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PROGRAM MAIN INTEGER,PARAMETER::N=50,N2=7 INTEGER,PARAMETER::K=5 integer ii,MMM real dat(399) REAL,DIMENSION(K,N)::X REAL,DIMENSION(N)::Y,Y2,Y21,Y22 REAL,DIMENSION(K,N2)::X5 REAL,DIMENSION(N2)::Y5,Y51,Y52,Y53 REAL,DIMENSION(K+1)::A REAL,DIMENSION(K+1,K+1)::B REAL,DIMENSION(K)::V REAL Q,S,R,U,ind(6,60) !C OPEN THE INPUT DATA FILE OPEN(10,FILE='d:\copy\data\shixi.txt') !OPEN(11,FILE='d:\copy\yy2y21y22.txt') !OPEN(12,FILE='d:\copy\yy2y21y22.grd',form='binary') !OPEN(13,FILE='d:\copy\Y5Y51Y52Y53.txt') !OPEN(14,FILE='d:\copy\Y5Y51Y52Y53.grd',form='binary') OPEN(15,FILE='d:\copy\y.grd',form='binary') OPEN(16,FILE='d:\copy\y2.grd',form='binary') OPEN(17,FILE='d:\copy\y21.grd',form='binary') OPEN(18,FILE='d:\copy\y22.grd',form='binary') OPEN(19,FILE='d:\copy\y5.grd',form='binary') OPEN(20,FILE='d:\copy\y51.grd',form='binary') OPEN(21,FILE='d:\copy\y52.grd',form='binary') OPEN(22,FILE='d:\copy\y53.grd',form='binary') !C READ THE DATA and give data to X and Y read(10,*),dat !print*,dat(2) !K=5,N=50 MMM=K+2 do i=1,N j=2 Y(i)=dat(MMM*(i-1)+j) !print*,Y(i) do ii=1,K j=j+1 X(ii,i)=dat(MMM*(i-1)+j) !print*,X(ii,i) enddo enddo !!!!!!!!读取2002~2008数据 do i=51,57 j=2 Y5(i-50)=dat(MMM*(i-1)+j) do ii=1,K j=j+1 X5(ii,i-50)=dat(MMM*(i-1)+j) enddo enddo !print*,'Y5=',Y5 !print*,'X5=',X5 MM=K+1 call DYHG(X,Y,K,MM,N,A,Q,S,R,V,U,B,DYY) write(*,88) A(1) 88 format(/1x,'b 0=',f19.5) do 89 j=2,MM 89 write(*,100) j-1,A(j) 100 format(1x,'b',i2,'=',f9.5) !cccccccccccccccccccccccccccccccccccccccccccccccccccccc write(*,20)Q,S,R 20 format(1x,'Q=',f13.6,3x,'S=',f13.6,3x,'R=',f13.6) write(*,22)U,DYY 22 format(1x,'U=',f13.6,3x,'DYY=',f13.6) write(*,30)(i,V(i),i=1,K) 30 format(1x,'V(',i2,')=',f13.6) write(*,40)U 40 format(1x,'U=',f13.6) open(6,file='d:\copy\table.txt') ! output data write(6,180) 180 format(/2x,'regression coefficients:') write(6,88) A(1) do 189 j=2,MM 189 write(6,100) j-1,A(j) write(6,200) 200 format(/1x,'Generic Analysis of Variance Table for the Multiple Linear Regression') write(6,202) 202 format(/1x,'--------------------------------------------------------------------') write(6,204) 204 format(/3x,'Source df SS MS') write(6,202) write(6,206) N-1,DYY 206 format(/1x,'Total n-1=',i2,' SST=',f13.4) u2=U/real(K) write(6,208) K,U,U2 208 format(/1x,'Regression K=',i2,' SSR=',f13.4,' MSR=SSR/K=',f13.4) q2=q/real(n-k-1) write(6,209) n-k-1,q,q2 209 format(/1x,'Residual n-k-1=',i2,' SSE=',f13.4,' MSE=SSE/(n-k-1)=',f13.4) f=(U/real(K))/(Q/real(N-K-1)) write(6,220) f 220 format(/1x,' F=MSR/MSE=',f13.4) write(6,202) close(6) !ccccccccccccccccccc计算回归参数 F=(R**2/K)/((1-R**2)/(N-K-1)) !print*,'F=',F sita=sqrt(1.0*q/(n-k-1)) !print*,'sita=',sita do j=1,n yy2=0 do i=1,k yy2=yy2+a(i+1)*x(i,j) enddo y2(j)=yy2+a(1) enddo do i=1,n y21(i)=y2(i)+1.96*sita y22(i)=y2(i)-1.96*sita enddo !print*,'y(2)=',y(2) !print*,'y2(2)=',y2(2) !!!!!!!!!!!!!!!!