/* nag_tsa_multi_inp_model_estim (g13bec) Example Program.
 *
 * Copyright 1991 Numerical Algorithms Group.
 *
 * Mark 2, 1991.
 * Mark 8 revised, 2004.
 */

#include <nag.h>
#include <stdio.h>
#include <nag_string.h>
#include <nag_stdlib.h>
#include <nagg13.h>

static int ex1(void);
static int ex2(void);

int main(void)
{
  Integer exit_status_ex1=0;
  Integer exit_status_ex2=0;

  /* Two examples are called, ex1() which uses the
   * default settings to solve the problem and
   * ex2() which solves the same problem with
   * some optional parameters set by the user.
   */

  Vprintf("nag_tsa_multi_inp_model_estim (g13bec) Example Program Results\n");
  Vscanf(" %*[^\n]"); /* Skip heading in data file */
  exit_status_ex1 = ex1();
  exit_status_ex2 = ex2();

  return exit_status_ex1 == 0 && exit_status_ex2 == 0 ? 0 : 1;
}

#define XXY(I,J) xxy[(I)*tdxxy + J]
static int ex1(void)
{
  Integer exit_status=0, i, inser, j, npara, nseries, nxxy, tdxxy;
  NagError fail;
  Nag_ArimaOrder arimav;
  Nag_TransfOrder transfv;
  double df, objf, *para=0, rss, *sd=0, *xxy=0;

  INIT_FAIL(fail);
  Vprintf("\nnag_tsa_multi_inp_model_estim (g13bec) example 1: no option "
          "setting.\n\n");

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

  Vscanf("%ld%ld", &nxxy, &nseries);
  if (nxxy>0 && nseries>0)
    {
      /*
       * Allocate memory to the arrays in structure transfv containing
       * the transfer function model orders of the input series.
       */
      /* nag_tsa_transf_orders (g13byc).
       * Allocates memory to transfer function model orders
       */
      nag_tsa_transf_orders(nseries, &transfv, &fail);
      if (fail.code != NE_NOERROR)
        {
          Vprintf("Error from nag_tsa_transf_orders (g13byc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }

      /*
       * Read the orders vector of the ARIMA model for the output noise
       * component into structure arimav.
       */
      Vscanf("%ld%ld%ld%ld%ld"
             "%ld%ld", &arimav.p, &arimav.d, &arimav.q,
             &arimav.bigp, &arimav.bigd, &arimav.bigq, &arimav.s);

      /*
       * Read the transfer function model orders of the input series into
       * structure transfv.
       */
      inser = nseries - 1;

      for (j=0; j<inser; ++j)
        Vscanf("%ld", &transfv.b[j]);
      for (j=0; j<inser; ++j)
        Vscanf("%ld", &transfv.q[j]);
      for (j=0; j<inser; ++j)
        Vscanf("%ld", &transfv.p[j]);
      for (j=0; j<inser; ++j)
        Vscanf("%ld", &transfv.r[j]);

      npara = 0;
      for (i=0; i<inser; ++i)
        npara = npara + transfv.q[i] + transfv.p[i];
      npara = npara + arimav.p + arimav.q + arimav.bigp + arimav.bigq
        + nseries;
      if (npara>=1)
        {
          if ( !( para = NAG_ALLOC(npara, double)) ||
               !( sd = NAG_ALLOC(npara, double)) ||
               !( xxy = NAG_ALLOC(nxxy*nseries, double)) )
            {
              Vprintf("Allocation failure\n");
              exit_status = -1;
              goto END;
            }
          tdxxy = nseries;
          for (i=0; i<npara; ++i)
            Vscanf("%lf", &para[i]);
          for (i=0; i<nxxy; ++i)
            for (j=0; j<nseries; ++j)
              Vscanf("%lf", &XXY(i,j));

          /* nag_tsa_multi_inp_model_estim (g13bec).
           * Estimation for time series models
           */
          nag_tsa_multi_inp_model_estim(&arimav, nseries, &transfv, para, npara,
                                        nxxy, xxy, tdxxy, sd, &rss, &objf, &df,
                                        G13_DEFAULT, &fail);
          if (fail.code != NE_NOERROR)
            {
              Vprintf("Error from nag_tsa_multi_inp_model_estim (g13bec)."
                      "\n%s\n", fail.message);
              exit_status = 1;
              goto END;
            }


        }
      else
        {
          Vprintf( "npara is out of range: npara = %-3ld\n", npara);
          /* nag_tsa_trans_free (g13bzc).
           * Freeing function for the structure holding the transfer
           * function model orders
           */
          nag_tsa_trans_free(&transfv);
          exit_status = 1;
          goto END;
        }
    }
  else
    {
      Vprintf( "One or both of nxxy and nseries are out of range:"
               " nxxy = %-3ld  while  nseries = %-3ld\n", nxxy,
               nseries);
      exit_status = 1;
      goto END;
    }
  /* nag_tsa_trans_free (g13bzc), see above. */
  nag_tsa_trans_free(&transfv);
 END:
  if (para) NAG_FREE(para);
  if (sd) NAG_FREE(sd);
  if (xxy) NAG_FREE(xxy);
  return exit_status;
}


static int ex2(void)
{
  Integer exit_status=0, i, inser, j, npara, nseries, nxxy, tdxxy;
  NagError fail;
  Nag_ArimaOrder arimav;
  Nag_G13_Opt options;
  Nag_TransfOrder transfv;
  double df, objf, *para=0, rss, *sd=0, *xxy=0;

