/* 
 *  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/>.
 * 
 */

#include "libgretl.h"
#include "system.h"
#include "var.h"
#include "objstack.h"
#include "usermat.h"
#include "matrix_extra.h"
#include "gretl_restrict.h"
#include "bootstrap.h"

#define RDEBUG 0

#define EQN_UNSPEC -9

enum {
    VECM_NONE = 0,
    VECM_B = 1 << 0,
    VECM_A = 1 << 1
};

typedef struct rrow_ rrow;

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

struct gretl_restriction_ {
    int k;                        /* number of restrictions (rows) */
    int kmax;                     /* max. possible restrictions */
    int bmulti;                   /* pertains to multi-equation system? */
    int amulti;                   /* VECM only */
    int kb, ka;                   /* VECM only */
    int bcols, acols;             /* VECM only */
    int vecm;                     /* pertains to VECM beta or alpha? */
    gretl_matrix *R;              /* LHS restriction matrix */
    gretl_matrix *q;              /* RHS restriction matrix */
    gretl_matrix *Ra;             /* second LHS restriction matrix */
    gretl_matrix *qa;             /* second RHS restriction matrix */
    char *mask;                   /* selection mask for coeffs */
    rrow **rows;
    void *obj;
    GretlObjType type;
    gretlopt opt;
    double test;
    double pval;
    double lnl;
    double bsum;
    double bsd;
    int code;
};

#define eqn_specified(r,i,j,c) (((c=='b' && r->bmulti) || (c=='a' && r->amulti)) \
                                && r->rows[i]->eq != NULL \
                                && r->rows[i]->eq[j] != EQN_UNSPEC)

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, GRETL_MOD_NONE);

    err = gretl_invert_general_matrix(m);

    if (err == E_SINGULAR) {
	strcpy(gretl_errmsg, _("Matrix inversion failed: restrictions may be "
			       "inconsistent or redundant"));
    }
    
    gretl_matrix_free(m);

    return err;
}

/* adding to an existing restriction on a VECM, either in
   respect of beta or in respect of alpha */

static int 
augment_vecm_restriction (gretl_restriction *rset,
			  char letter)
{
    GRETL_VAR *vecm = rset->obj;
    const gretl_matrix *R0, *q0;
    gretl_matrix *R2, *q2;
    int err = 0;

    if (letter == 'b') {
	R0 = gretl_VECM_R_matrix(vecm);
	q0 = gretl_VECM_q_matrix(vecm);
    } else {
	R0 = gretl_VECM_Ra_matrix(vecm);
	q0 = gretl_VECM_qa_matrix(vecm);
    }	

    R2 = gretl_matrix_row_concat(R0, rset->R, &err);
    if (err) {
	return err;
    }

    err = check_R_matrix(R2);
    if (err) {
	gretl_matrix_free(R2);
	return err;
    }

    if (q0 == NULL) {
	q2 = gretl_column_vector_alloc(R2->rows);
	if (q2 == NULL) {
	    err = E_ALLOC;
	} else {
	    int i, n = R0->rows;

	    for (i=0; i<R2->rows; i++) {
		q2->val[i] = (i < n)? 0.0 : rset->q->val[i-n];
	    }
	}
    } else {
	q2 = gretl_matrix_row_concat(q0, rset->q, &err);
    }

    if (err) {
	gretl_matrix_free(R2);
	return err;
    }

    if (letter == 'b') {
	gretl_matrix_free(rset->R);
	rset->R = R2;
	gretl_matrix_free(rset->q);
	rset->q = q2;
    } else {
	gretl_matrix_free(rset->Ra);
	rset->Ra = R2;
	gretl_matrix_free(rset->qa);
	rset->qa = q2;
    }	

    return 0;
}

/* adding an existing restriction on a VECM, in respect of beta or
   alpha, to a new restriction in respect of the other matrix.
*/

static int 
add_old_vecm_restriction (gretl_restriction *rset,
			  char letter)
{
    GRETL_VAR *vecm = rset->obj; 
    const gretl_matrix *R;
    const gretl_matrix *q;
    int err = 0;

    if (letter == 'b') {
	R = gretl_VECM_R_matrix(vecm);
	q = gretl_VECM_q_matrix(vecm);
	rset->R = gretl_matrix_copy(R);
	if (rset->R == NULL) {
	    err = E_ALLOC;
	} else {
	    rset->q = gretl_matrix_copy(q);
	    if (q != NULL && rset->q == NULL) {
		err = E_ALLOC;
	    }
	}
    } else {
	R = gretl_VECM_Ra_matrix(vecm);
	q = gretl_VECM_qa_matrix(vecm);
	rset->Ra = gretl_matrix_copy(R);
	if (rset->Ra == NULL) {
	    err = E_ALLOC;
	} else {
	    rset->qa = gretl_matrix_copy(q);
	    if (q != NULL && rset->qa == NULL) {
		err = E_ALLOC;
	    }
	}
    }

    return err;
}

/* We set things up here such that the restrictions are
   R_b * vec(beta) = q; R_a * vec(alpha') = 0.
*/

static int 
get_R_vecm_column (const gretl_restriction *rset, 
		   int i, int j, char letter)
{
    const rrow *r = rset->rows[i];
    GRETL_VAR *var = rset->obj;
    int col = 0;

    if (letter == 'b') {
	col = r->bnum[j];
	if (rset->bmulti) {
	    col += r->eq[j] * gretl_VECM_n_beta(var);
	}
    } else if (letter == 'a') {
	col = r->bnum[j];
	if (rset->amulti) {
	    col += r->eq[j] * gretl_VECM_n_alpha(var);
	} 
    }

    return col;
}

static int 
get_R_sys_column (const gretl_restriction *rset, int i, int j)
{
    const rrow *r = rset->rows[i];
    equation_system *sys = rset->obj;
    int col = r->bnum[j];
    int k, n;

