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gretl_restrict.c

/*
 *  Copyright (c) 2004 by Allin Cottrell
 *
 *   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 2 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, write to the Free Software
 *   Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
 *
 */

#include "libgretl.h"
#include "system.h"
#include "var.h"
#include "objstack.h"
#include "gretl_restrict.h"

#define RDEBUG 0

typedef struct restriction_ restriction;

struct restriction_ {
    int nterms;      /* number of terms in restriction */
    double *mult;    /* array of numerical multipliers on coeffs */
    int *eq;         /* array of equation numbers (for cross-equation case) */
    int *coeff;      /* array of coeff numbers */
    double rhs;      /* numerical value on right-hand side */
};

struct restriction_set_ {
    int k;                        /* number of restrictions (rows) */
    int cross;                    /* includes cross-equation restrictions? */
    char *mask;                   /* selection mask for coeffs */
    restriction **restrictions;
    void *obj;
    GretlObjType type;
    gretlopt opt;
};

static void destroy_restriction_set (gretl_restriction_set *rset);

static int check_R_matrix (const gretl_matrix *R)
{
    gretl_matrix *m;
    int k = gretl_matrix_rows(R);
    int err = 0;

    m = gretl_matrix_alloc(k, k);
    if (m == NULL) return E_ALLOC;

    gretl_matrix_multiply_mod(R, GRETL_MOD_NONE,
                        R, GRETL_MOD_TRANSPOSE,
                        m);

    err = gretl_invert_general_matrix(m);
    
    gretl_matrix_free(m);

    return err;
}

static int 
get_R_vecm_column (const gretl_restriction_set *rset, int i, int j)
{
    const restriction *r = rset->restrictions[i];
    GRETL_VAR *var = rset->obj;
    int nb = gretl_VECM_n_beta(var);
    int col = r->coeff[j];
    int k;

    if (r->eq != NULL) {
      for (k=0; k<r->eq[j]; k++) {
          col += nb;
      }
    }

    return col;
}

static int 
get_R_sys_column (const gretl_restriction_set *rset, int i, int j)
{
    const restriction *r = rset->restrictions[i];
    gretl_equation_system *sys = rset->obj;
    const int *list;
    int col = r->coeff[j];
    int k;

    for (k=0; k<r->eq[j]; k++) {
      list = system_get_list(sys, k);
      col += list[0] - 1;
    }

    return col;
}

static int get_R_column (const gretl_restriction_set *rset, int i, int j)
{
    if (rset->type == GRETL_OBJ_SYS) {
      return get_R_sys_column(rset, i, j);
    } else if (rset->type == GRETL_OBJ_VAR) {
      return get_R_vecm_column(rset, i, j);
    } else {
      return 0;
    }
}

static double get_restriction_param (const restriction *r, int k)
{
    double x = 0.0;
    int i;    

    for (i=0; i<r->nterms; i++) {
      if (r->coeff[i] == k) {
          x = r->mult[i];
          break;
      }
    }

    return x;
}

static int R_n_columns (gretl_restriction_set *rset)
{
    int i, cols = 0;

    if (rset->type == GRETL_OBJ_VAR) {
      cols = gretl_VECM_n_beta(rset->obj);
    } else if (rset->type == GRETL_OBJ_SYS) {
      cols = system_n_indep_vars(rset->obj);
    } else {
      MODEL *pmod = rset->obj;

      for (i=0; i<pmod->ncoeff; i++) {
          if (rset->mask[i]) {
            cols++;
          }
      }
    }

    return cols;
}

static int 
restriction_set_form_full_matrices (gretl_restriction_set *rset,
                            gretl_matrix **Rin,
                            gretl_vector **qin)
{
    MODEL *pmod;
    gretl_matrix *R;
    gretl_vector *q;
    restriction *r;
    double x;
    int i, j, k;

    if (rset->type != GRETL_OBJ_EQN ||
      rset->obj == NULL) {
      return 1;
    }

    pmod = rset->obj;
    k = pmod->ncoeff;

    R = gretl_matrix_alloc(rset->k, k);
    if (R == NULL) {
      return E_ALLOC;
    }

    q = gretl_column_vector_alloc(rset->k);
    if (q == NULL) {
      gretl_matrix_free(R);
      return E_ALLOC;
    }

    gretl_matrix_zero(R);
    gretl_matrix_zero(q);

    for (i=0; i<rset->k; i++) { 
      r = rset->restrictions[i];
      for (j=0; j<k; j++) {
          if (rset->mask[j]) {
            x = get_restriction_param(r, j);
            gretl_matrix_set(R, i, j, x);
          }
      }
      gretl_vector_set(q, i, r->rhs);
    }

