/* nag_rngs_varma_time_series (g05pcc) Example Program.
 *
 * Copyright 2001 Numerical Algorithms Group.
 *
 * Mark 7, 2001.
 */

#include <stdio.h>
#include <nag.h>
#include <nagx04.h>
#include <nag_stdlib.h>
#include <nagg05.h>

int main(int argc, char *argv[])
{
  FILE          *fpin, *fpout;
  /* Scalars */
  Integer       i, igen, ii, ip, iq, j, k, l, n, nr;
  Integer       exit_status = 0;
  NagError      fail;
  Integer       pdx, pdvar;
  Nag_OrderType order;
  /* Arrays */
  double        *phi = 0, *r = 0, *theta = 0, *var = 0, *x = 0, *xmean = 0;
  Integer       iseed[4];

#ifdef NAG_COLUMN_MAJOR
#define X(I, J)   x[(J-1)*pdx + I - 1]
#define VAR(I, J) var[(J-1)*pdvar + I - 1]
  order = Nag_ColMajor;
#else
#define X(I, J)   x[(I-1)*pdx + J - 1]
#define VAR(I, J) var[(I-1)*pdvar + J - 1]
  order = Nag_RowMajor;
#endif

  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_rngs_varma_time_series (g05pcc) Example Program Results\n\n");

  /* Skip heading in data file */
  fscanf(fpin, "%*[^\n] %ld%ld%ld%ld%*[^\n] ",
         &k, &ip, &iq, &n);
  nr = 600;
  /* Allocate memory */
  if (!(phi = NAG_ALLOC(k*k*ip, double)) ||
      !(r = NAG_ALLOC(nr, double)) ||
      !(theta = NAG_ALLOC(MAX(1, k*k*iq), double)) ||
      !(var = NAG_ALLOC(k * k, double)) ||
      !(x = NAG_ALLOC(k * n, double)) ||
      !(xmean = NAG_ALLOC(k, double)))
    {
      fprintf(fpout, "Allocation failure\n");
      exit_status = -1;
      goto END;
    }

#ifdef NAG_COLUMN_MAJOR
  pdx = k;
  pdvar = k;
#else
  pdx = n;
  pdvar = k;
#endif


  if (n > 0 && n <= 100)
    {
      for (l = 0; l < ip; ++l)
        {
          for (i = 0; i < k; ++i)
            {
              ii = l * k * k + i;

              for (j = 0; j < k; ++j)
                {
                  fscanf(fpin, "%lf", &phi[ii + k * j]);
                }
              fscanf(fpin, "%*[^\n] ");
            }
        }
      for (l = 0; l < iq; ++l)
        {
          for (i = 0; i < k; ++i)
            {
              ii = l * k * k + i;

              for (j = 0; j < k; ++j)
                fscanf(fpin, "%lf", &theta[ii + k * j]);
              fscanf(fpin, "%*[^\n] ");
            }
        }

      for (i = 0; i < k; ++i)
        {
          fscanf(fpin, "%lf", &xmean[i]);
        }

      fscanf(fpin, "%*[^\n] ");
      for (i = 1; i <= k; ++i)
        {
          for (j = 1; j <= i; ++j)
            fscanf(fpin, "%lf", &VAR(i, j));

          fscanf(fpin, "%*[^\n] ");
        }
      /* Initialise the seed to a repeatable sequence */
      iseed[0] = 1762543;
      iseed[1] = 9324783;
      iseed[2] = 4234401;
      iseed[3] = 742355;
      /* igen identifies the stream. */
      igen = 1;
      /* nag_rngs_init_repeatable (g05kbc).
       * Initialize seeds of a given generator for random number
       * generating functions (that pass seeds explicitly) to give
       * a repeatable sequence
       */
      nag_rngs_init_repeatable(&igen, iseed);

      /* nag_rngs_varma_time_series (g05pcc).
       * Generates a realization of a multivariate time series
       * from a VARMA model
       */
      nag_rngs_varma_time_series(order, 2, k, xmean, ip, phi, iq, theta, var,
                                 pdvar, n, x, pdx, igen, iseed, r, &fail);
      if (fail.code != NE_NOERROR)
        {
          fprintf(fpout,
                  "Error from nag_rngs_varma_time_series (g05pcc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }
      fprintf(fpout, " Realization Number 1\n");
      fprintf(fpout, "\n");
      for (i = 1; i <= k; ++i)
        {
          fprintf(fpout, "  Series number %3ld\n", i);
          fprintf(fpout, "  -------------\n");
          fprintf(fpout, "\n");

          for (j = 1; j <= n; ++j)
            fprintf(fpout, "%8.3f%s", X(i, j), j%8 == 0 || j == n?"\n":" ");
          fprintf(fpout, "\n");
        }
      /* nag_rngs_varma_time_series (g05pcc), see above. */
      nag_rngs_varma_time_series(order, 3, k, xmean, ip, phi, iq, theta, var,
                                 pdvar, n, x, pdx, igen, iseed, r, &fail);
      if (fail.code != NE_NOERROR)
        {
          fprintf(fpout,
                  "Error from nag_rngs_varma_time_series (g05pcc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }
      fprintf(fpout, "\n\n");

      fprintf(fpout, " Realization Number 2\n");
      fprintf(fpout, "\n");
      for (i = 1; i <= k; ++i)
        {
          fprintf(fpout, "  Series number %3ld\n", i);
          fprintf(fpout, "  -------------\n");
          fprintf(fpout, "\n");
          for (j = 1; j <= n; ++j)
            fprintf(fpout, "%8.3f%s", X(i, j), j%8 == 0 || j == n?"\n":" ");
          fprintf(fpout, "\n");
        }
    }
 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (phi) NAG_FREE(phi);
  if (r) NAG_FREE(r);
  if (theta) NAG_FREE(theta);
  if (var) NAG_FREE(var);
  if (x) NAG_FREE(x);
  if (xmean) NAG_FREE(xmean);
  return exit_status;
}