/* nag_correg_lmm_init (g02jfc) Example Program.
*
* Copyright 2023 Numerical Algorithms Group.
*
* Mark 29.0, 2023.
*/
/* Pre-processor includes */
#include <math.h>
#include <nag.h>
#include <stdio.h>
#include <string.h>
char *read_line(char formula[], Integer nchar);
#define DAT(I, J) dat[(J)*pddat + (I)]
#define MAX_FORMULA_LEN 200
#define MAX_VNAME_LEN 200
#define MAX_PLAB_LEN 200
int main(void) {
/* Integer scalar and array declarations */
Integer exit_status = 0;
Integer licomm, lrcomm, lb, pdcxx, pdcxz, pdczz, pddat, effn, i, j, nobs,
nvar, ncov, nff, rnlsv, fnlsv, nrndm, nrf, nvpr, rnkx, nzz, nxx, ip,
lvinfo, lisx, lenlab, sddat, lvnames;
Integer *icomm = 0, *levels = 0, *isx = 0, *vinfo = 0;
/* Nag Types */
NagError fail;
Nag_IncludeIntercept intcpt;
/* Double scalar and array declarations */
double lnlike;
double *b = 0, *cxx = 0, *cxz = 0, *czz = 0, *dat = 0, *gamma = 0, *rcomm = 0,
*se = 0, *wt = 0, *y = 0;
/* Character scalar and array declarations */
char weight;
char formula[MAX_FORMULA_LEN];
char **vnames = 0, **xplab = 0, **zplab = 0, **vplab = 0;
/* Void pointers */
void *hddesc = 0, *hfixed = 0, *hlmm = 0;
void **hrndm = 0;
/* Initialize the error structure */
INIT_FAIL(fail);
printf("nag_correg_lmm_init (g02jfc) Example Program Results\n\n");
/* Skip headings in data file */
scanf("%*[^\n] ");
/* Read in the initial arguments */
scanf("%c%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &weight, &nobs,
&nvar, &lvnames);
/* Read in number of levels and names for the variables */
if (!(levels = NAG_ALLOC(nvar, Integer)) ||
!(vnames = NAG_ALLOC(lvnames, char *))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 0; i < lvnames; i++) {
if (!(vnames[i] = NAG_ALLOC(MAX_VNAME_LEN, char))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
for (i = 0; i < nvar; i++)
scanf("%" NAG_IFMT "", &levels[i]);
scanf("%*[^\n] ");
if (lvnames > 0) {
for (i = 0; i < lvnames; i++)
scanf("%50s", vnames[i]);
scanf("%*[^\n] ");
}
/* Call nag_blgm_lm_describe_data (g22ybc) to get a description of */
/* the data matrix */
nag_blgm_lm_describe_data(&hddesc, nobs, nvar, levels, lvnames, vnames,
&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_blgm_lm_describe_data (g22ybc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* Read in the data matrix and response variable */
pddat = nobs;
sddat = nvar;
if (weight == 'W' || weight == 'w') {
if (!(wt = NAG_ALLOC(nobs, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
if (!(dat = NAG_ALLOC(pddat * sddat, double)) ||
!(y = NAG_ALLOC(nobs, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 0; i < nobs; i++) {
for (j = 0; j < nvar; j++) {
scanf("%lf", &DAT(i, j));
}
scanf("%lf", &y[i]);
if (wt) {
scanf("%lf", &wt[i]);
}
}
scanf("%*[^\n] ");
/* Read in the formula for the fixed part of the model, remove comments */
/* and call nag_blgm_lm_formula (g22yac) to parse it */
read_line(formula, MAX_FORMULA_LEN);
nag_blgm_lm_formula(&hfixed, formula, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_blgm_lm_formula (g22yac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Read in the number of random statements */
scanf("%" NAG_IFMT "%*[^\n] ", &nrndm);
if (!(hrndm = NAG_ALLOC(nrndm, void *))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 0; i < nrndm; i++)
hrndm[i] = NULL;
/* Read in the formula for the random parts of the model, remove comments */