    *Rin = R;
    *qin = q;

    return 0;
}

static int 
restriction_set_form_matrices (gretl_restriction_set *rset,
                         gretl_matrix **Rin,
                         gretl_vector **qin)
{
    MODEL *pmod = NULL;
    gretl_matrix *R;
    gretl_vector *q;
    restriction *r;
    double x;
    int col, i, j;

    R = gretl_matrix_alloc(rset->k, R_n_columns(rset));
    if (R == NULL) {
      return E_ALLOC;
    }

    q = gretl_column_vector_alloc(rset->k);
    if (q == NULL) {
      gretl_matrix_free(R);
      return E_ALLOC;
    }

    gretl_matrix_zero(R);
    gretl_matrix_zero(q);

    if (rset->type == GRETL_OBJ_EQN) {
      pmod = rset->obj;
    }

    for (i=0; i<rset->k; i++) { 
      r = rset->restrictions[i];
      if (pmod != NULL) {
          col = 0;
          for (j=0; j<pmod->ncoeff; j++) {
            if (rset->mask[j]) {
                x = get_restriction_param(r, j);
                gretl_matrix_set(R, i, col++, x);
            }
          }
      } else {        
          for (j=0; j<r->nterms; j++) {
            col = get_R_column(rset, i, j);
            x = r->mult[j];
            gretl_matrix_set(R, i, col, x);
          }
      } 
      gretl_vector_set(q, i, r->rhs);
    }

#if RDEBUG
    gretl_matrix_print(R, "R");
    gretl_matrix_print(q, "q");
#endif

    if (rset->type == GRETL_OBJ_VAR) {
      GRETL_VAR *var = rset->obj;

      gretl_matrix *D = gretl_matrix_right_nullspace(R);
#if RDEBUG
      gretl_matrix_print(D, "D");
#endif
      gretl_VAR_attach_restrictions(var, D);
      gretl_matrix_free(R);
      gretl_matrix_free(q);
    } else {
      *Rin = R;
      *qin = q;
    }

    return 0;
}

/* Make a mask with 1s in positions in the array of coeffs where
   a coeff is referenced in one or more restrictions, 0s otherwise.
   We do this only for single-equation restriction sets.
*/

static int restriction_set_make_mask (gretl_restriction_set *rset)
{
    MODEL *pmod;
    restriction *r;
    int i, j;

    if (rset->type != GRETL_OBJ_EQN ||
      rset->obj == NULL) {
      return 1;
    }

    pmod = rset->obj;
    rset->mask = calloc(pmod->ncoeff, 1);

    if (rset->mask == NULL) {
      destroy_restriction_set(rset);
      return E_ALLOC;
    }

    for (i=0; i<rset->k; i++) {
      r = rset->restrictions[i];
      for (j=0; j<r->nterms; j++) {
          rset->mask[r->coeff[j]] = 1;
      }     
    }

    return 0;
}

static int count_ops (const char *p)
{
    int n = 0 ;

    while (*p) {
      if (*p == '+' || *p == '-') n++;
      if (*p == '=') break;
      p++;
    }

    return n;
}

static int parse_b_bit (const char *s, int *eq, int *bnum)
{
    int err = E_PARSE;

    if (isdigit((unsigned char) *s)) {
      sscanf(s, "%d", bnum);
      err = 0;
    } else if (*s == '[') {
      if (sscanf(s, "[%d,%d]", eq, bnum) == 2) {
          err = 0;
      } else if (sscanf(s, "[%d]", bnum) == 1) {
          *eq = 1;
          err = 0;
      }     
    }

    if (*bnum < 1) {
      sprintf(gretl_errmsg, _("Coefficient number (%d) is out of range"), 
            *bnum);
      err = 1;
    } else {
      *bnum -= 1; /* convert to zero base */
    }

    if (*eq < 1) {
      fprintf(stderr, "borked HERE\n");
      sprintf(gretl_errmsg, _("Equation number (%d) is out of range"), 
            *eq);
      err = 1;
    } else {
      *eq -= 1; /* convert to zero base */
    }

    return err;
}

static int 
parse_coeff_chunk (const char *s, double *x, int *eq, int *bnum)
{
    const char *s0 = s;
    int err = E_PARSE;

