NAG Library Manual, Mark 28.7
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_correg_linregm_rssq_stat (g02ecc) Example Program.
 *
 * Copyright 2022 Numerical Algorithms Group.
 *
 * Mark 28.7, 2022.
 */

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

int main(void) {

  /* Scalars */
  double sigsq, tss;
  Integer exit_status, num_models, i, ii, j, m, n, nmod, pdx;
  NagError fail;
  Nag_OrderType order;

  /* Arrays */
  char **model = 0;
  double *cp = 0, *rsq = 0, *rss = 0, *wtptr = 0, *x = 0, *y = 0;
  Integer *sx = 0, *mrank = 0, *nterms = 0;
  const char *var_names[] = {"DAY", "BOD", "TKN", "TS", "TVS", "COD"};

  /* For iteration over model */
  Integer model_index = 0;

#ifdef NAG_COLUMN_MAJOR
#define X(I, J) x[(J - 1) * pdx + I - 1]
#else
#define X(I, J) x[(I - 1) * pdx + J - 1]
#endif

  INIT_FAIL(fail);

  exit_status = 0;
  printf("nag_correg_linregm_rssq_stat (g02ecc) Example Program Results\n");

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

  /* Allocate memory */
  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;
  }

#ifdef NAG_COLUMN_MAJOR
  pdx = n;
  order = Nag_ColMajor;
#else
  pdx = m;
  order = Nag_RowMajor;
#endif

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

  num_models = 1;
  for (j = 1; j <= m; ++j) {
    scanf("%" NAG_IFMT "", &sx[j - 1]);
    if (sx[j - 1] == 1)
      num_models <<= 1;
  }
  scanf("%*[^\n] ");

  /* Allocate memory */
  if (!(model = NAG_ALLOC(num_models * m, char *)) ||
      !(cp = NAG_ALLOC(num_models, double)) ||
      !(rsq = NAG_ALLOC(num_models, double)) ||
      !(rss = NAG_ALLOC(num_models, double)) ||
      !(mrank = NAG_ALLOC(num_models, Integer)) ||
      !(nterms = NAG_ALLOC(num_models, Integer))) {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }

  /* nag_correg_linregm_rssq (g02eac).
   * Computes residual sums of squares for all possible linear
   * regressions for a set of independent variables
   */
  nag_correg_linregm_rssq(order, Nag_MeanInclude, n, m, x, pdx, var_names, sx,
                          y, wtptr, &nmod, (const char **)model, rss, nterms,
                          mrank, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_correg_linregm_rssq (g02eac).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }

  tss = rss[0];
  sigsq = rss[nmod - 1] / (n - nterms[nmod - 1] - 1);
  /* nag_correg_linregm_rssq_stat (g02ecc).
   * Calculates R^2 and C_P values from residual sums of
   * squares
   */
  nag_correg_linregm_rssq_stat(Nag_MeanInclude, n, sigsq, tss, nmod, nterms,
                               rss, rsq, cp, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_correg_linregm_rssq_stat (g02ecc).\n%s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }

  printf("\n");
  printf("Number of     CP      RSQ         MODEL\n");
  printf("parameters\n");
  for (i = 1; i <= nmod; ++i) {
    ii = nterms[i - 1];
    printf(" %7" NAG_IFMT "%11.2f%8.4f  ", ii, cp[i - 1], rsq[i - 1]);
    for (j = 1; j <= ii; ++j)
      printf("%-3.3s %s", model[model_index++],
             j % 5 == 0 || j == 5 ? "\n" : " ");
    printf("\n");
  }
END:
  NAG_FREE(model);
  NAG_FREE(cp);
  NAG_FREE(rsq);
  NAG_FREE(rss);
  NAG_FREE(x);
  NAG_FREE(y);
  NAG_FREE(sx);
  NAG_FREE(mrank);
  NAG_FREE(nterms);

  return exit_status;
}