/usr/lib/R/site-library/fRegression/obsolete/src/MarsModelling.f is in r-cran-fregression 3011.81-1.
This file is owned by root:root, with mode 0o644.
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C MARS-dcalcvar
subroutine calcvar(nx,n,px,qr,qrank,qpivot,cov,tmpcov,work)
implicit double precision (a-h,o-z)
integer n,px,qrank,qpivot(px)
double precision qr(nx,px),cov(px,px), tmpcov(px,px),work(1)
double precision dsum
integer i,j,km
do 23000 i=1,qrank
do 23002 j=1,qrank
tmpcov(i,j)=0d0
cov(i,j)=qr(i,j)
23002 continue
tmpcov(i,i)=1e0
23000 continue
info=0
c R version has different args
c call dbksl(cov,px,qrank,tmpcov,px,info)
do 20 j = 1, qrank
20 call dtrsl(cov, px, qrank, tmpcov(1,j), 01, info)
do 23004 i=1,qrank
do 23006 j=i,qrank
dsum=0e0
km=max(i,j)
k=km
23008 if(.not.(k.le.qrank))goto 23010
dsum=dsum+tmpcov(i,k)*tmpcov(j,k)
k=k+1
goto 23008
23010 continue
tmpcov(i,j)=dsum
tmpcov(j,i)=dsum
23006 continue
23004 continue
do 23011 i=1,qrank
do 23013 j=1,qrank
cov(i,j)=tmpcov(i,j)
23013 continue
23011 continue
return
end
C ##############################################################################
C MARS-dmarss
subroutine marss(nx,n,p,nclass,y,x,w,tagx,maxorder,mmax,penalty,
& thresh,forwstep,interms,prune,bx,fullin,lenb, bestgcv, bestin,
& flag,cut,dir,res,alpha,beta,scrat,iscrat,trace)
implicit double precision (a-h,o-z)
integer nx, n,p,nclass,tagx(nx,p),maxorder,mmax,bestin(mmax),
& flag(mmax,p),fullin(mmax)
double precision y(n,nclass),x(nx,p),w(n),bx(nx,mmax),bestgcv,
& cut(mmax,p),dir(mmax,p),res(nx,nclass),alpha(nclass),
& beta(mmax,nclass)
double precision scrat(*)
integer iscrat(*)
logical forwstep, prune, trace, tracec
common tracec
tracec=trace
len1=n*mmax
len2=mmax
len3=mmax*mmax
len4=mmax*nclass
len5=nclass
len6=mmax
len7=mmax
len8=nclass
len9=n
len10=n*mmax
len11=mmax*mmax
len12=mmax*nclass
len13=mmax*mmax
len14=mmax*mmax
n1=1
n2=n1+len1
n3=n2+len2
n4=n3+len3
n5=n4+len4
n6=n5+len5
n7=n6+len6
n8=n7+len7
n9=n8+len8
n10=n9+len9
n11=n10+len10
n12=n11+len11
n13=n12+len12
n14=n13+len13
n15=n14+len14
call marsnew1(nx, n, p, nclass, y, x, w, tagx, maxorder, mmax,
& bx, bestgcv, bestin, fullin, lenb, flag, cut, dir, res,
& alpha, beta, penalty, thresh, forwstep, interms, prune,
& scrat, scrat(n2), scrat(n3), scrat(n4), scrat(n5), scrat(n6),
& scrat(n7), scrat(n8), scrat(n9), scrat(n10), scrat(n11),
& scrat(n12), scrat(n13), scrat(n14), scrat(n15), iscrat,
