/* nag_pls_orth_scores_wold (g02lbc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 9, 2009.
*/
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg02.h>
#include <nagx04.h>
int main(void)
{
/*Integer scalar and array declarations */
Integer exit_status = 0;
Integer i, ip, j, maxfac, maxit, mx, my, n;
Integer pdc, pdp, pdt, pdu, pdw, pdx, pdxres, pdy, pdycv, pdyres;
Integer *isx = 0;
/*Double scalar and array declarations */
double tau;
double *c = 0, *p = 0, *t = 0, *u = 0, *w = 0, *x = 0, *xbar = 0;
double *xcv = 0, *xres = 0, *xstd = 0, *y = 0, *ybar = 0;
double *ycv = 0, *yres = 0, *ystd = 0;
/*Character scalar and array declarations */
char siscale[40];
/*NAG Types */
Nag_OrderType order;
Nag_ScalePredictor iscale;
NagError fail;
INIT_FAIL(fail);
printf("nag_pls_orth_scores_wold (g02lbc) Example Program Results\n");
/* Skip header in data file.*/
scanf("%*[^\n] ");
/* Read data values.*/
scanf("%ld%ld%ld%39s %ld%*[^\n] ",
&n, &mx, &my, siscale, &maxfac);
iscale = (Nag_ScalePredictor) nag_enum_name_to_value(siscale);
if (!(isx = NAG_ALLOC(mx, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (j = 0; j < mx; j++)
scanf("%ld ", &isx[j]);
scanf("%*[^\n] ");
ip = 0;
for (j = 0; j < mx; j++)
{
if (isx[j] == 1)
ip = ip+1;
}
#ifdef NAG_COLUMN_MAJOR
pdc = my;
#define C(I, J) c[(J-1)*pdc + I-1]
pdp = ip;
#define P(I, J) p[(J-1)*pdp + I-1]
pdt = n;
#define T(I, J) t[(J-1)*pdt + I-1]
pdu = n;
#define U(I, J) u[(J-1)*pdu + I-1]
pdw = ip;
#define W(I, J) w[(J-1)*pdw + I-1]
pdx = n;
#define X(I, J) x[(J-1)*pdx + I-1]
pdxres = n;
#define XRES(I, J) xres[(J-1)*pdxres + I-1]
pdy = n;
#define Y(I, J) y[(J-1)*pdy + I-1]
pdycv = maxfac;
#define YCV(I, J) ycv[(J-1)*pdycv + I-1]
pdyres = n;
#define YRES(I, J) yres[(J-1)*pdyres + I-1]
order = Nag_ColMajor;
#else
pdc = maxfac;
#define C(I, J) c[(I-1)*pdc + J-1]
pdp = maxfac;
#define P(I, J) p[(I-1)*pdp + J-1]
pdt = maxfac;
#define T(I, J) t[(I-1)*pdt + J-1]
pdu = maxfac;
#define U(I, J) u[(I-1)*pdu + J-1]
pdw = maxfac;
#define W(I, J) w[(I-1)*pdw + J-1]
pdx = mx;
#define X(I, J) x[(I-1)*pdx + J-1]
pdxres = ip;
#define XRES(I, J) xres[(I-1)*pdxres + J-1]
pdy = my;
#define Y(I, J) y[(I-1)*pdy + J-1]
pdycv = my;
#define YCV(I, J) ycv[(I-1)*pdycv + J-1]
pdyres = my;
#define YRES(I, J) yres[(I-1)*pdyres + J-1]
order = Nag_RowMajor;
#endif
if (!(c = NAG_ALLOC(pdc*(order == Nag_RowMajor?my:maxfac), double)) ||
!(p = NAG_ALLOC(pdp*(order == Nag_RowMajor?ip:maxfac), double)) ||
!(t = NAG_ALLOC(pdt*(order == Nag_RowMajor?n:maxfac), double)) ||
!(u = NAG_ALLOC(pdu*(order == Nag_RowMajor?n:maxfac), double)) ||
!(w = NAG_ALLOC(pdw*(order == Nag_RowMajor?ip:maxfac), double)) ||
!(x = NAG_ALLOC(pdx*(order == Nag_RowMajor?n:mx), double)) ||
!(xbar = NAG_ALLOC(ip, double)) ||
!(xcv = NAG_ALLOC(maxfac, double)) ||
!(xres = NAG_ALLOC(pdxres*(order == Nag_RowMajor?n:ip), double)) ||
!(xstd = NAG_ALLOC(ip, double)) ||
!(y = NAG_ALLOC(pdy*(order == Nag_RowMajor?n:my), double)) ||
!(ybar = NAG_ALLOC(my, double)) ||
!(ycv = NAG_ALLOC(pdycv*(order == Nag_RowMajor?maxfac:my),
double)) ||
!(yres = NAG_ALLOC(pdyres*(order == Nag_RowMajor?n:my), double)) ||
!(ystd = NAG_ALLOC(my, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
maxit = 200;
tau = 1.00e-4;
/* Read data values.*/
for (i = 1; i <= n; i++)
{
for (j = 1; j <= mx; j++)
scanf("%lf ", &X(i, j));
for (j = 1; j <= my; j++)
scanf("%lf ", &Y(i, j));
}
scanf("%*[^\n] ");
/* Fit a PLS model.*/
/*
* nag_pls_orth_scores_wold (g02lbc)
* Partial least-squares
*/
nag_pls_orth_scores_wold(order, n, mx, x, pdx, isx, ip, my, y, pdy, xbar,
ybar, iscale, xstd, ystd, maxfac, maxit, tau,
xres, pdxres, yres, pdyres, w, pdw, p, pdp, t,
pdt, c, pdc, u, pdu, xcv, ycv, pdycv, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_pls_orth_scores_wold (g02lbc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/*
* nag_gen_real_mat_print (x04cac)
* Print real general matrix (easy-to-use)
*/
fflush(stdout);
nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, ip,
maxfac, p, pdp, "x-loadings, P", 0, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/*
* nag_gen_real_mat_print (x04cac)
* Print real general matrix (easy-to-use)
*/
fflush(stdout);
nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n,
maxfac, t, pdt, "x-scores, T", 0, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/*
* nag_gen_real_mat_print (x04cac)
* Print real general matrix (easy-to-use)
*/
fflush(stdout);
nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, my,
maxfac, c, pdc, "y-loadings, C", 0, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/*
* nag_gen_real_mat_print (x04cac)
* Print real general matrix (easy-to-use)
*/
fflush(stdout);
nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n,
maxfac, u, pdu, "y-scores, U", 0, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\n");
printf("%s\n", "Explained Variance");
printf("%12s %21s\n", "Model effects", "Dependent variable(s)");
for (i = 1; i <= maxfac; i++)
{
printf("%12.6f", xcv[i-1]);
for (j = 1; j <= my; j++)
printf(" %12.6f%s", YCV(i, j), j%9?" ":"\n");
printf("\n");
}
END:
NAG_FREE(c);
NAG_FREE(p);
NAG_FREE(t);
NAG_FREE(u);
NAG_FREE(w);
NAG_FREE(x);
NAG_FREE(xbar);
NAG_FREE(xcv);
NAG_FREE(xres);
NAG_FREE(xstd);
NAG_FREE(y);
NAG_FREE(ybar);
NAG_FREE(ycv);
NAG_FREE(yres);
NAG_FREE(ystd);
NAG_FREE(isx);
return exit_status;
}