/* nag_regsn_mult_linear_newyvar (g02dgc) Example Program.
 *
 * Copyright 1990 Numerical Algorithms Group.
 *
 * Mark 2 revised, 1992.
 * Mark 8 revised, 2004.
 */

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

#define XM(I, J) xm[(I) *tdxm + J]
#define Q(I, J)  q[(I) *tdq + J]

int main(void)
{
  Nag_Boolean     svd;
  Integer         exit_status = 0, i, ip, j, m, n, rank, *sx = 0, tdq, tdxm;
  NagError        fail;
  Nag_IncludeMean mean;
  Nag_Boolean     weight;
  char            nag_enum_arg[40];
  double          df, rss, tol;
  double          *b = 0, *com_ar = 0, *cov = 0, *h = 0, *newy = 0, *p = 0;
  double          *q = 0, *res = 0, *se = 0, *wt = 0, *wtptr, *xm = 0, *y = 0;

  INIT_FAIL(fail);

  printf(
          "nag_regsn_mult_linear_newyvar (g02dgc) Example Program Results\n");
  /* Skip heading in data file */
  scanf("%*[^\n]");
  scanf("%ld %ld", &n, &m);
  scanf("%s", 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("%s%*[^\n] ", 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)) ||
          !(newy = NAG_ALLOC(n, double)) ||
          !(res = NAG_ALLOC(n, double)) ||
          !(wt = NAG_ALLOC(n, double)) ||
          !(xm = NAG_ALLOC(n*m, double)) ||
          !(y = NAG_ALLOC(n, double)) ||
          !(sx = NAG_ALLOC(m, Integer)))
        {
          printf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tdxm = 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", &XM(i, j));
          scanf("%lf%lf%lf", &y[i], &wt[i], &newy[i]);
        }
    }
  else
    {
      wtptr = (double *) 0;
      for (i = 0; i < n; i++)
        {
          for (j = 0; j < m; j++)
            scanf("%lf", &XM(i, j));
          scanf("%lf%lf", &y[i], &newy[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)) ||
      !(p = NAG_ALLOC(ip*(ip+2), double)) ||
      !(q = NAG_ALLOC(n*(ip+1), double)) ||
      !(se = NAG_ALLOC(ip, double)) ||
      !(com_ar = NAG_ALLOC(5*(ip-1)+ip*ip, double)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  tdq = ip+1;


  /* Set tolerance */
  tol = 0.00001e0;
  /* Fit initial model using nag_regsn_mult_linear (g02dac) */
  /* nag_regsn_mult_linear (g02dac).
   * Fits a general (multiple) linear regression model
   */
  nag_regsn_mult_linear(mean, n, xm, tdxm, 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("Results from g02dac\n\n");
  if (svd)
    printf("Model not of full rank\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");

  /* nag_regsn_mult_linear_newyvar (g02dgc).
   * Fits a general linear regression model to new dependent
   * variable
   */
  nag_regsn_mult_linear_newyvar(n, wtptr, &rss, ip, rank, cov, q, tdq, svd, p,
                                newy, b, se, res, com_ar, &fail);
  if (fail.code != NE_NOERROR)
    {
      printf(
              "Error from nag_regsn_mult_linear_newyvar (g02dgc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  printf("\n");
  printf("Results for second y-variable using "
          "nag_regsn_mult_linear_newyvar (g02dgc)\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");

 END:
  if (h) NAG_FREE(h);
  if (newy) NAG_FREE(newy);
  if (res) NAG_FREE(res);
  if (wt) NAG_FREE(wt);
  if (xm) NAG_FREE(xm);
  if (y) NAG_FREE(y);
  if (sx) NAG_FREE(sx);
  if (b) NAG_FREE(b);
  if (cov) NAG_FREE(cov);
  if (p) NAG_FREE(p);
  if (q) NAG_FREE(q);
  if (se) NAG_FREE(se);
  if (com_ar) NAG_FREE(com_ar);

  return exit_status;
}