& iscrat(1+mmax), iscrat(1+2*mmax), iscrat(1+3*mmax))
return
end
subroutine marsnew1(nx, n, p, nclass, y, x, w, tagx, maxorder,
& mmax, bx, bestgcv, bestin, fullin, lenb, flag, cut, dir,
& res, alpha, beta, penalty, thresh, forwstep, interms,
& prune, bxorth, bxorthm, cov, covsy, ybar, scr1, scr5, scr6,
& temp, bxsc, r, betasc, varsc, var, work, termlen, in,
& tempin, qpivot)
implicit double precision (a-h,o-z)
integer n,nterms2,p,mmax,flag(mmax,p),tagx(nx,p),termlen(mmax),
& nclass,fullin(mmax)
double precision cov(mmax,mmax),covsy(mmax,nclass),critmax,
& x(nx,p),bx(nx,mmax),bxorth(n,mmax),bxorthm(mmax),
& y(n,nclass),ybar(nclass),scr1(mmax),scr5(mmax),scr6(nclass)
double precision temp(n),w(n), cut(mmax,p),dir(mmax,p),
& alpha(nclass),beta(mmax,nclass), bxsc(n,mmax), r(mmax,mmax),
& dofit, res(nx,nclass),betasc(mmax,nclass), varsc(mmax,mmax),
& var(mmax,mmax), stopfac, work(*)
integer tempin(mmax), bestin(mmax),qrank, qpivot(mmax)
logical forwstep,go, prune, newform, cvar, trace
common trace
double precision rtemp(4)
integer itemp(4)
tolbx=.01
stopfac=10.0
prevcrit=10e9
if(.not.(interms.eq.1))goto 23000
dofit=0
goto 23001
23000 continue
dofit=0
do 23002 j=2,lenb
dofit=dofit+fullin(j)
23002 continue
nterms=interms
23001 continue
if(.not.(forwstep))goto 23004
fullin(1)=1
do 23006 i=2,mmax
fullin(i)=0
23006 continue
do 23008 i=1,n
w(i)=1
23008 continue
do 23010 i=1, mmax
termlen(i)=0
do 23012 j=1, p
flag(i,j)=0
cut(i,j)=0
23012 continue
23010 continue
nterms=1
nterms2=2
do 23014 i=1,n
bx(i,1)=1
bxorth(i,1)=1.0/dsqrt(dfloat(n))
23014 continue
bxorthm(1)=1/dsqrt(dfloat(n))
do 23016 i=1,n
do 23018 j=1, mmax
bx(i,j)=0.0
23018 continue
23016 continue
do 23020 i=1,n
bx(i,1)=1
23020 continue
do 23022 k=1, nclass
ybar(k)=0.0
do 23024 i=1,n
ybar(k)=ybar(k)+y(i,k)/n
23024 continue
23022 continue
if(.not.(interms.eq.1))goto 23026
rssnull=0.0
do 23028 k=1, nclass
do 23030 i=1,n
rssnull=rssnull+(y(i,k)-ybar(k))**2
23030 continue
23028 continue
goto 23027
23026 continue
rssnull=0.0
do 23032 k=1, nclass
do 23034 i=1,n
rssnull=rssnull+res(i,k)**2
23034 continue
23032 continue
23027 continue
rss=rssnull
cmm= (1+dofit) + penalty*(.5*dofit)
gcvnull=(rssnull/n)/(1.0-cmm/n)**2
if(.not.(trace))goto 23036
call dblepr("initial rss=",11,rssnull,1)
23036 continue
if(.not.(trace))goto 23038
call dblepr("initial gcv=",11,gcvnull,1)
23038 continue
lenb=1
ii=interms-1
go=.true.
