/* nag_regsn_mult_linear_newyvar (g02dgc) Example Program.
 *
 * Copyright 1990 Numerical Algorithms Group.
 *
 * Mark 2 revised, 1992.
 * Mark 8 revised, 2004.
 */

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

#define XM(I,J) xm[(I)*tdxm + J]
#define Q(I,J) q[(I)*tdq + J]

int main(void)
{
  Nag_Boolean svd;
  Integer exit_status=0, i, ip, j, m, n, rank, *sx=0, tdq, tdxm;
  NagError fail;
  Nag_IncludeMean mean;
  char meanc, weight;
  double *b=0, *com_ar=0, *cov=0, df, *h=0, *newy=0, *p=0, *q=0, *res=0, rss;
  double *se=0, tol, *wt=0, *wtptr, *xm=0, *y=0;

  INIT_FAIL(fail);
  Vprintf("nag_regsn_mult_linear_newyvar (g02dgc) Example Program Results\n");
  /* Skip heading in data file */
  Vscanf("%*[^\n]");
  Vscanf("%ld %ld %c %c", &n, &m, &weight, &meanc);
  if (n>=2 && m>=1)
    {
      if ( !( h = NAG_ALLOC(n, double)) ||
           !( newy = NAG_ALLOC(n, double)) ||
           !( res = NAG_ALLOC(n, double)) ||
           !( wt = NAG_ALLOC(n, double)) ||
           !( xm = NAG_ALLOC(n*m, double)) ||
           !( y = NAG_ALLOC(n, double))  ||
           !( sx = NAG_ALLOC(m, Integer)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tdxm = m;
    }
  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;
      for (i=0; i<n; i++)
        {
          for (j=0; j<m; j++)
            Vscanf("%lf", &XM(i,j));
          Vscanf("%lf%lf%lf", &y[i], &wt[i], &newy[i]);
        }
    }
  else
    {
      wtptr = (double *)0;
      for (i=0; i<n; i++)
        {
          for (j=0; j<m; j++)
            Vscanf("%lf", &XM(i,j));
          Vscanf("%lf%lf", &y[i], &newy[i]);
        }
    }
  for (j=0; j<m; j++)
    Vscanf("%ld", &sx[j]);
  Vscanf("%ld", &ip);

  if ( !( b = NAG_ALLOC(ip, double)) ||
       !( cov = NAG_ALLOC(ip*(ip+1)/2, double)) ||
       !( p = NAG_ALLOC(ip*(ip+2), double)) ||
       !( q = NAG_ALLOC(n*(ip+1), double)) ||
       !( se = NAG_ALLOC(ip, double)) ||
       !( com_ar = NAG_ALLOC(5*(ip-1)+ip*ip, double)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  tdq = ip+1;


  /* Set tolerance */
  tol = 0.00001e0;
  /* Fit initial model using nag_regsn_mult_linear (g02dac) */
  /* nag_regsn_mult_linear (g02dac).
   * Fits a general (multiple) linear regression model
   */
  nag_regsn_mult_linear(mean, n, xm, tdxm, 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 g02dac\n\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");

  /* nag_regsn_mult_linear_newyvar (g02dgc).
   * Fits a general linear regression model to new dependent
   * variable
   */
  nag_regsn_mult_linear_newyvar(n, wtptr, &rss, ip, rank, cov, q, tdq, svd, p,
                                newy, b, se, res, com_ar, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_regsn_mult_linear_newyvar (g02dgc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  Vprintf("\n");
  Vprintf("Results for second y-variable using g02dgc\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 (h) NAG_FREE(h);
  if (newy) NAG_FREE(newy);
  if (res) NAG_FREE(res);
  if (wt) NAG_FREE(wt);
  if (xm) NAG_FREE(xm);
  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;
}