    *eq = 1;

    while (isspace((unsigned char) *s)) s++;

    if (*s == 'b') {
      s++;
      err = parse_b_bit(s, eq, bnum);
      *x = 1.0;
    } else if (sscanf(s, "%lf", x)) {
      s += strspn(s, " ");
      s += strcspn(s, " *");
      s += strspn(s, " *");
      if (*s == 'b') {
          s++;
          err = parse_b_bit(s, eq, bnum);
      }
    }

    if (err && *gretl_errmsg == '\0') {
      sprintf(gretl_errmsg, _("parse error in '%s'\n"), s0);
    } 

#if RDEBUG
    printf("parse_coeff_chunk: x=%g, eq=%d, bnum=%d\n", 
         *x, *eq, *bnum);
#endif

    return err;
}

static void destroy_restriction (restriction *r)
{
    if (r == NULL) return;

    free(r->mult);
    free(r->eq);
    free(r->coeff);
    free(r);
}

static void destroy_restriction_set (gretl_restriction_set *rset)
{
    int i;

    for (i=0; i<rset->k; i++) {
      destroy_restriction(rset->restrictions[i]);
    }

    free(rset->restrictions);
    free(rset->mask);
    free(rset);
}

static restriction *restriction_new (int n, int cross)
{
    restriction *r;
    int i;

    r = malloc(sizeof *r);
    if (r == NULL) return NULL;

    r->mult = NULL;
    r->eq = NULL;
    r->coeff = NULL;
      
    r->mult = malloc(n * sizeof *r->mult);
    r->coeff = malloc(n * sizeof *r->coeff);
    if (r->mult == NULL || r->coeff == NULL) {
      destroy_restriction(r);
      return NULL;
    }

    for (i=0; i<n; i++) {
      r->mult[i] = 0.0;
      r->coeff[i] = 0;
    }

    if (cross) {
      r->eq = malloc(n * sizeof *r->eq);
      if (r->eq == NULL) {
          destroy_restriction(r);
          return NULL;
      }
    }

    r->nterms = n;
    r->rhs = 0.0;

    return r;
}

static restriction *
augment_restriction_set (gretl_restriction_set *rset, int n_terms)
{
    restriction **rlist = NULL;
    int n = rset->k;

    rlist = realloc(rset->restrictions, (n + 1) * sizeof *rlist);
    if (rlist == NULL) {
      return NULL;
    }

    rset->restrictions = rlist;

    rset->restrictions[n] = restriction_new(n_terms, rset->cross);
    if (rset->restrictions[n] == NULL) {
      return NULL;
    }

    rset->k += 1;

    return rset->restrictions[n];
}

static void print_mult (double mult, int first, PRN *prn)
{
    if (mult == 1.0) {
      if (!first) pputs(prn, " + ");
    } else if (mult == -1.0) {
      if (first) pputs(prn, "-");
      else pputs(prn, " - ");
    } else if (mult > 0.0) {
      if (first) pprintf(prn, "%g*", mult);
      else pprintf(prn, " + %g*", mult);
    } else if (mult < 0.0) {
      if (first) pprintf(prn, "%g*", mult);
      else pprintf(prn, " - %g*", fabs(mult));
    } 
}

static void print_restriction (const gretl_restriction_set *rset,
                         int j, const DATAINFO *pdinfo, 
                         PRN *prn)
{
    const restriction *r = rset->restrictions[j];
    char vname[24];
    int i, k;

    for (i=0; i<r->nterms; i++) {
      k = r->coeff[i];
      print_mult(r->mult[i], i == 0, prn);
      if (rset->cross) {
          pprintf(prn, "b[%d,%d]", r->eq[i] + 1, k + 1);
      } else if (rset->type == GRETL_OBJ_VAR) {
          pprintf(prn, "b[%d]", k + 1);
      } else {
          MODEL *pmod = rset->obj;

          gretl_model_get_param_name(pmod, pdinfo, k, vname);
          pprintf(prn, "b[%s]", vname);
      }
    }

    pprintf(prn, " = %g\n", r->rhs);
}

static void 
print_restriction_set (const gretl_restriction_set *rset, 
                   const DATAINFO *pdinfo, PRN *prn)
{
    int i;