23040 if(.not.( (ii.lt.(mmax-1)).and.((rss/rssnull).gt.thresh).and.go))
& goto 23041
ii=ii+2
do 23042 i1=1, nterms
do 23044 i2=1, nterms
cov(i1,i2)=0
23044 continue
23042 continue
do 23046 j=1, nterms
cov(j,j)=0.0
do 23048 i=1,n
cov(j,j) = cov(j,j) +
% (bxorth(i,j)-bxorthm(j)) * (bxorth(i,j)-bxorthm(j))
23048 continue
23046 continue
do 23050 k=1,nclass
do 23052 j=1, nterms
covsy(j,k)=0.0
do 23054 i=1,n
covsy(j,k)=covsy(j,k)+(y(i,k)-ybar(k))*bxorth(i,j)
23054 continue
23052 continue
23050 continue
do 23056 ik=1,mmax
tempin(ik)=fullin(ik)
23056 continue
call addtrm(nx,bx,tempin,bxorth,bxorthm,p,n,nclass,rss,prevcrit,
& cov,covsy,y,ybar,x,tagx,w,termlen,mmax,tolbx, nterms,flag,
& maxorder,scr1,scr5,scr6,imax,jmax,kmax,critmax, newform,
& bxsc, r, betasc, temp)
doftemp=dofit
doftemp=doftemp+1
if(.not.((imax.gt.1).and.(newform)))goto 23058
doftemp=doftemp+1
23058 continue
temprss=rss-critmax
cmm= (1+doftemp) + penalty*(.5*doftemp)
gcv=(temprss/n)/(1.0-cmm/n)**2
go=.false.
if (.not.(((critmax/rss).gt.thresh).and.
& ((gcv/gcvnull).lt.stopfac))) goto 23060
go=.true.
dofit=doftemp
rss=rss-critmax
kk=tagx(imax,jmax)
256 format(" ","adding term"," jmax=",i3, " imax=",i3 ," kmax=",i3,
& " critmax= ",f8.2," cutp=", f9.5," rss=",f8.2, " gcv=",f8.2,
& " dofit=",f9.3)
itemp(1)=jmax
itemp(2)=imax
itemp(3)=kmax
rtemp(1)=critmax
rtemp(2)=x(kk,jmax)
rtemp(3)=rss
rtemp(4)=gcv
if(.not.(trace))goto 23062
call intpr("adding term ",12,ii,1)
23062 continue
if(.not.(trace))goto 23064
call intpr("var, sp index, parent",21,itemp,3)
23064 continue
if(.not.(trace))goto 23066
call dblepr("critmax cut rss gcv",19,rtemp,4)
23066 continue
prevcrit=critmax
do 23068 j=1,p
flag(ii,j)=flag(kmax,j)
flag(ii+1,j)=flag(kmax,j)
cut(ii,j)=cut(kmax,j)
cut(ii+1,j)=cut(kmax,j)
dir(ii,j)=dir(kmax,j)
dir(ii+1,j)=dir(kmax,j)
23068 continue
termlen(ii)=termlen(kmax)+1
termlen(ii+1)=termlen(kmax)+1
do 23070 i=1,n
temp(i)=x(tagx(i,jmax),jmax)
23070 continue
temp1=temp(imax)
fullin(ii)=1
if(.not.((imax.gt.1).and.(newform)))goto 23072
fullin(ii+1)=1
23072 continue
flag(ii,jmax)=1
flag(ii+1,jmax)=1
cut(ii,jmax)=temp1
cut(ii+1,jmax)=temp1
dir(ii,jmax)=1
dir(ii+1,jmax)=-1
if(.not.(fullin(ii+1).eq.0))goto 23074
termlen(ii+1)=maxorder+1
23074 continue
do 23076 i=1,n
if(.not.( (x(i,jmax)-temp1).gt.0))goto 23078
bx(i,ii)=bx(i,kmax)*(x(i,jmax)-temp1)
23078 continue
if(.not.((temp1-x(i,jmax)).ge.0))goto 23080
bx(i,ii+1)=bx(i,kmax)*(temp1-x(i,jmax))
23080 continue
23076 continue
if(.not.(nterms.eq.1))goto 23082
temp1=0.0
do 23084 i=1,n
