Example description
/* nag_pls_orth_scores_wold (g02lbc) Example Program.
 *
 * Copyright 2017 Numerical Algorithms Group.
 *
 * Mark 26.2, 2017.
 */
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg02.h>
#include <nagx04.h>

int main(void)
{
  /*Integer scalar and array declarations */
  Integer exit_status = 0;
  Integer i, ip, j, maxfac, maxit, mx, my, n;
  Integer pdc, pdp, pdt, pdu, pdw, pdx, pdxres, pdy, pdycv, pdyres;
  Integer *isx = 0;
  /*Double scalar and array declarations */
  double tau;
  double *c = 0, *p = 0, *t = 0, *u = 0, *w = 0, *x = 0, *xbar = 0;
  double *xcv = 0, *xres = 0, *xstd = 0, *y = 0, *ybar = 0;
  double *ycv = 0, *yres = 0, *ystd = 0;
  /*Character scalar and array declarations */
  char siscale[40];
  /*NAG Types */
  Nag_OrderType order;
  Nag_ScalePredictor iscale;
  NagError fail;

  INIT_FAIL(fail);

  printf("nag_pls_orth_scores_wold (g02lbc) Example Program Results\n");
  /* Skip header in data file. */
  scanf("%*[^\n] ");
  /* Read data values. */
  scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%39s %" NAG_IFMT "%*[^\n] ",
        &n, &mx, &my, siscale, &maxfac);
  iscale = (Nag_ScalePredictor) nag_enum_name_to_value(siscale);

  if (!(isx = NAG_ALLOC(mx, Integer)))
  {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }
  for (j = 0; j < mx; j++)
    scanf("%" NAG_IFMT " ", &isx[j]);
  scanf("%*[^\n] ");
  ip = 0;
  for (j = 0; j < mx; j++) {
    if (isx[j] == 1)
      ip = ip + 1;
  }
#ifdef NAG_COLUMN_MAJOR
  pdc = my;
  pdp = ip;
  pdt = n;
  pdu = n;
  pdw = ip;
  pdx = n;
#define X(I, J)    x[(J-1)*pdx + I-1]
  pdxres = n;
  pdy = n;
#define Y(I, J)    y[(J-1)*pdy + I-1]
  pdycv = maxfac;
#define YCV(I, J)  ycv[(J-1)*pdycv + I-1]
  pdyres = n;
  order = Nag_ColMajor;
#else
  pdc = maxfac;
  pdp = maxfac;
  pdt = maxfac;
  pdu = maxfac;
  pdw = maxfac;
  pdx = mx;
#define X(I, J)    x[(I-1)*pdx + J-1]
  pdxres = ip;
  pdy = my;
#define Y(I, J)    y[(I-1)*pdy + J-1]
  pdycv = my;
#define YCV(I, J)  ycv[(I-1)*pdycv + J-1]
  pdyres = my;
  order = Nag_RowMajor;
#endif
  if (!(c = NAG_ALLOC(pdc * (order == Nag_RowMajor ? my : maxfac), double)) ||
      !(p = NAG_ALLOC(pdp * (order == Nag_RowMajor ? ip : maxfac), double)) ||
      !(t = NAG_ALLOC(pdt * (order == Nag_RowMajor ? n : maxfac), double)) ||
      !(u = NAG_ALLOC(pdu * (order == Nag_RowMajor ? n : maxfac), double)) ||
      !(w = NAG_ALLOC(pdw * (order == Nag_RowMajor ? ip : maxfac), double)) ||
      !(x = NAG_ALLOC(pdx * (order == Nag_RowMajor ? n : mx), double)) ||
      !(xbar = NAG_ALLOC(ip, double)) ||
      !(xcv = NAG_ALLOC(maxfac, double)) ||
      !(xres = NAG_ALLOC(pdxres * (order == Nag_RowMajor ? n : ip), double))
      || !(xstd = NAG_ALLOC(ip, double))
      || !(y = NAG_ALLOC(pdy * (order == Nag_RowMajor ? n : my), double))
      || !(ybar = NAG_ALLOC(my, double))
      || !(ycv =
           NAG_ALLOC(pdycv * (order == Nag_RowMajor ? maxfac : my), double))
      || !(yres =
           NAG_ALLOC(pdyres * (order == Nag_RowMajor ? n : my), double))
      || !(ystd = NAG_ALLOC(my, double)))
  {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }
  maxit = 200;
  tau = 1.00e-4;
  /* Read data values. */
  for (i = 1; i <= n; i++) {
    for (j = 1; j <= mx; j++)
      scanf("%lf ", &X(i, j));
    for (j = 1; j <= my; j++)
      scanf("%lf ", &Y(i, j));
  }
  scanf("%*[^\n] ");
  /* Fit a PLS model. */
  /*
   * nag_pls_orth_scores_wold (g02lbc)
   * Partial least squares
   */
  nag_pls_orth_scores_wold(order, n, mx, x, pdx, isx, ip, my, y, pdy, xbar,
                           ybar, iscale, xstd, ystd, maxfac, maxit, tau,
                           xres, pdxres, yres, pdyres, w, pdw, p, pdp, t,
                           pdt, c, pdc, u, pdu, xcv, ycv, pdycv, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_pls_orth_scores_wold (g02lbc).\n%s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }
  /*
   * nag_gen_real_mat_print (x04cac)
   * Print real general matrix (easy-to-use)
   */
  fflush(stdout);
  nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, ip,
                         maxfac, p, pdp, "x-loadings, P", 0, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }
  /*
   * nag_gen_real_mat_print (x04cac)
   * Print real general matrix (easy-to-use)
   */
  fflush(stdout);
  nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n,
                         maxfac, t, pdt, "x-scores, T", 0, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }
  /*
   * nag_gen_real_mat_print (x04cac)
   * Print real general matrix (easy-to-use)
   */
  fflush(stdout);
  nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, my,
                         maxfac, c, pdc, "y-loadings, C", 0, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }
  /*
   * nag_gen_real_mat_print (x04cac)
   * Print real general matrix (easy-to-use)
   */
  fflush(stdout);
  nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n,
                         maxfac, u, pdu, "y-scores, U", 0, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }
  printf("\n");
  printf("%s\n", "Explained Variance");
  printf("%12s   %21s\n", "Model effects", "Dependent variable(s)");
  for (i = 1; i <= maxfac; i++) {
    printf("%12.6f", xcv[i - 1]);
    for (j = 1; j <= my; j++)
      printf("  %12.6f%s", YCV(i, j), j % 9 ? " " : "\n");
    printf("\n");
  }

END:
  NAG_FREE(c);
  NAG_FREE(p);
  NAG_FREE(t);
  NAG_FREE(u);
  NAG_FREE(w);
  NAG_FREE(x);
  NAG_FREE(xbar);
  NAG_FREE(xcv);
  NAG_FREE(xres);
  NAG_FREE(xstd);
  NAG_FREE(y);
  NAG_FREE(ybar);
  NAG_FREE(ycv);
  NAG_FREE(yres);
  NAG_FREE(ystd);
  NAG_FREE(isx);

  return exit_status;
}