计算独立预测试验的预测值并存储 do j=1,n2 yy5=0 do i=1,k yy5=yy5+a(i+1)*x5(i,j) enddo y51(j)=yy5+a(1) enddo do i=1,n2 y52(i)=y51(i)+1.96*sita y53(i)=y51(i)-1.96*sita enddo print*,'y5=',y5 print*,'y51=',y51 print*,'y52=',y52 print*,'y53=',y53 !cccccccccccccc储存数据 !write(12)(y(i),i=1,n) !write(12)(y2(i),i=1,n) !write(12)(y21(i),i=1,n) !write(12)(y22(i),i=1,n) !write(11,*)(y(i),i=1,n) !write(11,*)(y2(i),i=1,n) !write(11,*)(y21(i),i=1,n) !write(11,*)(y22(i),i=1,n) !write(14)(y5(i),i=1,n2) !write(14)(y51(i),i=1,n2) !write(14)(y52(i),i=1,n2) !write(14)(y53(i),i=1,n2) !write(13,*)(y5(i),i=1,n2) !write(13,*)(y51(i),i=1,n2) !write(13,*)(y52(i),i=1,n2) !write(13,*)(y53(i),i=1,n2) write(15)(y(i),i=1,n) write(16)(y2(i),i=1,n) write(17)(y21(i),i=1,n) write(18)(y22(i),i=1,n) write(19)(y5(i),i=1,n2) write(20)(y51(i),i=1,n2) write(21)(y52(i),i=1,n2) write(22)(y53(i),i=1,n2) close(10) !close(11) !close(12) !close(13) !close(14) close(15) close(16) close(17) close(18) close(19) close(20) close(21) close(22) end PROGRAM MAIN subroutine DYHG(x,y,m,mm,n,a,q,s,r,v,u,b,dyy) dimension x(m,n),y(n),a(mm),b(mm,mm),v(m),q2(m),q3(m-1),v2(m-1),q4(m-2),v3(m-2) b(1,1)=n do 20 j=2,mm b(1,j)=0.0 do 10 i=1,n 10 b(1,j)=b(1,j)+x(j-1,i) b(j,1)=b(1,j) 20 continue do 50 i=2,mm do 40 j=i,mm b(i,j)=0.0 do 30 k=1,n 30 b(i,j)=b(i,j)+x(i-1,k)*x(j-1,k) b(j,i)=b(i,j) 40 continue 50 continue a(1)=0.0 do 60 i=1,n 60 a(1)=a(1)+y(i) do 80 i=2,mm a(i)=0.0 do 70 j=1,n 70 a(I)=a(i)+x(i-1,j)*y(j) 80 continue call CHOLESKY(b,mm,1,a,l) yy=0.0 do 90 i=1,n 90 yy=yy+y(i)/n q=0.0 dyy=0.0 u=0.0 !cccccccccccccccccccccccccccccccccc do 110 i=1,n p=a(1) do 100 j=1,m 100 p=p+a(j+1)*x(j,i) q=q+(y(i)-p)*(y(i)-p) dyy=dyy+(y(i)-yy)*(y(i)-yy) u=u+(yy-p)*(yy-p) 110 continue !cccccccccccccccccccccccccccccccccc s=sqrt(q/n) r=sqrt(1.0-q/dyy) !ccccccccccccccc L=5 do 150 j=1,m q2(j)=0.0 do 140 i=1,n pp=a(1) do 130 k=1,m if(k.ne.j)pp=pp+a(k+1)*x(k,i) 130 continue q2(j)=q2(j)+(y(i)-pp)**2 140 continue v(j)=sqrt(1.0-q/q2(j)) 150 continue Fmin=(q2(3)-q)/(q/(N-m-1)) !print*,q2 print*,'Fmin=',Fmin !ccccccccccccccc L=4 do 151 j=1,m-1 q3(j)=0.0 do 141 i=1,n pp=a(1) do k=1,m if((k.ne.j).and.(k/=3).or.k==m)then !print*,k pp=pp+a(k+1)*x(k,i) endif enddo q3(j)=q3(j)+(y(i)-pp)**2 141 continue v2(j)=sqrt(1.0-q2(3)/q3(j)) 151 continue !print*,q3 !print*,v2 Fmin2=(q3(3)-q2(3))/(q2(3)/(N-(m-1)-1)) print*,'Fmin2=',Fmin2 !ccccccccccccccc L=3 do j=1,m-2 q4(j)=0.0 do i=1,n pp=a(1) do k=1,m if((k.ne.j).and.(k/=3).or.k==m)then pp=pp+a(k+1)*x(k,i) endif enddo q4(j)=q4(j)+(y(i)-pp)**2 enddo v3(j)=sqrt(1.0-q3(3)/q4(j)) enddo !print*,v3 Fmin3=(q4(3)-q3(3))/(q3(3)/(N-(m-2)-1)) print*,'Fmin3=',Fmin3 return end subroutine CHOLESKY(a,n,m,d,l) ! Perform the CHOLESKY Decomposition dimension a(n,n),d(n,m) l=1 if(a(1,1)+1.0.eq.1.0)then l=0 write(*,30) return endif a(1,1)=sqrt(a(1,1)) do 10 j=2,n 10 a(1,j)=a(1,j)/a(1,1) do 100 i=2,n do 20 j=2,i 20 a(i,i)=a(i,i)-a(j-1,i)*a(j-1,i) if(a(i,i)+1.0.eq.1.0)then l=0 write(*,30) return endif 30 format(1x,'fail') a(i,i)=sqrt(a(i,i)) if(i.ne.n)then do 50 j=I+1,n do 40 k=2,i 40 a(i,j)=a(i,j)-a(k-1,i)*a(k-1,j) 50 a(i,j)=a(i,j)/a(I,i) endif 100 continue do 130 j=1,m d(1,j)=d(1,j)/a(1,1) do 120 i=2,n do 110 k=2,i 110 d(i,j)=d(i,j)-a(k-1,i)*d(k-1,j) d(i,j)=d(i,j)/a(i,i) 120 continue 130 continue do 160 j=1,m d(n,j)=d(n,j)/a(n,n) do 150 k=n,2,-1 do 140 i=k,n 140 d(k-1,j)=d(k-1,j)-a(k-1,i)*d(i,j) d(k-1,j)=d(k-1,j)/a(k-1,k-1) 150 continue 160 continue return end
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