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/*
* gretl -- Gnu Regression, Econometrics and Time-series Library
* Copyright (C) 2001 Allin Cottrell and Riccardo "Jack" Lucchetti
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*
*/
/* Sample program to estimate a model via nonlinear least squares */
#include <gretl/libgretl.h>
int nls_estimate (DATASET *dset, PRN *prn)
{
MODEL *model = NULL;
nlspec *spec;
const char *nls_function;
char *pnames[] = {"alpha", "beta"}; /* parameter names */
double parms[] = {-20.0, 3.0}; /* and initial values */
int err = 0;
spec = nlspec_new(NLS, dset);
if (spec == NULL) {
return E_ALLOC;
}
/* specify the function: we're assuming the dataset contains
variables named x and y
*/
nls_function = "y = alpha + beta*x1 + (1/beta)*x2";
err = nlspec_set_regression_function(spec, nls_function, dset);
if (!err) {
err = nlspec_add_param_list(spec, 2, parms, pnames);
}
if (!err) {
model = gretl_model_new();
*model = model_from_nlspec(spec, dset, OPT_NONE, prn);
err = model->errcode;
}
if (!err) {
printmodel(model, dset, OPT_NONE, prn);
}
gretl_model_free(model);
nlspec_destroy(spec);
return err;
}
int main (void)
{
DATASET *dset;
PRN *prn;
int err;
libgretl_init();
dset = datainfo_new();
prn = gretl_print_new(GRETL_PRINT_STDOUT, NULL);
/* note: PREFIX is defined in the Makefile */
err = gretl_read_native_data(PREFIX "/share/gretl/data/misc/ects_nls.gdt",
dset);
if (err) {
errmsg(err, prn);
exit(EXIT_FAILURE);
}
err = nls_estimate(dset, prn);
if (err) {
errmsg(err, prn);
}
destroy_dataset(dset);
gretl_print_destroy(prn);
libgretl_cleanup();
return 0;
}
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