/* nag_anova_dummyvars (g04eac) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.0, 2024.
*/
#include <nag.h>
#include <stdio.h>
int main(void) {
Nag_Boolean svd;
Integer exit_status = 0, i, *ifact = 0, ip, irank, *isx = 0, j, levels, m, n;
Integer tdq, tdx;
char nag_enum_arg[40];
double *b = 0, *com_ar = 0, *cov = 0, df, *h = 0, *p = 0, *q = 0;
double *rep = 0, *res = 0, tol, *v = 0, *wt = 0, *wtptr = 0, *x = 0;
double *y = 0, rss, *se = 0;
Nag_DummyType dum_type;
Nag_IncludeMean mean;
Nag_Boolean weight;
NagError fail;
INIT_FAIL(fail);
printf("nag_anova_dummyvars (g04eac) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%" NAG_IFMT " %" NAG_IFMT "", &n, &levels);
scanf(" %39s", nag_enum_arg);
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
dum_type = (Nag_DummyType)nag_enum_name_to_value(nag_enum_arg);
scanf(" %39s", nag_enum_arg);
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);
if (dum_type == Nag_AllLevels)
tdx = levels;
else
tdx = levels - 1;
if (!(x = NAG_ALLOC(n * tdx, double)) || !(rep = NAG_ALLOC(levels, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
if (dum_type == Nag_Poly) {
if (!(v = NAG_ALLOC(levels, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
} else {
if (!(v = NAG_ALLOC(1, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
if (!(wt = NAG_ALLOC(n, double)) || !(y = NAG_ALLOC(n, double)) ||
!(ifact = NAG_ALLOC(n, Integer))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
printf("\n");
if (weight) {
for (i = 1; i <= n; ++i)
scanf("%" NAG_IFMT " %lf %lf", &ifact[i - 1], &y[i - 1], &wt[i - 1]);
wtptr = wt;
} else {
for (i = 1; i <= n; ++i)
scanf("%" NAG_IFMT " %lf", &ifact[i - 1], &y[i - 1]);
wtptr = 0;
}
if (dum_type == Nag_Poly)
for (j = 1; j <= levels; ++j)
scanf("%lf", &v[j - 1]);
/* Calculate dummy variables */
/* nag_anova_dummyvars (g04eac).
* Computes orthogonal polynomials or dummy variables for
* factor/classification variable
*/
nag_anova_dummyvars(dum_type, n, levels, ifact, x, tdx, v, rep, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_anova_dummyvars (g04eac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
m = tdx;
ip = m;
if (mean == Nag_MeanInclude)
++ip;
if (!(b = NAG_ALLOC(ip, double)) || !(se = NAG_ALLOC(ip, double)) ||
!(cov = NAG_ALLOC(ip * (ip + 1) / 2, double)) ||
!(p = NAG_ALLOC(2 * ip + ip * ip, double)) ||
!(com_ar = NAG_ALLOC(5 * (ip - 1) + ip * ip, double)) ||
!(h = NAG_ALLOC(n, double)) || !(res = NAG_ALLOC(n, double)) ||
!(q = NAG_ALLOC(n * (ip + 1), double)) || !(tdq = ip + 1) ||
!(isx = NAG_ALLOC(m, Integer))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (j = 1; j <= m; ++j)
isx[j - 1] = 1;
/* Set tolerance */
tol = 1e-5;
/* nag_correg_linregm_fit (g02dac).
* Fits a general (multiple) linear regression model
*/
nag_correg_linregm_fit(mean, n, x, tdx, m, isx, ip, y, wtptr, &rss, &df, b,
se, cov, res, h, q, tdq, &svd, &irank, p, tol, com_ar,
&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_correg_linregm_fit (g04dac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
if (svd)
printf(" %s%4" NAG_IFMT "\n\n", "Model not of full rank, rank = ", irank);
printf(" Residual sum of squares = %13.4e\n", rss);
printf(" Degrees of freedom = %4.0f\n\n", df);
printf("Variable Parameter estimate Standard error\n\n");
for (j = 1; j <= ip; ++j)
printf(" %6" NAG_IFMT " %20.4e %20.4e\n", j, b[j - 1], se[j - 1]);
END:
NAG_FREE(x);
NAG_FREE(rep);
NAG_FREE(v);
NAG_FREE(v);
NAG_FREE(wt);
NAG_FREE(y);
NAG_FREE(ifact);
NAG_FREE(b);
NAG_FREE(se);
NAG_FREE(cov);
NAG_FREE(p);
NAG_FREE(com_ar);
NAG_FREE(h);
NAG_FREE(res);
NAG_FREE(q);
NAG_FREE(isx);
return exit_status;
}