/* nag_regsn_mult_linear_add_var (g02dec) Example Program.
 *
 * Copyright 2017 Numerical Algorithms Group.
 *
 * Mark 26.1, 2017.
 */

#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)
{
  Integer exit_status = 0, i, indx, ip, ipmax, j, m, n, rank, tdq, tdx;
  char nag_enum_arg[40];
  double df, rss, rsst, tol;
  double *b = 0, *cov = 0, *p = 0, *q = 0, *se = 0, *wt = 0, *wtptr;
  double *x = 0, *xe = 0;
  Nag_Boolean svd, weight;
  Nag_IncludeMean mean;
  NagError fail;

  INIT_FAIL(fail);

  printf("nag_regsn_mult_linear_add_var (g02dec) Example Program Results\n");
  /* Skip heading in data file */
  scanf("%*[^\n]");
  scanf("%" NAG_IFMT " %" NAG_IFMT "", &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);
  ipmax = 5;
  if (n >= 1 && m >= 1) {
    if (!(wt = NAG_ALLOC(n, double)) ||
        !(x = NAG_ALLOC((n) * (m), double)) ||
        !(xe = NAG_ALLOC(n, double)) ||
        !(b = NAG_ALLOC(ipmax, double)) ||
        !(cov = NAG_ALLOC(ipmax * (ipmax + 1) / 2, double)) ||
        !(p = NAG_ALLOC(ipmax * (ipmax + 2), double)) ||
        !(se = NAG_ALLOC(ipmax, double)) ||
        !(q = NAG_ALLOC((n) * (ipmax + 1), double))
           )
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
    tdx = m;
    tdq = ipmax + 1;
  }
  else {
    printf("Invalid n or m.\n");
    exit_status = 1;
    return exit_status;
  }

  if (weight)
    wtptr = wt;
  else
    wtptr = (double *) 0;

  if (wtptr) {
    for (i = 0; i < n; i++) {
      for (j = 0; j < m; j++)
        scanf("%lf", &X(i, j));
      scanf("%lf%lf", &Q(i, 0), &wt[i]);
    }
  }
  else {
    for (i = 0; i < n; i++) {
      for (j = 0; j < m; j++)
        scanf("%lf", &X(i, j));
      scanf("%lf", &Q(i, 0));
    }
  }
  /* Set tolerance */
  tol = 0.000001e0;
  ip = 0;
  if (mean == Nag_MeanInclude) {
    for (i = 0; i < n; ++i)
      xe[i] = 1.0;

    /* nag_regsn_mult_linear_add_var (g02dec).
     * Add a new independent variable to a general linear
     * regression model
     */
    nag_regsn_mult_linear_add_var(n, ip, q, tdq, p, wtptr, xe, &rss,
                                  tol, &fail);
    if (fail.code != NE_NOERROR) {
      printf("Error from nag_regsn_mult_linear_add_var (g02dec).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }

    ip = 1;
  }
  while (scanf("%" NAG_IFMT "", &indx) != EOF)
  {
    if (indx > 0) {
      for (i = 0; i < n; i++)
        xe[i] = X(i, indx - 1);
      /* nag_regsn_mult_linear_add_var (g02dec), see above. */
      nag_regsn_mult_linear_add_var(n, ip, q, tdq, p, wtptr, xe, &rss,
                                    tol, &fail);
      if (fail.code == NE_NOERROR) {
        ip += 1;
        printf("Variable %4" NAG_IFMT " added\n", indx);
        rsst = 0.0;

        /* nag_regsn_mult_linear_upd_model (g02ddc).
         * Estimates of regression parameters from an updated model
         */
        nag_regsn_mult_linear_upd_model(n, ip, q, tdq, &rsst, &df, b, se,
                                        cov, &svd, &rank, p, tol, &fail);
        if (fail.code != NE_NOERROR) {
          printf("Error from nag_regsn_mult_linear_add_var (g02dec)."
                 "\n%s\n", fail.message);
          exit_status = 1;
          goto END;
        }

        if (svd)
          printf("Model not of full rank\n\n");
        printf("Residual sum of squares = %13.4e\n", rsst);
        printf("Degrees of freedom = %3.1f\n\n", df);
        printf("Variable    Parameter estimate   Standard error\n\n");
        for (j = 0; j < ip; j++)
          printf("%6" NAG_IFMT "%20.4e%20.4e\n", j + 1, b[j], se[j]);
        printf("\n");
      }
      else if (fail.code == NE_NVAR_NOT_IND)
        printf(" * New variable not added *\n");
      else {
        printf("Error from nag_regsn_mult_linear_upd_model (g02ddc)."
               "\n%s\n", fail.message);
        exit_status = 1;
        goto END;
      }
    }
  }

END:
  NAG_FREE(wt);
  NAG_FREE(x);
  NAG_FREE(xe);
  NAG_FREE(b);
  NAG_FREE(cov);
  NAG_FREE(p);
  NAG_FREE(se);
  NAG_FREE(q);

  return exit_status;
}