    if (rset->k > 1) {
      pputs(prn, _("Restriction set"));
    } else {
      pprintf(prn, "%s:", _("Restriction"));
    }
    pputc(prn, '\n');

    for (i=0; i<rset->k; i++) {
      if (rset->k > 1) {
          pprintf(prn, " %d: ", i + 1);
      } else {
          pputc(prn, ' ');
      }
      print_restriction(rset, i, pdinfo, prn);
    }
}

static int 
add_term_to_restriction (restriction *r, double mult, int eq, int bnum, int i)
{
    int j;

    for (j=0; j<i; j++) {
      if (bnum == r->coeff[j] && (r->eq == NULL || eq == r->eq[j])) {
          /* additional reference to a previously referenced coeff */
          r->mult[j] += mult;
          r->nterms -= 1;
          return 0;
      }
    }

    r->mult[i] = mult;
    r->coeff[i] = bnum;

    if (r->eq != NULL) {
      r->eq[i] = eq;
    }

    return 0;
}

static gretl_restriction_set *
real_restriction_set_start (void *ptr, GretlObjType type,
                      gretlopt opt)
{
    gretl_restriction_set *rset;

    rset = malloc(sizeof *rset);
    if (rset == NULL) return NULL;

    rset->obj = ptr;
    rset->type = type;
    rset->opt = opt;

    rset->k = 0;
    rset->mask = NULL;
    rset->restrictions = NULL;
    rset->cross = 0;

    if (rset->type == GRETL_OBJ_SYS) {
      rset->cross = 1;
    } else if (rset->type == GRETL_OBJ_VAR) {
      GRETL_VAR *var = ptr;

      if (var != NULL && gretl_VECM_rank(var) > 1) {
          rset->cross = 1;
      }
    } 

    return rset;
}

/* check that the coefficients referenced in a restriction are
   within bounds, relative to the equation or system that is
   to be restricted */

static int bnum_out_of_bounds (const gretl_restriction_set *rset,
                         int bnum, int eq)
{
    int ret = 1;

    if (rset->type == GRETL_OBJ_VAR) {
      GRETL_VAR *var = rset->obj;

      if (eq >= gretl_VECM_rank(var)) {
          sprintf(gretl_errmsg, _("Equation number (%d) is out of range"), 
                eq + 1);
      } else if (bnum >= gretl_VECM_n_beta(var)) {
          sprintf(gretl_errmsg, _("Coefficient number (%d) is out of range"), 
                bnum + 1);
      } else {
          ret = 0;
      }
    } else if (rset->type == GRETL_OBJ_SYS) {
      gretl_equation_system *sys = rset->obj;
      const int *list = system_get_list(sys, eq);

      if (list == NULL) {
          sprintf(gretl_errmsg, _("Equation number (%d) is out of range"), 
                eq + 1);
      } else if (bnum >= list[0] - 1) {
          sprintf(gretl_errmsg, _("Coefficient number (%d) out of range "
                            "for equation %d"), bnum + 1, eq + 1);
      } else {
          ret = 0;
      }
    } else {
      MODEL *pmod = rset->obj;

      if (eq > 0) {
          sprintf(gretl_errmsg, _("Equation number (%d) is out of range"), 
                eq + 1);
      } else if (bnum >= pmod->ncoeff || bnum < 0) {
          sprintf(gretl_errmsg, _("Coefficient number (%d) is out of range"), 
                bnum + 1);
      } else {
          ret = 0;
      }
    }

    return ret;
}

static int 
real_restriction_set_parse_line (gretl_restriction_set *rset, 
                         const char *line,
                         int first)
{
    const char *p = line;
    restriction *r;
    int sgn = 1;
    int i, nt, err = 0;

#if RDEBUG
    printf("parse restriction line: got '%s'\n", line);
#endif

    if (!strncmp(p, "restrict", 8)) {
      if (strlen(line) == 8) {
          if (first) {
            return 0;
          } else {
            return E_PARSE;
          }
      }
      p += 8;
      while (isspace((unsigned char) *p)) p++;
    }

    if (*p == '+' || *p == '-') {
      sgn = (*p == '+')? 1 : -1;
      p++;
    }

    nt = 1 + count_ops(p);

