NAG Library Manual, Mark 27.3
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_nonpar_rank_regsn_censored (g08rbc) Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 *
 * Mark 27.3, 2021.
 */

#include <nag.h>
#include <stdio.h>

int main(void) {

  /* Scalars */
  double gamma, tol;
  Integer exit_status, i, p, j, nmax, ns, nsum;
  Integer pdx, pdprvr;
  NagError fail;
  Nag_OrderType order;

  /* Arrays */
  double *eta = 0, *parest = 0, *prvr = 0, *vapvec = 0, *x = 0;
  double *y = 0, *zin = 0;
  Integer *icen = 0, *irank = 0, *iwa = 0, *nv = 0;

#ifdef NAG_COLUMN_MAJOR
#define X(I, J) x[(J - 1) * pdx + I - 1]
#define PRVR(I, J) prvr[(J - 1) * pdprvr + I - 1]
  order = Nag_ColMajor;
#else
#define X(I, J) x[(I - 1) * pdx + J - 1]
#define PRVR(I, J) prvr[(I - 1) * pdprvr + J - 1]
  order = Nag_RowMajor;
#endif

  INIT_FAIL(fail);

  exit_status = 0;
  printf("nag_nonpar_rank_regsn_censored (g08rbc) Example Program Results\n");

  /* Skip heading in data file */
  scanf("%*[^\n] ");

  /* Read number of samples, number of parameters to be fitted, */
  /* distribution power parameter and tolerance criterion for ties. */
  scanf("%" NAG_IFMT "%" NAG_IFMT "%lf%lf%*[^\n] ", &ns, &p, &gamma, &tol);
  printf("\n");

  /* Allocate memory to nv only */
  if (!(nv = NAG_ALLOC(ns, Integer))) {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }

  printf("Number of samples =%2" NAG_IFMT "\n", ns);
  printf("Number of parameters fitted =%2" NAG_IFMT "\n", p);
  printf("Distribution power parameter =%10.5f\n", gamma);

  printf("Tolerance for ties =%10.5f\n", tol);

  printf("\n");
  /* Read the number of observations in each sample */

  for (i = 1; i <= ns; ++i)
    scanf("%" NAG_IFMT "", &nv[i - 1]);
  scanf("%*[^\n] ");

  nmax = 0;
  nsum = 0;
  for (i = 1; i <= ns; ++i) {
    nsum += nv[i - 1];
    nmax = MAX(nmax, nv[i - 1]);
  }

  /* Allocate memory */
  if (!(eta = NAG_ALLOC(nmax, double)) ||
      !(parest = NAG_ALLOC(4 * p + 1, double)) ||
      !(prvr = NAG_ALLOC(7 * 6, double)) ||
      !(vapvec = NAG_ALLOC(nmax * (nmax + 1) / 2, double)) ||
      !(x = NAG_ALLOC(nsum * p, double)) || !(y = NAG_ALLOC(nsum, double)) ||
      !(zin = NAG_ALLOC(nmax, double)) || !(icen = NAG_ALLOC(nsum, Integer)) ||
      !(irank = NAG_ALLOC(nmax, Integer)) || !(iwa = NAG_ALLOC(400, Integer))) {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }
#ifdef NAG_COLUMN_MAJOR
  pdx = nsum;
  pdprvr = p + 1;
#else
  pdx = p;
  pdprvr = p;
#endif

  /* Read in observations, design matrix and censoring variable */

  for (i = 1; i <= nsum; ++i) {
    scanf("%lf", &y[i - 1]);

    for (j = 1; j <= p; ++j) {
      scanf("%lf", &X(i, j));
    }
    scanf("%" NAG_IFMT "", &icen[i - 1]);
  }
  scanf("%*[^\n] ");

  /* nag_nonpar_rank_regsn_censored (g08rbc).
   * Regression using ranks, right-censored data
   */
  nag_nonpar_rank_regsn_censored(order, ns, nv, y, p, x, pdx, icen, gamma, nmax,
                                 tol, prvr, pdprvr, irank, zin, eta, vapvec,
                                 parest, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_nonpar_rank_regsn_censored (g08rbc).\n%s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }

  printf("Score statistic\n");

  for (i = 1; i <= p; ++i)
    printf("%9.3f\n", parest[i - 1]);
  printf("\n");

  printf("Covariance matrix of score statistic\n");
  for (j = 1; j <= p; ++j) {
    for (i = 1; i <= j; ++i)
      printf("%9.3f\n", PRVR(i, j));
    printf("\n");
  }

  printf("Parameter estimates\n");
  for (i = 1; i <= p; ++i)
    printf("%9.3f\n", parest[p + i - 1]);
  printf("\n");
  printf("Covariance matrix of parameter estimates\n");
  for (i = 1; i <= p; ++i) {
    for (j = 1; j <= i; ++j)
      printf("%9.3f\n", PRVR(i + 1, j));
    printf("\n");
  }

  printf("Chi-squared statistic =%9.3f with%2" NAG_IFMT " d.f.\n",
         parest[p * 2], p);
  printf("\n");

  printf("Standard errors of estimates and\n");
  printf("approximate z-statistics\n");

  for (i = 1; i <= p; ++i)
    printf("%9.3f%14.3f\n", parest[2 * p + 1 + i - 1],
           parest[p * 3 + 1 + i - 1]);
END:
  NAG_FREE(eta);
  NAG_FREE(parest);
  NAG_FREE(prvr);
  NAG_FREE(vapvec);
  NAG_FREE(x);
  NAG_FREE(y);
  NAG_FREE(zin);
  NAG_FREE(icen);
  NAG_FREE(irank);
  NAG_FREE(iwa);
  NAG_FREE(nv);

  return exit_status;
}