/* nag_regsn_mult_linear_upd_model (g02ddc) Example Program.
 *
 * Copyright 1991 Numerical Algorithms Group.
 *
 * Mark 2, 1991.
 * Mark 8 revised, 2004.
 */

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nagg02.h>

#define X(I,J) x[(I)*tdx + J]
#define Q(I,J) q[(I)*tdq + J]
int main(void)
{
  Nag_Boolean svd;
  Integer exit_status=0, i, ip, ipmax, j, m, n, rank, tdq, tdx;
  NagError fail;
  char weight;
  double *b=0, *cov=0, df, *p=0, *q=0, rss, *se=0, tol, *wt=0, *wtptr, *x=0;
  double *xe=0;

  INIT_FAIL(fail);
  Vprintf("nag_regsn_mult_linear_upd_model (g02ddc) Example Program Results\n");
  /* Skip heading in data file */
  Vscanf("%*[^\n]");
  Vscanf("%ld %ld %c", &n, &m, &weight);
  ipmax = 4;
  if (n>=1 && m>=1)
    {
      if ( !( b = NAG_ALLOC(ipmax, double)) ||
           !( cov = NAG_ALLOC(ipmax*(ipmax+1)/2, double)) ||
           !( p = NAG_ALLOC(ipmax*(ipmax+2), double)) ||
           !( wt = NAG_ALLOC(n, double)) ||
           !( x = NAG_ALLOC(n*m, double)) ||
           !( xe = NAG_ALLOC(n, double)) ||
           !( se = NAG_ALLOC(ipmax, double)) ||
           !( q = NAG_ALLOC(n*(ipmax+1), double)))
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tdx = m;
      tdq = ipmax+1;
    }
  else
    {
      Vprintf("Invalid n or m.\n");
      exit_status = 1;
      return exit_status;
    }
  if (weight=='w')
    wtptr = wt;
  else
    wtptr = (double *)0;

  if (wtptr)
    {
      for (i=0; i<n; i++)
        {
          for (j=0; j<m; j++)
            Vscanf("%lf", &X(i,j));
          Vscanf("%lf%lf", &Q(i,0), &wt[i]);
        }
    }
  else
    {
      for (i=0; i<n; i++)
        {
          for (j=0; j<m; j++)
            Vscanf("%lf", &X(i,j));
          Vscanf("%lf", &Q(i,0));
        }
    }
  /* Set tolerance */
  tol = 0.000001e0;
  ip = 0;
  for (j=0; j<m; ++j)
    {
      /*
       *        Fit model using g02dec
       */
      for (i=0; i<n; i++)
        xe[i] = X(i,j);
      /* nag_regsn_mult_linear_add_var (g02dec).
       * Add a new independent variable to a general linear
       * regression model
       */
      nag_regsn_mult_linear_add_var(n, ip, q, tdq, p, wtptr, xe, &rss, tol,
                                    &fail);
      if (fail.code==NE_NOERROR)
        ip += 1;
      else if (fail.code==NE_NVAR_NOT_IND)
        Vprintf(" * New variable not added * \n");
      else
        {
          Vprintf("Error from nag_regsn_mult_linear_add_var (g02dec).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }
    }
  rss = 0.0;
  /* nag_regsn_mult_linear_upd_model (g02ddc).
   * Estimates of regression parameters from an updated model
   */
  nag_regsn_mult_linear_upd_model(n, ip, q, tdq, &rss, &df, b, se, cov, &svd,
                                  &rank, p, tol, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_regsn_mult_linear_upd_model (g02ddc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }


  Vprintf("\n");
  if (svd)
    Vprintf("Model not of full rank\n\n");
  Vprintf("Residual sum of squares = %12.4e\n", rss);
  Vprintf("Degrees of freedom = %3.1f\n\n", df);
  Vprintf("Variable    Parameter estimate   Standard error\n\n");
  for (j=0; j<ip; j++)
    Vprintf("%6ld%20.4e%20.4e\n", j+1, b[j], se[j]);
  Vprintf("\n");
 END:
  if (b) NAG_FREE(b);
  if (cov) NAG_FREE(cov);
  if (p) NAG_FREE(p);
  if (wt) NAG_FREE(wt);
  if (x) NAG_FREE(x);
  if (xe) NAG_FREE(xe);
  if (se) NAG_FREE(se);
  if (q) NAG_FREE(q);
  return exit_status;
}