#if RDEBUG
    printf("restriction line: assuming %d terms\n", nt);
#endif

    r = augment_restriction_set(rset, nt);

    if (r == NULL) {
      destroy_restriction_set(rset);
      return E_ALLOC;
    }

    for (i=0; i<nt; i++) {
      char chunk[32];
      int len, bnum = 1, eq = 1;
      double mult;

      len = strcspn(p, "+-=");
      if (len > 31) {
          err = 1;
          break;
      }

      *chunk = 0;
      strncat(chunk, p, len);
      p += len;

#if RDEBUG
      printf(" working on chunk %d, '%s'\n", i, chunk);
#endif

      err = parse_coeff_chunk(chunk, &mult, &eq, &bnum);
      if (err) {
          break;
      } else if (bnum_out_of_bounds(rset, bnum, eq)) {
          err = E_DATA;
          break;
      }

      mult *= sgn;
      add_term_to_restriction(r, mult, eq, bnum, i);

      if (*p == '+') {
          sgn = 1.0;
          p++;
      } else if (*p == '-') {
          sgn = -1.0;
          p++;
      }
    }

    if (!err) {
      if (!sscanf(p, " = %lf", &r->rhs)) {
          err = E_PARSE;
      } else if (rset->type == GRETL_OBJ_VAR && r->rhs != 0.0) {
          strcpy(gretl_errmsg, "VECM restrictions: the equations must "
               "be homogeneous");
          err = 1;
      }
    }

    if (err) {
      destroy_restriction_set(rset);
    } 
    
    return err;
}

int 
restriction_set_parse_line (gretl_restriction_set *rset, const char *line)
{
    int nx = 0;

    if (rset->type == GRETL_OBJ_EQN) {
      MODEL *pmod = rset->obj;

      nx = pmod->ncoeff;
    } else if (rset->type == GRETL_OBJ_SYS) {
      nx = system_n_indep_vars(rset->obj);
    } else if (rset->type == GRETL_OBJ_VAR) {
      nx = gretl_VECM_n_beta(rset->obj);
    }

    if (rset->k >= nx) {
      sprintf(gretl_errmsg, _("Too many restrictions (maximum is %d)"), 
            nx - 1);
      destroy_restriction_set(rset);
      return 1;
    }

    return real_restriction_set_parse_line(rset, line, 0);
}

/* set-up for a set of restrictions for a VAR (vecm, actually) */

gretl_restriction_set *
var_restriction_set_start (const char *line, GRETL_VAR *var)
{
    gretl_restriction_set *rset;

    rset = real_restriction_set_start(var, GRETL_OBJ_VAR, OPT_NONE);
    if (rset == NULL) {
      strcpy(gretl_errmsg, _("Out of memory!"));
      return NULL;
    }

    *gretl_errmsg = '\0';

    if (real_restriction_set_parse_line(rset, line, 1)) {
      if (*gretl_errmsg == '\0') {
          sprintf(gretl_errmsg, _("parse error in '%s'\n"), line);
      }
      return NULL;
    }

    return rset;
}

/* set-up for a set of cross-equation restrictions, for a system of
   simultaneous equations */

gretl_restriction_set *
cross_restriction_set_start (const char *line, gretl_equation_system *sys)
{
    gretl_restriction_set *rset;

    rset = real_restriction_set_start(sys, GRETL_OBJ_SYS, OPT_NONE);
    if (rset == NULL) {
      strcpy(gretl_errmsg, _("Out of memory!"));
      return NULL;
    }

    if (real_restriction_set_parse_line(rset, line, 1)) {
      sprintf(gretl_errmsg, _("parse error in '%s'\n"), line);
      return NULL;
    }

    return rset;
}

/* set-up for a set of restrictions on a single equation */

gretl_restriction_set *
eqn_restriction_set_start (const char *line, MODEL *pmod)
{
    gretl_restriction_set *rset;

    rset = real_restriction_set_start(pmod, GRETL_OBJ_EQN, OPT_NONE);
    if (rset == NULL) {
      strcpy(gretl_errmsg, _("Out of memory!"));
      return NULL;
    }

    if (real_restriction_set_parse_line(rset, line, 1)) {
      sprintf(gretl_errmsg, _("parse error in '%s'\n"), line);
      return NULL;
    }

    return rset;
}

gretl_restriction_set *
restriction_set_start (const char *line, gretlopt opt, int *err)
{
    gretl_restriction_set *rset = NULL;
    char *name = NULL;
    GretlObjType type;
    void *ptr = NULL;