temp1=temp1+bx(i,2)/n
23084 continue
do 23086 i=1,n
bxorth(i,2)=bx(i,2)-temp1
23086 continue
goto 23083
23082 continue
call orthreg(n,n,nterms,bxorth,fullin, bx(1,ii),bxorth(1,nterms2))
23083 continue
if(.not.(fullin(ii+1).eq.1))goto 23088
call orthreg(n,n,nterms+1,bxorth,fullin, bx(1,ii+1),
& bxorth(1,nterms2+1))
goto 23089
23088 continue
do 23090 i=1,n
bxorth(i,nterms2+1)=0
23090 continue
23089 continue
bxorthm(nterms2)=0.0
bxorthm(nterms2+1)=0.0
do 23092 i=1,n
bxorthm(nterms2)=bxorthm(nterms2)+bxorth(i,nterms2)/n
bxorthm(nterms2+1)=bxorthm(nterms2+1)+bxorth(i,nterms2+1)/n
23092 continue
temp1=0.0
temp2=0.0
do 23094 i=1,n
temp1=temp1+bxorth(i,nterms2)**2
temp2=temp2+bxorth(i,nterms2+1)**2
23094 continue
if(.not.(temp1.gt.0.0))goto 23096
do 23098 i=1,n
bxorth(i,nterms2) =bxorth(i,nterms2)/dsqrt(temp1)
23098 continue
23096 continue
if(.not.(temp2.gt.0.0))goto 23100
do 23102 i=1,n
bxorth(i,nterms2+1)=bxorth(i,nterms2+1)/dsqrt(temp2)
23102 continue
23100 continue
lenb=lenb+2
nterms=nterms+2
nterms2=nterms2+2
23060 continue
goto 23040
23041 continue
rtemp(1)=rss/rssnull
rtemp(2)=critmax/rss
rtemp(3)=gcv/gcvnull
if(.not.(trace))goto 23104
call dblepr("stopping forw step; rss crit and gcv ratios",43,
& rtemp,3)
23104 continue
if(.not.(trace))goto 23106
if(.not.((rss/rssnull).le.thresh))goto 23108
call dblepr("rss ratio=",10,rss/rssnull,1)
23108 continue
if(.not.((critmax/rss).le.thresh))goto 23110
call dblepr ("crit ratio=",11,critmax/rss,1)
23110 continue
call dblepr("critmax",7,critmax,1)
call dblepr("rss",3,rss,1)
if(.not.((gcv/gcvnull).gt.stopfac))goto 23112
call dblepr("gcv ratio=",10,gcv/gcvnull,1)
23112 continue
23106 continue
23004 continue
dofit= -1
do 23114 i=1,nterms
bestin(i)=fullin(i)
dofit=dofit+fullin(i)
23114 continue
if(.not.(trace))goto 23116
call intpr("aft forw step",13,nterms,1)
23116 continue
call qrreg(nx,n,mmax,lenb,nclass,bx,bxsc,bestin,y,qpivot,qrank,
& beta,res,rss,cvar,var,varsc,scr1, work)
nt=dofit+1
if(.not.(qrank.lt. nt))goto 23118
do 23120 i=qrank+1,nt
bestin(qpivot(i))=0
fullin(qpivot(i))=0
dofit=dofit-1
23120 continue
23118 continue
cvar=.true.
rssfull=rss
cmm= (1+dofit) + penalty*(.5*dofit)
bestgcv=(rss/n)/(1.0-cmm/n)**2
rtemp(1)=bestgcv
rtemp(2)=rssfull
rtemp(3)=dofit
if(.not.(trace))goto 23122
call dblepr("full model: gcv rss dofit",25,rtemp,3)
23122 continue
if(.not.(trace))goto 23124
call intpr("terms",5,fullin,lenb)
23124 continue
if(.not.(prune))goto 23126
c Need var calculated to do drop-one calculations from t values.
cvar=.true.