  INIT_FAIL(fail);


#define CM(I,J)       options.cm[(J)+(I) * options.tdcm]
#define ZT(I,J)       options.zt[(J)+(I) * options.tdzt]

  Vprintf("\n\n\nnag_tsa_multi_inp_model_estim (g13bec) example 2: using option"
          " setting.\n");

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

  /*
   * Initialise the option structure.
   */
  /* nag_tsa_options_init (g13bxc).
   * Initialization function for option setting
   */
  nag_tsa_options_init(&options);

  Vscanf("%ld%ld%ld", &nxxy, &nseries,
         &options.max_iter);
  if (nxxy>0 && nseries>0)
    {
      /*
       * Set some specific option variables to the desired values.
       */

      options.criteria = Nag_Marginal;
      options.print_level = Nag_Soln_Iter_Full;
      /*
       * Allocate memory to the arrays in structure transfv containing
       * the transfer function model orders of the input series.
       */
      /* nag_tsa_transf_orders (g13byc), see above. */
      nag_tsa_transf_orders(nseries, &transfv, NAGERR_DEFAULT);

      /*
       * Read the orders vector of the ARIMA model for the output noise
       * component into structure arimav.
       */
      Vscanf("%ld%ld%ld%ld%ld"
             "%ld%ld", &arimav.p, &arimav.d, &arimav.q,
             &arimav.bigp, &arimav.bigd, &arimav.bigq, &arimav.s);
      /*
       * Read the transfer function model orders of the input series into
       * structure transfv.
       */
      inser = nseries - 1;

      for (j=0; j<inser; ++j)
        Vscanf("%ld", &transfv.b[j]);
      for (j=0; j<inser; ++j)
        Vscanf("%ld", &transfv.q[j]);
      for (j=0; j<inser; ++j)
        Vscanf("%ld", &transfv.p[j]);
      for (j=0; j<inser; ++j)
        Vscanf("%ld", &transfv.r[j]);

      npara = 0;
      for (i=0; i<inser; ++i)
        npara = npara + transfv.q[i] + transfv.p[i];
      npara = npara + arimav.p + arimav.q + arimav.bigp + arimav.bigq
        + nseries;
      if (npara>=1)
        {
          if ( !( para = NAG_ALLOC(npara, double)) ||
               !( sd = NAG_ALLOC(npara, double)) ||
               !( xxy = NAG_ALLOC(nxxy*nseries, double)) )
            {
              Vprintf("Allocation failure\n");
              exit_status = -1;
              goto END;
            }
          tdxxy = nseries;
          for (i=0; i<npara; ++i)
            Vscanf("%lf", &para[i]);
          for (i=0; i<nxxy; ++i)
            for (j=0; j<nseries; ++j)
              Vscanf("%lf", &XXY(i,j));

          /* nag_tsa_multi_inp_model_estim (g13bec), see above. */
          nag_tsa_multi_inp_model_estim(&arimav, nseries, &transfv, para, npara,
                                        nxxy, xxy, tdxxy, sd, &rss, &objf, &df,
                                        &options, &fail);
          if (fail.code != NE_NOERROR)
            {
              Vprintf("Error from nag_tsa_multi_inp_model_estim (g13bec)."
                      "\n%s\n", fail.message);
              exit_status = 1;
              goto END;
            }

          Vprintf("\nThe correlation matrix is \n\n");
          for (i=0; i<npara; ++i)
            for (j=0; j<npara; ++j)
              Vprintf("%10.4f%c", CM(i,j), (j%5==4) ? '\n' : ' ');
          Vprintf("\nThe residuals and the z and n values are\n\n");
          Vprintf("   i         res[i]          z(t)        noise(t)\n\n");
          for (i=0; i<nxxy; ++i)
            {
              if (i+1<=options.lenres)
                {
                  Vprintf("%4ld%15.3f", i+1, options.res[i]);
                  for (j=0; j<nseries-1; ++j)
                    Vprintf("%15.3f ", ZT(i,j));
                  Vprintf("%15.3f\n", options.noise[i]);
                }
            }
        }
      else
        {
          Vprintf( "npara is out of range: npara = %-3ld\n", npara);
          /* nag_tsa_free (g13xzc).
           * Freeing function for use with g13 option setting
           */
          nag_tsa_free(&options);
          /* nag_tsa_trans_free (g13bzc), see above. */
          nag_tsa_trans_free(&transfv);
          exit_status = 1;
          goto END;

        }
    }
  else
    {
      Vprintf( "One or both of nxxy and nseries are out of range:"
               " nxxy = %-3ld  while  nseries = %-3ld\n", nxxy,
               nseries);
      exit_status = 1;
      goto END;
    }
  /* nag_tsa_trans_free (g13bzc), see above. */
  nag_tsa_trans_free(&transfv);
  /* nag_tsa_free (g13xzc), see above. */
  nag_tsa_free(&options);
 END:
  if (para) NAG_FREE(para);
  if (sd) NAG_FREE(sd);
  if (xxy) NAG_FREE(xxy);
  return exit_status;
}