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

    return col;
}

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

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

    return x;
}

/* Used when generating restricted estimates (single-equation OLS
   only) */

static int 
restriction_set_form_full_matrices (gretl_restriction *rset)
{
    MODEL *pmod;
    gretl_matrix *R = NULL;
    gretl_vector *q = NULL;
    rrow *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->rows[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);
    }

    if (rset->R != NULL) {
	gretl_matrix_free(rset->R);
    }
    rset->R = R;

    if (rset->q != NULL) {
	gretl_matrix_free(rset->q);
    }
    rset->q = q;

    return 0;
}

static void vecm_cross_error (void)
{
    strcpy(gretl_errmsg, "VECM: beta/alpha cross restrictions are "
	   "not handled");
}

/* see if we have both beta and alpha terms; check that there
   are no cross beta/alpha restrictions */

static int vecm_ab_check (gretl_restriction *rset)
{
    rrow *r;
    int atotal = 0, btotal = 0;
    int i, j, err = 0;

    for (i=0; i<rset->k && !err; i++) {
	int a = 0, b = 0;

	r = rset->rows[i];
	for (j=0; j<r->nterms && !err; j++) {
	    if (r->letter[j] == 'a') {
		a++;
		atotal++;
	    } else {
		b++;
		btotal++;
	    }
	    if (a > 0 && b > 0) {
		vecm_cross_error();
		err = E_NOTIMP;
	    }
	}
    }

    if (!err) {
	/* incoming default is VECM_B */
	if (atotal > 0) {
	    rset->vecm |= VECM_A;
	}
	if (btotal == 0) {
	    rset->vecm &= ~VECM_B;
	}
    }

    return err;
}

/* check integrity of vecm restrictions, either beta or alpha */

static int vecm_x_check (gretl_restriction *rset, char letter)
{
    rrow *r;
    int *multi = (letter == 'a')? &rset->amulti : &rset->bmulti;
    int *ki = (letter == 'a')? &rset->ka : &rset->kb;
    int unspec = 0, anyspec = 0;
    int i, j, err = 0;

    for (i=0; i<rset->k && !err; i++) {
	r = rset->rows[i];
	if (r->letter[0] != letter) {
	    continue;
	}
	*ki += 1;
	for (j=0; j<r->nterms && !err; j++) {
	    if (r->eq != NULL) {
		if (r->eq[j] == EQN_UNSPEC) {
		    unspec = 1;
		} else if (r->eq[j] >= 0) {
		    anyspec = 1;
		} 
	    }
	    if (anyspec && unspec) {
		err = E_PARSE;
	    } 
	}
    }

    if (!err && unspec && *multi) {
	for (i=0; i<rset->k; i++) {
	    if (rset->rows[i]->letter[0] == letter) {
		free(rset->rows[i]->eq);
		rset->rows[i]->eq = NULL;
	    }
	}
	*multi = 0;
    }

    return err;
}

/* Check the validity of a set of VECM restrictions */

static int vecm_restriction_check (gretl_restriction *rset)
{
    int r = gretl_VECM_rank(rset->obj);
    int err;

    err = vecm_ab_check(rset);

    if (!err && (rset->vecm & VECM_B)) {
	err = vecm_x_check(rset, 'b');
    }

    if (!err && (rset->vecm & VECM_A)) {
	err = vecm_x_check(rset, 'a');
    }   

    if (!err && (rset->vecm & VECM_B)) {
	rset->bcols = gretl_VECM_n_beta(rset->obj);
	if (rset->bmulti) {
	    rset->bcols *= r;
	}
    }

    if (!err && (rset->vecm & VECM_A)) {
	rset->acols = gretl_VECM_n_alpha(rset->obj);
	if (rset->amulti) {
	    rset->acols *= r;
	}
    }    

    if (!err) {
	if (rset->kb > rset->bcols) {
	    strcpy(gretl_errmsg, "Too many restrictions");
	    err = E_NONCONF;
	} else if (rset->ka > rset->acols) {
	    fprintf(stderr, "rset->ka = %d, rset->acols = %d\n",
		    rset->ka, rset->acols);
	    strcpy(gretl_errmsg, "Too many restrictions");
	    err = E_NONCONF;
	}
    }

    return err;
}

static int rset_alloc_matrices (gretl_restriction *rset, int nc)
{
    rset->R = gretl_zero_matrix_new(rset->k, nc);
    rset->q = gretl_zero_matrix_new(rset->k, 1);

#if RDEBUG
    fprintf(stderr, "rset_alloc_matrices: on output R=%p (%dx%d), q=%p (%dx%d)\n",
	    (void *) rset->R, rset->k, nc, (void *) rset->q, rset->k, 1);
#endif

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

    return 0;
}

static int equation_form_matrices (gretl_restriction *rset)
{
    MODEL *pmod = rset->obj;
    rrow *r;
    double x;
    int nc = 0;
    int col, i, j;

