/* nag_robust_m_regsn_estim (g02hac) Example Program.
 *
 * Copyright 1996 Numerical Algorithms Group.
 *
 * Mark 4, 1996.
 * Mark 8 revised, 2004.
 *
 */

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

#define C(I, J) c[(I) *tdc + J]
#define X(I, J) x[(I) *tdx + J]

int main(void)
{
  Integer          exit_status = 0, i, j, m, max_iter, n, print_iter, tdc, tdx;
  double           *c = 0, cpsi, cucv, dchi, *hpsi = 0, *info = 0, *rs = 0,
                    sigma, *theta = 0;
  double           tol, *wt = 0, *x = 0, *y = 0;
  char             nag_enum_arg[40];
  Nag_CovMatrixEst covmat_est;
  Nag_PsiFun       psifun;
  Nag_RegType      regtype;
  Nag_SigmaEst     sigma_est;
  NagError         fail;

  INIT_FAIL(fail);

  printf(
          "nag_robust_m_regsn_estim (g02hac) Example Program Results\n\n");
  /* Skip heading in data file */
  scanf("%*[^\n]");
  scanf("%ld %ld", &n, &m);
  if (n > 1 && (m >= 1 && m <= n))
    {
      if (!(c = NAG_ALLOC(m*m, double)) ||
          !(theta = NAG_ALLOC(m, double)) ||
          !(x = NAG_ALLOC(n*m, double)) ||
          !(y = NAG_ALLOC(n, double)) ||
          !(rs = NAG_ALLOC(n, double)) ||
          !(wt = NAG_ALLOC(n, double)) ||
          !(info = NAG_ALLOC(4, double)) ||
          !(hpsi = NAG_ALLOC(3, double)))
        {
          printf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tdc = m;
      tdx = m;
    }
  else
    {
      printf("Invalid n or m.\n");
      exit_status = 1;
      return exit_status;
    }
  /* Read in x and y */
  for (i = 0; i < n; i++)
    {
      for (j = 0; j < m; j++)
        scanf("%lf", &X(i, j));
      scanf("%lf", &y[i]);
    }
  /* Read in control parameters */
  scanf(" %s", nag_enum_arg);
  /* nag_enum_name_to_value(x04nac).
   * Converts NAG enum member name to value
   */
  regtype = (Nag_RegType) nag_enum_name_to_value(nag_enum_arg);
  scanf(" %s", nag_enum_arg);
  psifun = (Nag_PsiFun) nag_enum_name_to_value(nag_enum_arg);
  scanf(" %s", nag_enum_arg);
  sigma_est = (Nag_SigmaEst) nag_enum_name_to_value(nag_enum_arg);

  /* Read in appropriate weight function parameters. */
  if (regtype != Nag_HuberReg)
    {
      scanf(" %s %lf", nag_enum_arg, &cucv);
      covmat_est = (Nag_CovMatrixEst) nag_enum_name_to_value(nag_enum_arg);
    }

  if (psifun != Nag_Lsq)
    {
      if (psifun == Nag_HuberFun)
        scanf("%lf", &cpsi);
      else
        cpsi = 0.0;
      if (psifun == Nag_HampelFun)
        for (j = 0; j < 3; j++)
          scanf("%lf", &hpsi[j]);
      if (sigma_est == Nag_SigmaChi)
        scanf("%lf", &dchi);
    }
  /* Set values of remaining parameters */
  tol = 5e-5;
  max_iter = 50;
  /* Change print_iter to a positive value if monitoring information
   * is required
   */
  print_iter = 1;
  sigma = 1.0e0;
  for (i = 0; i < m; ++i)
    theta[i] = 0.0e0;

  /* nag_robust_m_regsn_estim (g02hac).
   * Robust regression, standard M-estimates
   */
  fflush(stdout);
  nag_robust_m_regsn_estim(regtype, psifun, sigma_est, covmat_est, n, m, x,
                           tdx, y, cpsi, hpsi, cucv, dchi, theta, &sigma,
                           c, tdc, rs, wt, tol, max_iter, print_iter,
                           0, info, &fail);

  if ((fail.code == NE_NOERROR) || (fail.code == NE_THETA_ITER_EXCEEDED) ||
      (fail.code == NE_LSQ_FAIL_CONV) || (fail.code == NE_MAT_SINGULAR) ||
      (fail.code == NE_WT_LSQ_NOT_FULL_RANK) ||
      (fail.code == NE_REG_MAT_SINGULAR) ||
      (fail.code == NE_COV_MAT_FACTOR_ZERO) ||
      (fail.code == NE_VAR_THETA_LEQ_ZERO) ||
      (fail.code == NE_VAR_THETA_LEQ_ZERO) ||
      (fail.code == NE_ERR_DOF_LEQ_ZERO) ||
      (fail.code == NE_ESTIM_SIGMA_ZERO))
    {
      if (fail.code != NE_NOERROR)
        {
          printf("Error from nag_robust_m_regsn_estim (g02hac).\n%s\n",
                  fail.message);
          printf(
                  "    Some of the following results may be unreliable\n");
        }
      printf("Sigma = %10.4f\n\n", sigma);
      printf("       Theta      Standard errors\n\n");
      for (j = 0; j < m; ++j)
        printf("%12.4f %13.4f\n", theta[j], C(j, j));
      printf("\n     Weights      Residuals\n\n");
      for (i = 0; i < n; ++i)
        printf("%12.4f %13.4f\n", wt[i], rs[i]);
    }
  else
    {
      printf("Error from nag_robust_m_regsn_estim (g02hac).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

 END:
  if (c) NAG_FREE(c);
  if (theta) NAG_FREE(theta);
  if (x) NAG_FREE(x);
  if (y) NAG_FREE(y);
  if (rs) NAG_FREE(rs);
  if (wt) NAG_FREE(wt);
  if (info) NAG_FREE(info);
  if (hpsi) NAG_FREE(hpsi);

  return exit_status;
}