui/msgbox.m, scripts/gui/questdlg.m,
scripts/gui/uigetfile.m, scripts/gui/waitbar.m, scripts/gui/warndlg.m,
scripts/help/doc.m, scripts/help/help.m, scripts/help/type.m,
scripts/image/bone.m, scripts/image/cmpermute.m,
scripts/image/cmunique.m, scripts/image/colorcube.m,
scripts/image/colormap.m, scripts/image/contrast.m,
scripts/image/gray2ind.m, scripts/image/image.m,
scripts/image/imshow.m, scripts/image/ind2gray.m, scripts/image/jet.m,
scripts/image/rgb2ntsc.m, scripts/image/spinmap.m,
scripts/io/importdata.m, scripts/io/strread.m, scripts/io/textread.m,
scripts/io/textscan.m, scripts/java/java_get.m,
scripts/java/java_set.m, scripts/java/javaaddpath.m,
scripts/java/javaclasspath.m, scripts/java/javamem.m,
scripts/linear-algebra/linsolve.m, scripts/linear-algebra/qzhess.m,
scripts/miscellaneous/debug.m, scripts/miscellaneous/desktop.m,
scripts/miscellaneous/dir.m, scripts/miscellaneous/dos.m,
scripts/miscellaneous/edit.m, scripts/miscellaneous/fact.m,
scripts/miscellaneous/getappdata.m, scripts/miscellaneous/inputname.m,
scripts/miscellaneous/license.m, scripts/miscellaneous/ls_command.m,
scripts/miscellaneous/run.m, scripts/miscellaneous/setfield.m,
scripts/miscellaneous/unix.m, scripts/miscellaneous/ver.m,
scripts/mk-pkg-add, scripts/mkdoc.pl,
scripts/optimization/fminsearch.m, scripts/optimization/optimset.m,
scripts/optimization/sqp.m, scripts/pkg/pkg.m,
scripts/pkg/private/create_pkgadddel.m,
scripts/pkg/private/fix_depends.m, scripts/pkg/private/install.m,
scripts/plot/appearance/axis.m, scripts/plot/appearance/box.m,
scripts/plot/appearance/clabel.m, scripts/plot/appearance/daspect.m,
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scripts/plot/appearance/legend.m, scripts/plot/appearance/orient.m,
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scripts/plot/appearance/title.m, scripts/plot/appearance/xlabel.m,
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scripts/plot/draw/area.m, scripts/plot/draw/bar.m,
scripts/plot/draw/barh.m, scripts/plot/draw/colorbar.m,
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scripts/plot/draw/meshc.m, scripts/plot/draw/meshz.m,
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scripts/plot/draw/private/__errplot__.m,
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scripts/plot/draw/private/__stem__.m, scripts/plot/draw/rectangle.m,
scripts/plot/draw/ribbon.m, scripts/plot/draw/rose.m,
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scripts/plot/draw/stairs.m, scripts/plot/draw/stem.m,
scripts/plot/draw/stemleaf.m, scripts/plot/draw/surf.m,
scripts/plot/draw/surface.m, scripts/plot/draw/surfc.m,
scripts/plot/draw/surfl.m, scripts/plot/draw/surfnorm.m,
scripts/plot/draw/tetramesh.m, scripts/plot/draw/trimesh.m,
scripts/plot/draw/triplot.m, scripts/plot/draw/trisurf.m,
scripts/plot/util/__gnuplot_drawnow__.m,
scripts/plot/util/__plt_get_axis_arg__.m, scripts/plot/util/axes.m,
scripts/plot/util/clf.m, scripts/plot/util/copyobj.m,
scripts/plot/util/figure.m, scripts/plot/util/gcbo.m,
scripts/plot/util/graphics_toolkit.m, scripts/plot/util/hggroup.m,
scripts/plot/util/meshgrid.m, scripts/plot/util/newplot.m,
scripts/plot/util/print.m,
scripts/plot/util/private/__add_default_menu__.m,
scripts/plot/util/private/__fltk_print__.m,
scripts/plot/util/private/__gnuplot_print__.m,
scripts/plot/util/private/__print_parse_opts__.m,
scripts/plot/util/refreshdata.m, scripts/plot/util/subplot.m,
scripts/polynomial/conv.m, scripts/polynomial/poly.m,
scripts/polynomial/polyeig.m, scripts/polynomial/polyfit.m,
scripts/polynomial/polyval.m,
