/* 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 #include #include #include #include static int ex1(void); static int ex2(void); int main(void) { Integer exit_status_ex1 = 0; Integer exit_status_ex2 = 0; printf("nag_regsn_mult_linear (g02dac) Example Program Results\n\n"); /* Skip heading in data file */ scanf("%*[^\n] "); 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) { Integer exit_status = 0, i, ip, j, m, n, rank, *sx = 0, tdq, tdx; char nag_enum_arg[40]; double *b = 0, *com_ar = 0, *cov = 0, df, *h = 0, *p = 0, *q = 0; double *res = 0, rss, *se = 0, tol, *wt = 0, *wtptr, *x = 0, *y = 0; Nag_Boolean svd, weight; Nag_IncludeMean mean; NagError fail; INIT_FAIL(fail); printf("Example 1\n"); /* Skip heading in data file */ scanf("%*[^\n]"); scanf("%ld %ld", &n, &m); scanf(" %39s", 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); scanf(" %39s", nag_enum_arg); mean = (Nag_IncludeMean) nag_enum_name_to_value(nag_enum_arg); 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))) { printf("Allocation failure\n"); exit_status = -1; goto END; } tdx = m; } else { printf("Invalid n or m.\n"); exit_status = 1; return exit_status; } if (weight) { wtptr = wt; for (i = 0; i < n; i++) { for (j = 0; j < m; j++) scanf("%lf", &X(i, j)); scanf("%lf%lf", &y[i], &wt[i]); } } else { wtptr = (double *) 0; for (i = 0; i < n; i++) { for (j = 0; j < m; j++) scanf("%lf", &X(i, j)); scanf("%lf", &y[i]); } } for (j = 0; j < m; j++) scanf("%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))) { printf("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) { printf("Error from nag_regsn_mult_linear (g02dac).\n%s\n", fail.message); exit_status = 1; goto END; } if (svd) printf("Model not of full rank, rank = %4ld\n\n", rank); 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("%6ld%20.4e%20.4e\n", j+1, b[j], se[j]); printf("\n"); printf(" Obs Residuals h\n\n"); for (i = 0; i < n; i++) printf("%6ld%20.4e%20.4e\n", i+1, res[i], h[i]); END: NAG_FREE(h); NAG_FREE(res); NAG_FREE(wt); NAG_FREE(x); NAG_FREE(y); NAG_FREE(sx); NAG_FREE(b); NAG_FREE(cov); NAG_FREE(p); NAG_FREE(q); NAG_FREE(com_ar); 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); printf( "\n\n\nExample 2\n"); /* Skip heading in data file */ scanf(" %*[^\n]"); /* Use mean = Nag_MeanInclude */ mean = Nag_MeanInclude; scanf("%ld%ld%ld", °ree, &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))) { printf("Allocation failure\n"); exit_status = -1; goto END; } tdx = mmax; } else { printf("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))) { printf("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++) { scanf("%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) { printf("Error from nag_regsn_mult_linear (g02dac).\n%s\n", fail.message); exit_status = 1; goto END; } printf("Regression estimates (mean = Nag_MeanInclude) \n\n"); printf("Coefficient Estimate Standard error\n\n"); for (j = 1; j < ip; j++) printf("a(%ld)%20.4e%20.4e\n", degree+1-j, b[j], se[j]); printf("a(0)%20.4e%20.4e\n", b[0], se[0]); printf("\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) { printf("Error from nag_regsn_mult_linear (g02dac).\n%s\n", fail.message); exit_status = 1; goto END; } printf("Regression estimates (mean = Nag_MeanZero) \n\n"); printf("Coefficient Estimate Standard error\n\n"); for (j = 0; j < ip; j++) printf("a(%ld)%20.4e%20.4e\n", degree-j, b[j], se[j]); printf("\n\n"); END: NAG_FREE(h); NAG_FREE(res); NAG_FREE(wt); NAG_FREE(x); NAG_FREE(y); NAG_FREE(sx); NAG_FREE(b); NAG_FREE(cov); NAG_FREE(p); NAG_FREE(q); NAG_FREE(com_ar); NAG_FREE(se); return exit_status; }