#if RDEBUG
    fprintf(stderr, "restriction_set_start: line='%s'\n", line);
#endif

    if (!strncmp(line, "restrict", 8)) {
      name = get_system_name_from_line(line);
    }

    if (name != NULL) {
      /* get pointer to named object */
      *err = gretl_get_object_and_type(name, &ptr, &type);
      if (ptr == NULL) {
          sprintf(gretl_errmsg, "'%s': unrecognized name", name);
      }
    } else {
      /* get pointer to last-created object */
      ptr = get_last_model(&type);  
    }

    if (ptr == NULL) {
      *err = E_DATA;
      return NULL;
    }

    if (type != GRETL_OBJ_EQN && type != GRETL_OBJ_SYS &&
      type != GRETL_OBJ_VAR) {
      *err = E_DATA;
      return NULL;
    }

    rset = real_restriction_set_start(ptr, type, opt);
    if (rset == NULL) {
      *err = E_ALLOC;
    }

    if (!*err && name == NULL) {
      *err = real_restriction_set_parse_line(rset, line, 1);
      if (*err) {
          rset = NULL;
          if (*err == E_PARSE) {
            sprintf(gretl_errmsg, _("parse error in '%s'\n"), line);
          }
      }
    } 

    return rset;
}

static void print_pval_str (double pval, char *str)
{
    if (pval < .00001) {
      sprintf(str, "<%.5f", 0.00001);
    } else {
      sprintf(str, "%.5f", pval);
    }
}

static int print_coeff (const MODEL *pmod, int i,
                  double coeff, double sderr, int k,
                  const DATAINFO *pdinfo, 
                  PRN *prn)
{
    int do_pval = 1;
    double t, pvalue = 999.0;
    int gotnan = 0;
    char varname[24];

    gretl_model_get_param_name(pmod, pdinfo, i, varname);
    pprintf(prn, "  %-15s ", varname);
    
    if (isnan(coeff) || na(coeff)) {
      pprintf(prn, "%*s", UTF_WIDTH(_("undefined"), 17), _("undefined"));
      gotnan = 1;
    } else {
      gretl_print_value(coeff, prn);
    }

    if (isnan(sderr) || na(sderr)) {
      pprintf(prn, "%*s\n", UTF_WIDTH(_("undefined"), 16), _("undefined"));
      return 1;
    }

    gretl_print_value(sderr, prn); 

    if (sderr > 0.0) {
      t = coeff / sderr;
      if (fabs(t) >= 1000.0) {
          char numstr[9];

          sprintf(numstr, "%#8.2G", t);
          pprintf(prn, " %8s", numstr);
      } else {
          pprintf(prn, " %7.3f", t);
      }

      if (do_pval) {
          char pvalstr[16];
          int dfd = pmod->dfd + k;

          pvalue = coeff_pval(pmod, t, dfd);
          print_pval_str(pvalue, pvalstr);
          pprintf(prn, "%*s", UTF_WIDTH(pvalstr, 10), pvalstr);
      }
    } else if (do_pval) { 
      do_pval = 0;
      pprintf(prn, "     %*s", UTF_WIDTH(_("undefined"), 10), _("undefined"));
    }

    if (do_pval) {
      if (pvalue < 0.01) {
          pputs(prn, " ***");
      } else if (pvalue < 0.05) {
          pputs(prn, " **");
      } else if (pvalue < 0.10) {
          pputs(prn, " *");
      }
    } 

    pputc(prn, '\n');

    return gotnan;
}

static void coeff_header (const MODEL *pmod, PRN *prn)
{
    int use_param = pmod->ci == NLS || pmod->ci == MLE;

    if (use_param) {
      pputs(prn, _("      PARAMETER       ESTIMATE          STDERROR"
                 "      T STAT   P-VALUE\n\n"));
    } else {
      pputs(prn, _("      VARIABLE       COEFFICIENT        STDERROR"
                 "      T STAT   P-VALUE\n\n"));
    }
}

static int 
do_restricted_estimates (gretl_restriction_set *rset,
                   const double **Z, const DATAINFO *pdinfo,
                   PRN *prn)
{
    MODEL *pmod = rset->obj;
    gretl_matrix *X = NULL;
    gretl_matrix *y = NULL;
    gretl_matrix *R = NULL;
    gretl_matrix *q = NULL;
    gretl_matrix *b = NULL;
    gretl_matrix *S = NULL;
    int *xlist = NULL;
    double s2 = 0.0;
    int T = pmod->nobs;
    int k = pmod->ncoeff;
    int i, s, t;
    int yno, err = 0;

