/* nag_correg_glm_constrain (g02gkc) Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
*
* Mark 28.3, 2022.
*
*/
#include <nag.h>
#include <stdio.h>
#define X(I, J) x[(I)*tdx + J]
#define C(I, J) c[(I)*tdc + J]
int main(void) {
Integer exit_status = 0, i, ip, j, m, max_iter, n, nclin, print_iter, rank;
Integer *sx = 0, tdc, tdv, tdx;
NagError fail;
double dev, df, eps, ex_power;
double *b = 0, *c = 0, *cov = 0, *se = 0, tol, *v = 0, *wtptr;
double *x = 0, *y = 0;
INIT_FAIL(fail);
printf("nag_correg_glm_constrain (g02gkc) Example Program Results\n\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)) ||
!(cov = NAG_ALLOC(ip * (ip + 1) / 2, double)) ||
!(se = NAG_ALLOC(ip, double)) || !(v = NAG_ALLOC(n * (ip + 6), 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);
/* Input constraints */
nclin = ip - rank;
if (!(c = NAG_ALLOC(ip * nclin, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdc = nclin;
for (i = 0; i < ip; ++i)
for (j = 0; j < nclin; ++j)
scanf("%lf", &C(i, j));
/* nag_correg_glm_constrain (g02gkc).
* Estimates and standard errors of parameters of a general
* linear model for given constraints
*/
nag_correg_glm_constrain(ip, nclin, v, tdv, c, tdc, b, 1.0e0, se, cov,
&fail);
if (fail.code == NE_NOERROR) {
printf(" Estimate Standard error\n\n");
for (i = 0; i < ip; i++)
printf(" %14.4f%14.4f\n", b[i], se[i]);
printf("\n");
} else {
printf("Error from nag_correg_glm_constrain (g02gkc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
} 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(c);
NAG_FREE(b);
NAG_FREE(cov);
NAG_FREE(se);
NAG_FREE(v);
return exit_status;
}