#include <nagdmc.h>
/*
handle_info() prints to screen information based on the value of the info
parameter.
*/
int
handle_info(const char func[], int info);
int
main(void) {
const char datafile[] = {"hald.dat"};
const char sfile[] = {"hald_stepwise_reg_save"};
long rec1 = 0;
long nvar = 5;
long nrec = 13;
long dblk = 13;
double *data = 0;
long nxvar = 0;
long *xvar = 0;
long yvar = 4;
long iwts = -1;
int xtype[] = {0,0,0,0};
double Fin = 2.0;
double Fout = 2.0;
double eps = 1.0e-6;
double *b = 0;
double *se = 0;
double rms = 0.0;
double R2 = 0.0;
long df = 0;
double *model = 0;
int printlevel = 1;
const char *file = 0;
int info = 0;
long p;
double fv = 0.0;
double res = 0.0;
double h = 0.0;
double pred = 0.0;
double se_pred = 0.0;
FILE *fp = 0;
long i, j, l;
/*
Maximum number of parameters in the model.
*/
if (nxvar > 0)
p = nxvar + 1;
else
p = nvar - (iwts>=0);
/*
Memory allocation.
*/
l = (3 * p * (p + 1)) / 2 + nvar + 14;
if (!(b = (double *)malloc(p * sizeof(double))) ||
!(se = (double *)malloc(p * sizeof(double))) ||
!(model = (double *)malloc(l * sizeof(double))) ||
!(data = (double *)malloc(dblk*nvar * sizeof(double)))) {
printf (" Memory allocation failure.\n\n");
return 2;
}
/*
Read data values.
*/
if ((fp = fopen(datafile,"r")) == 0) {
printf("\n Data file named %s not found. \n\n",datafile);
return 2;
}
for (i=0; i<dblk; ++i) {
for (j=0; j<nvar; ++j)
fscanf(fp,"%lf ",&data[i*nvar+j]);
}
fclose(fp);
/*
Compute stepwise regression.
*/
nagdmc_stepwise_reg(rec1,nvar,nrec,dblk,data,nxvar,xvar,yvar,iwts,xtype,
Fin,Fout,eps,b,se,&R2,&rms,&df,model,printlevel,file,
&info);
if (handle_info("nagdmc_stepwise_reg",info)) {
free(data);
free(model);
free(b);
free(se);
return 2;
}
/*
Example of saving a linear regression model to file and re-loading it.
*/
nagdmc_save_reg(sfile,model,&info);
if (handle_info("nagdmc_save_reg",info)) {
free(data);
free(b);
free(se);
free(model);
return 2;
}
free(model); model = 0;
model = nagdmc_load_reg(sfile,&info);
if (handle_info("nagdmc_load_reg",info)) {
free(data);
free(b);
free(se);
return 2;
}
/*
Extract and print information from the fitted model.
*/
printf(" %-8s %-12s %-8s %-8s\n","Record","Fitted value", "Residual",
"Leverage");
for (i=0; i<nrec; ++i) {
j = rec1 + i;
nagdmc_extr_reg(model,&data[j*nvar],0,&fv,&res,&h,&info);
if (handle_info("nagdmc_extr_reg",info)) {
free(data);
free(b);
free(se);
nagdmc_free_reg(model);
return 2;
}
printf(" %-8li %-12.4f %-8.4f %-8.4f\n",j,fv,res,h);
}
/*
Predict a value for the last record in the data.
*/
printf("\n Predictions\n\n");
printf(" %-8s %-15s %-18s\n","Record","Predicted value",
"S.E. Predicted Value");
j = dblk-1;
nagdmc_predict_reg(model,&data[j*nvar],0,0,&pred,&se_pred,1,&info);
if (handle_info("nagdmc_predict_reg",info)) {
free(data);
free(b);
free(se);
nagdmc_free_reg(model);
return 2;
}
printf(" %-8li %-15.4f %-18.4f\n",j,pred,se_pred);
/*
Return allocated memory to operating system.
*/
free(data);
free(b);
free(se);
nagdmc_free_reg(model);
return 0;
}
int
handle_info(const char func[], int info) {
if (info == -999)
{
printf(" Invalid licence, please contact NAG.\n\n");
return 2;
}
else if (info > 0)
{
printf(" Error code %i from %s.\n\n",info,func);
return 1;
}
else if (info < 0)
printf (" Information code %i from %s.\n\n",info,func);
return 0;
}
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