/* nag_mv_fac_score (g03ccc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 5, 1998.
* Mark 8 revised, 2004.
*
*/
#include <nag.h>
#include <stdio.h>
#include <string.h>
#include <nag_stdlib.h>
#include <nage04.h>
#include <nagg03.h>
#include <math.h>
#define FL(I, J) fl[(I) *tdfl + J]
#define FS(I, J) fs[(I) *tdfs + J]
#define R(I, J) r[(I) *tdr + J]
#define X(I, J) x[(I) *tdx + J]
int main(void)
{
Integer exit_status = 0, i, *isx = 0, j, m, n, nfac, nvar, tdfl,
tdfs, tdr;
Integer tdx;
NagError fail;
Nag_E04_Opt options;
Nag_FacMat matrix;
Nag_FacScoreMethod method;
Nag_Boolean weight;
char nag_enum_arg[40];
double *com = 0, *e = 0, eps, *fl = 0, *fs = 0, *psi = 0, *r = 0;
double *stat = 0, *wt = 0, *wtptr = 0, *x = 0;
INIT_FAIL(fail);
printf("nag_mv_fac_score (g03ccc) Example Program Results\n\n");
/* Skip headings in data file */
scanf("%*[^\n]");
scanf("%39s", nag_enum_arg);
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
matrix = (Nag_FacMat) 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", &n);
scanf("%ld", &m);
scanf("%ld", &nvar);
scanf("%ld", &nfac);
if (nvar >= 2 && m >= nvar && n > nvar && nvar >= nfac)
{
if (!(com = NAG_ALLOC(nvar, double)) ||
!(e = NAG_ALLOC(nvar, double)) ||
!(fl = NAG_ALLOC(nvar*nfac, double)) ||
!(fs = NAG_ALLOC(nvar*nfac, double)) ||
!(psi = NAG_ALLOC(nvar, double)) ||
!(r = NAG_ALLOC(m*m, double)) ||
!(stat = NAG_ALLOC(4, double)) ||
!(wt = NAG_ALLOC(n, double)) ||
!(x = NAG_ALLOC((matrix == Nag_MatCorr_Covar?m:n)*m, double)) ||
!(isx = NAG_ALLOC(m, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdfl = nfac;
tdfs = nfac;
tdr = m;
tdx = m;
}
else
{
printf("Invalid nvar or m or n.\n");
exit_status = 1;
return exit_status;
}
if (matrix == Nag_MatCorr_Covar)
{
for (i = 0; i < m; ++i)
{
for (j = 0; j < m; ++j)
scanf("%lf", &X(i, j));
}
}
else
{
if (weight)
{
for (i = 0; i < n; ++i)
{
for (j = 0; j < m; ++j)
scanf("%lf", &X(i, j));
scanf("%lf", &wt[i]);
}
wtptr = wt;
}
else
{
for (i = 0; i < n; ++i)
{
for (j = 0; j < m; ++j)
scanf("%lf", &X(i, j));
}
}
}
for (j = 0; j < m; ++j)
scanf("%ld", &isx[j]);
/* nag_opt_init (e04xxc).
* Initialization function for option setting
*/
nag_opt_init(&options);
options.max_iter = 500;
options.optim_tol = 1e-3;
eps = 1e-5;
/* nag_mv_factor (g03cac).
* Maximum likelihood estimates of parameters
*/
fflush(stdout);
nag_mv_factor(matrix, n, m, x, tdx, nvar, isx, nfac, wtptr, e,
stat, com, psi, r, fl, tdfl, &options, eps, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_mv_factor (g03cac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
printf("\nLoadings, Communalities and PSI\n\n");
for (i = 0; i < nvar; ++i)
{
for (j = 0; j < nfac; ++j)
printf(" %8.3f", FL(i, j));
printf("%8.3f%8.3f\n", com[i], psi[i]);
}
scanf("%39s", nag_enum_arg);
method = (Nag_FacScoreMethod) nag_enum_name_to_value(nag_enum_arg);
/* nag_mv_fac_score (g03ccc).
* Factor score coefficients, following nag_mv_factor
* (g03cac)
*/
nag_mv_fac_score(method, Nag_FacNoRotate, nvar, nfac, fl, tdfl, psi, e,
r, tdr, fs, tdfs, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_mv_fac_score (g03ccc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\nFactor score coefficients\n\n");
for (i = 0; i < nvar; ++i)
{
for (j = 0; j < nfac; ++j)
printf(" %8.3f", FS(i, j));
printf("\n");
}
END:
NAG_FREE(com);
NAG_FREE(e);
NAG_FREE(fl);
NAG_FREE(fs);
NAG_FREE(psi);
NAG_FREE(r);
NAG_FREE(stat);
NAG_FREE(wt);
NAG_FREE(x);
NAG_FREE(isx);
return exit_status;
}