scripts/polynomial/private/__splinefit__.m,
scripts/polynomial/spline.m, scripts/prefs/prefdir.m,
scripts/prefs/preferences.m, scripts/prefs/private/prefsfile.m,
scripts/prefs/rmpref.m, scripts/signal/freqz.m,
scripts/signal/module.mk, scripts/sparse/eigs.m, scripts/sparse/pcg.m,
scripts/sparse/private/__sprand_impl__.m, scripts/sparse/sprand.m,
scripts/sparse/sprandn.m, scripts/sparse/spy.m, scripts/sparse/svds.m,
scripts/specfun/expint.m, scripts/specfun/factor.m,
scripts/special-matrix/gallery.m, scripts/special-matrix/hankel.m,
scripts/special-matrix/toeplitz.m, scripts/startup/inputrc,
scripts/statistics/base/kurtosis.m, scripts/statistics/base/moment.m,
scripts/statistics/base/qqplot.m, scripts/statistics/base/var.m,
scripts/statistics/distributions/betarnd.m,
scripts/statistics/distributions/binoinv.m,
scripts/statistics/distributions/binopdf.m,
scripts/statistics/distributions/binornd.m,
scripts/statistics/distributions/cauchy_rnd.m,
scripts/statistics/distributions/chi2rnd.m,
scripts/statistics/distributions/discrete_pdf.m,
scripts/statistics/distributions/discrete_rnd.m,
scripts/statistics/distributions/empirical_rnd.m,
scripts/statistics/distributions/exprnd.m,
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scripts/statistics/distributions/kolmogorov_smirnov_cdf.m,
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scripts/statistics/distributions/logistic_cdf.m,
scripts/statistics/distributions/logistic_pdf.m,
scripts/statistics/distributions/lognrnd.m,
scripts/statistics/distributions/nbincdf.m,
scripts/statistics/distributions/nbininv.m,
scripts/statistics/distributions/nbinpdf.m,
scripts/statistics/distributions/nbinrnd.m,
scripts/statistics/distributions/normrnd.m,
scripts/statistics/distributions/poissinv.m,
scripts/statistics/distributions/poissrnd.m,
scripts/statistics/distributions/tinv.m,
scripts/statistics/distributions/trnd.m,
scripts/statistics/distributions/unidcdf.m,
scripts/statistics/distributions/unidpdf.m,
scripts/statistics/distributions/unidrnd.m,
scripts/statistics/distributions/unifrnd.m,
scripts/statistics/distributions/wblrnd.m,
scripts/statistics/models/module.mk,
scripts/statistics/tests/kruskal_wallis_test.m,
scripts/strings/base2dec.m, scripts/strings/deblank.m,
scripts/strings/dec2base.m, scripts/strings/dec2bin.m,
scripts/strings/dec2hex.m, scripts/strings/mat2str.m,
scripts/strings/ostrsplit.m, scripts/strings/regexptranslate.m,
scripts/strings/str2num.m, scripts/strings/strcat.m,
scripts/strings/strjoin.m, scripts/strings/strsplit.m,
scripts/strings/strtok.m, scripts/strings/strtrim.m,
scripts/strings/strtrunc.m, scripts/strings/substr.m,
scripts/testfun/__run_test_suite__.m, scripts/testfun/speed.m,
scripts/testfun/test.m, scripts/time/asctime.m,
scripts/time/datenum.m, scripts/time/datevec.m,
scripts/time/weekday.m, src/Makefile.am, test/Makefile.am,
test/build-bc-overload-tests.sh, test/build-sparse-tests.sh,
test/jit.tst, test/line-continue.tst: Strip trailing whitespace.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Tue, 20 Jan 2015 08:26:57 -0500 |
parents | 648dabbb4c6b |
children |
rev | line source |
---|---|
3188 | 1 C JJV changed name to ONECOV to avoid confusion with array COVAR |
2 C JJV this was also changed in the body of the function | |
3 C REAL FUNCTION covar(x,y,n) | |
4 REAL FUNCTION onecov(x,y,n) | |
2330 | 5 C .. Scalar Arguments .. |
6 INTEGER n | |
7 C .. | |
8 C .. Array Arguments .. | |
9 REAL x(n),y(n) | |
10 C .. | |
11 C .. Local Scalars .. | |
12 REAL avx,avy,varx,vary,xmax,xmin | |
13 INTEGER i | |
14 C .. | |
