NAG Library Manual, Mark 28.4
```/* nag_correg_linregm_update (g02ddc) Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
*
* Mark 28.4, 2022.
*/

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

#define X(I, J) x[(I)*tdx + J]
#define Q(I, J) q[(I)*tdq + J]
int main(void) {
Integer exit_status = 0, i, ip, ipmax, j, m, n, rank, tdq, tdx;
double *b = 0, *cov = 0, df, *p = 0, *q = 0, rss, *se = 0, tol, *wt = 0;
double *wtptr, *x = 0, *xe = 0;
char nag_enum_arg[40];
Nag_Boolean svd, weight;
NagError fail;

INIT_FAIL(fail);

printf("nag_correg_linregm_update (g02ddc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%" NAG_IFMT " %" NAG_IFMT " %39s", &n, &m, 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);
ipmax = 4;
if (n >= 1 && m >= 1) {
if (!(b = NAG_ALLOC(ipmax, double)) ||
!(cov = NAG_ALLOC(ipmax * (ipmax + 1) / 2, double)) ||
!(p = NAG_ALLOC(ipmax * (ipmax + 2), double)) ||
!(wt = NAG_ALLOC(n, double)) || !(x = NAG_ALLOC(n * m, double)) ||
!(xe = NAG_ALLOC(n, double)) || !(se = NAG_ALLOC(ipmax, double)) ||
!(q = NAG_ALLOC(n * (ipmax + 1), double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdx = m;
tdq = ipmax + 1;
} else {
printf("Invalid n or m.\n");
exit_status = 1;
return exit_status;
}
if (weight)
wtptr = wt;
else
wtptr = (double *)0;

if (wtptr) {
for (i = 0; i < n; i++) {
for (j = 0; j < m; j++)
scanf("%lf", &X(i, j));
scanf("%lf%lf", &Q(i, 0), &wt[i]);
}
} else {
for (i = 0; i < n; i++) {
for (j = 0; j < m; j++)
scanf("%lf", &X(i, j));
scanf("%lf", &Q(i, 0));
}
}
/* Set tolerance */
tol = 0.000001e0;
ip = 0;
for (j = 0; j < m; ++j) {
/*
*        Fit model using g02dec
*/
for (i = 0; i < n; i++)
xe[i] = X(i, j);
* Add a new independent variable to a general linear
* regression model
*/
if (fail.code == NE_NOERROR)
ip += 1;
else if (fail.code == NE_NVAR_NOT_IND)
printf(" * New variable not added * \n");
else {
fail.message);
exit_status = 1;
goto END;
}
}
/* nag_correg_linregm_update (g02ddc).
* Estimates of regression parameters from an updated model
*/
nag_correg_linregm_update(n, ip, q, tdq, &rss, &df, b, se, cov, &svd, &rank,
p, tol, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_correg_linregm_update (g02ddc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}

printf("\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("%6" NAG_IFMT "%20.4e%20.4e\n", j + 1, b[j], se[j]);
printf("\n");

END:
NAG_FREE(b);
NAG_FREE(cov);
NAG_FREE(p);
NAG_FREE(wt);
NAG_FREE(x);
NAG_FREE(xe);
NAG_FREE(se);
NAG_FREE(q);

return exit_status;
}
```