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

    if (rset_alloc_matrices(rset, nc)) {
	return E_ALLOC;
    }

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

    return 0;
}

static int sys_form_matrices (gretl_restriction *rset)
{
    rrow *r;
    double x;
    int nc, col, i, j;
    int err = 0;

    nc = system_n_indep_vars(rset->obj);

    if (rset_alloc_matrices(rset, nc)) {
	return E_ALLOC;
    }

    for (i=0; i<rset->k; i++) { 
	r = rset->rows[i];
	for (j=0; j<r->nterms; j++) {
	    col = get_R_sys_column(rset, i, j);
	    x = r->mult[j];
	    gretl_matrix_set(rset->R, i, col, x);
	}
	gretl_vector_set(rset->q, i, r->rhs);
    } 

    err = check_R_matrix(rset->R);

    return err;
}

static int vecm_form_matrices (gretl_restriction *rset)
{
    int i, j, m, err;

    err = vecm_restriction_check(rset);
    if (err) {
	return err;
    }

    if (rset->vecm & VECM_B) {
	rset->R = gretl_zero_matrix_new(rset->kb, rset->bcols);
	rset->q = gretl_zero_matrix_new(rset->kb, 1);
	if (rset->R == NULL || rset->q == NULL) {
	    return E_ALLOC;
	}
    }

    if (rset->vecm & VECM_A) {
	rset->Ra = gretl_zero_matrix_new(rset->ka, rset->acols);
	rset->qa = gretl_zero_matrix_new(rset->ka, 1);
	if (rset->Ra == NULL || rset->qa == NULL) {
	    return E_ALLOC;
	}
    }

    /* construct the restriction matrices, beta first then alpha 
       (if both are given) */

    for (m=0; m<2; m++) {
	rrow *r;
	double x;
	gretl_matrix *R = (m == 0)? rset->R : rset->Ra;
	gretl_matrix *q = (m == 0)? rset->q : rset->qa;
	char letter = (m == 0)? 'b' : 'a';
	int col, row = 0;

	if ((letter == 'b' && rset->vecm == VECM_A) ||
	    (letter == 'a' && rset->vecm == VECM_B)) {
	    continue;
	}

	for (i=0; i<rset->k; i++) { 
	    r = rset->rows[i];
	    if (r->letter[0] != letter) {
		continue;
	    }
	    for (j=0; j<r->nterms; j++) {
		col = get_R_vecm_column(rset, i, j, letter);
		x = r->mult[j];
		gretl_matrix_set(R, row, col, x);
	    }
	    gretl_vector_set(q, row, r->rhs);
	    row++;
	}
    }

    /* cumulate prior restrictions if needed */

    if (!err && beta_restricted_VECM(rset->obj)) {
	if (rset->vecm & VECM_B) {
	    err = augment_vecm_restriction(rset, 'b');
	} else {
	    err = add_old_vecm_restriction(rset, 'b');
	}
    }

    if (!err && alpha_restricted_VECM(rset->obj)) {
	if (rset->vecm & VECM_A) {
	    err = augment_vecm_restriction(rset, 'a');
	} else {
	    err = add_old_vecm_restriction(rset, 'a');
	}
    }    

    if (!err && rset->R != NULL) {
	err = check_R_matrix(rset->R);
    }

    if (!err && rset->Ra != NULL) {
	err = check_R_matrix(rset->Ra);
    }

    return err;
}

/* we were given R and/or q directly by the user: check them
   for basic sanity */

static int test_user_matrices (gretl_restriction *rset)
{
    gretl_matrix *R = rset->R;
    gretl_matrix *q = rset->q;

    if (R == NULL || q == NULL) {
	/* we didn't get both parts */
	return E_DATA;
    }

    if ((R->rows != q->rows) || q->cols != 1) {
	/* R and q don't work */
	return E_NONCONF;
    }

    if (R->rows > rset->kmax) {
	/* too many restrictions */
	return E_NONCONF;
    }    

    if (rset->vecm) {
	rset->bcols = R->cols;
    }

    if (R->cols != rset->kmax) {
	if (rset->vecm) {
	    int nb = gretl_VECM_n_beta(rset->obj);

	    if (R->cols == nb && R->rows <= nb) {
		rset->bmulti = 0;
	    } else {
		return E_NONCONF;
	    }
	} else {
	    return E_NONCONF;
	}
    }

    return 0;
}

/* create the matrices needed for testing a set of restrictions */

static int 
restriction_set_form_matrices (gretl_restriction *rset)
{
    int err = 0;

    if (rset->R != NULL || rset->q != NULL) {
	err = test_user_matrices(rset);
    } else if (rset->type == GRETL_OBJ_EQN) {
	err = equation_form_matrices(rset);
    } else if (rset->type == GRETL_OBJ_VAR) {
	err = vecm_form_matrices(rset);
    } else {
	err = sys_form_matrices(rset);
    }

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

    return err;
}

/* 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 *rset)
{
    MODEL *pmod;
    rrow *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->rows[i];
	for (j=0; j<r->nterms; j++) {
	    rset->mask[r->bnum[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;
}

/* Try to retrieve the coefficient number in a model to be restricted,
   based on the parameter name.  We don't yet attempt this for
   anything other than single-equation models.
*/

static int 
bnum_from_name (gretl_restriction *r, const DATAINFO *pdinfo,
		const char *s)
{
    int k = -1;

    if (pdinfo == NULL || r->type != GRETL_OBJ_EQN || r->obj == NULL) {
	strcpy(gretl_errmsg, _("Please give a coefficient number"));
    } else {
	const MODEL *pmod = r->obj;

	k = gretl_model_get_param_number(pmod, pdinfo, s);

	if (k < 0) {
	    sprintf(gretl_errmsg, _("%s: not a valid parameter name"), s);
	} else {
	    /* convert to 1-based for compatibility with numbers read
	       directly: the index will be converted to 0-base below
	    */
	    k++;
	}
    }

#if RDEBUG
    fprintf(stderr, "bnum_from_name: %s -> bnum = %d\n", s, k);
#endif

    return k; 
}

/* Pick apart strings of the form "b[X]" or "b[X,Y]".  If the ",Y" is
   present the "X" element must be an equation number, and the "Y" may
   be a coefficient number or the name of a variable.  If the ",Y" is
   not present, "X" may be a coefficient number or the name of a
   variable.  This function is actually fed the string in question at
   an offset of 1 beyond the "[".  In parsing, we skip any white space
   in the string.
*/

static int pick_apart (gretl_restriction *r, const char *s, 
		       int *eq, int *bnum,
		       const DATAINFO *pdinfo)
{
    char s1[16] = {0};
    char s2[16] = {0};
    char *targ = s1;
    int i, j, k;