    X = gretl_matrix_alloc(T, k);
    y = gretl_matrix_alloc(T, 1);
    b = gretl_matrix_alloc(k, 1);
    S = gretl_matrix_alloc(k, k);

    if (X == NULL || y == NULL || b == NULL || S == NULL) {
      err = E_ALLOC;
      goto bailout;
    }

    err = restriction_set_form_full_matrices(rset, &R, &q);
    if (err) {
      goto bailout;
    }

    yno = gretl_model_get_depvar(pmod);
    xlist = gretl_model_get_x_list(pmod);
    if (xlist == NULL) {
      err = E_ALLOC;
      goto bailout;
    }

    s = 0;
    for (t=pmod->t1; t<=pmod->t2; t++) {
      if (na(pmod->uhat[t])) {
          continue;
      }
      gretl_vector_set(y, s, Z[yno][t]);
      for (i=0; i<k; i++) {
          gretl_matrix_set(X, s, i, Z[xlist[i+1]][t]);
      }
      s++;
    }

#if RDEBUG
    gretl_matrix_print(R, "R");
    gretl_matrix_print(q, "q");
#endif

    err = gretl_matrix_restricted_ols(y, X, R, q, b, S, &s2);

    if (!err) {
      double v, coeff, se;

      pprintf(prn, "%s:\n\n", _("Restricted estimates"));
      coeff_header(pmod, prn);
      for (i=0; i<k; i++) {
          coeff = gretl_vector_get(b, i);
          v = gretl_matrix_get(S, i, i);
          se = (v > 1.0e-16)? sqrt(v) : 0.0;
          print_coeff(pmod, i, coeff, se, rset->k, pdinfo, prn);
      }
      pputc(prn, '\n');
      pprintf(prn, "  %s = %.*g\n", _("Standard error of residuals"), 
            GRETL_DIGITS, sqrt(s2));
    } 

 bailout:
    
    gretl_matrix_free(X);
    gretl_matrix_free(y);
    gretl_matrix_free(R);
    gretl_matrix_free(q);
    gretl_matrix_free(b);
    gretl_matrix_free(S);

    free(xlist);

    return err;
}

/* execute the test, for a single equation */

static int test_restriction_set (gretl_restriction_set *rset, 
                         const double **Z,
                         const DATAINFO *pdinfo,
                         PRN *prn)
{
    MODEL *pmod = rset->obj;
    gretl_matrix *R;
    gretl_vector *q;
    gretl_matrix *vcv = NULL;
    gretl_vector *b = NULL;
    gretl_vector *br = NULL;
    gretl_matrix *Rv = NULL;
    double test_stat, pval;
    int err, robust, freeRv = 1;

    int asym = ASYMPTOTIC_MODEL(pmod->ci);

    *gretl_errmsg = '\0';

    err = restriction_set_form_matrices(rset, &R, &q);
    if (err) {
      return err;
    }

#if RDEBUG
    gretl_matrix_print(R, "R matrix");
    gretl_matrix_print(q, "q vector");
#endif

    if ((err = check_R_matrix(R))) {
      if (err == E_SINGULAR) {
          pputs(prn, _("Matrix inversion failed:\n"
                   " restrictions may be inconsistent or redundant\n"));
      } else {
          err = E_ALLOC;
      }
      goto bailout;
    }

    b = gretl_coeff_vector_from_model(pmod, rset->mask);
    vcv = gretl_vcv_matrix_from_model(pmod, rset->mask);
    if (b == NULL || vcv == NULL) {
      err = E_ALLOC;
      goto bailout;
    }

    br = gretl_column_vector_alloc(rset->k);
    if (br == NULL) {
      err = E_ALLOC;
      goto bailout;
    }

#if RDEBUG
    gretl_matrix_print(vcv, "VCV matrix");
    gretl_matrix_print(b, "coeff vector");
#endif  

    err = gretl_matrix_multiply(R, b, br);
    if (err) {
      fprintf(stderr, "Failed: gretl_matrix_multiply(R, b, br)\n");
      goto bailout;
    }

