/* nag_regsn_mult_linear_addrem_obs (g02dcc) Example Program.
*
* NAGPRODCODE Version.
*
* Copyright 2016 Numerical Algorithms Group.
*
* Mark 26, 2016.
*/
#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nagg02.h>
#define XM(I, J) xm[(I) *tdxm + J]
int main(void)
{
Integer exit_status = 0, i, ip, j, m, n, rank, *sx = 0, tdq, tdxm;
double *b = 0, *com_ar = 0, *cov = 0, df, *h = 0, *p = 0, *q = 0;
double *res = 0, rss, *se = 0, tol, *wt = 0, *wtptr, *xm = 0;
double *y = 0;
char nag_enum_arg[40];
Nag_Boolean svd, weight;
Nag_IncludeMean mean;
Nag_UpdateObserv update;
NagError fail;
INIT_FAIL(fail);
printf("nag_regsn_mult_linear_addrem_obs (g02dcc) Example Program "
"Results\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%" NAG_IFMT " %" NAG_IFMT "", &n, &m);
scanf(" %39s", nag_enum_arg);
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
weight = (Nag_Boolean) nag_enum_name_to_value(nag_enum_arg);
scanf(" %39s", nag_enum_arg);
mean = (Nag_IncludeMean) nag_enum_name_to_value(nag_enum_arg);
if (weight)
wtptr = wt;
else
wtptr = (double *) 0;
if (n >= 2 && m >= 1) {
if (!(b = NAG_ALLOC(m, double)) ||
!(h = NAG_ALLOC(n, double)) ||
!(res = NAG_ALLOC(n, double)) ||
!(wt = NAG_ALLOC(n, double)) ||
!(xm = NAG_ALLOC(n * m, double)) ||
!(y = NAG_ALLOC(n, double)) || !(sx = NAG_ALLOC(m, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdxm = m;
}
else {
printf("Invalid n or m.\n");
exit_status = 1;
return exit_status;
}
if (wtptr) {
for (i = 0; i < n; i++) {
for (j = 0; j < m; j++)
scanf("%lf", &XM(i, j));
scanf("%lf%lf", &y[i], &wt[i]);
}
}
else {
for (i = 0; i < n; i++) {
for (j = 0; j < m; j++)
scanf("%lf", &XM(i, j));
scanf("%lf", &y[i]);
}
}
for (j = 0; j < m; ++j)
scanf("%" NAG_IFMT "", &sx[j]);
scanf("%" NAG_IFMT "", &ip);
if (!(cov = NAG_ALLOC(ip * (ip + 1) / 2, double)) ||
!(p = NAG_ALLOC(ip * (ip + 2), double)) ||
!(q = NAG_ALLOC((n) * (ip + 1), double)) ||
!(com_ar = NAG_ALLOC(5 * (ip - 1) + ip * ip, double)) ||
!(se = NAG_ALLOC(ip, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdq = ip + 1;
/* Set tolerance */
tol = 0.00001e0;
/* Fit initial model using nag_regsn_mult_linear (g02dac) */
/* nag_regsn_mult_linear (g02dac).
* Fits a general (multiple) linear regression model
*/
nag_regsn_mult_linear(mean, n, xm, tdxm, m, sx, ip, y, wtptr, &rss,
&df, b, se, cov, res, h, q, tdq, &svd, &rank,
p, tol, com_ar, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_regsn_mult_linear (g02dac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
printf("Results from g02dac\n\n");
if (svd)
printf("Model not of full rank\n");
printf("Residual sum of squares = %13.4e\n", rss);
printf("Degrees of freedom = %3.1f\n\n", df);
printf("Variable Parameter estimate Standard error\n\n");
for (j = 0; j < ip; j++)
printf("%6" NAG_IFMT "%20.4e%20.4e\n", j + 1, b[j], se[j]);
printf("\n");
update = Nag_ObservDel;
/* nag_regsn_mult_linear_addrem_obs (g02dcc).
* Add/delete an observation to/from a general linear
* regression model
*/
nag_regsn_mult_linear_addrem_obs(update, mean, m, sx, q, tdq, ip,
xm, n, tdxm, n, y[11], wtptr, &rss, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_regsn_mult_linear_addrem_obs (g02dcc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("Results from dropping an observation using\n"
"nag_regsn_mult_linear_addrem_obs (g02dcc)\n");
n = n - 1;
/* nag_regsn_mult_linear_upd_model (g02ddc).
* Estimates of regression parameters from an updated model
*/
nag_regsn_mult_linear_upd_model(n, ip, q, tdq, &rss, &df, b, se, cov,
&svd, &rank, p, tol, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_regsn_mult_linear_upd_model (g02ddc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("Residual sum of squares = %13.4e\n", rss);
printf("Degrees of freedom = %3.1f\n\n", df);
printf("Variable Parameter estimate Standard error\n\n");
for (j = 0; j < ip; j++)
printf("%6" NAG_IFMT "%20.4e%20.4e\n", j + 1, b[j], se[j]);
END:
NAG_FREE(b);
NAG_FREE(h);
NAG_FREE(res);
NAG_FREE(wt);
NAG_FREE(xm);
NAG_FREE(y);
NAG_FREE(sx);
NAG_FREE(cov);
NAG_FREE(p);
NAG_FREE(q);
NAG_FREE(com_ar);
NAG_FREE(se);
return exit_status;
}