/* nag_regsn_mult_linear_est_func (g02dnc) Example Program.
 *
 * Copyright 1991 Numerical Algorithms Group.
 *
 * Mark 2, 1991.
 * Mark 8 revised, 2004.
 */

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

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

  INIT_FAIL(fail);

  Vprintf("nag_regsn_mult_linear_est_func (g02dnc) Example 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]);
  Vscanf("%ld", &ip);

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


  /* Set tolerance */
  tol = 0.00001e0;

  /*
   *    Find initial estimates using g02dac
   */
  /* 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;
    }

  Vprintf("\n");
  Vprintf("Estimates from g02dac\n\n");
  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");

  Vscanf("%ld", &nestern);
  for (i=1; i<=nestern; ++i)
    {
      for (j=0; j<ip; ++j)
        Vscanf("%lf", &f[j]);

      /* nag_regsn_mult_linear_est_func (g02dnc).
       * Estimate of an estimable function for a general linear
       * regression model
       */
      nag_regsn_mult_linear_est_func(ip, rank, b, cov, p, f, &est, &stat,
                                     &sestat, &t, tol, &fail);

      if (fail.code==NE_NOERROR || fail.code==NE_RANK_EQ_IP)
        {
          Vprintf("\n");
          Vprintf("Function %ld\n\n", i);
          for (j=0; j<ip; ++j)
            Vprintf("%8.2f%c", f[j], (j%5==4 || j==ip-1) ? '\n' : ' ');
          Vprintf("\n");
          if (est)
            Vprintf(" stat = %10.4f  se = %10.4f   t = %10.4f\n",
                    stat, sestat, t);
          else
            Vprintf("Function not estimable\n");
        }
      else
        {
          Vprintf("Error from nag_regsn_mult_linear_est_func (g02dnc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }

    }
 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 (f) NAG_FREE(f);
  if (p) NAG_FREE(p);
  if (q) NAG_FREE(q);
  if (se) NAG_FREE(se);
  if (com_ar) NAG_FREE(com_ar);
  return exit_status;
}