#if RDEBUG
    fprintf(stderr, "pick_apart: looking at '%s'\n", s);
#endif

    *eq = *bnum = -1;

    k = haschar(']', s);
    if (k <= 0 || k > 30) {
	return E_PARSE;
    }

    j = 0;
    for (i=0; i<k; i++) {
	if (s[i] == ',') {
	    targ = s2;
	    j = 0;
	} else if (!isspace(s[i])) {
	    if (j == 15) {
		return E_PARSE;
	    }
	    targ[j++] = s[i];
	}
    }

#if RDEBUG
    fprintf(stderr, " s1 = '%s', s2 = '%s'\n", s1, s2);
#endif

    if (targ == s2) {
	/* got a comma separator: [eqn,bnum] */
	*eq = positive_int_from_string(s1);
	if (*eq <= 0) {
	    return E_PARSE;
	}
	if (isdigit(*s2)) {
	    *bnum = positive_int_from_string(s2);
	} else {
	    *bnum = bnum_from_name(r, pdinfo, s2);
	}
    } else {
	/* only one field: [bnum] */
	*eq = EQN_UNSPEC;
	if (isdigit(*s1)) {
	    *bnum = positive_int_from_string(s1);
	} else {
	    *bnum = bnum_from_name(r, pdinfo, s1);
	}	    
    }

    return 0;
}

static int bbit_trailing_garbage (const char *s)
{
    if (*s) {
	while (isspace(*s)) s++;
	if (*s) {
	    if (*s == '/') {
		gretl_errmsg_sprintf(_("%s: division not allowed here"), s-1);
	    }
	    return 1;
	}
    }

    return 0;
}

/* We got a leading letter ('a' or 'b') and now we parse
   what follows.  The simplest case is just a number, giving
   e.g., "b1".  Then we assess the validity of what we've
   found.
*/

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

    if (isdigit((unsigned char) *s)) {
	char *test;

	*bnum = strtol(s, &test, 10);
	if (bbit_trailing_garbage(test)) {
	    return err;
	}
	if (r->type == GRETL_OBJ_VAR) {
	    *eq = EQN_UNSPEC;
	}
	err = 0;
    } else if (*s == '[') {
	err = pick_apart(r, s + 1, eq, bnum, pdinfo);
    }

    if (*bnum < 1) {
	if (*gretl_errmsg == '\0') {
	    gretl_errmsg_sprintf(_("Coefficient number (%d) is out of range"), 
				 *bnum);
	}
	err = 1;
    } else {
	*bnum -= 1; /* convert to zero base */
    }

    if (*eq == EQN_UNSPEC) {
	/* didn't get an equation number */
	if (r->type == GRETL_OBJ_EQN) {
	    *eq = 0;
	} else if (r->type != GRETL_OBJ_VAR) {
	    err = E_PARSE;
	}
    } else if (*eq < 1) {
	gretl_errmsg_sprintf(_("Equation number (%d) is out of range"), 
			     *eq);
	err = 1;
    } else {
	*eq -= 1; /* convert to zero base */
    }

    return err;
}

#define ok_letter(r, c) (c == 'b' || (r->vecm && c == 'a'))

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

    *eq = 1;

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

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

    if (ok_letter(r, *s)) {
	*letter = *s;
	s++;
#if RDEBUG
	fprintf(stderr, " first branch: s='%s'\n", s);
#endif
	err = parse_b_bit(r, s, eq, bnum, pdinfo);
	*x = 1.0;
    } else if (sscanf(s, "%lf", x)) {
	s += strspn(s, " ");
	s += strcspn(s, " *");
	s += strspn(s, " *");
	if (ok_letter(r, *s)) {
	    *letter = *s;
	    s++;
	    err = parse_b_bit(r, s, eq, bnum, pdinfo);
	} else if (*s == '\0') {
	    /* plain numeric constant, saved in *x */
	    *bnum = 0;
	    *letter = '\0';
	    err = 0;
	}
    }

    if (err) {
	gretl_errmsg_sprintf(_("parse error in '%s'\n"), s0);
    } 

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

    return err;
}

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

    free(r->mult);
    free(r->eq);
    free(r->bnum);
    free(r->letter);
    free(r);
}

void destroy_restriction_set (gretl_restriction *rset)
{
    int i;

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

    free(rset->rows);
    free(rset->mask);

#if RDEBUG
    fprintf(stderr, "destroy_restriction_set: R at %p, q at %p\n",
	    (void *) rset->R, (void *) rset->q);
#endif
    
    gretl_matrix_free(rset->R);
    gretl_matrix_free(rset->q);
    gretl_matrix_free(rset->Ra);
    gretl_matrix_free(rset->qa);

    free(rset);
}

static rrow *restriction_new (int n, int multi, int vecm)
{
    rrow *r;
    int i;

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

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

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

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

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

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

    return r;
}

static rrow *
augment_restriction_set (gretl_restriction *rset, int n_terms)
{
    rrow **rows = NULL;
    int n = rset->k;