15 C .. External Subroutines .. | |
16 EXTERNAL stat | |
17 C .. | |
18 C .. Intrinsic Functions .. | |
19 INTRINSIC real | |
20 C .. | |
21 C .. Executable Statements .. | |
22 CALL stat(x,n,avx,varx,xmin,xmax) | |
23 CALL stat(y,n,avy,vary,xmin,xmax) | |
3188 | 24 C covar = 0.0 |
25 onecov = 0.0 | |
2330 | 26 DO 10,i = 1,n |
3188 | 27 C covar = covar + (x(i)-avx)* (y(i)-avy) |
28 onecov = onecov + (x(i)-avx)* (y(i)-avy) | |
29 10 CONTINUE | |
30 C covar = covar/real(n-1) | |
31 onecov = onecov/real(n-1) | |
2330 | 32 RETURN |
19593
446c46af4b42
strip trailing whitespace from most source files
John W. Eaton <jwe@octave.org>
parents:
15271
diff
changeset
|
33 |
2330 | 34 END |
35 | |
3188 | 36 C JJV Added argument LDXCOV (leading dimension of XCOVAR) to be |
37 C JJV consistent with the program TSTGMN, see comments below. | |
38 C JJV This change necessitated changes in the declarations. | |
39 C SUBROUTINE prcomp(p,mean,xcovar,answer) | |
40 SUBROUTINE prcomp(p,mean,xcovar,ldxcov,answer) | |
41 | |
42 C INTEGER p,maxp | |
43 INTEGER p,maxp,ldxcov | |
2330 | 44 PARAMETER (maxp=10) |
3188 | 45 C REAL mean(p),xcovar(p,p),rcovar(maxp,maxp) |
46 REAL mean(p),xcovar(ldxcov,p),rcovar(maxp,maxp) | |
2330 | 47 REAL answer(1000,maxp) |
3188 | 48 C JJV added ONECOV because of name change to function COVAR |
49 C REAL rmean(maxp),rvar(maxp) | |
50 REAL rmean(maxp),rvar(maxp),onecov | |
2330 | 51 INTEGER maxobs |
52 PARAMETER (maxobs=1000) | |
53 | |
54 DO 10,i = 1,p | |
55 CALL stat(answer(1,i),maxobs,rmean(i),rvar(i),dum1,dum2) | |
56 WRITE (*,*) ' Variable Number',i | |
57 WRITE (*,*) ' Mean ',mean(i),' Generated ',rmean(i) | |
58 WRITE (*,*) ' Variance ',xcovar(i,i),' Generated',rvar(i) | |
59 10 CONTINUE | |
60 WRITE (*,*) ' Covariances' | |
61 DO 30,i = 1,p | |
62 DO 20,j = 1,i - 1 | |
63 WRITE (*,*) ' I = ',i,' J = ',j | |
3188 | 64 C JJV changed COVAR to match new name |
65 C rcovar(i,j) = covar(answer(1,i),answer(1,j),maxobs) | |
66 rcovar(i,j) = onecov(answer(1,i),answer(1,j),maxobs) | |
2330 | 67 WRITE (*,*) ' Covariance ',xcovar(i,j),' Generated ', |
68 + rcovar(i,j) | |
69 20 CONTINUE | |
70 30 CONTINUE | |
71 RETURN | |
72 | |
73 END | |
3188 | 74 |
75 C JJV added LDCOV (leading dimension of COVAR) to be | |
76 C JJV consistent with the program TSTGMN, see comments below. | |
77 C JJV This change necessitated changes in the declarations. | |
78 C SUBROUTINE setcov(p,var,corr,covar) | |
79 SUBROUTINE setcov(p,var,corr,covar,ldcov) | |
2330 | 80 C Set covariance matrix from variance and common correlation |
81 C .. Scalar Arguments .. | |
82 REAL corr | |
3188 | 83 C INTEGER p |
84 INTEGER p,ldcov | |
2330 | 85 C .. |
86 C .. Array Arguments .. | |
3188 | 87 C REAL covar(p,p),var(p) |
88 REAL covar(ldcov,p),var(p) | |
2330 | 89 C .. |
90 C .. Local Scalars .. | |
91 INTEGER i,j | |
92 C .. | |
93 C .. Intrinsic Functions .. | |
94 INTRINSIC sqrt | |
95 C .. | |
96 C .. Executable Statements .. | |
97 DO 40,i = 1,p | |
98 DO 30,j = 1,p | |
99 IF (.NOT. (i.EQ.j)) GO TO 10 | |
100 covar(i,j) = var(i) | |
101 GO TO 20 | |
102 | |
103 10 covar(i,j) = corr*sqrt(var(i)*var(j)) | |
104 20 CONTINUE | |
105 30 CONTINUE | |
106 40 CONTINUE | |
107 RETURN | |
108 | |
109 END | |
3188 | 110 |
2330 | 111 SUBROUTINE stat(x,n,av,var,xmin,xmax) |
112 C .. Scalar Arguments .. | |
113 REAL av,var,xmax,xmin | |
114 INTEGER n | |
115 C .. | |
116 C .. Array Arguments .. | |
117 REAL x(n) | |
118 C .. | |
119 C .. Local Scalars .. | |
120 REAL sum | |
121 INTEGER i | |
122 C .. | |
123 C .. Intrinsic Functions .. | |
124 INTRINSIC real | |
