/* nag_glm_tran_model (g02gkc) Example Program.
 *
 * Copyright 1996 Numerical Algorithms Group.
 *
 * Mark 4, 1996.
 * 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 C(I, J) c[(I) *tdc + J]
#define V(I, J) v[(I) *tdv + J]
int main(int argc, char *argv[])
{
  FILE     *fpin, *fpout;
  Integer  exit_status = 0, i, ip, j, m, max_iter, n, nclin, print_iter, rank;
  Integer  *sx = 0, tdc, tdv, tdx;
  NagError fail;
  double   dev, df, eps, ex_power;
  double   *b = 0, *c = 0, *cov = 0, *se = 0, tol, *v = 0, *wtptr;
  double   *x = 0, *y = 0;

  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_glm_tran_model (g02gkc) Example Program Results\n\n");
  /* Skip heading in data file */
  fscanf(fpin, "%*[^\n]");
  fscanf(fpin, "%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)))
        {
          fprintf(fpout, "Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tdx = m;
    }
  else
    {
      fprintf(fpout, "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++)
        fscanf(fpin, "%lf", &X(i, j));
      fscanf(fpin, "%lf", &y[i]);
    }
  for (j = 0; j < m; j++)
    fscanf(fpin, "%ld", &sx[j]);
  fscanf(fpin, "%ld", &ip);
  if (!(b = NAG_ALLOC(ip, double)) ||
      !(cov = NAG_ALLOC(ip*(ip+1)/2, double)) ||
      !(se = NAG_ALLOC(ip, double)) ||
      !(v = NAG_ALLOC(n*(ip+6), double)))
    {
      fprintf(fpout, "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)
    {
      fprintf(fpout, "\nDeviance = %13.4e\n", dev);
      fprintf(fpout, "Degrees of freedom = %3.1f\n\n", df);
      /* Input constraints */
      nclin = ip - rank;

      if (!(c = NAG_ALLOC(ip*nclin, double)))
        {
          fprintf(fpout, "Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tdc = nclin;

      for (i = 0; i < ip; ++i)
        for (j = 0; j < nclin; ++j)
          fscanf(fpin, "%lf", &C(i, j));

      /* nag_glm_tran_model (g02gkc).
       * Estimates and standard errors of parameters of a general
       * linear model for given constraints
       */
      nag_glm_tran_model(ip, nclin, v, tdv, c,
                         tdc, b, 1.0e0, se, cov, &fail);

      if (fail.code == NE_NOERROR)
        {
          fprintf(fpout, "       Estimate     Standard error\n\n");
          for (i = 0; i < ip; i++)
            fprintf(fpout, " %14.4f%14.4f\n", b[i], se[i]);
          fprintf(fpout, "\n");
        }
      else
        {
          fprintf(fpout, "Error from nag_glm_tran_model (g02gkc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }
    }
  else
    {
      fprintf(fpout, "Error from nag_glm_poisson (g02gcc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }
 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (x) NAG_FREE(x);
  if (y) NAG_FREE(y);
  if (sx) NAG_FREE(sx);
  if (c) NAG_FREE(c);
  if (b) NAG_FREE(b);
  if (cov) NAG_FREE(cov);
  if (se) NAG_FREE(se);
  if (v) NAG_FREE(v);
  return exit_status;
}