/* nag_full_step_regsn (g02efc) Example Program.
 *
 * Copyright 2004 Numerical Algorithms Group.
 *
 * Mark 8, 2004.
 */

#include <stdio.h>
#include <nag.h>
#include <nagx04.h>
#include <nag_stdlib.h>
#include <nagg02.h>

int main(int argc, char *argv[])
{
  FILE          *fpin, *fpout;
  /* Scalars */
  double        fin, fout, rms, rsq, sw, tau;
  Integer       df, exit_status, i, j, m, n, pdx;

  /* Arrays */
  double        *b = 0, *c = 0, *se = 0, *wmean = 0, *x = 0;
  Integer       *isx = 0;

  /* Nag types */
  Nag_OrderType order;
  Nag_SumSquare mean;
  Nag_Comm      comm;
  NagError      fail;

#ifdef NAG_COLUMN_ORDER
#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);

  /* Check for command-line IO options */
  fpin = nag_example_file_io(argc, argv, "-data", NULL);
  fpout = nag_example_file_io(argc, argv, "-results", NULL);
  exit_status = 0;
  mean = Nag_AboutMean;

  fprintf(fpout, "nag_full_step_regsn (g02efc) Example Program Results\n\n");

  /* Skip heading in data file */
  fscanf(fpin, "%*[^\n]");
  fscanf(fpin, "%ld %ld %lf %lf %lf", &n, &m, &fin,
         &fout, &tau);
  fscanf(fpin, "%*[^\n]");

  if (n > 1 && m > 1)
    {
      /* Allocate memory */
      if (!(b = NAG_ALLOC(m+1, double)) ||
          !(c = NAG_ALLOC((m+1)*(m+2)/2, double)) ||
          !(se = NAG_ALLOC(m+1, double)) ||
          !(wmean = NAG_ALLOC(m+1, double)) ||
          !(x = NAG_ALLOC(n * (m+1), double)) ||
          !(isx = NAG_ALLOC(m, Integer)))
        {
          fprintf(fpout, "Allocation failure\n");
          exit_status = -1;
          goto END;
        }
#ifdef NAG_COLUMN_ORDER
      pdx = n;
#else
      pdx = m+1;
#endif
    }

  for (i = 1; i <= n; ++i)
    {
      for (j = 1; j <= m+1; ++j)
        {
          fscanf(fpin, "%lf", &X(i, j));
        }
    }
  fscanf(fpin, "%*[^\n]");

  for (j = 1; j <= m; ++j)
    {
      fscanf(fpin, "%ld", &isx[j-1]);
    }
  fscanf(fpin, "%*[^\n]");

  /* Compute upper-triangular correlation matrix */
  /* nag_sum_sqs (g02buc).
   * Computes a weighted sum of squares matrix
   */
  nag_sum_sqs(order, mean, n, m+1, x, pdx, 0, &sw, wmean, c, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_sum_sqs (g02buc).\n%s\n.", fail.message);
      exit_status = 1;
      goto END;
    }

  /* Perform stepwise selection of variables */
  /* nag_full_step_regsn (g02efc).
   * Stepwise linear regression
   */
  nag_full_step_regsn(m, n, wmean, c, sw, isx, fin, fout, tau, b, se, &rsq,
                      &rms, &df, NULLFN, &comm, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_full_step_regsn (g02efc).\n%s\n.",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Display summary information for fitted model */
  fprintf(fpout, "\n");
  fprintf(fpout, "Fitted Model Summary\n");
  fprintf(fpout, "%-13s\t%-9s\t%s\n", "Term", "Estimate", "Standard Error");
  fprintf(fpout, "%-13s\t%-9.3e\t%-14.3e\n", "Intercept:", b[0], se[0]);
  for (i = 1; i <= m; ++i)
    {
      j = isx[i-1];
      if (j == 1 || j == 2)
        {
          fprintf(fpout, "%-10s%3ld\t%12.3e\t%-14.3e\n",
                  "Variable:", i, b[i], se[i]);
        }
    }
  fprintf(fpout, "\n");
  fprintf(fpout, "RMS: %-12.3e\n\n", rms);

 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (b) NAG_FREE(b);
  if (c) NAG_FREE(c);
  if (se) NAG_FREE(se);
  if (wmean) NAG_FREE(wmean);
  if (x) NAG_FREE(x);
  if (isx) NAG_FREE(isx);

  return exit_status;
}