call qrreg(nx,n,mmax,lenb,nclass,bx,bxsc,tempin,y,qpivot,qrank,
& beta,res,rss,cvar,var,varsc,scr1,work)
do 23128 i=1,mmax
tempin(i)=bestin(i)
23128 continue
23130 if(.not.(dofit.gt.0 ))goto 23131
jo=1
rsstemp=10d99
minterm=0
do 23132 ii=2, lenb
if(.not.(tempin(ii).eq.1))goto 23134
jo=jo+1
temp7=0.0
do 23136 kc=1,nclass
temp7=temp7+beta(jo,kc)**2/var(jo,jo)
23136 continue
if(.not.(temp7 .lt. rsstemp))goto 23138
minterm=ii
rsstemp=temp7
23138 continue
23134 continue
23132 continue
rss=rss+rsstemp
dofit=dofit-1
cmm= (1.0+dofit) + penalty*(.5*dofit)
gcv=(rss/n)/(1.0-cmm/n)**2
tempin(minterm)=0
100 format(" ","pruning, minterm= ",i4, " gcv=",f9.3,2x, " rss=",f9.3,
& 2x," dof=",f9.3," model= ",60(i1,1x))
if(.not.(gcv.lt. bestgcv))goto 23140
bestgcv=gcv
do 23142 i=1,mmax
bestin(i)=tempin(i)
23142 continue
23140 continue
if(.not.(dofit .gt. 0))goto 23144
cvar=.true.
call qrreg(nx,n,mmax,lenb,nclass,bx,bxsc,tempin,y,qpivot,qrank,
& beta,res,rss,cvar,var,varsc,scr1,work)
23144 continue
goto 23130
23131 continue
call qrreg(nx,n,mmax,lenb,nclass,bx,bxsc,bestin,y,qpivot,qrank,
& beta,res,rss,cvar,var,varsc,scr1, work)
101 format(" ","best model gcv=",f9.3," rss=",f9.3,2x,"model= ",
& 60(i1,1x))
if(.not.(trace))goto 23146
call intpr("best model",10,bestin,lenb)
23146 continue
if(.not.(trace))goto 23148
call dblepr(" gcv=",4,bestgcv,1)
23148 continue
23126 continue
return
end
subroutine addtrm(nx,bx,tempin,bxorth,bxorthm,p,n,nclass,rss,
& prevcrit,cov,covsy,y,ybar,x,tagx,w,termlen,mmax,tolbx,
& nterms,flag, maxorder,scr1,scr5,scr6,imax,jmax,kmax,
& critmax, newform,bxsc,r, betasc, scrat)
implicit double precision (a-h,o-z)
integer n,nterms,nterms2,p,mmax,flag(mmax,p),v,tagx(nx,p),
& termlen(mmax), nclass, tempin(mmax), minspan, iendspan
double precision cov(mmax,mmax),covsy(mmax,nclass),critmax,
& x(nx,p),bx(nx,mmax),bxorth(n,mmax),bxorthm(mmax),
& y(n,nclass),ybar(nclass),scr1(mmax),scr5(mmax),scr6(nclass),
& bxsc(n,mmax), r(mmax,mmax),betasc(mmax,nclass), scrat(n),
& w(n)
double precision temp1, temp2, scr2,sumb, sumbx, su, st, tem
logical newform, tnewform, trace
common trace
critmax=0
jmax=0
imax=0
kmax=0
do 23150 m=1,nterms
nm=0
do 23152 jjj=1,n
if(.not.(bx(jjj,m).gt.0))goto 23154
nm=nm+1
23154 continue
23152 continue
tem=-(1d0/(n*nm))*dlog(1d0 - 5d-2)
minspan= -1d0*(dlog(tem)/dlog(2d0))/2.5
tem=(5d-2)/n
iendspan=3d0-dlog(tem)/dlog(2d0)
if(.not.(termlen(m).lt. maxorder))goto 23156
do 23158 v=1,p
if(.not.(flag(m,v).eq.0))goto 23160
tnewform=.true.
mm=1
23162 if(.not.((mm.le.nterms).and.tnewform))goto 23163
mm=mm+1
if(.not.(tempin(mm).eq.1))goto 23164
tnewform=.false.
if(.not.(flag(mm,v).ne.1))goto 23166
tnewform=.true.
go to 9911
23166 continue
do 23168 j=1,p
if(.not.(j.ne.v))goto 23170
if(.not.(flag(mm,j).ne.flag(m,j)))goto 23172
tnewform=.true.