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

    rset->rows = rows;

    rset->rows[n] = restriction_new(n_terms, rset->bmulti, rset->vecm);
    if (rset->rows[n] == NULL) {
	return NULL;
    }

    rset->k += 1;

    return rset->rows[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 *rset,
			       int i, const DATAINFO *pdinfo, 
			       PRN *prn)
{
    const rrow *r = rset->rows[i];
    char letter;
    char vname[24];
    int j, k;

    for (j=0; j<r->nterms; j++) {
	letter = (r->letter != NULL)? r->letter[j] : 'b';
	k = r->bnum[j];
	print_mult(r->mult[j], j == 0, prn);
	if (eqn_specified(rset, i, j, letter)) {
	    pprintf(prn, "%c[%d,%d]", letter, r->eq[j] + 1, k + 1);
	} else if (rset->type == GRETL_OBJ_VAR) {
	    pprintf(prn, "%c[%d]", letter, k + 1);
	} else {
	    MODEL *pmod = rset->obj;

	    gretl_model_get_param_name(pmod, pdinfo, k, vname);
	    if (NONLIST_MODEL(pmod->ci)) {
		pputs(prn, vname);
	    } else {
		pprintf(prn, "b[%s]", vname);
	    }
	}
    }

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

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

    if (rset->k == 0) {
	return;
    }

    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);
    }
}

void print_restriction_from_matrices (const gretl_matrix *R,
				      const gretl_matrix *q,
				      char letter, int npar, 
				      PRN *prn)
{
    double x;
    int eqn, coeff, started;
    int i, j;

    for (i=0; i<R->rows; i++) {
	started = 0;
	coeff = 1;
	eqn = (R->cols > npar)? 1 : 0;
	for (j=0; j<R->cols; j++) {
	    x = gretl_matrix_get(R, i, j);
	    if (x != 0.0) {
		if (!started) {
		    pputs(prn, "  ");
		}
		if (x == 1.0) {
		    if (started) {
			pputs(prn, " + ");
		    }
		} else if (x == -1.0) {
		    if (started) {
			pputs(prn, " - ");
		    } else {
			pputc(prn, '-');
		    }
		} else if (x > 0.0) {
		    if (started) {
			pprintf(prn, " + %g*", x);
		    } else {
			pprintf(prn, "%g*", x);
		    }
		} else if (x < 0.0) {
		    if (started) {
			pprintf(prn, " - %g*", -x);
		    } else {
			pprintf(prn, "%g*", x);
		    }
		}
		if (eqn > 0) {
		    pprintf(prn, "%c[%d,%d]", letter, eqn, coeff);
		} else {
		    pprintf(prn, "%c%d", letter, coeff);
		}
		started = 1;
	    }
	    if ((j + 1) % npar == 0) {
		eqn++;
		coeff = 1;
	    } else {
		coeff++;
	    }
	}
	pprintf(prn, " = %g\n", (q == NULL)? 0.0 : q->val[i]);
    }
}

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

    for (j=0; j<i; j++) {
	if (r->letter != NULL && r->letter[j] != letter) {
	    continue;
	}
	if (bnum == r->bnum[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->bnum[i] = bnum;

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

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

    return 0;
}

static gretl_restriction *
restriction_set_new (void *ptr, GretlObjType type,
		     gretlopt opt)
{
    gretl_restriction *rset;

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

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

    rset->test = NADBL;
    rset->pval = NADBL;
    rset->lnl = NADBL;
    rset->bsum = NADBL;
    rset->bsd = NADBL;

    rset->k = rset->kmax = 0;
    rset->kb = rset->ka = 0;
    rset->R = NULL;
    rset->q = NULL;
    rset->Ra = NULL;
    rset->qa = NULL;
    rset->mask = NULL;
    rset->rows = NULL;

    rset->bmulti = 0;
    rset->amulti = 0;
    rset->bcols = 0;
    rset->acols = 0;
    rset->vecm = 0;
    rset->code = GRETL_STAT_NONE;

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

	rset->kmax = pmod->ncoeff;
    } else if (rset->type == GRETL_OBJ_SYS) {
	rset->kmax = system_n_indep_vars(ptr);
	rset->bmulti = 1;
    } else if (rset->type == GRETL_OBJ_VAR) {
	GRETL_VAR *var = ptr;

	if (var != NULL && gretl_VECM_rank(var) > 1) {
	    rset->bmulti = 1;
	    rset->amulti = 1;
	}
	rset->vecm = VECM_B;
	rset->kmax = gretl_VECM_n_beta(var) *
	    gretl_VECM_rank(var);
	rset->kmax += gretl_VECM_n_alpha(var) *
	    gretl_VECM_rank(var);
    } 

    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 *rset,
			       int i, int j, char letter)
{
    int ret = 1;

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

	if (i >= gretl_VECM_rank(var)) {
	    sprintf(gretl_errmsg, _("Equation number (%d) is out of range"), 
		    i + 1);
	} else if ((letter == 'b' && j >= gretl_VECM_n_beta(var)) ||
		   (letter == 'a' && j >= gretl_VECM_n_alpha(var))) {
	    sprintf(gretl_errmsg, _("Coefficient number (%d) is out of range"), 
		    j + 1);
	} else {
	    ret = 0;
	}
    } else if (rset->type == GRETL_OBJ_SYS) {
	equation_system *sys = rset->obj;
	const int *list = system_get_list(sys, i);

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

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

    return ret;
}

static int 
read_matrix_line (const char *s, gretl_restriction *rset)
{
    const gretl_matrix *m;
    char mname[VNAMELEN];
    char job = *s;
    int err = 0;

    if (rset->k > 0) {
	return E_PARSE;
    } else if (job == 'R' && rset->R != NULL) {
	return E_PARSE;
    } else if (job == 'q' && rset->q != NULL) {
	return E_PARSE;
    }

    s++;
    while (isspace((unsigned char) *s)) s++;
    if (*s != '=') {
	return E_PARSE;
    }

    s++;
    while (isspace((unsigned char) *s)) s++;
    if (sscanf(s, "%15s", mname) != 1) {
	return E_PARSE;
    }

    m = get_matrix_by_name(mname);
    if (m == NULL) {
	return E_UNKVAR;
    } 

    if (job == 'R') {
	rset->R = gretl_matrix_copy(m);
	if (rset->R == NULL) {
	    err = E_ALLOC;
	}
    } else if (job == 'q') {
	rset->q = gretl_matrix_copy(m);
	if (rset->q == NULL) {
	    err = E_ALLOC;
	}
    }

    return err;
}

static int 
real_restriction_set_parse_line (gretl_restriction *rset, 
				 const char *line,
				 const DATAINFO *pdinfo,
				 int first)
{
    const char *p = line;
    rrow *r;
    int sgn = 1;
    int i, j, nt, err = 0;

    gretl_error_clear();

