C C COMPUTE SUM VECTOR AND SUM-OF-PRODUCTS MATRIX: DO 105 JV = 1,IP TOTAL(JV) = 0.0D+00 DO 105 JW = 1,IP SUMSQS(JV,JW) = 0.0D+00 105 CONTINUE DO 110 JV = 1,IP DO 110 I = 1,N TOTAL(JV) = TOTAL(JV) + X(I,JV) 110 CONTINUE DO 120 JV = 1,IP DO 120 JW = 1,IP DO 120 I = 1,N SUMSQS(JV,JW) = SUMSQS(JV,JW) + X(I,JV)*X(I,JW) 120 CONTINUE DO 130 JV = 1,IP XMEAN(JV) = TOTAL(JV)/XN 130 CONTINUE DO 140 JV = 1,IP DO 140 JW = 1,IP SSDEVS(JV,JW) = SUMSQS(JV,JW)- TOTAL(JV)*TOTAL(JW)/XN VARHAT(JV,JW) = SSDEVS(JV,JW)/XN 140 CONTINUE C WRITE SUMMARY STATISTICS FOR WHOLE SAMPLE: WRITE (6,10050) WRITE(6,21000) WRITE(6,22000) WRITE(6,10100) ( XMEAN(JV), JV = 1,IP ) WRITE(6,10200) DO 150 JV = 1,IP WRITE(6,48000) ( VARHAT(JV,JW), JW=1,IP ) 150 CONTINUE C C C CALL SUBROUTINE TO COMPUTE DETERMINANT OF SAMPLE COVARIANCE C MATRIX: C IDET = 1 NRS1 = 0 DO 2404 JV = 1,IP DO 2404 JW = 1,IP COVMX(JV,JW) = VARHAT(JV,JW) 2404 CONTINUE CALL MATEQ(COVMX, IP,20,JFLG,DET,IDET,IV,NRS1,P,20) C C GENERAL FORM OF CALL IS: C CALL MATEQ(A,M,N,JFLG,DET,IDET,IV,NRS1,P,LL) C SEE SUBROUTINE LISTING FOR FULLER EXPLANATION. C DET(VARHAT) = DET*10.0**IDET C IF (JFLG .GT. 0) WRITE (6,60000) JFLG C C XIDET = IDET C XLGDET = DLOG(DET) + XIDET*ALOG(10.0) TRUDET = DET*(10.0**IDET) IF (JFLG .GT. 0) WRITE (6,62000) DET,IDET C C MAX LIKELIHOOD = C (2*PI)**(-N*P/2)*(DET OF COV MX)**(-N/2)*EXP(-N*P/2) C COMPUTE LOG OF MAX LIKELIHOOD: XLL=-(XN*IP/2.0)*DLOG(2.0*PI)-(XN/2.0)*DLOG(TRUDET)-XN*IP/2.0 XMN2LL = (-2.0)*XLL XM2LL(1) = XMN2LL WRITE(6,37000) XMN2LL C NO. OF PARAMETERS FOR UNCLUSTERED SAMPLE IS: C 1 MEAN VECTOR + 1 COV MX. NOPARM = IP + IP*(IP+1)/2 IPARM(1) = NOPARM C AIC = XMN2LL + 2.0*NOPARM WRITE(6,70000) AIC SCH = XMN2LL + ALOG(XN)*NOPARM WRITE (6,71000) SCH AICVEC(1) = AIC SCHVEC(1) = SCH WRITE (6,10050) C C C PERFORM CLUSTERING FOR VARIOUS NUMBERS OF CLUSTERS, K: C DO 850 K = 2,KUP WRITE (6,26000) K C C C SET CONSTANTS FOR THIS VALUE OF K. C PARAMETERS FOR MODEL WITH COMMON COVARIANCE MATRIX ARE C K MEAN VECTORS AND ONE COVARIANCE MATRIX AND K-1 INDEPENDENT C MIXING PROBABILITIES. C NOPARM = K*IP + IP*(IP+1)/2 + (K-1) C C