/* nag_lars (g02mac) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 25, 2014.
*/
/* Pre-processor includes */
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg02.h>
int main(void)
{
/* Integer scalar and array declarations */
Integer i, j, k, ip, ldb, ldd, m, mnstep, n, nstep, lropt;
Integer *isx = 0;
Integer exit_status = 0;
/* NAG structures and types */
NagError fail;
Nag_LARSModelType mtype;
Nag_LARSPreProcess pred, prey;
/* Double scalar and array declarations */
double *b = 0, *d = 0, *fitsum = 0, *y = 0, *ropt = 0;
/* Character scalar and array declarations */
char cmtype[40], cpred[40], cprey[40];
/* Initialise the error structure */
INIT_FAIL(fail);
printf("nag_lars (g02mac) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
/* Read in the problem size */
scanf("%ld%ld%*[^\n] ",&n, &m);
/* Read in the model specification */
scanf("%39s%39s%39s%ld%*[^\n] ", cmtype, cpred, cprey, &mnstep);
mtype = (Nag_LARSModelType) nag_enum_name_to_value(cmtype);
pred = (Nag_LARSPreProcess) nag_enum_name_to_value(cpred);
prey = (Nag_LARSPreProcess) nag_enum_name_to_value(cprey);
/* Using all variables */
isx = 0;
/* Optional arguments (using defaults) */
lropt = 0;
ropt = 0;
/* Allocate memory for the data */
ldd = n;
if (!(y = NAG_ALLOC(n, double)) ||
!(d = NAG_ALLOC(ldd*m, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read in the data */
for (i = 0; i < n; i++)
{
for (j = 0; j < m; j++)
{
scanf("%lf",&d[j*ldd + i]);
}
scanf("%lf",&y[i]);
}
scanf("%*[^\n] ");
/* Allocate output arrays */
ldb = m;
if (!(b = NAG_ALLOC(ldb*(mnstep+2), double)) ||
!(fitsum = NAG_ALLOC(6*(mnstep+1), double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Call nag_lars (g02mac) to fit the model */
nag_lars(mtype, pred, prey, n, m, d, ldd, isx, y, mnstep, &ip, &nstep,
b, ldb, fitsum, ropt, lropt, &fail);
if (fail.code != NE_NOERROR)
{
if (fail.code != NW_OVERFLOW_WARN && fail.code != NW_POTENTIAL_PROBLEM
&& fail.code != NW_LIMIT_REACHED)
{
printf("Error from nag_lars (g02mac).\n%s\n", fail.message);
exit_status = 11;
goto END;
}
else
{
printf("Warning from nag_lars (g02mac).\n%s\n", fail.message);
exit_status = 2;
}
}
/* Display the parameter estimates */
printf(" Step ");
for (i = 0; i < MAX(ip-2,0)*5;i++) printf(" ");
printf(" Parameter Estimate\n ");
for (i = 0; i < 5+ip*10; i++) printf("-");
printf("\n");
for (k = 0; k < nstep; k++)
{
printf(" %3ld",k + 1);
for (j = 0; j < ip; j++)
{
printf(" %9.3f",b[k*ldb + j]);
}
printf("\n");
}
printf("\n");
printf(" alpha: %9.3f\n", fitsum[6*nstep]);
printf("\n");
printf(" Step Sum RSS df Cp Ck Step Size\n ");
for (i = 0; i < 64; i++) printf("-");
printf("\n");
for (k = 0; k < nstep; k++)
{
printf(" %3ld %9.3f %9.3f %6.0f %9.3f %9.3f %9.3f\n",
k+1,fitsum[k*6],fitsum[k*6 + 1],fitsum[k*6 + 2],
fitsum[k*6 + 3],fitsum[k*6 + 4],fitsum[k*6 + 5]);
}
printf("\n");
printf(" sigma^2: %9.3f\n", fitsum[nstep*6+4]);
END:
NAG_FREE(y);
NAG_FREE(d);
NAG_FREE(b);
NAG_FREE(fitsum);
NAG_FREE(ropt);
return(exit_status);
}