/* nag_resgn_mult_linear_delete_var (g02dfc) 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, *sx=0, tdq, tdx;
  NagError fail;
  Nag_IncludeMean mean;
  char meanc, weight;
  double *b=0, *com_ar=0, *cov=0, df, *h=0, *p=0, *q=0, *res=0, rss, *se=0;
  double tol, *wt=0, *wtptr, *x=0, *y=0;

  INIT_FAIL(fail);
  Vprintf("nag_regsn_mult_linear_delete_var (g02dfc) Example Program "
          "Results\n");
  /* Skip heading in data file */
  Vscanf("%*[^\n]");
  Vscanf("%ld %ld %c %c", &n, &m, &weight, &meanc);
  ipmax = m+1;
  if (n>=1 && m>=1)
    {
      if ( !( h = NAG_ALLOC(n, double)) ||
           !( res = NAG_ALLOC(n, double)) ||
           !( wt = NAG_ALLOC(n, double)) ||
           !( x = NAG_ALLOC((n)*(m), double)) ||
           !( y = NAG_ALLOC(n, double))  ||
           !( sx = NAG_ALLOC(m, Integer)) ||
           !( b = NAG_ALLOC(ipmax, double)) ||
           !( cov = NAG_ALLOC(ipmax*(ipmax+1)/2, double)) ||
           !( p = NAG_ALLOC(ipmax*(ipmax+2), double)) ||
           !( q = NAG_ALLOC((n)*(ipmax+1), double)) ||
           !( se = NAG_ALLOC(ipmax, double)) ||
           !( com_ar = NAG_ALLOC(5*(ipmax-1)+ipmax*ipmax, 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", &y[i], &wt[i]);
        }
    }
  else
    {
      for (i=0; i<n; ++i)
        {
          for (j=0; j<m; ++j)
            Vscanf("%lf", &X(i,j));
          Vscanf("%lf", &y[i]);
        }
    }
  for (i=0; i<m; ++i)
    sx[i] = 1;
  ip = m;
  if (mean==Nag_MeanInclude)
    ip += 1;
  /* Set tolerance  */
  tol = 0.00001e0;
  /* nag_regsn_mult_linear (g02dac).
   * Fits a general (multiple) linear regression model
   */
  nag_regsn_mult_linear(mean, n, x, tdx, m, sx, ip, y, wtptr, &rss,
                        &df, b, se, cov, res, h, q, tdq, &svd, &rank,
                        p, tol, com_ar, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_regsn_mult_linear (g02dac).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }

  Vprintf("Results from full model\n");
  if (svd)
    Vprintf("Model not of full rank\n\n");
  Vprintf("Residual sum of squares = %13.4e\n", rss);
  Vprintf("Degrees of freedom = %3.1f\n\n", df);
  while(scanf("%ld", &indx)!=EOF)
    {
      if (indx!=0)
        {
          /* nag_regsn_mult_linear_delete_var (g02dfc).
           * Delete an independent variable from a general linear
           * regression model
           */
          nag_regsn_mult_linear_delete_var(ip, q, tdq, indx, &rss,
                                           &fail);
          if (fail.code != NE_NOERROR)
            {
              Vprintf("Error from nag_regsn_mult_linear_delete_var (g02dfc)."
                      "\n%s\n", fail.message);
              exit_status = 1;
              goto END;
            }


          ip = ip - 1;
          if (ip==0)
            Vprintf("No terms left in model\n");
          else
            {
              Vprintf("Variable %4ld dropped\n", indx);
              /* 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("Residual sum of squares = %13.4e\n", rss);
              Vprintf("Degrees of freedom = %3.1f\n\n", df);
              Vprintf("Parameter estimate   Standard error\n\n");
              for (j=0; j<ip; j++)
                Vprintf("%15.4e%15.4e\n", b[j], se[j]);
            }
        }
    }
 END:
  if (h) NAG_FREE(h);
  if (res) NAG_FREE(res);
  if (wt) NAG_FREE(wt);
  if (x) NAG_FREE(x);
  if (y) NAG_FREE(y);
  if (sx) NAG_FREE(sx);
  if (b) NAG_FREE(b);
  if (cov) NAG_FREE(cov);
  if (p) NAG_FREE(p);
  if (q) NAG_FREE(q);
  if (se) NAG_FREE(se);
  if (com_ar) NAG_FREE(com_ar);
  return exit_status;
}