/* nag_resgn_mult_linear_add_var (g02dec) 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, indx, ip, ipmax, j, m, n, rank, tdq, tdx;
  NagError fail;
  Nag_IncludeMean mean;
  char meanc, weight;
  double *b=0, *cov=0, df, *p=0, *q=0, rss, rsst, *se=0, tol, *wt=0, *wtptr;
  double *x=0, *xe=0;

  INIT_FAIL(fail);
  Vprintf("nag_regsn_mult_linear_add_var (g02dec) Example Program Results\n");
  /* Skip heading in data file */
  Vscanf("%*[^\n]");
  Vscanf("%ld %ld %c %c", &n, &m, &weight, &meanc);
  ipmax = 5;
  if (n>=1 && m>=1)
    {
      if ( !( wt = NAG_ALLOC(n, double)) ||
           !( x = NAG_ALLOC((n)*(m), double)) ||
           !( xe = NAG_ALLOC(n, double)) ||
           !( b = NAG_ALLOC(ipmax, double)) ||
           !( cov = NAG_ALLOC(ipmax*(ipmax+1)/2, double)) ||
           !( p = NAG_ALLOC(ipmax*(ipmax+2), 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 (meanc=='m')
    mean = Nag_MeanInclude;
  else
    mean = Nag_MeanZero;

  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;
  if (mean==Nag_MeanInclude)
    {
      for (i = 0; i<n; ++i)
        xe[i] = 1.0;

      /* 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)
        {
          Vprintf("Error from nag_regsn_mult_linear_add_var (g02dec).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }


      ip = 1;
    }
  while(scanf("%ld", &indx)!=EOF)
    {
      if (indx>0)
        {
          for (i=0; i<n; i++)
            xe[i] = X(i,indx-1);
          /* nag_regsn_mult_linear_add_var (g02dec), see above. */
          nag_regsn_mult_linear_add_var(n, ip, q, tdq, p, wtptr, xe, &rss,
                                        tol, &fail);
          if (fail.code==NE_NOERROR)
            {
              ip += 1;
              Vprintf("Variable %4ld added\n", indx);
              rsst = 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, &rsst, &df, b, se,
                                              cov, &svd, &rank, p, tol, &fail);
              if (fail.code != NE_NOERROR)
                {
                  Vprintf("Error from nag_regsn_mult_linear_add_var (g02dec)."
                          "\n%s\n", fail.message);
                  exit_status = 1;
                  goto END;
                }


              if (svd)
                Vprintf("Model not of full rank\n\n");
              Vprintf("Residual sum of squares = %13.4e\n", rsst);
              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");
            }
          else if (fail.code==NE_NVAR_NOT_IND)
            Vprintf(" * New variable not added *\n");
          else
            {
              Vprintf("Error from nag_regsn_mult_linear_upd_model (g02ddc)."
                      "\n%s\n", fail.message);
              exit_status = 1;
              goto END;
            }
        }
    }
 END:
  if (wt) NAG_FREE(wt);
  if (x) NAG_FREE(x);
  if (xe) NAG_FREE(xe);
  if (b) NAG_FREE(b);
  if (cov) NAG_FREE(cov);
  if (p) NAG_FREE(p);
  if (se) NAG_FREE(se);
  if (q) NAG_FREE(q);
  return exit_status;
}