/* nag_correg_linregm_fit_onestep (g02eec) Example Program.
*
* Copyright 2023 Numerical Algorithms Group.
*
* Mark 29.3, 2023.
*/
#include <nag.h>
#include <stdio.h>
#include <string.h>
int main(void) {
/* Scalars */
double chrss, f, fin, rss;
Integer exit_status, i, idf, ifr, istep, j, m, maxip, n, nterm, pdq, pdx;
/* Arrays */
char nag_enum_arg[40];
char *newvar = 0;
double *exss = 0, *p = 0, *q = 0, *wt = 0, *x = 0, *y = 0;
double *wtptr = 0;
Integer *sx = 0;
char **free_vars = 0, **model = 0;
const char *vname[] = {"DAY", "BOD", "TKN", "TS", "TVS", "COD"};
/* NAG Types */
Nag_OrderType order;
Nag_IncludeMean mean;
Nag_Boolean addvar = Nag_FALSE, weight;
NagError fail;
#ifdef NAG_COLUMN_MAJOR
#define X(I, J) x[(J - 1) * pdx + I - 1]
order = Nag_ColMajor;
#else
#define X(I, J) x[(I - 1) * pdx + J - 1]
order = Nag_RowMajor;
#endif
INIT_FAIL(fail);
exit_status = 0;
printf("nag_correg_linregm_fit_onestep (g02eec) 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
*/
mean = (Nag_IncludeMean)nag_enum_name_to_value(nag_enum_arg);
scanf(" %39s", nag_enum_arg);
weight = (Nag_Boolean)nag_enum_name_to_value(nag_enum_arg);
maxip = m;
/* Allocate memory */
if (!(exss = NAG_ALLOC(maxip, double)) ||
!(p = NAG_ALLOC(maxip + 1, double)) ||
!(q = NAG_ALLOC(n * (maxip + 2), double)) ||
!(wt = NAG_ALLOC(n, double)) || !(x = NAG_ALLOC(n * m, double)) ||
!(y = NAG_ALLOC(n, double)) || !(sx = NAG_ALLOC(m, Integer)) ||
!(free_vars = NAG_ALLOC(maxip, char *)) ||
!(model = NAG_ALLOC(maxip, char *))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
#ifdef NAG_COLUMN_MAJOR
pdx = n;
pdq = n;
#else
pdx = m;
pdq = maxip + 2;
#endif
if (weight) {
for (i = 1; i <= n; ++i) {
for (j = 1; j <= m; ++j)
scanf("%lf", &X(i, j));
scanf("%lf%lf%*[^\n]", &y[i - 1], &wt[i - 1]);
wtptr = wt;
}
} else {
for (i = 1; i <= n; ++i) {
for (j = 1; j <= m; ++j)
scanf("%lf", &X(i, j));
scanf("%lf%*[^\n] ", &y[i - 1]);
}
}
for (j = 0; j < m; ++j)
scanf("%" NAG_IFMT "", &sx[j]);
scanf("%*[^\n]");
scanf("%lf%*[^\n]", &fin);
printf("\n");
istep = 0;
for (i = 1; i <= m; ++i) {
/* nag_correg_linregm_fit_onestep (g02eec).
* Fits a linear regression model by forward selection
*/
nag_correg_linregm_fit_onestep(
order, &istep, mean, n, m, x, pdx, vname, sx, maxip, y, wtptr, fin,
&addvar, (const char **)&newvar, &chrss, &f, (const char **)model,
&nterm, &rss, &idf, &ifr, (const char **)free_vars, exss, q, pdq, p,
&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_correg_linregm_fit_onestep (g02eec).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("Step %" NAG_IFMT "\n", istep);
if (!addvar) {
printf("No further variables added maximum F =%7.2f\n", f);
printf("Free variables: ");
for (j = 1; j <= ifr; ++j)
printf("%3.3s %s", free_vars[j - 1],
j % 6 == 0 || j == ifr ? "\n" : " ");
printf("\nChange in residual sums of squares for free variables:\n");
printf(" ");
for (j = 1; j <= ifr; ++j) {
printf("%9.4f", exss[j - 1]);
printf("%s", j % 6 == 0 || j == ifr ? "\n" : " ");
}
goto END;
} else {
printf("Added variable is %3s\n", newvar);
printf("Change in residual sum of squares =%13.4e\n", chrss);
printf("F Statistic = %7.2f\n\n", f);
printf("Variables in model: ");
for (j = 1; j <= nterm; ++j)
printf("%3s %s", model[j - 1], j % 6 == 0 || j == nterm ? "\n" : " ");
printf("Residual sum of squares = %13.4e\n", rss);
printf("Degrees of freedom = %" NAG_IFMT "\n\n", idf);
if (ifr == 0) {
printf("No free variables remaining\n");
goto END;
}
printf("%s%6s", "Free variables: ", "");
for (j = 1; j <= ifr; ++j) {
printf("%3.3s ", free_vars[j - 1]);
printf(j % 6 == 0 || j == ifr ? "\n" : " ");
}
printf("Change in residual sums of squares for free variables:\n");
printf(" ");
for (j = 1; j <= ifr; ++j)
printf("%9.4f%s", exss[j - 1], j % 6 == 0 || j == ifr ? "\n" : " ");
printf("\n");
}
}
END:
NAG_FREE(model);
NAG_FREE(free_vars);
NAG_FREE(exss);
NAG_FREE(p);
NAG_FREE(q);
NAG_FREE(wt);
NAG_FREE(x);
NAG_FREE(y);
NAG_FREE(sx);
return exit_status;
}