/* nag_correg_linregm_fit_newvar (g02dgc) Example Program.
 *
 * Copyright 2019 Numerical Algorithms Group.
 *
 * Mark 27.0, 2019.
 */

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

#define XM(I, J) xm[(I) *tdxm + J]

int main(void)
{
  Nag_Boolean svd;
  Integer exit_status = 0, i, ip, j, m, n, rank, *sx = 0, tdq, tdxm;
  NagError fail;
  Nag_IncludeMean mean;
  Nag_Boolean weight;
  char nag_enum_arg[40];
  double df, rss, tol;
  double *b = 0, *com_ar = 0, *cov = 0, *h = 0, *newy = 0, *p = 0;
  double *q = 0, *res = 0, *se = 0, *wt = 0, *wtptr, *xm = 0, *y = 0;

  INIT_FAIL(fail);

  printf("nag_correg_linregm_fit_newvar (g02dgc) 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%*[^\n] ", nag_enum_arg);
  mean = (Nag_IncludeMean) nag_enum_name_to_value(nag_enum_arg);
  if (n >= 2 && m >= 1) {
    if (!(h = NAG_ALLOC(n, double)) ||
        !(newy = 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 (weight) {
    wtptr = wt;
    for (i = 0; i < n; i++) {
      for (j = 0; j < m; j++)
        scanf("%lf", &XM(i, j));
      scanf("%lf%lf%lf", &y[i], &wt[i], &newy[i]);
    }
  }
  else {
    wtptr = (double *) 0;
    for (i = 0; i < n; i++) {
      for (j = 0; j < m; j++)
        scanf("%lf", &XM(i, j));
      scanf("%lf%lf", &y[i], &newy[i]);
    }
  }
  for (j = 0; j < m; j++)
    scanf("%" NAG_IFMT "", &sx[j]);
  scanf("%" NAG_IFMT "", &ip);

  if (!(b = NAG_ALLOC(ip, double)) ||
      !(cov = NAG_ALLOC(ip * (ip + 1) / 2, double)) ||
      !(p = NAG_ALLOC(ip * (ip + 2), double)) ||
      !(q = NAG_ALLOC(n * (ip + 1), double)) ||
      !(se = NAG_ALLOC(ip, double)) ||
      !(com_ar = NAG_ALLOC(ip + ip * ip, double)))
  {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }
  tdq = ip + 1;

  /* Set tolerance */
  tol = 0.00001e0;
  /* Fit initial model using nag_correg_linregm_fit (g02dac) */
  /* nag_correg_linregm_fit (g02dac).
   * Fits a general (multiple) linear regression model
   */
  nag_correg_linregm_fit(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_correg_linregm_fit (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\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");

  /* nag_correg_linregm_fit_newvar (g02dgc).
   * Fits a general linear regression model to new dependent
   * variable
   */
  nag_correg_linregm_fit_newvar(n, wtptr, &rss, ip, rank, cov, q, tdq, svd, p,
                                newy, b, se, res, com_ar, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_correg_linregm_fit_newvar (g02dgc).\n%s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }

  printf("\n");
  printf("Results for second y-variable using "
         "nag_correg_linregm_fit_newvar (g02dgc)\n\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");

END:
  NAG_FREE(h);
  NAG_FREE(newy);
  NAG_FREE(res);
  NAG_FREE(wt);
  NAG_FREE(xm);
  NAG_FREE(y);
  NAG_FREE(sx);
  NAG_FREE(b);
  NAG_FREE(cov);
  NAG_FREE(p);
  NAG_FREE(q);
  NAG_FREE(se);
  NAG_FREE(com_ar);

  return exit_status;
}