/* nag_regsn_ridge (g02kbc) Example Program.
 *
 * Copyright 2008, Numerical Algorithms Group.
 *
 * Mark 9, 2009.
 */
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg02.h>

int main(void)
{
  /*Integer scalar and array declarations */
  Integer          exit_status = 0;
  Integer          i, ip, ip1, j, lh, lpec, m, n, pl;
  Integer          pdb, pdpe, pdvf, pdx;
  Integer          *isx = 0;
  /*Double scalar and array declarations */
  double           *b = 0, *h = 0, *nep = 0, *pe = 0, *vf = 0, *x = 0, *y = 0;
  /*Character scalar and array declarations */
  char             spec[10], swantb[14];
  /*NAG Types */
  Nag_OrderType    order;
  Nag_ParaOption   wantb;
  Nag_VIFOption    wantvf;
  Nag_PredictError *pec = 0;
  NagError         fail;

  INIT_FAIL(fail);

  printf("%s\n", "nag_regsn_ridge (g02kbc) Example Program Results");
  /* Skip heading in data file*/
  scanf("%*[^\n] ");
  /* Read in the problem size information*/
  scanf("%ld%ld%ld%ld%s%*[^\n] ",
         &n, &m, &lh, &lpec, swantb);
  wantb = (Nag_ParaOption) nag_enum_name_to_value(swantb);
  if (!(isx = NAG_ALLOC(m, Integer)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  /* Read in the ISX flags*/
  for (i = 0; i < m; i++)
    scanf("%ld ", &isx[i]);
  scanf("%*[^\n] ");
  /* Total number of variables*/
  ip = 0;
  for (j = 0; j < m; j++)
    {
      if (isx[j] == 1)
        ip = ip+1;
    }
#ifdef NAG_COLUMN_MAJOR
  pdb = ip+1;
#define B(I, J)  b[(J-1)*pdb + I-1]
  pdpe = lpec;
#define PE(I, J) pe[(J-1)*pdpe + I-1]
  pdvf = ip;
#define VF(I, J) vf[(J-1)*pdvf + I-1]
  pdx = n;
#define X(I, J)  x[(J-1)*pdx + I-1]
  order = Nag_ColMajor;
#else
  pdb = lh;
#define B(I, J)  b[(I-1)*pdb + J-1]
  pdpe = lh;
#define PE(I, J) pe[(I-1)*pdpe + J-1]
  pdvf = lh;
#define VF(I, J) vf[(I-1)*pdvf + J-1]
  pdx = m;
#define X(I, J)  x[(I-1)*pdx + J-1]
  order = Nag_RowMajor;
#endif
  if (!(b = NAG_ALLOC(pdb*(order == Nag_RowMajor?(ip+1):lh), double)) ||
      !(h = NAG_ALLOC(lh, double)) ||
      !(nep = NAG_ALLOC(lh, double)) ||
      !(pe = NAG_ALLOC(pdpe*(order == Nag_RowMajor?lpec:lh), double)) ||
      !(vf = NAG_ALLOC(pdvf*(order == Nag_RowMajor?ip:lh), double)) ||
      !(x = NAG_ALLOC(pdx*(order == Nag_RowMajor?n:m), double)) ||
      !(y = NAG_ALLOC(n, double)) ||
      !(pec = NAG_ALLOC(lpec, Nag_PredictError)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  /* Read in the data*/
  if (lpec > 0)
    {
      for (i = 0; i < lpec; i++)
        {
          scanf("%s ", spec);
          pec[i] = (Nag_PredictError) nag_enum_name_to_value(spec);
        }
      scanf("%*[^\n] ");
    }
  for (i = 1; i <= n; i++)
    {
      for (j = 1; j <= m; j++)
        scanf("%lf ", &X(i, j));
      scanf("%lf ", &y[i-1]);
    }
  scanf("%*[^\n] ");
  /*  Read in the ridge coefficients*/
  for (i = 0; i < lh; i++)
    scanf("%lf ", &h[i]);
  scanf("%*[^\n] ");
  /* Output the variance inflation factors and parameter estimates*/
  wantvf = Nag_WantVIF;
  /* Run the analysis*/
  /*
   * nag_regsn_ridge (g02kbc)
   * Ridge regression
   */
  nag_regsn_ridge(order, n, m, x, pdx, isx, ip, y, lh, h, nep, wantb, b, pdb,
                  wantvf, vf, pdvf, lpec, pec, pe, pdpe, &fail);
  if (fail.code != NE_NOERROR)
    {
      printf("Error from nag_regsn_ridge (g02kbc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }
  /* Output results*/
  ip1 = ip-1;
  /* Summaries*/
  printf("%s%10ld\n", "Number of parameters used = ", ip+1);
  printf("%s\n", "Effective number of parameters (NEP):");
  printf("%s\n", "   Ridge   ");
  printf("%s%s\n", "   Coeff.  ", "NEP");
  for (i = 1; i <= lh; i++)
    printf(" %10.4f %10.4f\n", h[i-1], nep[i-1]);
  /* Parameter estimates*/
  if (wantb != Nag_NoPara)
    {
      printf("\n");
