/* nag_dummy_vars (g04eac) Example Program. * * Copyright 2000 Numerical Algorithms Group. * * Mark 6, 2000. */ #include #include #include #include #include int main(void) { Nag_Boolean svd; Integer exit_status = 0, i, *ifact = 0, ip, irank, *isx = 0, j, levels, m, n; Integer tdq, tdx; char nag_enum_arg[40]; double *b = 0, *com_ar = 0, *cov = 0, df, *h = 0, *p = 0, *q = 0; double *rep = 0, *res = 0, tol, *v = 0, *wt = 0, *wtptr = 0, *x = 0; double *y = 0, rss, *se = 0; Nag_DummyType dum_type; Nag_IncludeMean mean; Nag_Boolean weight; NagError fail; INIT_FAIL(fail); printf("nag_dummy_vars (g04eac) Example Program Results\n"); /* Skip heading in data file */ scanf("%*[^\n]"); scanf("%ld %ld", &n, &levels); scanf(" %39s", nag_enum_arg); /* nag_enum_name_to_value (x04nac). * Converts NAG enum member name to value */ dum_type = (Nag_DummyType) nag_enum_name_to_value(nag_enum_arg); scanf(" %39s", nag_enum_arg); 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 (dum_type == Nag_AllLevels) tdx = levels; else tdx = levels - 1; if (!(x = NAG_ALLOC(n*tdx, double)) || !(rep = NAG_ALLOC(levels, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } if (dum_type == Nag_Poly) { if (!(v = NAG_ALLOC(levels, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } } else { if (!(v = NAG_ALLOC(1, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } } if (!(wt = NAG_ALLOC(n, double)) || !(y = NAG_ALLOC(n, double)) || !(ifact = NAG_ALLOC(n, Integer))) { printf("Allocation failure\n"); exit_status = -1; goto END; } printf("\n"); if (weight) { for (i = 1; i <= n; ++i) scanf("%ld %lf %lf", &ifact[i - 1], &y[i - 1], &wt[i - 1]); wtptr = wt; } else { for (i = 1; i <= n; ++i) scanf("%ld %lf", &ifact[i - 1], &y[i - 1]); wtptr = 0; } if (dum_type == Nag_Poly) for (j = 1; j <= levels; ++j) scanf("%lf", &v[j - 1]); /* Calculate dummy variables */ /* nag_dummy_vars (g04eac). * Computes orthogonal polynomials or dummy variables for * factor/classification variable */ nag_dummy_vars(dum_type, n, levels, ifact, x, tdx, v, rep, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_dummy_vars (g04eac).\n%s\n", fail.message); exit_status = 1; goto END; } m = tdx; ip = m; if (mean == Nag_MeanInclude) ++ip; if (!(b = NAG_ALLOC(ip, double)) || !(se = NAG_ALLOC(ip, double)) || !(cov = NAG_ALLOC(ip*(ip+1)/2, double)) || !(p = NAG_ALLOC(2*ip + ip*ip, double)) || !(com_ar = NAG_ALLOC(5*(ip-1) + ip*ip, double)) || !(h = NAG_ALLOC(n, double)) || !(res = NAG_ALLOC(n, double)) || !(q = NAG_ALLOC(n*(ip+1), double)) || !(tdq = ip+1) || !(isx = NAG_ALLOC(m, Integer))) { printf("Allocation failure\n"); exit_status = -1; goto END; } for (j = 1; j <= m; ++j) isx[j - 1] = 1; /* Set tolerance */ tol = 1e-5; /* nag_regsn_mult_linear (g02dac). * Fits a general (multiple) linear regression model */ nag_regsn_mult_linear(mean, n, x, tdx, m, isx, ip, y, wtptr, &rss, &df, b, se, cov, res, h, q, tdq, &svd, &irank, p, tol, com_ar, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_regsn_mult_linear (g04dac).\n%s\n", fail.message); exit_status = 1; goto END; } if (svd) printf(" %s%4ld\n\n", "Model not of full rank, rank = ", irank); printf(" Residual sum of squares = %13.4e\n", rss); printf(" Degrees of freedom = %4.0f\n\n", df); printf("Variable Parameter estimate Standard error\n\n"); for (j = 1; j <= ip; ++j) printf(" %6ld %20.4e %20.4e\n", j, b[j - 1], se[j - 1]); END: NAG_FREE(x); NAG_FREE(rep); NAG_FREE(v); NAG_FREE(v); NAG_FREE(wt); NAG_FREE(y); NAG_FREE(ifact); NAG_FREE(b); NAG_FREE(se); NAG_FREE(cov); NAG_FREE(p); NAG_FREE(com_ar); NAG_FREE(h); NAG_FREE(res); NAG_FREE(q); NAG_FREE(isx); return exit_status; }