/* nag_robust_m_regsn_param_var (g02hfc) Example Program.
 *
 * Copyright 2002 Numerical Algorithms Group.
 *
 * Mark 7, 2002.
 * Mark 7b revised, 2004.
 */

#include <math.h>
#include <stdio.h>
#include <nag.h>
#include <nagx04.h>
#include <nag_stdlib.h>
#include <nagg02.h>

static double NAG_CALL psi(double t, Nag_Comm *comm);
static double NAG_CALL psp(double t, Nag_Comm *comm);

int main(int argc, char *argv[])
{
  FILE          *fpin, *fpout;

  /* Scalars */
  double        sigma;
  Integer       exit_status, i, j, k, m, n;
  Integer       pdc, pdx;
  NagError      fail;
  Nag_OrderType order;
  Nag_Comm      comm;

  /* Arrays */
  double        *cov = 0, *rs = 0, *wgt = 0, *comm_arr = 0, *x = 0;

#ifdef NAG_COLUMN_MAJOR
#define COV(I, J) cov[(J-1)*pdc + I - 1]
#define X(I, J)   x[(J-1)*pdx + I - 1]
  order = Nag_ColMajor;
#else
#define COV(I, J) cov[(I-1)*pdc + J - 1]
#define X(I, J)   x[(I-1)*pdx + J - 1]
  order = Nag_RowMajor;
#endif
  exit_status = 0;
  INIT_FAIL(fail);

  /* Check for command-line IO options */
  fpin = nag_example_file_io(argc, argv, "-data", NULL);
  fpout = nag_example_file_io(argc, argv, "-results", NULL);

  fprintf(fpout,
          "nag_robust_m_regsn_param_var (g02hfc) Example Program Results\n");

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

  /* Read in the dimensions of X */
  fscanf(fpin, "%ld%ld%*[^\n] ", &n, &m);

  /* Allocate memory */
  if (!(cov = NAG_ALLOC(m * m, double)) ||
      !(rs = NAG_ALLOC(n, double)) ||
      !(wgt = NAG_ALLOC(n, double)) ||
      !(comm_arr = NAG_ALLOC(m*(n+m+1)+2*n, double)) ||
      !(x = NAG_ALLOC(n * m, double)))
    {
      fprintf(fpout, "Allocation failure\n");
      exit_status = -1;
      goto END;
    }

#ifdef NAG_COLUMN_MAJOR
  pdc = m;
  pdx = n;
#else
  pdc = m;
  pdx = m;
#endif

  fprintf(fpout, "\n");

  /* Read in the X matrix */
  for (i = 1; i <= n; ++i)
    {
      for (j = 1; j <= m; ++j)
        {
          fscanf(fpin, "%lf", &X(i, j));
        }
      fscanf(fpin, "%*[^\n] ");
    }

  /* Read in sigma */
  fscanf(fpin, "%lf%*[^\n] ", &sigma);

  /* Read in weights and residuals */
  for (i = 1; i <= n; ++i)
    {
      fscanf(fpin, "%lf%lf%*[^\n] ", &wgt[i - 1], &rs[i - 1]);
    }

  /* Set parameters for Schweppe type regression */
  /* nag_robust_m_regsn_param_var (g02hfc).
   * Robust regression, variance-covariance matrix following
   * nag_robust_m_regsn_user_fn (g02hdc)
   */
  nag_robust_m_regsn_param_var(order, psi, psp, Nag_SchweppeReg, Nag_CovMatAve,
                               sigma, n, m, x, pdx,
                               rs, wgt, cov, pdc, comm_arr, &comm, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_robust_m_regsn_param_var (g02hfc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  fprintf(fpout, "Covariance matrix\n");
  for (j = 1; j <= m; ++j)
    {
      for (k = 1; k <= m; ++k)
        {
          fprintf(fpout, "%10.4f%s", COV(j, k), k%6 == 0 || k == m?"\n":" ");
        }
    }

 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (cov) NAG_FREE(cov);
  if (rs) NAG_FREE(rs);
  if (wgt) NAG_FREE(wgt);
  if (comm_arr) NAG_FREE(comm_arr);
  if (x) NAG_FREE(x);

  return exit_status;
}

static double NAG_CALL psi(double t, Nag_Comm *comm)
{
  double ret_val;

  if (t <= -1.5)
    {
      ret_val = -1.5;
    }
  else if (fabs(t) < 1.5)
    {
      ret_val = t;
    }
  else
    {
      ret_val = 1.5;
    }
  return ret_val;
}

static double NAG_CALL psp(double t, Nag_Comm *comm)
{
  double ret_val;

  ret_val = 0.0;
  if (fabs(t) < 1.5)
    {
      ret_val = 1.0;
    }
  return ret_val;
}