/* nag_rank_regsn_censored (g08rbc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 7, 2001.
*/
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg08.h>
int main(void)
{
/* Scalars */
double gamma, tol;
Integer exit_status, i, p, j, nmax, ns, nsum;
Integer pdx, pdprvr;
NagError fail;
Nag_OrderType order;
/* Arrays */
double *eta = 0, *parest = 0, *prvr = 0, *vapvec = 0, *x = 0;
double *y = 0, *zin = 0;
Integer *icen = 0, *irank = 0, *iwa = 0, *nv = 0;
#ifdef NAG_COLUMN_MAJOR
#define X(I, J) x[(J-1)*pdx + I - 1]
#define PRVR(I, J) prvr[(J-1)*pdprvr + I - 1]
order = Nag_ColMajor;
#else
#define X(I, J) x[(I-1)*pdx + J - 1]
#define PRVR(I, J) prvr[(I-1)*pdprvr + J - 1]
order = Nag_RowMajor;
#endif
INIT_FAIL(fail);
exit_status = 0;
printf("nag_rank_regsn_censored (g08rbc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
/* Read number of samples, number of parameters to be fitted, */
/* distribution power parameter and tolerance criterion for ties. */
scanf("%ld%ld%lf%lf%*[^\n] ", &ns, &p, &gamma, &tol);
printf("\n");
/* Allocate memory to nv only */
if (!(nv = NAG_ALLOC(ns, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
printf("Number of samples =%2ld\n", ns);
printf("Number of parameters fitted =%2ld\n", p);
printf("Distribution power parameter =%10.5f\n", gamma);
printf("Tolerance for ties =%10.5f\n", tol);
printf("\n");
/* Read the number of observations in each sample */
for (i = 1; i <= ns; ++i)
scanf("%ld", &nv[i - 1]);
scanf("%*[^\n] ");
nmax = 0;
nsum = 0;
for (i = 1; i <= ns; ++i)
{
nsum += nv[i - 1];
nmax = MAX(nmax, nv[i - 1]);
}
/* Allocate memory */
if (!(eta = NAG_ALLOC(nmax, double)) ||
!(parest = NAG_ALLOC(4*p+1, double)) ||
!(prvr = NAG_ALLOC(7 * 6, double)) ||
!(vapvec = NAG_ALLOC(nmax*(nmax+1)/2, double)) ||
!(x = NAG_ALLOC(nsum * p, double)) ||
!(y = NAG_ALLOC(nsum, double)) ||
!(zin = NAG_ALLOC(nmax, double)) ||
!(icen = NAG_ALLOC(nsum, Integer)) ||
!(irank = NAG_ALLOC(nmax, Integer)) ||
!(iwa = NAG_ALLOC(400, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
#ifdef NAG_COLUMN_MAJOR
pdx = nsum;
pdprvr = p+1;
#else
pdx = p;
pdprvr = p;
#endif
/* Read in observations, design matrix and censoring variable */
for (i = 1; i <= nsum; ++i)
{
scanf("%lf", &y[i - 1]);
for (j = 1; j <= p; ++j)
{
scanf("%lf", &X(i, j));
}
scanf("%ld", &icen[i - 1]);
}
scanf("%*[^\n] ");
/* nag_rank_regsn_censored (g08rbc).
* Regression using ranks, right-censored data
*/
nag_rank_regsn_censored(order, ns, nv, y, p, x, pdx, icen, gamma,
nmax, tol, prvr, pdprvr, irank, zin, eta, vapvec,
parest, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_rank_regsn_censored (g08rbc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("Score statistic\n");
for (i = 1; i <= p; ++i)
printf("%9.3f\n", parest[i - 1]);
printf("\n");
printf("Covariance matrix of score statistic\n");
for (j = 1; j <= p; ++j)
{
for (i = 1; i <= j; ++i)
printf("%9.3f\n", PRVR(i, j));
printf("\n");
}
printf("Parameter estimates\n");
for (i = 1; i <= p; ++i)
printf("%9.3f\n", parest[p + i - 1]);
printf("\n");
printf("Covariance matrix of parameter estimates\n");
for (i = 1; i <= p; ++i)
{
for (j = 1; j <= i; ++j)
printf("%9.3f\n", PRVR(i + 1, j));
printf("\n");
}
printf("Chi-squared statistic =%9.3f with%2ld d.f.\n",
parest[p * 2], p);
printf("\n");
printf("Standard errors of estimates and\n");
printf("approximate z-statistics\n");
for (i = 1; i <= p; ++i)
printf("%9.3f%14.3f\n", parest[2*p + 1 + i - 1],
parest[p * 3 + 1 + i - 1]);
END:
NAG_FREE(eta);
NAG_FREE(parest);
NAG_FREE(prvr);
NAG_FREE(vapvec);
NAG_FREE(x);
NAG_FREE(y);
NAG_FREE(zin);
NAG_FREE(icen);
NAG_FREE(irank);
NAG_FREE(iwa);
NAG_FREE(nv);
return exit_status;
}