/* nag_glm_binomial (g02gbc) Example Program.
 *
 * Copyright 1996 Numerical Algorithms Group.
 *
 * Mark 4, 1996.
 * Mark 8 revised, 2004.
 *
 */

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

static int set_enum(char linkc, Nag_Link *link, char meanc,
                    Nag_IncludeMean *mean);

#define X(I,J) x[(I)*tdx + J]
#define V(I,J) v[(I)*tdv + J]
int main(void)
{
  Integer exit_status=0, i, *ivar=0, j, m, max_iter, n, nvar, print_iter;
  Integer rank, tdv, tdx;
  NagError fail;
  Nag_IncludeMean mean;
  Nag_Link link;
  char linkc, meanc, weightc;
  double *beta=0, *binom=0, *cov=0, dev, df, eps, *offsetptr=0, *se=0;
  double tol, *v=0, *wt=0, *wtptr, *x=0, *y=0;

  INIT_FAIL(fail);

  Vprintf("nag_glm_binomial (g02gbc) Example Program Results\n");
  /* Skip heading in data file */
  Vscanf("%*[^\n]");
  Vscanf(" %c %c %c %ld %ld %ld", &linkc, &meanc,
         &weightc, &n, &m, &print_iter);

  /* Check and set control parameters */
  if (set_enum(linkc, &link, meanc, &mean))
    {
      Vprintf("Invalid mean.\n");
      exit_status = 1;
      return exit_status;
    }
  if (n>=2 && m>=1)
    {
      if ( !( binom = NAG_ALLOC(n, double)) ||
           !( wt = NAG_ALLOC(n, double)) ||
           !( x = NAG_ALLOC(n*m, double)) ||
           !( y = NAG_ALLOC(n, double)) ||
           !( ivar = 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 (toupper(weightc)=='W')
    {
      wtptr = wt;
      for (i=0; i<n; i++)
        {
          for (j=0; j<m; j++)
            Vscanf("%lf", &X(i,j));
          Vscanf("%lf%lf%lf", &y[i], &binom[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%lf", &y[i], &binom[i]);
        }
    }
  for (j=0; j<m; j++)
    Vscanf("%ld", &ivar[j]);

  /* Calculate nvar */
  nvar = 0;
  for (i=0; i<m; i++)
    if (ivar[i]>0) nvar += 1;
  if (mean == Nag_MeanInclude)
    nvar += 1;


  if ( !( beta = NAG_ALLOC(nvar, double)) ||
       !( v = NAG_ALLOC((n)*(nvar+6), double)) ||
       !( se = NAG_ALLOC(nvar, double)) ||
       !( cov = NAG_ALLOC(nvar*(nvar+1)/2, double)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  tdv = nvar+6;

  /* Set other control parameters */
  max_iter = 10;
  tol = 5e-5;
  eps = 1e-6;

  /* nag_glm_binomial (g02gbc).
   * Fits a generalized linear model with binomial errors
   */
  nag_glm_binomial(link, mean, n, x, tdx, m, ivar, nvar, y, binom, wtptr,
                   offsetptr, &dev, &df, beta, &rank,
                   se, cov,v, tdv, tol, max_iter, print_iter, "",
                   eps, &fail);

  if (fail.code == NE_NOERROR || fail.code == NE_SVD_NOT_CONV ||
      fail.code == NE_LSQ_ITER_NOT_CONV ||
      fail.code == NE_RANK_CHANGED || fail.code == NE_ZERO_DOF_ERROR)
    {
      Vprintf("\nDeviance = %12.4e\n", dev);
      Vprintf("Degrees of freedom = %3.1f\n\n", df);
      Vprintf("       Estimate     Standard error\n\n");
      for (i=0; i<nvar; i++)
        Vprintf("%14.4f%14.4f\n", beta[i], se[i]);
      Vprintf("\n");
      Vprintf("     binom     y   fitted value  Residual  Leverage\n\n");
      for (i = 0; i < n; ++i)
        {
          Vprintf("%10.1f%7.1f%10.2f%12.4f%10.3f\n", binom[i], y[i],
                  V(i,1), V(i,4), V(i,5));
        }
    }
  else
    {
      Vprintf("Error from nag_glm_binomial (g02gbc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
 END:
  if (binom) NAG_FREE(binom);
  if (wt) NAG_FREE(wt);
  if (x) NAG_FREE(x);
  if (y) NAG_FREE(y);
  if (beta) NAG_FREE(beta);
  if (v) NAG_FREE(v);
  if (se) NAG_FREE(se);
  if (cov) NAG_FREE(cov);
  if (ivar) NAG_FREE(ivar);
  return exit_status;
}

static int set_enum(char linkc, Nag_Link *link, char meanc,
                    Nag_IncludeMean *mean)
{
  Integer exit_status=0;
  if (toupper(linkc) == 'G' || toupper(linkc) == 'P' || toupper(linkc) == 'C')
    {
      switch (toupper(linkc))
        {
        case ('G'):
          *link = Nag_Logistic;
          break;
        case ('P'):
          *link = Nag_Probit;
          break;
        case ('C'):
          *link = Nag_Compl;
          break;
        default:
          ;
        }
    }
  else
    {
      Vprintf("The parameter link has an invalid value: link = %c\n",
              linkc);
      exit_status = 1;
    }
  if (toupper(meanc)=='M')
    *mean = Nag_MeanInclude;
  else if (toupper(meanc)=='Z')
    *mean = Nag_MeanZero;
  else
    {
      exit_status = 1;
    }
  return exit_status;
}