/* nag_regsn_mult_linear (g02dac) Example Program.
 *
 * Copyright 1998 Numerical Algorithms Group.
 *
 * Mark 5 revised, 1998.
 * Mark 6 revised, 2000.
 * Mark 8 revised, 2004.
 */

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


static int ex1(void);
static int ex2(void);


int main(void)
{
  Integer exit_status_ex1=0;
  Integer exit_status_ex2=0;

  exit_status_ex1 = ex1();
  exit_status_ex2 = ex2();

  return exit_status_ex1 == 0 && exit_status_ex2 == 0 ? 0 : 1;
}


#define X(I,J) x[(I)*tdx + J]
#define Q(I,J) q[(I)*tdq + J]
static int ex1(void)
{
  Nag_Boolean svd;
  Integer exit_status=0, i, ip, j, m, n, rank, *sx=0, tdq, tdx;
  NagError fail;
  Nag_IncludeMean mean;
  char meanc, weight;
  double *b=0, *com_ar=0, *cov=0, df, *h=0, *p=0, *q=0, *res=0, rss, *se=0;
  double tol, *wt=0, *wtptr, *x=0, *y=0;

  INIT_FAIL(fail);

  Vprintf("nag_regsn_mult_linear (g02dac) Example 1 Program Results\n");
  /* Skip heading in data file */
  Vscanf("%*[^\n]");
  Vscanf("%ld %ld %c %c", &n, &m, &weight, &meanc);
  if (meanc=='m')
    mean = Nag_MeanInclude;
  else
    mean = Nag_MeanZero;
  if (n>=2 && m>=1)
    {
      if ( !( h = NAG_ALLOC(n, double)) ||
           !( res = NAG_ALLOC(n, double)) ||
           !( wt = NAG_ALLOC(n, double)) ||
           !( x = NAG_ALLOC(n*m, double)) ||
           !( y = NAG_ALLOC(n, double))  ||
           !( sx = NAG_ALLOC(m, Integer)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tdx = m;
    }
  else
    {
      Vprintf("Invalid n or m.\n");
      exit_status = 1;
      return exit_status;
    }
  if (weight=='w')
    {
      wtptr = wt;
      for (i=0; i<n; i++)
        {
          for (j=0; j<m; j++)
            Vscanf("%lf", &X(i,j));
          Vscanf("%lf%lf", &y[i], &wt[i]);
        }
    }
  else
    {
      wtptr = (double *)0;
      for (i=0; i<n; i++)
        {
          for (j=0; j<m; j++)
            Vscanf("%lf", &X(i,j));
          Vscanf("%lf", &y[i]);
        }
    }
  for (j=0; j<m; j++)
    Vscanf("%ld", &sx[j]);
  /* Calculate ip */
  ip = 0;
  if (mean==Nag_MeanInclude)
    ip += 1;
  for (i=0; i<m; i++)
    if (sx[i]>0) ip += 1;

  if ( !( b = NAG_ALLOC(ip, double)) ||
       !( cov = NAG_ALLOC((ip*ip+ip)/2, double)) ||
       !( p = NAG_ALLOC(ip*(ip+2), double)) ||
       !( q = NAG_ALLOC(n*(ip+1), double)) ||
       !( com_ar = NAG_ALLOC(ip*ip+5*(ip-1), double)) ||
       !( se = NAG_ALLOC(ip, double)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  tdq = ip+1;

  /* Set tolerance */
  tol = 0.00001e0;
  /* nag_regsn_mult_linear (g02dac).
   * Fits a general (multiple) linear regression model
   */
  nag_regsn_mult_linear(mean, n, x,  tdx,  m,  sx,  ip, y,
                        wtptr,  &rss,  &df,  b,  se,  cov,  res,  h,  q,
                        tdq,  &svd,  &rank,  p,  tol,  com_ar,  &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_regsn_mult_linear (g02dac).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }

  if (svd)
    Vprintf("Model not of full rank, rank = %4ld\n\n", rank);
  Vprintf("Residual sum of squares = %12.4e\n", rss);
  Vprintf("Degrees of freedom = %3.1f\n\n", df);
  Vprintf("Variable    Parameter estimate   Standard error\n\n");
  for (j=0; j<ip; j++)
    Vprintf("%6ld%20.4e%20.4e\n", j+1, b[j], se[j]);
  Vprintf("\n");
  Vprintf("    Obs         Residuals              h\n\n");
  for (i=0; i<n; i++)
    Vprintf("%6ld%20.4e%20.4e\n", i+1, res[i], h[i]);
 END:
  if (h) NAG_FREE(h);
  if (res) NAG_FREE(res);
  if (wt) NAG_FREE(wt);
  if (x) NAG_FREE(x);
  if (y) NAG_FREE(y);
  if (sx) NAG_FREE(sx);
  if (b) NAG_FREE(b);
  if (cov) NAG_FREE(cov);
  if (p) NAG_FREE(p);
  if (q) NAG_FREE(q);
  if (com_ar) NAG_FREE(com_ar);
  if (se) NAG_FREE(se);
  return exit_status;
}
#undef x
#undef q

