/* nag_regsn_mult_linear_est_func (g02dnc) 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, ip, j, m, n, nestern, rank, *sx = 0, tdq, tdx; double *b = 0, *com_ar = 0, *cov = 0, df, *f = 0, *h = 0, *p = 0; double *q = 0, *res = 0, rss, *se = 0, sestat, stat, t, tol; double *wt = 0, *wtptr, *x = 0, *y = 0; char nag_enum_arg[40]; Nag_Boolean est, svd, weight; Nag_IncludeMean mean; NagError fail; INIT_FAIL(fail); printf( "nag_regsn_mult_linear_est_func (g02dnc) 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); if (n >= 2 && 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))) { 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]); scanf("%ld", &ip); if (!(b = NAG_ALLOC(ip, double)) || !(cov = NAG_ALLOC(ip*(ip+1)/2, double)) || !(f = NAG_ALLOC(ip, double)) || !(p = NAG_ALLOC(ip*(ip+2), double)) || !(q = NAG_ALLOC(n*(ip+1), double)) || !(se = NAG_ALLOC(ip, double)) || !(com_ar = NAG_ALLOC(ip*ip+5*(ip-1), double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } tdq = ip+1; /* Set tolerance */ tol = 0.00001e0; /* * Find initial estimates using g02dac */ /* 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("\n"); printf("Estimates from g02dac\n\n"); printf("Residual sum of squares = %13.4e\n", rss); printf("Degrees of freedom = %3.1f\n\n", df); printf("Variable Parameter estimate Standard error\n\n"); for (j = 0; j < ip; j++) printf("%6ld%20.4e%20.4e\n", j+1, b[j], se[j]); printf("\n"); scanf("%ld", &nestern); for (i = 1; i <= nestern; ++i) { for (j = 0; j < ip; ++j) scanf("%lf", &f[j]); /* nag_regsn_mult_linear_est_func (g02dnc). * Estimate of an estimable function for a general linear * regression model */ nag_regsn_mult_linear_est_func(ip, rank, b, cov, p, f, &est, &stat, &sestat, &t, tol, &fail); if (fail.code == NE_NOERROR || fail.code == NE_RANK_EQ_IP) { printf("\n"); printf("Function %ld\n\n", i); for (j = 0; j < ip; ++j) printf("%8.2f%c", f[j], (j%5 == 4 || j == ip-1)?'\n':' '); printf("\n"); if (est) printf(" stat = %10.4f se = %10.4f t = %10.4f\n", stat, sestat, t); else printf("Function not estimable\n"); } else { printf( "Error from nag_regsn_mult_linear_est_func (g02dnc).\n%s\n", fail.message); exit_status = 1; goto END; } } 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(f); NAG_FREE(p); NAG_FREE(q); NAG_FREE(se); NAG_FREE(com_ar); return exit_status; }