/* nag_glm_normal (g02gac) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 4, 1996.
* Mark 8 revised, 2004.
*
*/
#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <ctype.h>
#include <nagg02.h>
#define X(I, J) x[(I) *tdx + J]
#define V(I, J) v[(I) *tdv + J]
int main(void)
{
Integer exit_status = 0, i, ip, j, m, max_iter, n, print_iter, rank;
Integer *sx = 0;
Integer tdv, tdx;
Nag_IncludeMean mean;
Nag_Link link;
Nag_Boolean weight;
char nag_enum_arg[40];
double df, eps, ex_power, rss, scale, tol;
double *b = 0, *cov = 0, *offsetptr = 0, *se = 0, *v = 0, *wt = 0;
double *wtptr, *x = 0, *y = 0;
NagError fail;
INIT_FAIL(fail);
printf("nag_glm_normal (g02gac) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%39s", nag_enum_arg);
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
link = (Nag_Link) nag_enum_name_to_value(nag_enum_arg);
scanf("%39s", nag_enum_arg);
mean = (Nag_IncludeMean) nag_enum_name_to_value(nag_enum_arg);
scanf("%39s", nag_enum_arg);
weight = (Nag_Boolean) nag_enum_name_to_value(nag_enum_arg);
scanf("%ld %ld %ld %lf", &n, &m, &print_iter,
&scale);
if (n >= 2 && m >= 1)
{
if (!(wt = NAG_ALLOC(n, double)) ||
!(x = NAG_ALLOC(n*m, double)) ||
!(y = NAG_ALLOC(n, double)) ||
!(sx = NAG_ALLOC(m, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdx = m;
}
else
{
printf("Invalid n or m.\n");
exit_status = 1;
return exit_status;
}
if (weight)
{
wtptr = wt;
for (i = 0; i < n; i++)
{
for (j = 0; j < m; j++)
scanf("%lf", &X(i, j));
scanf("%lf%lf", &y[i], &wt[i]);
}
}
else
{
wtptr = (double *) 0;
for (i = 0; i < n; i++)
{
for (j = 0; j < m; j++)
scanf("%lf", &X(i, j));
scanf("%lf", &y[i]);
}
}
for (j = 0; j < m; j++)
scanf("%ld", &sx[j]);
/* Calculate ip */
ip = 0;
for (j = 0; j < m; j++)
if (sx[j] > 0) ip += 1;
if (mean == Nag_MeanInclude)
ip += 1;
if (link == Nag_Expo)
scanf("%lf", &ex_power);
else
ex_power = 0.0;
if (!(b = NAG_ALLOC(ip, double)) ||
!(v = NAG_ALLOC(n*(ip+6), double)) ||
!(se = NAG_ALLOC(ip, double)) ||
!(cov = NAG_ALLOC(ip*(ip+1)/2, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdv = ip+6;
/* Set other control parameters */
max_iter = 10;
tol = 5e-5;
eps = 1e-6;
/* nag_glm_normal (g02gac).
* Fits a generalized linear model with Normal errors
*/
nag_glm_normal(link, mean, n, x, tdx, m, sx, ip, y, wtptr, offsetptr, &scale,
ex_power, &rss, &df, b, &rank, se, cov, v, tdv, tol, max_iter,
print_iter, "", eps, &fail);
if (fail.code == NE_NOERROR || fail.code == NE_LSQ_ITER_NOT_CONV ||
fail.code == NE_RANK_CHANGED || fail.code == NE_ZERO_DOF_ERROR)
{
if (fail.code != NE_NOERROR) {
printf("Error from nag_glm_normal (g02gac).\n%s\n",
fail.message);
}
printf("\nResidual sum of squares = %13.4e\n", rss);
printf("Degrees of freedom = %3.1f\n\n", df);
printf(" Estimate Standard error\n\n");
for (i = 0; i < ip; i++)
printf("%14.4f%14.4f\n", b[i], se[i]);
printf("\n");
printf(" y fitted value Residual Leverage\n\n");
for (i = 0; i < n; ++i)
{
printf("%7.1f%10.2f%12.4f%10.3f\n", y[i], V(i, 1), V(i, 4),
V(i, 5));
}
}
else
{
printf("Error from nag_glm_normal (g02gac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
END:
NAG_FREE(wt);
NAG_FREE(x);
NAG_FREE(y);
NAG_FREE(sx);
NAG_FREE(b);
NAG_FREE(v);
NAG_FREE(se);
NAG_FREE(cov);
return exit_status;
}