#define X(I,J) x[(I)*tdx + J]
#define Q(I,J) q[(I)*tdq + J]
static int ex2(void)
{

  Integer exit_status=0;
  double rss, tol;
  Integer i, ip, rank, j, m, mmax, n, degree, digits, tdx, tdq;
  double df;
  Nag_Boolean  svd;
  Nag_IncludeMean  mean;
  double *h=0, *res=0, *wt=0, *x=0, *y=0;


  double *b=0, *cov=0, *p=0, *q=0, *com_ar=0, *se=0;

  double *wtptr = (double *)0;   /* don't use weights */
  Integer *sx=0;
  NagError fail;

  INIT_FAIL(fail);

  Vprintf("\n\n\nnag_regsn_mult_linear (g02dac) Example 2 Program Results\n");
  /* Skip heading in data file */
  Vscanf(" %*[^\n]");

  /* Use mean = Nag_MeanInclude */

  mean = Nag_MeanInclude;

  Vscanf("%ld%ld%ld",&degree,&n,&digits);
  mmax = degree+1;
  if (n>=1)
    {
      if ( !( h = NAG_ALLOC(n, double)) ||
           !( res = NAG_ALLOC(n, double)) ||
           !( wt = NAG_ALLOC(n, double)) ||
           !( x = NAG_ALLOC(n*mmax, double)) ||
           !( y = NAG_ALLOC(n, double)) ||
           !( sx = NAG_ALLOC(mmax, Integer)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tdx = mmax;
    }
  else
    {
      Vprintf("Invalid n.\n");
      exit_status = 1;
      return exit_status;
    }

  /* Set tolerance */
  tol = pow(10.0, -(double)digits);
  m = degree;
  ip = degree + 1;
  if ( !( b = NAG_ALLOC(ip, double)) ||
       !( cov = NAG_ALLOC((ip*ip+ip)/2, double)) ||
       !( p = NAG_ALLOC(ip*(ip+2), double)) ||
       !( q = NAG_ALLOC(n*(ip+1), double)) ||
       !( com_ar = NAG_ALLOC(ip*ip+5*(ip-1), double)) ||
       !( se = NAG_ALLOC(ip, double)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  tdq = ip+1;

  for  (i = 0; i <ip-1; ++i)
    sx[i] = 1;

  for (i=0; i<n; i++)
    {
      Vscanf("%lf%lf", &X(i,degree-1),&y[i]);
      for (j=0; j <degree; ++j)
        X(i,j) = pow(X(i,degree-1),(double)(degree-j));
    }

  /* nag_regsn_mult_linear (g02dac), see above. */
  nag_regsn_mult_linear(mean, n, x,  tdx,  m,  sx,  ip, y,
                        wtptr,  &rss,  &df,  b,  se,  cov,  res,  h,  q,
                        tdq,  &svd,  &rank,  p,  tol,  com_ar,  &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_regsn_mult_linear (g02dac).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }



  Vprintf("Regression estimates  (mean = Nag_MeanInclude) \n\n");
  Vprintf("Coefficient    Estimate         Standard error\n\n");
  for (j=1; j<ip; j++)
    Vprintf("a(%ld)%20.4e%20.4e\n", degree+1-j, b[j], se[j]);
  Vprintf("a(0)%20.4e%20.4e\n", b[0], se[0]);
  Vprintf("\n\n");

  /* Use mean = Nag_MeanZero */

  mean = Nag_MeanZero;

  m = degree + 1;
  for  (i = 0; i <ip; ++i)
    sx[i] = 1;

  for (i=0; i<n; i++)
    X(i,m-1) = 1.0;

  /* nag_regsn_mult_linear (g02dac), see above. */
  nag_regsn_mult_linear(mean, n, x,  tdx,  m,  sx,  ip, y,
                        wtptr,  &rss,  &df,  b,  se,  cov,  res,  h,  q,
                        tdq,  &svd,  &rank,  p,  tol,  com_ar,  &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_regsn_mult_linear (g02dac).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }


  Vprintf("Regression estimates  (mean = Nag_MeanZero) \n\n");
  Vprintf("Coefficient    Estimate         Standard error\n\n");
  for (j=0; j<ip; j++)
    Vprintf("a(%ld)%20.4e%20.4e\n", degree-j, b[j], se[j]);
  Vprintf("\n\n");
 END:
  if (h) NAG_FREE(h);
  if (res) NAG_FREE(res);
  if (wt) NAG_FREE(wt);
  if (x) NAG_FREE(x);
  if (y) NAG_FREE(y);
  if (sx) NAG_FREE(sx);
  if (b) NAG_FREE(b);
  if (cov) NAG_FREE(cov);
  if (p) NAG_FREE(p);
  if (q) NAG_FREE(q);
  if (com_ar) NAG_FREE(com_ar);
  if (se) NAG_FREE(se);
  return exit_status;
}