      if (wantb == Nag_OrigPara)
        {
          printf("%s\n", "Parameter Estimates (Original scalings)");
        }
      else
        {
          printf("%s\n", "Parameter Estimates (Standarised)");
        }
      pl = MIN(ip, 4);
      printf("%s\n", "  Ridge  ");
      printf("%s  ", "   Coeff.  ");
      printf("%s ", "Intercept ");
      for (i = 1; i <= pl; i++)
        printf("%10ld%s", i, i%4?" ":"\n");
      printf("\n");
      if (pl < ip1)
        {
          for (i = pl+1; i <= ip1; i++)
            printf("%10ld%s", i, i%5?" ":"\n");
          printf("\n");
        }
      pl = MIN(ip+1, 5);
      for (i = 1; i <= lh; i++)
        {
          printf("%10.4f", h[i-1]);
          for (j = 1; j <= pl; j++)
            printf("%10.4f%s", B(j, i), j%5?" ":"\n");
          printf("\n");
          if (pl < ip)
            {
              for (j = pl+1; j <= ip; j++)
                printf("%10.4f%s", B(j, i), j%5?" ":"\n");
              printf("\n");
            }
        }
    }
  /* Variance inflation factors*/
  if (wantvf != Nag_NoVIF)
    {
      printf("\n");
      printf("%s\n", "Variance Inflation Factors");
      pl = MIN(ip, 5);
      printf("%s\n", "  Ridge  ");
      printf("%s", "  Coeff.  ");
      for (i = 1; i <= pl; i++)
        printf("%10ld%s", i, i%5?" ":"\n");
      printf("\n");
      if (pl < ip)
        {
          for (i = pl+1; i <= ip; i++)
            printf("%10ld%s", i, i%5?" ":"\n");
          printf("\n");
        }
      for (i = 1; i <= lh; i++)
        {
          printf("%10.4f", h[i-1]);
          for (j = 1; j <= pl; j++)
            printf("%10.4f%s", VF(j, i), j%5?" ":"\n");
          printf("\n");
          if (pl < ip)
            {
              for (j = pl+1; j <= ip; j++)
                printf("%10.4f%s", VF(j, i), j%5?" ":"\n");
              printf("\n");
            }
        }
    }
  /* Prediction error criterion*/
  if (lpec > 0)
    {
      printf("\n");
      printf("%s\n", "Prediction error criterion");
      pl = MIN(lpec, 5);
      printf("%s\n", "  Ridge  ");
      printf("%s", "  Coeff.  ");
      for (i = 1; i <= pl; i++)
        printf("%10ld%s", i, i%5?" ":"\n");
      printf("\n");
      if (pl < lpec)
        {
          for (i = pl+1; i <= lpec; i++)
            printf("%10ld%s", i, i%5?" ":"\n");
          printf("\n");
        }
      for (i = 1; i <= lh; i++)
        {
          printf("%10.4f", h[i-1]);
          for (j = 1; j <= pl; j++)
            printf("%10.4f%s", PE(j, i), j%5?" ":"\n");
          if (pl < ip)
            {
              for (j = pl+1; j <= ip; j++)
                printf("%10.4f%s", PE(j, i), j%5?" ":"\n");
            }
        }
      printf("\n");
      printf("%s\n", "Key:");
      for (i = 1; i <= lpec; i++)
        {
          if (pec[i-1] == Nag_LOOCV)
            {
              printf("  %5ld  Leave one out cross-validation\n",
                      i);
            }
          else if (pec[i-1] == Nag_GCV)
            {
              printf("  %5ld  Generalised cross-validation\n", i);
            }
          else if (pec[i-1] == Nag_EUV)
            {
              printf("  %5ld  Unbiased estimate of variance\n",
                      i);
            }
          else if (pec[i-1] == Nag_FPE)
            {
              printf("  %5ld  Final prediction error\n", i);
            }
          else if (pec[i-1] == Nag_BIC)
            {
              printf("  %5ld  Bayesian information criterion\n",
                      i);
            }
        }
    }

 END:
  if (b) NAG_FREE(b);
  if (h) NAG_FREE(h);
  if (nep) NAG_FREE(nep);
  if (pe) NAG_FREE(pe);
  if (vf) NAG_FREE(vf);
  if (x) NAG_FREE(x);
  if (y) NAG_FREE(y);
  if (isx) NAG_FREE(isx);
  if (pec) NAG_FREE(pec);

  return exit_status;
}