/* nag_glm_gamma (g02gdc) Example Program. * * Copyright 1996 Numerical Algorithms Group. * * Mark 4, 1996. * Mark 8 revised, 2004. * */ #include #include #include #include #include #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; Integer *sx = 0; Integer tdv, tdx; double dev, df, eps, ex_power, scale, tol; double *b = 0, *cov = 0, *offsetptr = (double *) 0; double *se = 0, *v = 0, *wt = 0, *wtptr, *x = 0, *y = 0; char nag_enum_arg[40]; Nag_IncludeMean mean; Nag_Link link; Nag_Boolean weight; NagError fail; INIT_FAIL(fail); printf("nag_glm_gamma (g02gdc) Example Program Results\n"); /* Skip heading in data file */ scanf("%*[^\n]"); scanf(" %s", nag_enum_arg); /* nag_enum_name_to_value(x04nac). * Converts NAG enum member name to value */ link = (Nag_Link) nag_enum_name_to_value(nag_enum_arg); scanf(" %s", nag_enum_arg); mean = (Nag_IncludeMean) nag_enum_name_to_value(nag_enum_arg); scanf(" %s", nag_enum_arg); weight = (Nag_Boolean) nag_enum_name_to_value(nag_enum_arg); scanf("%ld %ld %ld %lf", &n, &m, &print_iter, &scale); 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))) { printf("Allocation failure\n"); exit_status = -1; goto END; } tdx = m; } else { printf("Invalid n or m.\n"); exit_status = 1; return exit_status; } if (weight) { wtptr = wt; for (i = 0; i < n; i++) { for (j = 0; j < m; j++) scanf("%lf", &X(i, j)); scanf("%lf%lf", &y[i], &wt[i]); } } else { wtptr = (double *) 0; for (i = 0; i < n; i++) { for (j = 0; j < m; j++) scanf("%lf", &X(i, j)); scanf("%lf", &y[i]); } } for (j = 0; j < m; j++) scanf("%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) scanf("%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))) { printf("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_gamma (g02gdc). * Fits a generalized linear model with gamma errors */ nag_glm_gamma(link, mean, n, x, tdx, m, sx, ip, y, wtptr, offsetptr, &scale, 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) { if (fail.code != NE_NOERROR) { printf("Error from nag_glm_gamma (g02gdc).\n%s\n", fail.message); } printf("\nDeviance = %13.4e\n", dev); printf("Degrees of freedom = %3.1f\n\n", df); printf(" Estimate Standard error\n\n"); for (i = 0; i < ip; i++) printf("%14.4f%14.4f\n", b[i], se[i]); printf("\n"); printf(" y fitted value Residual Leverage\n\n"); for (i = 0; i < n; ++i) { printf("%7.1f%10.2f%12.4f%10.3f\n", y[i], V(i, 1), V(i, 4), V(i, 5)); } } else { printf("Error from nag_glm_gamma (g02gdc).\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; }