/* nag_correg_glm_estfunc (g02gnc) Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
*
* Mark 27.2, 2021.
*
*/
#include <nag.h>
#include <stdio.h>
#define X(I, J) x[(I)*tdx + J]
int main(void) {
Nag_Boolean est;
Integer exit_status = 0, i, ip, j, m, max_iter, n, nestfn, print_iter, rank;
Integer *sx = 0, tdv, tdx;
NagError fail;
double dev, df, eps, ex_power, sestat, stat, tol, z;
double *b = 0, *cov = 0, *f = 0, *se = 0, *v = 0, *wtptr, *x = 0;
double *y = 0;
INIT_FAIL(fail);
printf("nag_correg_glm_estfunc (g02gnc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%" NAG_IFMT " %" NAG_IFMT " %" NAG_IFMT "", &n, &m, &print_iter);
if (n >= 2 && m >= 1) {
if (!(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;
}
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("%" NAG_IFMT "", &sx[j]);
scanf("%" NAG_IFMT "", &ip);
if (!(b = NAG_ALLOC(ip, double)) || !(f = NAG_ALLOC(ip, double)) ||
!(v = NAG_ALLOC(n * (ip + 6), double)) ||
!(cov = NAG_ALLOC(ip * (ip + 1) / 2, double)) ||
!(se = NAG_ALLOC(ip, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdv = ip + 6;
/* Set control parameters */
max_iter = 10;
tol = 5e-5;
eps = 1e-6;
ex_power = 0.0;
/* Fit Log-linear model using nag_correg_glm_poisson (g02gcc) */
/* nag_correg_glm_poisson (g02gcc).
* Fits a generalized linear model with Poisson errors
*/
nag_correg_glm_poisson(Nag_Log, Nag_MeanInclude, n, x, tdx, m, sx, ip, y,
wtptr, (double *)0, ex_power, &dev, &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) {
printf("\nDeviance = %13.4e\n", dev);
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");
scanf("%" NAG_IFMT "", &nestfn);
for (i = 1; i <= nestfn; ++i) {
for (j = 0; j < ip; ++j)
scanf("%lf", &f[j]);
/* nag_correg_glm_estfunc (g02gnc).
* Estimable function and the standard error of a
* generalized linear model
*/
nag_correg_glm_estfunc(ip, rank, b, cov, v, tdv, f, &est, &stat, &sestat,
&z, tol, &fail);
if (fail.code != NE_NOERROR && fail.code != NE_RANK_EQ_IP) {
printf("Error from nag_correg_glm_estfunc (g02gnc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\n");
printf("Function %" NAG_IFMT "\n\n", i);
for (j = 0; j < ip; ++j)
printf("%8.2f%c", f[j], (j % 5 == 4 || j == ip - 1) ? '\n' : ' ');
printf("\n");
if (est)
printf("stat = %10.4f sestat = %10.4f z = %10.4f\n", stat, sestat,
z);
else
printf("Function not estimable\n");
}
} else {
printf("Error from nag_correg_glm_poisson (g02gcc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
END:
NAG_FREE(x);
NAG_FREE(y);
NAG_FREE(sx);
NAG_FREE(b);
NAG_FREE(f);
NAG_FREE(v);
NAG_FREE(cov);
NAG_FREE(se);
return exit_status;
}