#if RDEBUG
    gretl_matrix_print(br, "br");
#endif  

    if (!gretl_is_zero_matrix(q)) {
      err = gretl_matrix_subtract_from(br, q);
      if (err) {
          fprintf(stderr, "Failed: gretl_matrix_subtract_from(br, q)\n");
          goto bailout;
      }
    }

    if (gretl_is_identity_matrix(R)) {
#if RDEBUG
      fprintf(stderr, "R is identity matrix: taking shortcut\n");
#endif  
      Rv = vcv;
      freeRv = 0;
    } else {
      Rv = gretl_matrix_A_X_A(R, GRETL_MOD_NONE, vcv, &err);
      if (err) goto bailout;
#if RDEBUG
      gretl_matrix_print(Rv, "Rv");
#endif  
    }

    err = gretl_invert_symmetric_matrix(Rv);
    if (err) {
      pputs(prn, _("Matrix inversion failed:\n"
                 " restrictions may be inconsistent or redundant\n"));
      goto bailout;
    }
    
    test_stat = gretl_scalar_b_X_b(br, GRETL_MOD_TRANSPOSE, Rv, &err);
    if (err) {
      pputs(prn, _("Failed to compute test statistic\n"));
      goto bailout;
    }

    robust = gretl_model_get_int(pmod, "robust");

    if (asym) {
      pval = chisq_cdf_comp(test_stat, rset->k);
      pprintf(prn, "\n%s: %s(%d) = %g, ", _("Test statistic"), 
            (robust)? _("Robust chi^2"): "chi^2",
            rset->k, test_stat);
    } else {
      test_stat /= rset->k;
      pval = f_cdf_comp(test_stat, rset->k, pmod->dfd);
      pprintf(prn, "\n%s: %s(%d, %d) = %g, ", _("Test statistic"), 
            (robust)? _("Robust F"): "F",
            rset->k, pmod->dfd, test_stat);
    }

    pprintf(prn, _("with p-value = %g\n"), pval);
    pputc(prn, '\n');

    record_test_result(test_stat, pval, _("restriction"));

    if (pmod != NULL && !(rset->opt & OPT_Q) && pmod->ci == OLS) {
      do_restricted_estimates(rset, Z, pdinfo, prn);
    }

 bailout:

    gretl_matrix_free(R);
    gretl_vector_free(q);
    gretl_matrix_free(vcv);
    gretl_vector_free(b);
    gretl_vector_free(br);
    
    if (freeRv) {
      gretl_matrix_free(Rv);
    }

    return err;
}

/* Respond to "end restrict": in the case of a single equation, go
   ahead and do the test; in the case of a system of equations,
   form the restriction matrices R and q and attach these to the
   equation system.
*/

int
gretl_restriction_set_finalize (gretl_restriction_set *rset, 
                        const double **Z,
                        const DATAINFO *pdinfo,
                        PRN *prn)
{
    int err = 0;

    if (rset == NULL) {
      return 1;
    }

    if (rset->type == GRETL_OBJ_VAR) {
      /* vecm */
      err = restriction_set_form_matrices(rset, NULL, NULL);
      if (!err) {
          print_restriction_set(rset, pdinfo, prn);
          gretl_VECM_test_beta(rset->obj, prn);
      }
    } else if (rset->type == GRETL_OBJ_SYS) {
      /* simultaneous equations system */
      gretl_matrix *R;
      gretl_matrix *q;

#if RDEBUG
      print_restriction_set(rset, pdinfo, prn);
#endif
      err = restriction_set_form_matrices(rset, &R, &q);
      if (!err) {
          err = check_R_matrix(R);
          if (err == E_SINGULAR) {
            pputs(prn, _("Matrix inversion failed:\n"
                       " restrictions may be inconsistent or redundant\n"));
          } else if (err) {
            err = E_ALLOC;
          }
      }     
      if (!err) {
          system_set_restriction_matrices(rset->obj, R, q);
          destroy_restriction_set(rset);
      }
    } else {
      /* single model */
      err = restriction_set_make_mask(rset);
      if (!err) {
          print_restriction_set(rset, pdinfo, prn);
          test_restriction_set(rset, Z, pdinfo, prn);
          destroy_restriction_set(rset);
      }
    } 

    return err;
}


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