/* nag_regsn_mult_linear_upd_model (g02ddc) Example Program.
 *
 * Copyright 1991 Numerical Algorithms Group.
 *
 * Mark 2, 1991.
 * Mark 8 revised, 2004.
 */

#include <nag.h>
#include <nagx04.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nagg02.h>

#define X(I, J) x[(I) *tdx + J]
#define Q(I, J) q[(I) *tdq + J]
int main(int argc, char *argv[])
{
  FILE        *fpin, *fpout;
  Integer     exit_status = 0, i, ip, ipmax, j, m, n, rank, tdq, tdx;
  double      *b = 0, *cov = 0, df, *p = 0, *q = 0, rss, *se = 0, tol, *wt = 0;
  double      *wtptr, *x = 0, *xe = 0;
  char        nag_enum_arg[40];
  Nag_Boolean svd, weight;
  NagError    fail;

  INIT_FAIL(fail);

  /* Check for command-line IO options */
  fpin = nag_example_file_io(argc, argv, "-data", NULL);
  fpout = nag_example_file_io(argc, argv, "-results", NULL);
  fprintf(fpout,
          "nag_regsn_mult_linear_upd_model (g02ddc) Example Program Results\n");
  /* Skip heading in data file */
  fscanf(fpin, "%*[^\n]");
  fscanf(fpin, "%ld %ld %s", &n, &m, 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);
  ipmax = 4;
  if (n >= 1 && m >= 1)
    {
      if (!(b = NAG_ALLOC(ipmax, double)) ||
          !(cov = NAG_ALLOC(ipmax*(ipmax+1)/2, double)) ||
          !(p = NAG_ALLOC(ipmax*(ipmax+2), double)) ||
          !(wt = NAG_ALLOC(n, double)) ||
          !(x = NAG_ALLOC(n*m, double)) ||
          !(xe = NAG_ALLOC(n, double)) ||
          !(se = NAG_ALLOC(ipmax, double)) ||
          !(q = NAG_ALLOC(n*(ipmax+1), double)))
        {
          fprintf(fpout, "Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tdx = m;
      tdq = ipmax+1;
    }
  else
    {
      fprintf(fpout, "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++)
            fscanf(fpin, "%lf", &X(i, j));
          fscanf(fpin, "%lf%lf", &Q(i, 0), &wt[i]);
        }
    }
  else
    {
      for (i = 0; i < n; i++)
        {
          for (j = 0; j < m; j++)
            fscanf(fpin, "%lf", &X(i, j));
          fscanf(fpin, "%lf", &Q(i, 0));
        }
    }
  /* Set tolerance */
  tol = 0.000001e0;
  ip = 0;
  for (j = 0; j < m; ++j)
    {
      /*
       *        Fit model using g02dec
       */
      for (i = 0; i < n; i++)
        xe[i] = X(i, j);
      /* nag_regsn_mult_linear_add_var (g02dec).
       * Add a new independent variable to a general linear
       * regression model
       */
      nag_regsn_mult_linear_add_var(n, ip, q, tdq, p, wtptr, xe, &rss, tol,
                                    &fail);
      if (fail.code == NE_NOERROR)
        ip += 1;
      else if (fail.code == NE_NVAR_NOT_IND)
        fprintf(fpout, " * New variable not added * \n");
      else
        {
          fprintf(fpout,
                  "Error from nag_regsn_mult_linear_add_var (g02dec).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }
    }
  rss = 0.0;
  /* 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)
    {
      fprintf(fpout,
              "Error from nag_regsn_mult_linear_upd_model (g02ddc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }


  fprintf(fpout, "\n");
  if (svd)
    fprintf(fpout, "Model not of full rank\n\n");
  fprintf(fpout, "Residual sum of squares = %13.4e\n", rss);
  fprintf(fpout, "Degrees of freedom = %3.1f\n\n", df);
  fprintf(fpout, "Variable    Parameter estimate   Standard error\n\n");
  for (j = 0; j < ip; j++)
    fprintf(fpout, "%6ld%20.4e%20.4e\n", j+1, b[j], se[j]);
  fprintf(fpout, "\n");

 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (b) NAG_FREE(b);
  if (cov) NAG_FREE(cov);
  if (p) NAG_FREE(p);
  if (wt) NAG_FREE(wt);
  if (x) NAG_FREE(x);
  if (xe) NAG_FREE(xe);
  if (se) NAG_FREE(se);
  if (q) NAG_FREE(q);

  return exit_status;
}