/* nag_correg_linregm_var_del (g02dfc) Example Program.
*
* Copyright 2023 Numerical Algorithms Group.
*
* Mark 29.1, 2023.
*/
#include <nag.h>
#include <stdio.h>
#define X(I, J) x[(I)*tdx + J]
int main(void) {
Integer exit_status = 0, i, indx, ip, ipmax, j, m, n, rank, *sx = 0, tdq, tdx;
char nag_enum_arg[40];
double *b = 0, *com_ar = 0, *cov = 0, df, *h = 0, *p = 0, *q = 0;
double *res = 0, rss, *se = 0, tol, *wt = 0, *wtptr, *x = 0, *y = 0;
Nag_Boolean svd, weight;
Nag_IncludeMean mean;
NagError fail;
INIT_FAIL(fail);
printf("nag_correg_linregm_var_del (g02dfc) 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", nag_enum_arg);
mean = (Nag_IncludeMean)nag_enum_name_to_value(nag_enum_arg);
ipmax = m + 1;
if (n >= 1 && m >= 1) {
if (!(h = NAG_ALLOC(n, double)) || !(res = NAG_ALLOC(n, double)) ||
!(wt = NAG_ALLOC(n, double)) || !(x = NAG_ALLOC((n) * (m), double)) ||
!(y = NAG_ALLOC(n, double)) || !(sx = NAG_ALLOC(m, Integer)) ||
!(b = NAG_ALLOC(ipmax, double)) ||
!(cov = NAG_ALLOC(ipmax * (ipmax + 1) / 2, double)) ||
!(p = NAG_ALLOC(ipmax * (ipmax + 2), double)) ||
!(q = NAG_ALLOC((n) * (ipmax + 1), double)) ||
!(se = NAG_ALLOC(ipmax, double)) ||
!(com_ar = NAG_ALLOC(ipmax + ipmax * ipmax, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdx = m;
tdq = ipmax + 1;
} else {
printf("Invalid n or m.\n");
exit_status = 1;
return exit_status;
}
if (weight)
wtptr = wt;
else
wtptr = (double *)0;
if (wtptr) {
for (i = 0; i < n; ++i) {
for (j = 0; j < m; ++j)
scanf("%lf", &X(i, j));
scanf("%lf%lf", &y[i], &wt[i]);
}
} else {
for (i = 0; i < n; ++i) {
for (j = 0; j < m; ++j)
scanf("%lf", &X(i, j));
scanf("%lf", &y[i]);
}
}
for (i = 0; i < m; ++i)
sx[i] = 1;
ip = m;
if (mean == Nag_MeanInclude)
ip += 1;
/* Set tolerance */
tol = 0.00001e0;
/* nag_correg_linregm_fit (g02dac).
* Fits a general (multiple) linear regression model
*/
nag_correg_linregm_fit(mean, n, x, tdx, 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 full model\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);
while (scanf("%" NAG_IFMT "", &indx) != EOF)
{
if (indx != 0) {
/* nag_correg_linregm_var_del (g02dfc).
* Delete an independent variable from a general linear
* regression model
*/
nag_correg_linregm_var_del(ip, q, tdq, indx, &rss, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_correg_linregm_var_del (g02dfc)."
"\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
ip = ip - 1;
if (ip == 0)
printf("No terms left in model\n");
else {
printf("Variable %4" NAG_IFMT " dropped\n", indx);
/* nag_correg_linregm_update (g02ddc).
* Estimates of regression parameters from an updated model
*/
nag_correg_linregm_update(n, ip, q, tdq, &rss, &df, b, se, cov, &svd,
&rank, p, tol, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_correg_linregm_update "
"(g02ddc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("Residual sum of squares = %13.4e\n", rss);
printf("Degrees of freedom = %3.1f\n\n", df);
printf("Parameter estimate Standard error\n\n");
for (j = 0; j < ip; j++)
printf("%15.4e%15.4e\n", b[j], se[j]);
}
}
}
END:
NAG_FREE(h);
NAG_FREE(res);
NAG_FREE(wt);
NAG_FREE(x);
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;
}