#if RDEBUG
    fprintf(stderr, "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 == 'R' || *p == 'q') {
	err = read_matrix_line(p, rset);
	if (err) {
	    destroy_restriction_set(rset);
	}
	return err;
    }

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

    nt = 1 + count_ops(p);

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

    r = augment_restriction_set(rset, nt);

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

    j = 0;

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

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

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

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

	err = parse_coeff_chunk(rset, chunk, &mult, &eq, &bnum, 
				&letter, pdinfo);
	if (err) {
	    break;
	} else if (letter == '\0') {
	    numeric = 1;
	} else if (bnum_out_of_bounds(rset, eq, bnum, letter)) {
	    err = E_DATA;
	    break;
	}

	mult *= sgn;

	if (numeric) {
	    /* got a numeric constant */
	    r->rhs -= mult;
	    r->nterms -= 1;
	} else {
	    add_term_to_restriction(r, mult, eq, bnum, letter, j++);
	}

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

    if (!err) {
	double rhs = 0.0;

	if (!sscanf(p, " = %lf", &rhs)) {
	    err = E_PARSE;
	} else {
	    r->rhs += rhs;
	}
    }

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

int 
restriction_set_parse_line (gretl_restriction *rset, const char *line,
			    const DATAINFO *pdinfo)
{
    if (rset->k > rset->kmax) {
	sprintf(gretl_errmsg, _("Too many restrictions (maximum is %d)"), 
		rset->kmax);
	destroy_restriction_set(rset);
	return E_DATA;
    }

    return real_restriction_set_parse_line(rset, line, pdinfo, 0);
}

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

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

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

    gretl_error_clear();

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

    return rset;
}

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

gretl_restriction *
cross_restriction_set_start (const char *line, equation_system *sys)
{
    gretl_restriction *rset;

    rset = restriction_set_new(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, NULL, 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 *
eqn_restriction_set_start (const char *line, MODEL *pmod, 
			   const DATAINFO *pdinfo,
			   gretlopt opt)
{
    gretl_restriction *rset;

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

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

    return rset;
}

gretl_restriction *
restriction_set_start (const char *line, gretlopt opt, int *err)
{
    gretl_restriction *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, SYSNAME_RST);
    }

    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;
	goto bailout;
    }

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

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

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

 bailout:

    free(name);

    return rset;
}

static int print_restricted_estimates (MODEL *pmod,
				       const DATAINFO *pdinfo,
				       gretl_matrix *vb,
				       gretl_matrix *S,
				       double s2,
				       int nc, int rk, 
				       PRN *prn)
{
    const double *b = vb->val;
    char **names;
    double v, *se;
    int i;

    names = strings_array_new_with_length(nc, VNAMELEN);
    if (names == NULL) {
	return E_ALLOC;
    }

    se = malloc(nc * sizeof *se);
    if (se == NULL) {
	free_strings_array(names, nc);
	return E_ALLOC;
    }

    pprintf(prn, "%s:\n\n", _("Restricted estimates"));

    for (i=0; i<nc; i++) {
	v = gretl_matrix_get(S, i, i);
	se[i] = (v > 1.0e-16)? sqrt(v) : 0.0;
	gretl_model_get_param_name(pmod, pdinfo, i, names[i]);
    }

    print_coeffs(b, se, (const char **) names, nc, pmod->dfd + rk, 
		 pmod->ci, prn);

    pputc(prn, '\n');
    pprintf(prn, "  %s = %.*g\n", _("Standard error of the regression"), 
	    GRETL_DIGITS, sqrt(s2));
    
    free_strings_array(names, nc);
    free(se);

    return 0;
}

/* generate full restricted estimates: this function is used
   only for single-equation models, estimated via OLS */

static int 
do_restricted_estimates (gretl_restriction *rset,
			 const double **Z, const DATAINFO *pdinfo,
			 PRN *prn)
{
    MODEL *pmod = rset->obj;
    gretl_matrix *X = NULL;
    gretl_matrix *y = 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);
    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(rset->R, "R");
    gretl_matrix_print(rset->q, "q");
#endif

    err = gretl_matrix_restricted_ols(y, X, rset->R, rset->q, 
				      b, S, NULL, &s2);

    if (!err) {
	print_restricted_estimates(pmod, pdinfo, b, S, s2,
				   k, rset->k, prn);
    }

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

    free(xlist);

    return err;
}

/* print result, single equation */

static void 
restriction_set_print_result (gretl_restriction *rset, 
			      const double **Z, const DATAINFO *pdinfo,
			      PRN *prn)
{
    MODEL *pmod = rset->obj;
    int robust, asym;

    robust = (pmod->opt & OPT_R);
    asym = ASYMPTOTIC_MODEL(pmod->ci);

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

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

    if (!(rset->opt & OPT_C)) {
	record_test_result(rset->test, rset->pval, _("restriction"));
    }

