/* nag_glm_poisson (g02gcc) Example Program.
 *
 * Copyright 1996 Numerical Algorithms Group.
 *
 * Mark 4, 1996.
 *
 * Mark 6 revised, 2000.
 * Mark 8 revised, 2004.
 */

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

static int set_enum(char linkc, Nag_Link *link, char meanc,
                    Nag_IncludeMean *mean);

#define X(I,J) x[(I)*tdx + J]
#define V(I,J) v[(I)*tdv + J]
int main(void)
{
  Integer exit_status=0, i, ip, j, m, max_iter, n, print_iter, rank, *sx=0;
  Integer tdv, tdx;
  NagError fail;
  Nag_IncludeMean mean;
  Nag_Link link;
  char linkc, meanc, weightc;
  double *b=0, *cov=0, dev, df, eps, ex_power, *offsetptr=0, *se=0;
  double tol, *v=0, *wt=0, *wtptr, *x=0, *y=0;
  INIT_FAIL(fail);

  Vprintf("nag_glm_poisson (g02gcc) Example Program Results\n");
  /* Skip heading in data file */
  Vscanf("%*[^\n]");
  Vscanf(" %c %c %c %ld %ld %ld", &linkc, &meanc,
         &weightc, &n, &m, &print_iter);

  /* Check and set control parameters */
  if (set_enum(linkc, &link, meanc, &mean))
    {
      Vprintf("Invalid mean.\n");
      exit_status = 1;
      return exit_status;
    }

  if (n>=2 && m>=1)
    {
      if ( !( wt = NAG_ALLOC(n, double)) ||
           !( x = NAG_ALLOC(n*m, double)) ||
           !( y = NAG_ALLOC(n, double))  ||
           !( sx = NAG_ALLOC(m, Integer)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tdx = m;
    }
  else
    {
      Vprintf("Invalid n or m.\n");
      exit_status = 1;
      return exit_status;
    }
  if (toupper(weightc)=='W')
    {
      wtptr = wt;
      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
    {
      wtptr = (double *)0;
      for (i=0; i<n; i++)
        {
          for (j=0; j<m; j++)
            Vscanf("%lf", &X(i,j));
          Vscanf("%lf", &y[i]);
        }
    }
  for (j=0; j<m; j++)
    Vscanf("%ld", &sx[j]);

  /* Calculate ip */
  ip = 0;
  for (j=0; j<m; j++)
    if (sx[j]>0) ip += 1;
  if (mean == Nag_MeanInclude)
    ip += 1;
  if (link == Nag_Expo)
    Vscanf("%lf", &ex_power);
  else
    ex_power = 0.0;

  if ( !( b = NAG_ALLOC(ip, double)) ||
       !( v = NAG_ALLOC(n*(ip+6), double)) ||
       !( se = NAG_ALLOC(ip, double)) ||
       !( cov = NAG_ALLOC(ip*(ip+1)/2, double)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  tdv = ip+6;



  /* Set other control parameters */
  max_iter = 10;
  tol = 5e-5;
  eps = 1e-6;

  /* nag_glm_poisson (g02gcc).
   * Fits a generalized linear model with Poisson errors
   */
  nag_glm_poisson(link, mean, n, x, tdx, m,sx, ip, y,
                  wtptr, offsetptr, ex_power, &dev, &df, b, &rank, se, cov,
                  v, tdv, tol, max_iter, print_iter,
                  "", eps, &fail);

  if (fail.code == NE_NOERROR || fail.code == NE_LSQ_ITER_NOT_CONV ||
      fail.code == NE_RANK_CHANGED || fail.code == NE_ZERO_DOF_ERROR)
    {
      Vprintf("\nDeviance = %12.4e\n", dev);
      Vprintf("Degrees of freedom = %3.1f\n\n", df);
      Vprintf("       Estimate     Standard error\n\n");
      for (i=0; i<ip; i++)
        Vprintf("%14.4f%14.4f\n", b[i], se[i]);
      Vprintf("\n");
      Vprintf("    y   fitted value  Residual   Leverage\n\n");
      for (i = 0; i < n; ++i)
        {
          Vprintf("%7.1f%10.2f%12.4f%10.3f\n", y[i], V(i,1), V(i,4),
                  V(i,5));
        }
    }
  else
    {
      Vprintf("Error from nag_glm_poisson (g02gcc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
 END:
  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 (v) NAG_FREE(v);
  if (se) NAG_FREE(se);
  if (cov) NAG_FREE(cov);
  return exit_status;
}

static int set_enum(char linkc, Nag_Link *link, char meanc,
                    Nag_IncludeMean *mean)
{
  Integer exit_status=0;
  if (toupper(linkc) == 'E' || toupper(linkc) == 'I' || toupper(linkc) == 'L'
      || toupper(linkc) == 'S' || toupper(linkc) == 'R')
    {
      switch (toupper(linkc))
        {
        case ('E'):
          *link = Nag_Expo;
          break;
        case ('I'):
          *link = Nag_Iden;
          break;
        case ('L'):
          *link = Nag_Log;
          break;
        case ('S'):
          *link = Nag_Sqrt;
          break;
        case ('R'):
          *link = Nag_Reci;
          break;
        default:
          ;
        }
    }
  else
    {
      Vprintf("The parameter link has an invalid value: link = %c\n",
              linkc);
      exit_status = 1;
    }
  if (toupper(meanc)=='M')
    *mean = Nag_MeanInclude;
  else if (toupper(meanc)=='Z')
    *mean = Nag_MeanZero;
  else
    {
      exit_status = 1;
    }
  return exit_status;
}