/* nag_regsn_mult_linear_delete_var (g02dfc) Example Program. * * Copyright 1991 Numerical Algorithms Group. * * Mark 2, 1991. * Mark 8 revised, 2004. */ #include #include #include #include #define X(I, J) x[(I) *tdx + J] #define Q(I, J) q[(I) *tdq + J] int main(void) { Integer exit_status = 0, i, indx, ip, ipmax, j, m, n, rank, *sx = 0, tdq, tdx; char nag_enum_arg[40]; double *b = 0, *com_ar = 0, *cov = 0, df, *h = 0, *p = 0, *q = 0; double *res = 0, rss, *se = 0, tol, *wt = 0, *wtptr, *x = 0, *y = 0; Nag_Boolean svd, weight; Nag_IncludeMean mean; NagError fail; INIT_FAIL(fail); printf("nag_regsn_mult_linear_delete_var (g02dfc) Example Program " "Results\n"); /* Skip heading in data file */ scanf("%*[^\n]"); scanf("%ld %ld", &n, &m); scanf(" %39s", nag_enum_arg); /* nag_enum_name_to_value (x04nac). * Converts NAG enum member name to value */ weight = (Nag_Boolean) nag_enum_name_to_value(nag_enum_arg); scanf(" %39s", nag_enum_arg); mean = (Nag_IncludeMean) nag_enum_name_to_value(nag_enum_arg); ipmax = m+1; if (n >= 1 && m >= 1) { if (!(h = NAG_ALLOC(n, double)) || !(res = NAG_ALLOC(n, double)) || !(wt = NAG_ALLOC(n, double)) || !(x = NAG_ALLOC((n)*(m), double)) || !(y = NAG_ALLOC(n, double)) || !(sx = NAG_ALLOC(m, Integer)) || !(b = NAG_ALLOC(ipmax, double)) || !(cov = NAG_ALLOC(ipmax*(ipmax+1)/2, double)) || !(p = NAG_ALLOC(ipmax*(ipmax+2), double)) || !(q = NAG_ALLOC((n)*(ipmax+1), double)) || !(se = NAG_ALLOC(ipmax, double)) || !(com_ar = NAG_ALLOC(5*(ipmax-1)+ipmax*ipmax, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } tdx = m; tdq = ipmax+1; } else { printf("Invalid n or m.\n"); exit_status = 1; return exit_status; } if (weight) wtptr = wt; else wtptr = (double *) 0; if (wtptr) { 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 { for (i = 0; i < n; ++i) { for (j = 0; j < m; ++j) scanf("%lf", &X(i, j)); scanf("%lf", &y[i]); } } for (i = 0; i < m; ++i) sx[i] = 1; ip = m; if (mean == Nag_MeanInclude) ip += 1; /* Set tolerance */ tol = 0.00001e0; /* nag_regsn_mult_linear (g02dac). * Fits a general (multiple) linear regression model */ nag_regsn_mult_linear(mean, n, x, tdx, 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) { printf("Error from nag_regsn_mult_linear (g02dac).\n%s\n", fail.message); exit_status = 1; goto END; } printf("Results from full model\n"); if (svd) printf("Model not of full rank\n\n"); printf("Residual sum of squares = %13.4e\n", rss); printf("Degrees of freedom = %3.1f\n\n", df); while (scanf("%ld", &indx) != EOF) { if (indx != 0) { /* nag_regsn_mult_linear_delete_var (g02dfc). * Delete an independent variable from a general linear * regression model */ nag_regsn_mult_linear_delete_var(ip, q, tdq, indx, &rss, &fail); if (fail.code != NE_NOERROR) { printf( "Error from nag_regsn_mult_linear_delete_var (g02dfc)." "\n%s\n", fail.message); exit_status = 1; goto END; } ip = ip - 1; if (ip == 0) printf("No terms left in model\n"); else { printf("Variable %4ld dropped\n", indx); /* nag_regsn_mult_linear_upd_model (g02ddc). * Estimates of regression parameters from an updated model */ nag_regsn_mult_linear_upd_model(n, ip, q, tdq, &rss, &df, b, se, cov, &svd, &rank, p, tol, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_regsn_mult_linear_upd_model " "(g02ddc).\n%s\n", fail.message); exit_status = 1; goto END; } printf("Residual sum of squares = %13.4e\n", rss); printf("Degrees of freedom = %3.1f\n\n", df); printf("Parameter estimate Standard error\n\n"); for (j = 0; j < ip; j++) printf("%15.4e%15.4e\n", b[j], se[j]); } } } END: NAG_FREE(h); NAG_FREE(res); NAG_FREE(wt); NAG_FREE(x); NAG_FREE(y); NAG_FREE(sx); NAG_FREE(b); NAG_FREE(cov); NAG_FREE(p); NAG_FREE(q); NAG_FREE(se); NAG_FREE(com_ar); return exit_status; }