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

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

static int 
test_restriction_set (gretl_restriction *rset, PRN *prn)
{
    MODEL *pmod = rset->obj;
    gretl_matrix *vcv = NULL;
    gretl_vector *b = NULL;
    gretl_vector *br = NULL;
    gretl_matrix *RvR = NULL;
    int err, freeRvR = 1;

    gretl_error_clear();

    err = restriction_set_form_matrices(rset);
    if (err) {
	return err;
    }

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

    err = check_R_matrix(rset->R);

    if (!err) {
	b = gretl_coeff_vector_from_model(pmod, rset->mask, &err);
    }

    if (!err) {
	vcv = gretl_vcv_matrix_from_model(pmod, rset->mask, &err);
    }

    if (err) {
	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(rset->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 (rset->opt & OPT_C) {
	rset->bsum = br->val[0];
    }

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

    if (gretl_is_identity_matrix(rset->R)) {
#if RDEBUG
	fprintf(stderr, "R is identity matrix: taking shortcut\n");
#endif  
	RvR = vcv;
	freeRvR = 0;
    } else {
	RvR = gretl_matrix_alloc(rset->R->rows, rset->R->rows);
	if (RvR == NULL) {
	    err = E_ALLOC;
	    goto bailout;
	}
	gretl_matrix_qform(rset->R, GRETL_MOD_NONE, vcv,
			   RvR, GRETL_MOD_NONE);
#if RDEBUG
	gretl_matrix_print(RvR, "RvR");
#endif  
	if (rset->opt & OPT_C) {
	    rset->bsd = sqrt(RvR->val[0]);
	}
    }

    err = gretl_invert_symmetric_matrix(RvR);
    if (err) {
	pputs(prn, _("Matrix inversion failed:\n"
		     " restrictions may be inconsistent or redundant\n"));
	goto bailout;
    }
    
    rset->test = gretl_scalar_qform(br, RvR, &err);
    if (err) {
	pputs(prn, _("Failed to compute test statistic\n"));
	goto bailout;
    }

 bailout:

    gretl_matrix_free(vcv);
    gretl_vector_free(b);
    gretl_vector_free(br);
    
    if (freeRvR) {
	gretl_matrix_free(RvR);
    }

    return err;
}

static int rset_expand_R (gretl_restriction *rset, int k)
{
    gretl_matrix *R = NULL;
    double rij;
    int i, j, jj;

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

    for (i=0; i<rset->k; i++) {
	jj = 0;
	for (j=0; j<k; j++) {
	    if (rset->mask[j]) {
		rij = gretl_matrix_get(rset->R, i, jj);
		gretl_matrix_set(R, i, j, rij);
		jj++;
	    }
	}
    }

    gretl_matrix_free(rset->R);
    rset->R = R;

    return 0;
}

static int do_single_equation_test (gretl_restriction *rset,
				    const double **Z,
				    const DATAINFO *pdinfo,
				    PRN *prn)
{
    int err, done = 0;

    if (rset->opt & OPT_B) {
	MODEL *pmod = rset->obj;

	if (!bootstrap_ok(pmod->ci)) {
	    pputs(prn, "Sorry, the bootstrap option is not supported for this test");
	} else {
	    rrow *r = rset->rows[0];

	    if (rset->k == 1 && r->nterms == 1 && r->rhs == 0) {
		/* a simple zero restriction */
		gretlopt bopt = OPT_P | OPT_R;
		int B = 0;

		gretl_restriction_get_boot_params(&B, &bopt);
		err = bootstrap_analysis(pmod, r->bnum[0], B, Z, pdinfo, 
					 bopt, prn);
		done = 1;
	    } else {
		/* a more complex restriction */
		err = test_restriction_set(rset, prn);
		if (!err) {
		    rset->test /= rset->k;
		    rset_expand_R(rset, pmod->ncoeff);
		    err = bootstrap_test_restriction(pmod, rset->R, rset->q,
						     rset->test, rset->k, Z, 
						     pdinfo, prn);
		}
	    }
	    done = 1;
	}
    }

    if (!done) {
	err = test_restriction_set(rset, prn);
	if (!err) {
	    restriction_set_print_result(rset, Z, pdinfo, prn);
	}
    }

    return err;
}

GRETL_VAR *
gretl_restricted_vecm (gretl_restriction *rset, 
		       const double **Z,
		       const DATAINFO *pdinfo,
		       gretlopt opt,
		       PRN *prn,
		       int *err)
{
    GRETL_VAR *jvar = NULL;

#if RDEBUG
    fprintf(stderr, "gretl_restricted_vecm()\n");
#endif

    if (rset == NULL || rset->type != GRETL_OBJ_VAR) {
	*err = E_DATA;
	return NULL;
    }

    rset->opt |= opt;

    *err = restriction_set_form_matrices(rset);

    print_restriction_set(rset, pdinfo, prn);

    if (!*err) {
	jvar = real_gretl_restricted_vecm(rset->obj, rset, Z, pdinfo, 
					  prn, err);
    }

    destroy_restriction_set(rset);

    return jvar;
}

/* 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_finalize (gretl_restriction *rset, 
			    const double **Z,
			    const DATAINFO *pdinfo,
			    gretlopt opt,
			    PRN *prn)
{
    int t = rset->type;
    int err = 0;

