/* nag_tsa_cross_spectrum_bivar (g13cec) Example Program.
 *
 * Copyright 1996 Numerical Algorithms Group.
 *
 * Mark 4, 1996.
 * Mark 8 revised, 2004.
 *
 */

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <naga02.h>
#include <nagg13.h>

#define L 80
#define KC 8*L
#define NGMAX KC
#define NXYMAX 300

int main(void)
{

  Complex *xyg;
  Integer exit_status=0, i, is, j, kc=KC, l=L, mw, ng, nxy;
  NagError fail;
  double *ca=0, *calw=0, *caup=0, pw, pxy, *sc=0, *sclw=0, *scup=0, stats[4];
  double t, *x=0, *xg, *y=0, *yg;
  INIT_FAIL(fail);

  Vprintf("nag_tsa_cross_spectrum_bivar (g13cec) Example Program Results\n");

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

  Vscanf("%ld ", &nxy);
  if (nxy > 0 && nxy <= NXYMAX)
    {
      if ( !( x = NAG_ALLOC(KC, double)) ||
           !( y = NAG_ALLOC(KC, double)) ||
           !( ca = NAG_ALLOC(NGMAX, double)) ||
           !( calw = NAG_ALLOC(NGMAX, double)) ||
           !( caup = NAG_ALLOC(NGMAX, double)) ||
           !( sc = NAG_ALLOC(NGMAX, double)) ||
           !( sclw = NAG_ALLOC(NGMAX, double)) ||
           !( scup = NAG_ALLOC(NGMAX, double)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      for (i = 1; i <= nxy; ++i)
        Vscanf("%lf ", &x[i - 1]);
      for (i = 1; i <= nxy; ++i)
        Vscanf("%lf ", &y[i - 1]);

      /* Set parameters for call to nag_tsa_spectrum_univar (g13cbc) and g13cdc
       *  with mean correction and 10 percent taper
       */
      pxy = 0.1;
      /* Window shape parameter and zero covariance at lag 16 */
      pw = 0.5;
      mw = 16;
      /* Alignment shift of 3 */
      is = 3;

      /* Obtain univariate spectrum for the x and the y series */
      /* nag_tsa_spectrum_univar (g13cbc).
       * Univariate time series, smoothed sample spectrum using
       * spectral smoothing by the trapezium frequency (Daniell)
       * window
       */
      nag_tsa_spectrum_univar(nxy, Nag_Mean, pxy, mw, pw, l, kc, Nag_Unlogged,
                              x, &xg, &ng, stats, &fail);
      if (fail.code != NE_NOERROR)
        {
          Vprintf("Error from nag_tsa_spectrum_univar (g13cbc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }
      /* nag_tsa_spectrum_univar (g13cbc), see above. */
      nag_tsa_spectrum_univar(nxy, Nag_Mean, pxy, mw, pw, l, kc, Nag_Unlogged,
                              y, &yg, &ng, stats, &fail);
      if (fail.code != NE_NOERROR)
        {
          Vprintf("Error from nag_tsa_spectrum_univar (g13cbc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }

      /* Obtain cross spectrum of the bivariate series */
      /* nag_tsa_spectrum_bivar (g13cdc).
       * Multivariate time series, smoothed sample cross spectrum
       * using spectral smoothing by the trapezium frequency
       * (Daniell) window
       */
      nag_tsa_spectrum_bivar(nxy, Nag_Mean, pxy, mw, is, pw, l, kc, x, y, &xyg,
                             &ng, &fail);
      if (fail.code != NE_NOERROR)
        {
          Vprintf("Error from nag_tsa_spectrum_bivar (g13cdc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }

      /* nag_tsa_cross_spectrum_bivar (g13cec).
       * Multivariate time series, cross amplitude spectrum,
       * squared coherency, bounds, univariate and bivariate
       * (cross) spectra
       */
      nag_tsa_cross_spectrum_bivar(xg, yg, xyg, ng, stats, ca, calw, caup, &t,
                                   sc, sclw, scup, &fail);
      if (fail.code != NE_NOERROR)
        {
          Vprintf("Error from nag_tsa_cross_spectrum_bivar (g13cec).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }

      Vprintf("\n");
      Vprintf("       Cross amplitude spectrum\n\n");
      Vprintf("                     Lower     Upper\n");
      Vprintf("           Value     bound     bound\n\n");
      for (j = 1; j <= ng; ++j)
        Vprintf(" %5ld%10.4f%10.4f%10.4f\n",
                j - 1, ca[j - 1], calw[j - 1], caup[j - 1]);
      Vprintf("\n");
      Vprintf(" Squared coherency test statistic =%12.4f\n\n", t);
      Vprintf("         Squared coherency\n\n");
      Vprintf("                     Lower     Upper\n");
      Vprintf("           Value     bound     bound\n\n");
      for (j = 1; j <= ng; ++j)
        Vprintf(" %5ld%10.4f%10.4f%10.4f\n",
                j - 1, sc[j - 1], sclw[j - 1], scup[j - 1]);
    }
  NAG_FREE(xg);
  NAG_FREE(yg);
  NAG_FREE(xyg);
 END:
  if (x) NAG_FREE(x);
  if (y) NAG_FREE(y);
  if (ca) NAG_FREE(ca);
  if (calw) NAG_FREE(calw);
  if (caup) NAG_FREE(caup);
  if (sc) NAG_FREE(sc);
  if (sclw) NAG_FREE(sclw);
  if (scup) NAG_FREE(scup);
  return exit_status;
}