go to 9911
23172 continue
23170 continue
23168 continue
23164 continue
9911 continue
goto 23162
23163 continue
if(.not.(tnewform))goto 23174
nterms2=nterms+1
do 23176 i=1,n
scrat(i)=x(i,v)*bx(i,m)
23176 continue
if(.not.(nterms.gt.1))goto 23178
call orthreg(n,n,nterms,bxorth,tempin, scrat,bxorth(1,nterms2))
goto 23179
23178 continue
tem=0
do 23180 i=1,n
tem=tem+scrat(i)/n
23180 continue
do 23182 i=1,n
bxorth(i,2)=scrat(i)-tem
23182 continue
23179 continue
bxorthm(nterms2)=0.0
do 23184 i=1,n
bxorthm(nterms2)=bxorthm(nterms2)+bxorth(i,nterms2)/n
23184 continue
temp1=0.0
do 23186 i=1,n
temp1=temp1+bxorth(i,nterms2)**2
23186 continue
if(.not.(temp1.gt.tolbx))goto 23188
do 23190 i=1,n
bxorth(i,nterms2)=bxorth(i,nterms2)/dsqrt(temp1)
23190 continue
goto 23189
23188 continue
do 23192 i=1,n
bxorth(i,nterms2)=0
23192 continue
tnewform=.false.
23189 continue
do 23194 i1=1, nterms2
cov(i1,nterms2)=0.0
cov(nterms2, i1)=0.0
23194 continue
cov(nterms2,nterms2)=1
do 23196 kc=1,nclass
covsy(nterms2,kc)=0.0
do 23198 i=1,n
covsy(nterms2,kc) = covsy(nterms2,kc)+(y(i,kc)-ybar(kc)) *
& bxorth(i,nterms2)
23198 continue
23196 continue
critnew=0.0
do 23200 kc=1,nclass
temp1=0
do 23202 i=1,n
temp1=temp1+y(i,kc)*bxorth(i,nterms2)
23202 continue
critnew=critnew+temp1**2
23200 continue
if(.not.(critnew.gt.critmax))goto 23204
jmax=v
critmax=critnew
imax=1
kmax=m
23204 continue
23174 continue
if(.not.(tnewform))goto 23206
nterms2=nterms+1
nterms21=nterms+2
goto 23207
23206 continue
nterms2=nterms
nterms21=nterms+1
critnew=0.0
23207 continue
do 23208 kc=1, nclass
covsy(nterms21,kc)=0
23208 continue
do 23210 ii=1,nterms21
cov(ii,nterms21)=0
cov(nterms21,ii)=0
23210 continue
do 23212 kc=1,nclass
scr6(kc)=0
23212 continue
do 23214 ii=1,nterms21
scr1(ii)=0
23214 continue
scr2=0
su=0
st=0
sumbx2=0
sumb=0.0
sumbx=0.0
k=n-1
23216 if(.not.(k.gt.0))goto 23218
do 23219 i=1,nterms2
kk=tagx(k,v)
kk1=tagx(k+1,v)
scr1(i)=scr1(i)+(bxorth(kk1,i)-bxorthm(i))*bx(kk1,m)
cov(i,nterms21)=cov(i,nterms21)+ (x(kk1,v)-x(kk,v))*scr1(i)
cov(nterms21,i)=cov(i,nterms21)
23219 continue
scr2=scr2+(bx(kk1,m)**2)*x(kk1,v)
sumbx2=sumbx2+bx(kk1,m)**2
sumb=sumb+bx(kk1,m)
sumbx=sumbx+bx(kk1,m)*x(kk1,v)
su=st
st=sumbx-sumb*x(kk,v)
cov(nterms21,nterms21)= cov(nterms21,nterms21)+ (x(kk1,v)-x(kk,v))
& *(2*scr2-sumbx2*(x(kk,v)+x(kk1,v)))+ ( (su*su)-(st*st) )/n
crittemp=critnew
do 23221 kc=1, nclass
scr6(kc)=scr6(kc)+(y(kk1,kc)-ybar(kc))*bx(kk1,m)
covsy(nterms21,kc)=covsy(nterms21,kc )+(x(kk1,v)-x(kk,v))*scr6(kc)
temp1=covsy(nterms21,kc)
temp2=cov(nterms21,nterms21)
do 23223 jk=1,nterms2
