void	g02jgc (void hlmm, double xrcomm[], Integer xlrcomm, Integer xicomm[], Integer xlicomm, const double yrcomm[], const Integer yicomm[], NagError fail)

The function may be called by the names: g02jgc or nag_correg_lmm_init_combine.

3 Description

Let

D_{x}

and

D_{y}

denote two sets of data, each with

m

variables and

n_{x}

and

n_{y}

observations respectively. Let

C_{x}

and

C_{y}

denote two sets of communication arrays constructed by g02jfc or g02jcc from datasets

D_{x}

and

D_{y}

respectively. Then, given

C_{x}

and

C_{y}

, g02jgc constructs a set of communication arrays,

C_{w}

, as if a dataset

D_{z}

, with

m

variables and

n_{x} + n_{y}

observations were supplied to g02jfc or g02jcc, with

D_{z}

constructed as

D_{z} = (\begin{matrix} D_{x} \\ D_{y} \end{matrix}) .

Splitting, and then recombining, the data in this manner allows for datasets with an arbitrarily large number of observations (

n

) to be analysed and the preprocessing routines, g02jfc or g02jcc, to be run in parallel.

It should be noted that, while the information in

C_{z}

, should be consistent with the information in the communication arrays obtained by supplying

D_{z}

to g02jfc or g02jcc, the ordering of that information may change. In practice, this means that whilst an analysis run using a set of communication arrays constructed using g02jgc should give similar results to an analysis run using a set of communication arrays constructed directly from g02jfc or g02jcc they will not necessarily be identical. In addition, the order of the parameter estimates,

ν

and

β

may differ.

4 References

None.

5 Arguments

1: $hlmm$ – void * Input: On entry: if the two sets of communication arrays were generated using g02jfc, then a G22 handle as generated by one of the calls to g02jfc.
If the two sets of communication arrays were generated using g02jcc, then this argument is not referenced and need not be set.
2: $xrcomm [xlrcomm]$ – double Communication Array: On entry: communication array as returned by g02jfc or g02jcc for the dataset, $D_{x}$ .

On exit: communication array for the combined dataset, $D_{W}$ .
3: $xlrcomm$ – Integer Input: On entry: the dimension of the array xrcomm. Ideally this should be large enough to hold the information for the combined dataset $D_{w}$ .

If xlicomm or xlrcomm are not large enough to hold the information for the combined dataset then $fail . code =$ NW_ARRAY_SIZE is returned and the minimum size for xicomm is returned in $xicomm [0]$ and the minimum size for xrcomm in $xicomm [1]$ . In this case xicomm and xrcomm must be reallocated to these new sizes, preserving their contents, for example by allocating two new arrays and copying the old values across, and the function called again.
4: $xicomm [xlicomm]$ – Integer Communication Array: On entry: communication array as returned by g02jfc or g02jcc for the dataset, $D_{x}$ .

On exit: communication array for the combined dataset, $D_{z}$ .
5: $xlicomm$ – Integer Input: On entry: the dimension of the array xicomm. Ideally this should be large enough to hold the information for the combined dataset $D_{w}$ .

If xlicomm or xlrcomm are not large enough to hold the information for the combined dataset then $fail . code =$ NW_ARRAY_SIZE is returned and the minimum size for xicomm is returned in $xicomm [0]$ and the minimum size for xrcomm in $xicomm [1]$ . In this case xicomm and xrcomm must be reallocated to these new sizes, preserving their contents, for example by allocating two new arrays and copying the old values across, and the function called again.
6: $yrcomm [\dim]$ – const double Communication Array: On entry: communication array as returned by g02jfc or g02jcc for the dataset, $D_{y}$ .
7: $yicomm [\dim]$ – const Integer Communication Array: On entry: communication array as returned by g02jfc or g02jcc for the dataset, $D_{y}$ .
8: $fail$ – NagError * Input/Output: The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ALLOC_FAIL: Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_ARRAY_SIZE: On entry, $xlicomm = 〈value〉$ and $xlrcomm = 〈value〉$
Constraint: $xlicomm \geq 〈value〉$ and $xlrcomm \geq 〈value〉$ .
The communication arrays must be large enough to hold the information for the combined dataset $D_{w}$ . In addition, $xlicomm < 2$ and so the minimum sizes cannot be returned.
NE_BAD_PARAM: On entry, argument $〈value〉$ had an illegal value.
NE_HANDLE: hlmm has not been initialized or is corrupt.

hlmm is not a G22 handle as generated by g02jfc.
NE_ILLEGAL_COMM: On entry, xicomm has not been initialized correctly.

On entry, yicomm has not been initialized correctly.
NE_INCOMPAT_PARAM: On entry, the information stored in xicomm and yicomm is not compatible.
Check that the same model was used when generating xicomm and yicomm.

On entry, $xlicomm = 〈value〉$ and $k = 〈value〉$ .
Constraint: xlicomm is not compatible with information stored in xicomm, was expecting $xlicomm \geq k$ .

On entry, $xlrcomm = 〈value〉$ and $k = 〈value〉$ .
Constraint: xlrcomm is not compatible with information stored in xicomm, was expecting $xlrcomm \geq k$ .
NE_INTERNAL_ERROR: An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE: Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
NW_ARRAY_SIZE: On entry, $xlicomm = 〈value〉$ and $xlrcomm = 〈value〉$
Constraint: $xlicomm \geq 〈value〉$ and $xlrcomm \geq 〈value〉$ .
The communication arrays must be large enough to hold the information for the combined dataset $D_{w}$ . The minimum size for xicomm is returned in $xicomm [0]$ and the minimum size for xrcomm in $xicomm [1]$ . The parameters xicomm and xrcomm must be reallocated to these new sizes, preserving their contents, and the function called again.

7 Accuracy

Not applicable.

8 Parallelism and Performance

g02jgc is not threaded in any implementation.

9 Further Comments

The data preprocessing routines, g02jcc and g02jfc return the quantities, fnlsv, nff, rnlsv, nrf and nvpr. These values are data dependent and therefore the values obtained when preprocessing the datasets,

D_{x}

and

D_{y}

are likely to be different to those obtained if you had preprocessed the combined dataset

D_{z}

. In order to obtain these values for

D_{z}

you can call g02zlc after the call to g02jgc. Valid values for optstr are:

FNLSV, in which case g02zlc will return fnlsv for the combined dataset $D_{z}$ .
NFF, in which case g02zlc will return nff for the combined dataset $D_{z}$ .
RNLSV, in which case g02zlc will return rnlsv for the combined dataset $D_{z}$ .
NRF, in which case g02zlc will return nrf for the combined dataset $D_{z}$ .
NVPR, in which case g02zlc will return nvpr for the combined dataset $D_{z}$ .

10 Example

This example fits a random effects model to a simulated dataset. The dataset is split into four blocks, with

10, 31

40

and

9

observations respectively. Each block is read in, processed by g02jfc and then combined using g02jgc. Once all four blocks have been processed the model is fitted using g02jhc and the results are printed.

Interfaces: FL CL AD

NAG CL Interface Introduction

G02 (Correg) Chapter Contents

G02 (Correg) Chapter Introduction

g02jg: FL CL AD

NAG CL Interfaceg02jgc (lmm_​init_​combine)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

NAG CL Interface
g02jgc (lmm_init_combine)