NAG Library Manual, Mark 28.7
```/* nag_correg_linregm_rssq_stat (g02ecc) Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
*
* Mark 28.7, 2022.
*/

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

int main(void) {

/* Scalars */
double sigsq, tss;
Integer exit_status, num_models, i, ii, j, m, n, nmod, pdx;
NagError fail;
Nag_OrderType order;

/* Arrays */
char **model = 0;
double *cp = 0, *rsq = 0, *rss = 0, *wtptr = 0, *x = 0, *y = 0;
Integer *sx = 0, *mrank = 0, *nterms = 0;
const char *var_names[] = {"DAY", "BOD", "TKN", "TS", "TVS", "COD"};

/* For iteration over model */
Integer model_index = 0;

#ifdef NAG_COLUMN_MAJOR
#define X(I, J) x[(J - 1) * pdx + I - 1]
#else
#define X(I, J) x[(I - 1) * pdx + J - 1]
#endif

INIT_FAIL(fail);

exit_status = 0;

/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &n, &m);

/* Allocate memory */
if (!(x = NAG_ALLOC(n * m, double)) || !(y = NAG_ALLOC(n, double)) ||
!(sx = NAG_ALLOC(m, Integer))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}

#ifdef NAG_COLUMN_MAJOR
pdx = n;
order = Nag_ColMajor;
#else
pdx = m;
order = Nag_RowMajor;
#endif

for (i = 1; i <= n; ++i) {
for (j = 1; j <= m; ++j)
scanf("%lf", &X(i, j));
scanf("%lf%*[^\n] ", &y[i - 1]);
}

num_models = 1;
for (j = 1; j <= m; ++j) {
scanf("%" NAG_IFMT "", &sx[j - 1]);
if (sx[j - 1] == 1)
num_models <<= 1;
}
scanf("%*[^\n] ");

/* Allocate memory */
if (!(model = NAG_ALLOC(num_models * m, char *)) ||
!(cp = NAG_ALLOC(num_models, double)) ||
!(rsq = NAG_ALLOC(num_models, double)) ||
!(mrank = NAG_ALLOC(num_models, Integer)) ||
!(nterms = NAG_ALLOC(num_models, Integer))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}

* Computes residual sums of squares for all possible linear
* regressions for a set of independent variables
*/
nag_correg_linregm_rssq(order, Nag_MeanInclude, n, m, x, pdx, var_names, sx,
y, wtptr, &nmod, (const char **)model, rss, nterms,
mrank, &fail);
if (fail.code != NE_NOERROR) {
exit_status = 1;
goto END;
}

sigsq = rss[nmod - 1] / (n - nterms[nmod - 1] - 1);
* Calculates R^2 and C_P values from residual sums of
* squares
*/
nag_correg_linregm_rssq_stat(Nag_MeanInclude, n, sigsq, tss, nmod, nterms,
if (fail.code != NE_NOERROR) {
fail.message);
exit_status = 1;
goto END;
}

printf("\n");
printf("Number of     CP      RSQ         MODEL\n");
printf("parameters\n");
for (i = 1; i <= nmod; ++i) {
ii = nterms[i - 1];
printf(" %7" NAG_IFMT "%11.2f%8.4f  ", ii, cp[i - 1], rsq[i - 1]);
for (j = 1; j <= ii; ++j)
printf("%-3.3s %s", model[model_index++],
j % 5 == 0 || j == 5 ? "\n" : " ");
printf("\n");
}
END:
NAG_FREE(model);
NAG_FREE(cp);
NAG_FREE(rsq);