/* nag_mv_gaussian_mixture (g03gac) Example Program.
*
* Copyright 2017 Numerical Algorithms Group.
*
* Mark 26.2, 2017.
*/
#include <stdio.h>
#include <string.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg03.h>
#include <nagx04.h>
#define S(I,J,K) s[I-1 + (J-1)*(sopt==Nag_GroupVar ?ng:nvar) + (K-1)*nvar*nvar]
#define X(I,J) x[(I-1)*tdx + J-1]
#define PROB(I,J) prob[(I-1)*tdprob + J-1]
int main(void)
{
/* Integer scalar and array declarations */
Integer exit_status = 0, i, j, lens, m, n, ng, niter, nvar, riter,
tdprob, tdx;
Integer *isx = 0;
/* Double scalar and array declarations */
double loglik, tol;
double *f = 0, *g = 0, *prob = 0, *s = 0, *w = 0, *x = 0;
/* NAG structures */
Nag_Boolean popt;
Nag_VarCovar sopt;
NagError fail;
/* Character scalar and array declarations */
char nag_enum_popt[30 + 1], nag_enum_sopt[30 + 1];
printf("nag_mv_gaussian_mixture (g03gac) Example Program Results\n\n");
fflush(stdout);
/* Skip heading in data file */
scanf("%*[^\n] ");
/* Problem size */
scanf("%" NAG_IFMT "", &n);
scanf("%" NAG_IFMT "", &m);
scanf("%" NAG_IFMT "", &nvar);
scanf("%*[^\n] ");
/* Number of groups */
scanf("%" NAG_IFMT "", &ng);
scanf("%*[^\n] ");
/* Scaling option */
scanf("%30s", nag_enum_sopt);
scanf("%*[^\n] ");
/* Initial probabilities option */
scanf("%30s", nag_enum_popt);
scanf("%*[^\n] ");
/* Maximum number of iterations */
scanf("%" NAG_IFMT "", &niter);
scanf("%*[^\n] ");
/* Principal dimensions */
tdx = nvar;
tdprob = ng;
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
popt = (Nag_Boolean) nag_enum_name_to_value(nag_enum_popt);
sopt = (Nag_VarCovar) nag_enum_name_to_value(nag_enum_sopt);
/* Variance/covariance array */
switch (sopt) {
case Nag_GroupCovar:
lens = nvar * nvar * ng;
break;
case Nag_PooledCovar:
lens = nvar * nvar;
break;
case Nag_GroupVar:
lens = nvar * ng;
break;
case Nag_PooledVar:
lens = nvar;
break;
case Nag_OverallVar:
lens = 1;
break;
}
if (!(x = NAG_ALLOC(n * tdx, double)) ||
!(prob = NAG_ALLOC(n * tdprob, double)) ||
!(g = NAG_ALLOC(ng * nvar, double)) ||
!(w = NAG_ALLOC(ng, double)) ||
!(isx = NAG_ALLOC(m, Integer)) ||
!(f = NAG_ALLOC(ng * n, double)) || !(s = NAG_ALLOC(lens, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Data matrix X */
for (i = 1; i <= n; i++)
for (j = 1; j <= m; j++)
scanf("%lf", &X(i, j));
scanf("%*[^\n] ");
/* Included variables */
if (nvar != m) {
for (j = 1; j <= m; j++)
scanf("%" NAG_IFMT "", &isx[j - 1]);
scanf("%*[^\n] ");
}
/* Optionally read initial probabilities of group membership */
if (popt == Nag_FALSE) {
for (i = 1; i <= n; i++)
for (j = 1; j <= ng; j++)
scanf("%lf", &PROB(i, j));
scanf("%*[^\n] ");
}
/* Optimization parameters */
tol = 0.0;
riter = 5;
/* Fit the model */
/* nag_mv_gaussian_mixture (g03gac).
* Computes a Gaussian mixture model
*/
INIT_FAIL(fail);
nag_mv_gaussian_mixture(n, m, x, tdx, isx, nvar, ng, popt, prob, tdprob,
&niter, riter, w, g, sopt, s, f, tol, &loglik,
&fail);
if (fail.code != NE_NOERROR) {
printf("nag_mv_gaussian_mixture (g03gac) failed.\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Results */
/* nag_gen_real_mat_print (x04cac).
* Print real general matrix (easy-to-use)
*/
nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix, Nag_NonUnitDiag,
1, ng, w, ng, "Mixing proportions", NULL, &fail);
nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix, Nag_NonUnitDiag,
nvar, ng, g, ng, "\n Group means", NULL, &fail);
/* Variance/Covariance */
switch (sopt) {
case Nag_GroupCovar:
for (i = 1; i <= ng; i++) {
nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix,
Nag_NonUnitDiag, nvar, nvar, &S(1, 1, i), nvar,
"\n Variance-covariance matrix", NULL, &fail);
}
break;
case Nag_PooledCovar:
nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix, Nag_NonUnitDiag,
nvar, nvar, s, nvar,
"\n Pooled Variance-covariance matrix", NULL,
&fail);
break;
case Nag_GroupVar:
nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix, Nag_NonUnitDiag,
nvar, ng, s, ng, "\n Groupwise Variance", NULL,
&fail);
break;
case Nag_PooledVar:
nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix, Nag_NonUnitDiag,
nvar, 1, s, 1, "\n Pooled Variance", NULL, &fail);
break;
case Nag_OverallVar:
printf("\n Overall Variance = %g\n", S(1, 1, 1));
break;
}
nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n,
ng, f, ng, "\n Densities", NULL, &fail);
nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n,
ng, prob, ng, "\n Membership probabilities", NULL,
&fail);
printf("\nNo. iterations: %" NAG_IFMT "\n", niter);
printf("Log-likelihood: %g\n\n", loglik);
END:
NAG_FREE(f);
NAG_FREE(g);
NAG_FREE(prob);
NAG_FREE(s);
NAG_FREE(w);
NAG_FREE(x);
NAG_FREE(isx);
return exit_status;
}