/* nag_step_regsn (g02eec) Example Program. * * Copyright 2002 Numerical Algorithms Group. * * Mark 7, 2002. */ #include #include #include #include #include int main(void) { /* Scalars */ Nag_Boolean addvar; double chrss, f, fin, rss; Integer exit_status, i, idf, ifr, istep, j, m, maxip, n, nterm, pdq, pdx; NagError fail; Nag_OrderType order; Nag_IncludeMean mean_enum; char mean, weight; /* Arrays */ char *newvar; double *exss=0, *p=0, *q=0, *wt=0, *x=0, *y=0, *wtptr=0; Integer *sx=0; char **free_vars, **model; char *vname[] = { "DAY", "BOD", "TKN", "TS", "TVS", "COD"}; #ifdef NAG_COLUMN_MAJOR #define X(I,J) x[(J-1)*pdx + I - 1] order = Nag_ColMajor; #else #define X(I,J) x[(I-1)*pdx + J - 1] order = Nag_RowMajor; #endif INIT_FAIL(fail); exit_status = 0; Vprintf("nag_step_regsn (g02eec) Example Program Results\n"); /* Skip heading in data file */ Vscanf("%*[^\n] "); Vscanf("%ld%ld ' %c ' ' %c '%*[^\n] ", &n, &m, &mean, &weight); maxip = m; /* Allocate memory */ if ( !(exss = NAG_ALLOC(maxip, double)) || !(p = NAG_ALLOC(maxip+1, double)) || !(q = NAG_ALLOC(n * (maxip+2), double)) || !(wt = NAG_ALLOC(n, double)) || !(x = NAG_ALLOC(n * m, double)) || !(y = NAG_ALLOC(n, double)) || !(sx = NAG_ALLOC(m, Integer)) || !(free_vars = NAG_ALLOC(maxip, char *)) || !(model = NAG_ALLOC(maxip, char *)) ) { Vprintf("Allocation failure\n"); exit_status = -1; goto END; } #ifdef NAG_COLUMN_MAJOR pdx = n; pdq = n; #else pdx = m; pdq = maxip+2; #endif if (weight == 'W' || weight == 'w') { for (i = 1; i <= n; ++i) { for (j = 1; j <= m; ++j) Vscanf("%lf", &X(i,j)); Vscanf("%lf%lf%*[^\n] ", &y[i - 1], &wt[i - 1]); wtptr = wt; } } else { for (i = 1; i <= n; ++i) { for (j = 1; j <= m; ++j) Vscanf("%lf", &X(i,j)); Vscanf("%lf%*[^\n] ", &y[i - 1]); } } for (j = 1; j <= m; ++j) Vscanf("%ld", &sx[j - 1]); Vscanf("%*[^\n] "); Vscanf("%lf%*[^\n] ", &fin); if (mean == 'M') mean_enum = Nag_MeanInclude; else if (mean == 'Z') mean_enum = Nag_MeanZero; else { Vprintf("Incorrect value for mean: '%c'\n", mean); exit_status = -1; goto END; } Vprintf("\n"); istep = 0; for (i = 1; i <= m; ++i) { /* nag_step_regsn (g02eec). * Fits a linear regression model by forward selection */ nag_step_regsn(order, &istep, mean_enum, n, m, x, pdx, vname, sx, maxip, y, wtptr, fin, &addvar, &newvar, &chrss, &f, model, &nterm, &rss, &idf, &ifr, free_vars, exss, q, pdq, p, &fail); if (fail.code != NE_NOERROR) { Vprintf("Error from nag_step_regsn (g02eec).\n%s\n", fail.message); exit_status = 1; goto END; } Vprintf("Step %ld\n", istep); if (!addvar) { Vprintf("No further variables added maximum F =%7.2f\n", f); Vprintf("Free variables: "); for (j = 1; j <= ifr; ++j) Vprintf("%3.3s %s", free_vars[j-1], j%6 == 0 || j == ifr ?"\n":" "); Vprintf("\n"); Vprintf("Change in residual sums of squares for free variables:\n"); Vprintf(" "); for (j = 1; j <= ifr; ++j) { Vprintf("%9.4f", exss[j - 1]); Vprintf("%s", j%6 == 0 || j == ifr ?"\n":" "); } goto END; } else { Vprintf("Added variable is %3s\n", newvar); Vprintf("Change in residual sum of squares =%13.4e\n", chrss); Vprintf("F Statistic = %7.2f\n\n", f); Vprintf("Variables in model: "); for (j = 1; j <= nterm; ++j) Vprintf("%3s %s", model[j-1], j%6 == 0 || j == nterm ?"\n":" "); Vprintf("Residual sum of squares = %13.4e\n", rss); Vprintf("Degrees of freedom = %ld\n\n", idf); if (ifr == 0) { Vprintf("No free variables remaining\n"); goto END; } Vprintf("%s%6s", "Free variables: ", ""); for (j = 1; j <= ifr; ++j) { Vprintf("%3.3s ", free_vars[j-1]); Vprintf(j%6 == 0 || j == ifr ?"\n":" "); } Vprintf("Change in residual sums of squares for free variables:\n"); Vprintf(" "); for (j = 1; j <= ifr; ++j) Vprintf("%9.4f%s", exss[j - 1], j%6 == 0 || j == ifr ?"\n":" "); Vprintf("\n"); } } END: if (model) NAG_FREE(model); if (free_vars) NAG_FREE(free_vars); if (exss) NAG_FREE(exss); if (p) NAG_FREE(p); if (q) NAG_FREE(q); if (wt) NAG_FREE(wt); if (x) NAG_FREE(x); if (y) NAG_FREE(y); if (sx) NAG_FREE(sx); return exit_status; }