#if RDEBUG
    fprintf(stderr, "gretl_restriction_finalize()\n");
#endif

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

    rset->opt |= opt;

    if (t != GRETL_OBJ_EQN) {
	err = restriction_set_form_matrices(rset);
	if (err) {
	    destroy_restriction_set(rset);
	    return err;
	}
    }
    
    print_restriction_set(rset, pdinfo, prn);

    if (t == GRETL_OBJ_VAR) {
	err = gretl_VECM_test(rset->obj, rset, pdinfo, rset->opt, prn);
	destroy_restriction_set(rset);
    } else if (t == GRETL_OBJ_SYS) {
	system_set_restriction_matrices(rset->obj, rset->R, rset->q);
	rset->R = NULL;
	rset->q = NULL;
	destroy_restriction_set(rset);
    } else {
	/* single-equation model */
	err = restriction_set_make_mask(rset);
	if (!err) {
	    err = do_single_equation_test(rset, Z, pdinfo, prn);
	    if (!(rset->opt & OPT_C)) {
		destroy_restriction_set(rset);
	    }
	}
    }	

    return err;
}

/**
 * gretl_sum_test:
 * @list: list of variables to use.
 * @pmod: pointer to model.
 * @pdinfo: information on the data set.
 * @prn: gretl printing struct.
 * 
 * Calculates the sum of the coefficients, relative to the given model, 
 * for the variables given in @list.  Prints this estimate along 
 * with its standard error.
 * 
 * Returns: 0 on successful completion, error code on error.
 */

int 
gretl_sum_test (const int *list, MODEL *pmod, DATAINFO *pdinfo,
		PRN *prn)
{
    gretl_restriction *r;
    char line[MAXLEN];
    char bstr[24];
    int i, len, err = 0;

    if (list[0] < 2) {
	pprintf(prn, _("Invalid input\n"));
	return E_DATA;
    }

    if (!command_ok_for_model(COEFFSUM, 0, pmod->ci)) {
	return E_NOTIMP;
    }

    if (exact_fit_check(pmod, prn)) {
	return 0;
    }

    r = restriction_set_new(pmod, GRETL_OBJ_EQN, OPT_Q | OPT_C);
    if (r == NULL) {
	return 1;
    }

    *line = '\0';
    len = 0;

    for (i=1; i<=list[0]; i++) {
	sprintf(bstr, "b[%s]", pdinfo->varname[list[i]]);
	len += strlen(bstr) + 4;
	if (len >= MAXLEN - 1) {
	    err = E_PARSE;
	    break;
	}
	strcat(line, bstr);
	if (i < list[0]) {
	    strcat(line, " + ");
	} else {
	    strcat(line, " = 0");
	}
    }

    if (!err) {
	err = real_restriction_set_parse_line(r, line, pdinfo, 1); 
    }

    if (!err) {
	err = gretl_restriction_finalize(r, NULL, pdinfo, 
					 OPT_NONE, NULL);
    }

    if (!err) {
	double test;

	pprintf(prn, "\n%s: ", _("Variables"));

	for (i=1; i<=list[0]; i++) {
	    pprintf(prn, "%s ", pdinfo->varname[list[i]]);
	}

	pprintf(prn, "\n   %s = %g\n", _("Sum of coefficients"), r->bsum);

	if (r->code == GRETL_STAT_F) {
	    pprintf(prn, "   %s = %g\n", _("Standard error"), r->bsd);
	    test = sqrt(r->test);
	    if (r->bsum < 0) {
		test = -test;
	    }
	    pprintf(prn, "   t(%d) = %g ", pmod->dfd, test);
	    pprintf(prn, _("with p-value = %g\n"), r->pval);
	    record_test_result(test, r->pval, _("sum")); 
	} else if (r->code == GRETL_STAT_WALD_CHISQ) {
	    pprintf(prn, "   %s = %g\n", _("Standard error"), r->bsd);
	    test = sqrt(r->test);
	    if (r->bsum < 0) {
		test = -test;
	    }
	    r->pval = normal_pvalue_2(test);
	    pprintf(prn, "   z = %g ", test);
	    pprintf(prn, _("with p-value = %g\n"), r->pval);
	    record_test_result(test, r->pval, _("sum")); 
	}	    

	destroy_restriction_set(r);
    }

    return err;
}

static int restrict_B;
static gretlopt rboot_opt;

int gretl_restriction_set_boot_params (int B, gretlopt opt)
{
    int err = 0;

    rboot_opt = opt;

    if (B > 0) {
	restrict_B = B;
    } else {
	err = E_DATA;
    }

    return err;
}

void gretl_restriction_get_boot_params (int *pB, gretlopt *popt)
{
    *pB = restrict_B;
    *popt |= rboot_opt;

    /* these are ad hoc values */
    restrict_B = 0;
    rboot_opt = OPT_NONE;
}

gretlopt gretl_restriction_get_options (const gretl_restriction *rset)
{
    return (rset != NULL)? rset->opt : OPT_NONE;
}

const gretl_matrix *
rset_get_R_matrix (const gretl_restriction *rset)
{
    if (rset != NULL) {
	return rset->R;
    } else {
	return NULL;
    }
}

const gretl_matrix *
rset_get_q_matrix (const gretl_restriction *rset)
{
    if (rset != NULL) {
	return rset->q;
    } else {
	return NULL;
    }
}

const gretl_matrix *
rset_get_Ra_matrix (const gretl_restriction *rset)
{
    if (rset != NULL) {
	return rset->Ra;
    } else {
	return NULL;
    }
}

const gretl_matrix *
rset_get_qa_matrix (const gretl_restriction *rset)
{
    if (rset != NULL) {
	return rset->qa;
    } else {
	return NULL;
    }
}

int rset_VECM_bcols (const gretl_restriction *rset)
{
    if (rset == NULL || rset->R == NULL) {
	return 0;
    } else {
	return rset->R->cols;
    }
}

int rset_VECM_acols (const gretl_restriction *rset)
{
    if (rset == NULL || rset->Ra == NULL) {
	return 0;
    } else {
	return rset->Ra->cols;
    }
}

void rset_add_results (gretl_restriction *rset,
		       double test, double pval,
		       double lnl)
{
    rset->test = test;
    rset->pval = pval;
    rset->lnl = lnl;
}

void rset_record_LR_result (gretl_restriction *rset)
{
    record_LR_test_result(rset->test, rset->pval, rset->lnl,
			  "LR");
}

