File: ORDER.FT of Tape: Various/ETH/eth11-1
(Source file text)
C .................................................................. C C SUBROUTINE ORDER C C PURPOSE C CONSTRUCT FROM A LARGER MATRIX OF CORRELATION COEFFICIENTS C A SUBSET MATRIX OF INTERCORRELATIONS AMONG INDEPENDENT C VARIABLES AND A VECTOR OF INTERCORRELATIONS OF INDEPENDENT C VARIABLES WITH DEPENDENT VARIABLE. THIS SUBROUTINE IS C NORMALLY USED IN THE PERFORMANCE OF MULTIPLE AND POLYNOMIAL C REGRESSION ANALYSES. C C USAGE C CALL ORDER (M,R,NDEP,K,ISAVE,RX,RY) C C DESCRIPTION OF PARAMETERS C M - NUMBER OF VARIABLES AND ORDER OF MATRIX R. C R - INPUT MATRIX CONTAINING CORRELATION COEFFICIENTS. C THIS SUBROUTINE EXPECTS ONLY UPPER TRIANGULAR C PORTION OF THE SYMMETRIC MATRIX TO BE STORED (BY C COLUMN) IN R. (STORAGE MODE OF 1) C NDEP - THE SUBSCRIPT NUMBER OF THE DEPENDENT VARIABLE. C K - NUMBER OF INDEPENDENT VARIABLES TO BE INCLUDED C IN THE FORTHCOMING REGRESSION. K MUST BE GREATER C THAN OR EQUAL TO 1. C ISAVE - INPUT VECTOR OF LENGTH K+1 CONTAINING, IN ASCENDING C ORDER, THE SUBSCRIPT NUMBERS OF K INDEPENDENT C VARIABLES TO BE INCLUDED IN THE FORTHCOMING REGRES- C SION. C UPON RETURNING TO THE CALLING ROUTINE, THIS VECTOR C CONTAINS, IN ADDITION, THE SUBSCRIPT NUMBER OF C THE DEPENDENT VARIABLE IN K+1 POSITION. C RX - OUTPUT MATRIX (K X K) CONTAINING INTERCORRELATIONS C AMONG INDEPENDENT VARIABLES TO BE USED IN FORTH- C COMING REGRESSION. C RY - OUTPUT VECTOR OF LENGTH K CONTAINING INTERCORRELA- C TIONS OF INDEPENDENT VARIABLES WITH DEPENDENT C VARIABLES. C C REMARKS C NONE C C SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED C NONE C C METHOD C FROM THE SUBSCRIPT NUMBERS OF THE VARIABLES TO BE INCLUDED C IN THE FORTHCOMING REGRESSION, THE SUBROUTINE CONSTRUCTS THE C MATRIX RX AND THE VECTOR RY. C C .................................................................. C SUBROUTINE ORDER (M,R,NDEP,K,ISAVE,RX,RY) DIMENSION R(1),ISAVE(1),RX(1),RY(1) C C ............................................................... C C IF A DOUBLE PRECISION VERSION OF THIS ROUTINE IS DESIRED, THE C C IN COLUMN 1 SHOULD BE REMOVED FROM THE DOUBLE PRECISION C STATEMENT WHICH FOLLOWS. C C DOUBLE PRECISION R,RX,RY C C THE C MUST ALSO BE REMOVED FROM DOUBLE PRECISION STATEMENTS C APPEARING IN OTHER ROUTINES USED IN CONJUNCTION WITH THIS C ROUTINE. C C ............................................................... C C COPY INTERCORRELATIONS OF INDEPENDENT VARIABLES C WITH DEPENDENT VARIABLE C MM=0 DO 130 J=1,K L2=ISAVE(J) IF(NDEP-L2) 122, 123, 123 122 L=NDEP+(L2*L2-L2)/2 GO TO 125 123 L=L2+(NDEP*NDEP-NDEP)/2 125 RY(J)=R(L) C C COPY A SUBSET MATRIX OF INTERCORRELATIONS AMONG C INDEPENDENT VARIABLES C DO 130 I=1,K L1=ISAVE(I) IF(L1-L2) 127, 128, 128 127 L=L1+(L2*L2-L2)/2 GO TO 129 128 L=L2+(L1*L1-L1)/2 129 MM=MM+1 130 RX(MM)=R(L) C C PLACE THE SUBSCRIPT NUMBER OF THE DEPENDENT C VARIABLE IN ISAVE(K+1) C ISAVE(K+1)=NDEP RETURN END C