temp1=temp1-covsy(jk,kc)*cov(jk,nterms21)
temp2=temp2-cov(jk,nterms21)*cov(jk,nterms21)
23223 continue
if(.not.(cov(nterms21,nterms21).gt.0))goto 23225
if(.not.((temp2/cov(nterms21,nterms21)) .gt. tolbx))goto 23227
critadd=(temp1*temp1)/temp2
goto 23228
23227 continue
critadd=0.0
23228 continue
goto 23226
23225 continue
critadd=0
23226 continue
crittemp=crittemp+critadd
if(.not.(crittemp.gt.(1.01*rss)))goto 23229
crittemp=0.0
23229 continue
if(.not.(crittemp.gt.(2*prevcrit)))goto 23231
crittemp=0.0
23231 continue
23221 continue
if(.not.(k.gt.1))goto 23233
k0=tagx(k-1,v)
23233 continue
if(.not.((crittemp.gt.critmax) .and.
& (mod(k,minspan).eq.0) .and.
& (k.ge.iendspan) .and.
& (k.le.(n-iendspan)) .and.
& (bx(kk1,m).gt.0) .and.
& (.not.( (k.gt.1) .and. (x(kk,v).eq.x(k0,v))) ))) goto 23235
jmax=v
critmax=crittemp
imax=k
kmax=m
newform=tnewform
23235 continue
k=k-1
goto 23216
23218 continue
23160 continue
9999 continue
23158 continue
23156 continue
23150 continue
return
end
C ##############################################################################
C MARS-dorthreg
subroutine orthreg(nx,n,p,x,in, y,res)
implicit double precision (a-h,o-z)
integer n,nx,p, in(p)
double precision x(nx,p),y(n),res(n)
do 23000 i=1,n
res(i)=y(i)
23000 continue
do 23002 j=1,p
if(.not.(in(j).eq.1))goto 23004
temp1=0
temp2=0
do 23006 i=1,n
temp1=temp1+res(i)*x(i,j)
temp2=temp2+x(i,j)*x(i,j)
23006 continue
beta=temp1/temp2
do 23008 i=1,n
res(i)=res(i)-beta*x(i,j)
23008 continue
23004 continue
23002 continue
return
end
C ##############################################################################
C MARS-dqrreg
subroutine qrreg(nx,n,px,p,nclass,x,xsc,in,y,qpivot,qrank,beta,
& res,rss,cvar,var,varsc,scr1,work)
implicit double precision (a-h,o-z)
integer nx,n,p,px, qpivot(p),qrank,nclass,in(p)
double precision x(nx,p), xsc(n,p), y(n,nclass),res(nx,nclass),
& beta(px,nclass),work(*),scr1(p),var(px,p),varsc(px,p)
logical cvar
ii=0
do 23000 j=1,p
if(.not.(in(j).eq.1))goto 23002
ii=ii+1
do 23004 i=1,n
xsc(i,ii)=x(i,j)
23004 continue
23002 continue
23000 continue
nt=ii
ijob=101
info=1
temp3=1d-2
do 23006 i=1,p
qpivot(i)=i
23006 continue
call dqrdc2(xsc,n,n,nt,temp3,qrank,scr1,qpivot,work)
rss=0.0
do 23008 k=1,nclass
call dqrsl(xsc,n,n,qrank,scr1,y(1,k),work(1),work(1),beta(1,k),
& work(1),res(1,k),ijob,info)
do 23010 i=1,n
res(i,k)=y(i,k)-res(i,k)
rss=rss+res(i,k)*res(i,k)
23010 continue
23008 continue
if(.not.(cvar))goto 23012
call calcvar(nx,n,px,xsc,qrank,qpivot,var,varsc,work)
23012 continue
return
end
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