125 C .. | |
126 C .. Executable Statements .. | |
127 xmin = x(1) | |
128 xmax = x(1) | |
129 sum = 0.0 | |
130 DO 10,i = 1,n | |
131 sum = sum + x(i) | |
132 IF (x(i).LT.xmin) xmin = x(i) | |
133 IF (x(i).GT.xmax) xmax = x(i) | |
134 10 CONTINUE | |
135 av = sum/real(n) | |
136 sum = 0.0 | |
137 DO 20,i = 1,n | |
138 sum = sum + (x(i)-av)**2 | |
139 20 CONTINUE | |
140 var = sum/real(n-1) | |
141 RETURN | |
142 | |
143 END | |
3188 | 144 |
2330 | 145 PROGRAM tstgmn |
146 C Test Generation of Multivariate Normal Data | |
3188 | 147 C JJV SETGMN was: SUBROUTINE setgmn(meanv,covm,p,parm) |
148 C JJV is: SUBROUTINE setgmn(meanv,covm,ldcovm,p,parm) | |
149 C JJV So the covariance matrices have been changed to 2-dim'l | |
150 C JJV matrices, and the additional argument has been added to | |
151 C JJV the subroutine call. Additional changes have been made | |
152 C JJV to reflect this. (in declarations, the matrix copy routine, | |
153 C JJV and in subroutine calls.) | |
2330 | 154 C .. Parameters .. |
155 INTEGER maxp | |
156 PARAMETER (maxp=10) | |
157 INTEGER maxobs | |
158 PARAMETER (maxobs=1000) | |
3188 | 159 C JJV this parameter is no longer needed |
160 C INTEGER p2 | |
161 C PARAMETER (p2=maxp*maxp) | |
2330 | 162 C .. |
163 C .. Local Scalars .. | |
164 REAL corr | |
165 INTEGER i,iobs,is1,is2,j,p | |
166 CHARACTER phrase*100 | |
167 C .. | |
168 C .. Local Arrays .. | |
3188 | 169 C REAL answer(1000,maxp),ccovar(p2),covar(p2),mean(maxp),param(500), |
170 C + temp(maxp),var(maxp),work(maxp) | |
171 REAL answer(1000,maxp),ccovar(maxp,maxp),covar(maxp,maxp), | |
172 + mean(maxp),param(500),temp(maxp),var(maxp),work(maxp) | |
2330 | 173 C .. |
174 C .. External Subroutines .. | |
175 EXTERNAL genmn,phrtsd,prcomp,setall,setcov,setgmn | |
176 C .. | |
177 C .. Executable Statements .. | |
178 WRITE (*,9000) | |
179 | |
180 9000 FORMAT ( | |
181 + ' Tests Multivariate Normal Generator for Up to 10 Variables' | |
182 + / | |
183 + ' User inputs means, variances, one correlation that is applied' | |
184 + /' to all pairs of variables'/ | |
185 + ' 1000 multivariate normal deviates are generated'/ | |
186 + ' Means, variances and covariances are calculated for these.' | |
187 + ) | |
188 | |
189 10 WRITE (*,*) 'Enter number of variables for normal generator' | |
190 READ (*,*) p | |
191 WRITE (*,*) 'Enter mean vector of length ',p | |
192 READ (*,*) (mean(i),i=1,p) | |
193 WRITE (*,*) 'Enter variance vector of length ',p | |
194 READ (*,*) (var(i),i=1,p) | |
195 WRITE (*,*) 'Enter correlation of all variables' | |
196 READ (*,*) corr | |
3188 | 197 C CALL setcov(p,var,corr,covar) |
198 CALL setcov(p,var,corr,covar,maxp) | |
2330 | 199 WRITE (*,*) ' Enter phrase to initialize rn generator' |
200 READ (*,'(a)') phrase | |
201 CALL phrtsd(phrase,is1,is2) | |
202 CALL setall(is1,is2) | |
3188 | 203 C DO 20,i = 1,p2 |
204 C ccovar(i) = covar(i) | |
205 C 20 CONTINUE | |
206 DO 25,i = 1,maxp | |
207 DO 20,j = 1,maxp | |
208 ccovar(i,j) = covar(i,j) | |
209 20 CONTINUE | |
210 25 CONTINUE | |
2330 | 211 C |
212 C Generate Variables | |
213 C | |
3188 | 214 C CALL setgmn(mean,ccovar,p,param) |
215 CALL setgmn(mean,ccovar,maxp,p,param) | |
2330 | 216 DO 40,iobs = 1,maxobs |
217 CALL genmn(param,work,temp) | |
218 DO 30,j = 1,p | |
219 answer(iobs,j) = work(j) | |
220 30 CONTINUE | |
221 40 CONTINUE | |
3188 | 222 C CALL prcomp(p,mean,covar,answer) |
223 CALL prcomp(p,mean,covar,maxp,answer) | |
2330 | 224 C |
225 C Print Comparison of Generated and Reconstructed Values | |
226 C | |
227 GO TO 10 | |
228 | |
229 END |