/* and call nag_blgm_lm_formula (g22yac) to parse them */
for (i = 0; i < nrndm; i++) {
read_line(formula, MAX_FORMULA_LEN);
nag_blgm_lm_formula(&hrndm[i], formula, &fail);
}
/* Get the size of the communication arrays and allocate them */
licomm = 2;
lrcomm = 0;
if (!(icomm = NAG_ALLOC(licomm, Integer)) ||
!(rcomm = NAG_ALLOC(lrcomm, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
nag_correg_lmm_init(&hlmm, hddesc, hfixed, nrndm, hrndm, nobs, y, wt, dat,
pddat, sddat, &fnlsv, &nff, &rnlsv, &nrf, &nvpr, rcomm,
lrcomm, icomm, licomm, &fail);
if (fail.code != NW_ARRAY_SIZE) {
printf("Error from nag_correg_lmm_init (g02jfc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
licomm = icomm[0];
lrcomm = icomm[1];
NAG_FREE(icomm);
NAG_FREE(rcomm);
if (!(icomm = NAG_ALLOC(licomm, Integer)) ||
!(rcomm = NAG_ALLOC(lrcomm, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Pre-process the data using nag_correg_lmm_init (g02jfc) */
nag_correg_lmm_init(&hlmm, hddesc, hfixed, nrndm, hrndm, nobs, y, wt, dat,
pddat, sddat, &fnlsv, &nff, &rnlsv, &nrf, &nvpr, rcomm,
lrcomm, icomm, licomm, &fail);
if (fail.code != NE_NOERROR) {
if (fail.code == NW_POTENTIAL_PROBLEM) {
printf("Warning from nag_correg_lmm_init (g02jfc).\n%s\n", fail.message);
} else {
printf("Error from nag_correg_lmm_init (g02jfc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
}
/* Clear up the handles that are no longer required */
nag_blgm_handle_free(&hddesc, &fail);
nag_blgm_handle_free(&hfixed, &fail);
if (hrndm) {
for (i = 0; i < nrndm; i++)
nag_blgm_handle_free(&hrndm[i], &fail);
NAG_FREE(hrndm);
}
/* Set some optional arguments using nag_blgm_optset (g22zmc) */
/* Specify that we want to fit the model by maximum likelihood (ML) */
nag_blgm_optset(hlmm, "Likelihood = ML", &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_blgm_optset (g22zmc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
nzz = nrf * rnlsv;
nxx = nff * fnlsv;
lb = nxx + nzz;
/* We don't want the output from CXX, CZZ and CXZ */
pdczz = 0;
pdcxx = 0;
pdcxz = 0;
/* Allocate the rest of the output arrays */
if (!(gamma = NAG_ALLOC(nvpr + 1, double)) || !(b = NAG_ALLOC(lb, double)) ||
!(se = NAG_ALLOC(lb, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Use MIVQUE for the initial values for gamma */
for (i = 0; i <= nvpr; i++)
gamma[i] = -1.0;
/* Fit the model using nag_correg_lmm_fit (g02jhc) */
nag_correg_lmm_fit(hlmm, nvpr, gamma, &effn, &rnkx, &ncov, &lnlike, lb, b, se,
czz, pdczz, cxx, pdcxx, cxz, pdcxz, rcomm, icomm, &fail);
if (fail.code != NE_NOERROR) {
if (fail.code == NW_NOT_CONVERGED || fail.code == NW_KT_CONDITIONS ||
fail.code == NE_NEG_ELEMENT) {
printf("Warning from nag_correg_lmm_fit (g02jhc).\n%s\n", fail.message);
} else {
printf("Error from nag_correg_lmm_fit (g02jhc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
}
lvinfo = 0;
lisx = 0;
if (!(vinfo = NAG_ALLOC(lvinfo, Integer)) ||
!(isx = NAG_ALLOC(lisx, Integer)) || !(xplab = NAG_ALLOC(nxx, char *)) ||
!(zplab = NAG_ALLOC(nzz, char *)) || !(vplab = NAG_ALLOC(nvpr, char *))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
lenlab = MAX_PLAB_LEN;
for (i = 0; i < nxx; i++) {
if (!(xplab[i] = NAG_ALLOC(lenlab, char))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
for (i = 0; i < nzz; i++) {
