/* nag_glm_est_func (g02gnc) Example Program.
 *
 * Copyright 1996 Numerical Algorithms Group.
 *
 * Mark 4, 1996.
 *
 * Mark 6 revised, 2000.
 * Mark 8 revised, 2004.
 */

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

#define X(I,J) x[(I)*tdx + J]
#define V(I,J) v[(I)*tdv + J]
int main(void)
{
  Nag_Boolean est;
  Integer exit_status=0, i, ip, j, m, max_iter, n, nestfn, print_iter, rank;
  Integer *sx=0, tdv, tdx;
  NagError fail;
  double *b=0, *cov=0, dev, df, eps, ex_power, *f=0, *se=0, sestat, stat;
  double tol, *v=0, *wtptr, *x=0, *y=0, z;

  INIT_FAIL(fail);
  Vprintf("nag_glm_est_func (g02gnc) Example Program Results\n");
  /* Skip heading in data file */
  Vscanf("%*[^\n]");
  Vscanf("%ld %ld %ld", &n, &m, &print_iter);

  if (n>=2 && m>=1)
    {
      if ( !( x = NAG_ALLOC(n*m, double)) ||
           !( y = NAG_ALLOC(n, double))  ||
           !( sx = NAG_ALLOC(m, Integer)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tdx = m;
    }
  else
    {
      Vprintf("Invalid n or m.\n");
      exit_status = 1;
      return exit_status;
    }
  wtptr = (double *)0;
  for (i=0; i<n; i++)
    {
      for (j=0; j<m; j++)
        Vscanf("%lf", &X(i,j));
      Vscanf("%lf", &y[i]);
    }
  for (j=0; j<m; j++)
    Vscanf("%ld", &sx[j]);
  Vscanf("%ld", &ip);

  if ( !( b = NAG_ALLOC(ip, double)) ||
       !( f = NAG_ALLOC(ip, double)) ||
       !( v = NAG_ALLOC(n*(ip+6), double)) ||
       !( cov = NAG_ALLOC(ip*(ip+1)/2, double)) ||
       !( se = NAG_ALLOC(ip, double)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  tdv = ip+6;

  /* Set control parameters */
  max_iter = 10;
  tol = 5e-5;
  eps = 1e-6;
  ex_power = 0.0;

  /* Fit Log-linear model using nag_glm_poisson (g02gcc) */

  /* nag_glm_poisson (g02gcc).
   * Fits a generalized linear model with Poisson errors
   */
  nag_glm_poisson(Nag_Log, Nag_MeanInclude, n, x, tdx,
                  m, sx, ip, y, wtptr, (double *)0, 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)
    {
      Vprintf("\nDeviance = %12.4e\n", dev);
      Vprintf("Degrees of freedom = %3.1f\n\n", df);
      Vprintf("       Estimate     Standard error\n\n");
      for (i=0; i<ip; i++)
        Vprintf("%14.4f%14.4f\n", b[i], se[i]);
      Vprintf("\n");
      Vscanf("%ld", &nestfn);
      for (i=1; i<=nestfn; ++i)
        {
          for (j=0; j<ip; ++j)
            Vscanf("%lf", &f[j]);

          /* nag_glm_est_func (g02gnc).
           * Estimable function and the standard error of a
           * generalized linear model
           */
          nag_glm_est_func(ip, rank, b, cov, v,
                           tdv, f, &est, &stat, &sestat, &z, tol,
                           &fail);

          if (fail.code==NE_NOERROR || fail.code==NE_RANK_EQ_IP)
            {
              Vprintf("\n");
              Vprintf("Function %ld\n\n", i);
              for (j=0; j<ip; ++j)
                Vprintf("%8.2f%c", f[j], (j%5==4 || j==ip-1) ? '\n' : ' ');
              Vprintf("\n");
              if (est)
                Vprintf("stat = %10.4f  sestat = %10.4f   z = %10.4f\n",
                        stat, sestat, z);
              else
                Vprintf("Function not estimable\n");
            }
          else
            {
              Vprintf("Error from nag_glm_est_func (g02gnc).\n%s\n",
                      fail.message);
              exit_status = 1;
              goto END;
            }

        }
    }
  else
    {
      Vprintf("Error from nag_glm_poisson (g02gcc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
 END:
  if (x) NAG_FREE(x);
  if (y) NAG_FREE(y);
  if (sx) NAG_FREE(sx);
  if (b) NAG_FREE(b);
  if (f) NAG_FREE(f);
  if (v) NAG_FREE(v);
  if (cov) NAG_FREE(cov);
  if (se) NAG_FREE(se);
  return exit_status;
}