/* nag_correg_corrmat_partial (g02byc) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.1, 2024.
*/
#include <nag.h>
#include <stdio.h>
#define X(I, J) x[((I)-1) * m + ((J)-1)]
#define R(I, J) r[((I)-1) * m + ((J)-1)]
int main(void) {
Integer exit_status = 0, j, k, m, n, nx, ny, *sz = 0;
NagError fail;
double *r = 0, *std = 0, sw, *v = 0, *x = 0, *xbar = 0;
INIT_FAIL(fail);
printf("nag_correg_corrmat_partial (g02byc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%" NAG_IFMT " %" NAG_IFMT "", &n, &m);
if (!(r = NAG_ALLOC(m * m, double)) || !(std = NAG_ALLOC(m, double)) ||
!(v = NAG_ALLOC(m * m, double)) || !(x = NAG_ALLOC(n * m, double)) ||
!(xbar = NAG_ALLOC(m, double)) || !(sz = NAG_ALLOC(m, Integer))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (j = 1; j <= n; ++j)
for (k = 1; k <= m; ++k)
scanf("%lf", &X(j, k));
/* Calculate correlation matrix */
/* nag_correg_corrmat (g02bxc).
* Product-moment correlation, unweighted/weighted
* correlation and covariance matrix, allows variables to be
* disregarded
*/
nag_correg_corrmat(n, m, x, m, 0, 0, &sw, xbar, std, r, m, v, m, &fail);
if (fail.code == NE_NOERROR) {
/* Print the correlation matrix */
printf("\nCorrelation Matrix\n\n");
for (j = 1; j <= m; j++) {
for (k = 1; k <= m; k++)
if (j > k)
printf("%11s", "");
else
printf("%7.4f%4s", R(j, k), "");
printf("\n");
}
scanf("%" NAG_IFMT " %" NAG_IFMT "", &ny, &nx);
for (j = 1; j <= m; ++j)
scanf("%" NAG_IFMT "", &sz[j - 1]);
/* Calculate partial correlation matrix */
/* nag_correg_corrmat_partial (g02byc).
* Computes partial correlation/variance-covariance matrix
* from correlation/variance-covariance matrix computed by
* nag_correg_corrmat (g02bxc)
*/
nag_correg_corrmat_partial(m, ny, nx, sz, v, m, r, m, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_correg_corrmat_partial (g02byc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* Print partial correlation matrix */
printf("\n");
printf("\nPartial Correlation Matrix\n\n");
for (j = 1; j <= ny; j++) {
for (k = 1; k <= ny; k++) {
if (j > k)
printf("%11s", "");
else if (j == k)
printf("%7.4f%4s", 1.0, "");
else
printf("%7.4f%4s", R(j, k), "");
}
printf("\n");
}
} else {
printf("Error from nag_correg_corrmat (g02bxc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
END:
NAG_FREE(r);
NAG_FREE(std);
NAG_FREE(v);
NAG_FREE(x);
NAG_FREE(xbar);
NAG_FREE(sz);
return exit_status;
}