群への観測値の割り当て

nag_mv_discrim_group (g03dcc) Example Program Data
  21 2 2 3 Nag_FALSE
  1.1314    2.4596    1
  1.0986    0.2624    1
  0.6419   -2.3026    1
  1.3350   -3.2189    1
  1.4110    0.0953    1
  0.6419   -0.9163    1
  2.1163    0.0000    2
  1.3350   -1.6094    2
  1.3610   -0.5108    2
  2.0541    0.1823    2
  2.2083   -0.5108    2
  2.7344    1.2809    2
  2.0412    0.4700    2
  1.8718   -0.9163    2
  1.7405   -0.9163    2
  2.6101    0.4700    2
  2.3224    1.8563    3
  2.2192    2.0669    3
  2.2618    1.1314    3
  3.9853    0.9163    3
  2.7600    2.0281    3
   1         1
   6 Nag_NotEqualCovar Nag_DiscrimPredict
  1.6292   -0.9163
  2.5572    1.6094
  2.5649   -0.2231
  0.9555   -2.3026
  3.4012   -2.3026
  3.0204   -0.2231

nag_mv_discrim_group (g03dcc) Example Program Results


    Obs       Posterior        Allocated       Atypicality 
              probabilities    to group      index 

      1      0.094 0.905 0.002       2     0.596 0.254 0.975
      2      0.005 0.168 0.827       3     0.952 0.836 0.018
      3      0.019 0.920 0.062       2     0.954 0.797 0.912
      4      0.697 0.303 0.000       1     0.207 0.860 0.993
      5      0.317 0.013 0.670       3     0.991 1.000 0.984
      6      0.032 0.366 0.601       3     0.981 0.978 0.887

/* nag_mv_discrim_group (g03dcc) Example Program.
 *
 * CLL6I261D/CLL6I261DL Version.
 *
 * Copyright 2017 Numerical Algorithms Group.
 *
 * Mark 26.1, 2017.
 *
 */

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nagg03.h>

#define ATI(I, J)   ati[(I) *tdati + J]
#define P(I, J)     p[(I) *tdp + J]
#define X(I, J)     x[(I) *tdx + J]

int main(void)
{
  Integer exit_status = 0, i, *iag = 0, *ing = 0, *isx = 0, j, m, n,
         ng, *nig = 0, nobs;
  Integer nvar, tdati, tdgmean, tdp, tdx;
  double *ati = 0, *det = 0, df, *gc = 0, *gmean = 0, *p = 0;
  double *prior = 0, sig, stat, *wt = 0, *wtptr = 0, *x = 0;
  char nag_enum_arg[40];
  Nag_Boolean atiq = Nag_TRUE, weight;
  Nag_DiscrimMethod type;
  Nag_GroupCovars equal;
  NagError fail;

  INIT_FAIL(fail);

  printf("nag_mv_discrim_group (g03dcc) Example Program Results\n\n");

  /* Skip headings in data file */
  scanf("%*[^\n]");

  scanf("%ld", &n);
  scanf("%ld", &m);
  scanf("%ld", &nvar);
  scanf("%ld", &ng);
  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);

  if (n >= 1 && nvar >= 1 && m >= nvar && ng >= 2) {
    if (!(det = nAG_ALLOC(ng, double)) ||
        !(gc = nAG_ALLOC((ng + 1) * nvar * (nvar + 1) / 2, double)) ||
        !(gmean = nAG_ALLOC((ng) * (nvar), double)) ||
        !(prior = nAG_ALLOC(ng, double)) ||
        !(wt = nAG_ALLOC(n, double)) ||
        !(x = nAG_ALLOC((n) * (m), double)) ||
        !(ing = nAG_ALLOC(n, Integer)) ||
        !(isx = nAG_ALLOC(m, Integer)) || !(nig = nAG_ALLOC(ng, Integer)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
    tdgmean = nvar;
    tdx = m;
  }
  else {
    printf("Invalid n or nvar or ng.\n");
    exit_status = 1;
    return exit_status;
  }
  if (weight) {
    for (i = 0; i < n; ++i) {
      for (j = 0; j < m; ++j)
        scanf("%lf", &X(i, j));
      scanf("%ld", &ing[i]);
      scanf("%lf", &wt[i]);
    }
    wtptr = wt;
  }
  else {
    for (i = 0; i < n; ++i) {
      for (j = 0; j < m; ++j)
        scanf("%lf", &X(i, j));
      scanf("%ld", &ing[i]);
    }
  }
  for (j = 0; j < m; ++j)
    scanf("%ld", &isx[j]);

  /* nag_mv_discrim (g03dac).
   * Test for equality of within-group covariance matrices
   */
  nag_mv_discrim(n, m, x, tdx, isx, nvar, ing, ng, wtptr, nig,
                 gmean, tdgmean, det, gc, &stat, &df, &sig, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_mv_discrim (g03dac).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }
  scanf("%ld", &nobs);
  scanf("%39s", nag_enum_arg);
  equal = (Nag_GroupCovars) nag_enum_name_to_value(nag_enum_arg);
  scanf("%39s", nag_enum_arg);
  type = (Nag_DiscrimMethod) nag_enum_name_to_value(nag_enum_arg);
  if (nobs >= 1) {
    if (!(ati = nAG_ALLOC((nobs) * (ng), double)) ||
        !(p = nAG_ALLOC((nobs) * (ng), double)) ||
        !(iag = nAG_ALLOC(nobs, Integer)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
    tdati = ng;
    tdp = ng;
    for (i = 0; i < nobs; ++i) {
      for (j = 0; j < m; ++j) {
        scanf("%lf", &X(i, j));
      }
    }

    /* nag_mv_discrim_group (g03dcc).
     * Allocates observations to groups, following
     * nag_mv_discrim (g03dac)
     */
    nag_mv_discrim_group(type, equal, Nag_EqualPrior, nvar, ng, nig, gmean,
                         tdgmean, gc, det, nobs, m, isx, x, tdx, prior, p,
                         tdp, iag, atiq, ati, &fail);
    if (fail.code != NE_NOERROR) {
      printf("Error from nag_mv_discrim_group (g03dcc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }

    printf("\n");
    printf("    Obs       Posterior        Allocated ");
    printf("      Atypicality ");
    printf("\n");
    printf("              probabilities    to group      index ");
    printf("\n");
    printf("\n");
    for (i = 0; i < nobs; ++i) {
      printf(" %6ld     ", i + 1);
      for (j = 0; j < ng; ++j) {
        printf("%6.3f", P(i, j));
      }
      printf("  %6ld    ", iag[i]);
      for (j = 0; j < ng; ++j) {
        printf("%6.3f", ATI(i, j));
      }
      printf("\n");
    }
  }

END:
  nAG_FREE(ati);
  nAG_FREE(det);
  nAG_FREE(gc);
  nAG_FREE(gmean);
  nAG_FREE(p);
  nAG_FREE(prior);
  nAG_FREE(wt);
  nAG_FREE(x);
  nAG_FREE(iag);
  nAG_FREE(ing);
  nAG_FREE(isx);
  nAG_FREE(nig);
  return exit_status;
}