if (!(zplab[i] = NAG_ALLOC(lenlab, char))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
for (i = 0; i < nvpr; i++) {
if (!(vplab[i] = NAG_ALLOC(lenlab, char))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
/* Print the results */
printf("Number of observations = %" NAG_IFMT "\n", nobs);
printf("Total number of random factors = %" NAG_IFMT "\n", nzz);
printf("Total number of fixed factors = %" NAG_IFMT "\n", nxx);
printf("Rank of X = %" NAG_IFMT "\n", rnkx);
printf("Effective N = %" NAG_IFMT "\n", effn);
printf("-2Log Likelihood = %-.4f\n", lnlike);
printf("Sigma**2 = %-.4f\n", gamma[nvpr]);
printf("Parameter Estimates\n");
if (nzz > 0) {
/* Call nag_blgm_lm_submodel (g22ydc) to get the labels for the random */
/* parameter estimates */
nag_blgm_lm_submodel(Nag_Z, NULL, hlmm, &intcpt, &ip, lisx, isx, nzz, zplab,
lenlab, lvinfo, vinfo, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_blgm_lm_submodel (g22ydc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
printf("\n");
printf("Random Effects\n");
printf("Parameter Estimate Standard Error\n");
for (i = 0; i < nzz; i++) {
if (zplab[i][1] != '\0')
printf("%-25s %10.4f %10.4f\n", zplab[i], b[i], se[i]);
}
}
if (nxx > 0) {
/* Call nag_blgm_lm_submodel (g22ydc) to get the labels for the fixed */
/* parameter estimates */
nag_blgm_lm_submodel(Nag_X, NULL, hlmm, &intcpt, &ip, lisx, isx, nxx, xplab,
lenlab, lvinfo, vinfo, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_blgm_lm_submodel (g22ydc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
printf("\n");
printf("Fixed Effects\n");
printf("Parameter Estimate Standard Error\n");
for (i = 0; i < nxx; i++) {
if (xplab[i][1] != '\0')
printf("%-25s %10.4f %10.4f\n", xplab[i], b[nzz + i],
se[nzz + i]);
}
}
if (nvpr > 0) {
/* Call nag_blgm_lm_submodel (g22ydc) to get the labels for the */
/* variance components estimates */
nag_blgm_lm_submodel(Nag_VarianceComponent, NULL, hlmm, &intcpt, &ip, lisx,
isx, nvpr, vplab, lenlab, lvinfo, vinfo, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_blgm_lm_submodel (g22ydc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
printf("\n");
printf("Variance Components\n");
printf("Component Estimate\n");
for (i = 0; i < nvpr; i++) {
printf("%-25s %10.4f\n", vplab[i], gamma[i]);
}
}
END:
/* Use nag_blgm_handle_free (g22zac) to clean-up the remaining G22 handles */
nag_blgm_handle_free(&hlmm, &fail);
NAG_FREE(levels);
if (vnames) {
for (i = 0; i < lvnames; i++)
NAG_FREE(vnames[i]);
NAG_FREE(vnames);
}
NAG_FREE(dat);
NAG_FREE(y);
NAG_FREE(wt);
NAG_FREE(icomm);
NAG_FREE(rcomm);
NAG_FREE(gamma);
NAG_FREE(b);
NAG_FREE(se);
NAG_FREE(vinfo);
NAG_FREE(isx);
if (xplab) {
for (i = 0; i < nxx; i++)
NAG_FREE(xplab[i]);
NAG_FREE(xplab);
}
if (zplab) {
for (i = 0; i < nzz; i++)
NAG_FREE(zplab[i]);
NAG_FREE(zplab);
}
if (vplab) {
for (i = 0; i < nvpr; i++)
NAG_FREE(vplab[i]);
NAG_FREE(vplab);
}
nag_blgm_handle_free(&hddesc, &fail);
nag_blgm_handle_free(&hfixed, &fail);
if (hrndm) {
for (i = 0; i < nrndm; i++)
nag_blgm_handle_free(&hrndm[i], &fail);
NAG_FREE(hrndm);
}
return exit_status;
}
char *read_line(char formula[], Integer nchar) {
/* Read in a line from stdin and remove any comments */
char *pch;
/* Read in the model formula */
if (fgets(formula, nchar, stdin)) {
/* Strip comments from formula */
pch = strstr(formula, "::");
if (pch)
*pch = '\0';
return formula;
} else {
return 0;
}
}