/* nag_rand_varma (g05pjc) Example Program.
 *
 * Copyright 2008, Numerical Algorithms Group.
 *
 * Mark 9, 2009.
 */
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nagx04.h>
#include <nag_stdlib.h>
#include <nagg05.h>

#define VAR(I, J)      var[(order == Nag_RowMajor)?(I*pdvar+J):(J*pdvar+I)]
#define X(I, J)        x[(order == Nag_RowMajor)?(I*pdx+J):(J*pdx+I)]
#define PHI(i, j, l)   phi[l*k*k+j*k+i]
#define THETA(i, j, l) theta[l*k*k+j*k+i]

int main(int argc, char *argv[])
{
  FILE          *fpin, *fpout;
  /* Integer scalar and array declarations */
  Integer       exit_status = 0;
  Integer       lr, x_size, var_size, i, ip, iq, j, k, l, lstate, n, tmp1,
                tmp2, tmp3, tmp4, tmp5;
  Integer       *state = 0;
  Integer       pdx, pdvar;
  /* NAG structures */
  NagError      fail;
  Nag_ModeRNG   mode;
  /* Double scalar and array declarations */
  double        *phi = 0, *r = 0, *theta = 0, *var = 0, *x = 0, *xmean = 0;
  /* Use column major order */
  Nag_OrderType order = Nag_ColMajor;
  /* Choose the base generator */
  Nag_BaseRNG   genid = Nag_Basic;
  Integer       subid = 0;
  /* Set the seed */
  Integer       seed[] = { 1762543 };
  Integer       lseed = 1;

  /* Initialise the error structure */
  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_rand_varma (g05pjc) Example Program Results\n\n");

  /* Get the length of the state array */
  lstate = -1;
  nag_rand_init_repeatable(genid, subid, seed, lseed, state, &lstate, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_rand_init_repeatable (g05kfc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Read data from a file */
  /* Skip heading*/
  fscanf(fpin, "%*[^\n] ");
  /* Read in initial parameters */
  fscanf(fpin, "%ld%ld%ld%ld%*[^\n] ", &k, &ip,
         &iq, &n);

  /* Calculate the size of the reference vector */
  tmp1 = (ip > iq)?ip:iq;
  if (ip == 0)
    {
      tmp2 = k * (k + 1) / 2;
    }
  else
    {
      tmp2 = k*(k+1)/2 + (ip-1)*k*k;
    }
  tmp3 = ip + iq;
  if (k >= 6)
    {
      lr = (5*tmp1*tmp1+1)*k*k + (4*tmp1+3)*k + 4;
    }
  else
    {
      tmp4 = k*tmp1*(k*tmp1+2);
      tmp5 = k*k*tmp3*tmp3+tmp2*(tmp2+3)+k*k*(iq+1);
      lr = (tmp3*tmp3+1)*k*k + (4*tmp3+3)*k + ((tmp4 > tmp5)?tmp4:tmp5) + 4;
    }
  pdvar = k;
  pdx = (order == Nag_ColMajor)?k:n;
  x_size = (order == Nag_ColMajor)?pdx * n:pdx * k;
  var_size = pdvar * k;

  pdvar = k;
  pdx = (order == Nag_ColMajor)?k:n;
  x_size = (order == Nag_ColMajor)?pdx * n:pdx * k;
  var_size = pdvar * k;

  /* Allocate arrays */
  if (!(phi = NAG_ALLOC(ip*k*k, double)) ||
      !(r = NAG_ALLOC(lr, double)) ||
      !(theta = NAG_ALLOC(iq*k*k, double)) ||
      !(var = NAG_ALLOC(var_size, double)) ||
      !(x = NAG_ALLOC(x_size, double)) ||
      !(xmean = NAG_ALLOC(k, double)) ||
      !(state = NAG_ALLOC(lstate, Integer)))
    {
      fprintf(fpout, "Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  /* Read in the AR parameters */
  for (l = 0; l < ip; l++)
    {
      for (i = 0; i < k; i++)
        {
          for (j = 0; j < k; j++)
            fscanf(fpin, "%lf ", &PHI(i, j, l));
        }
    }
  fscanf(fpin, "%*[^\n] ");

  /* Read in the MA parameters */
  if (iq > 0)
    {
      for (l = 0; l < iq; l++)
        {
          for (i = 0; i < k; i++)
            {
              for (j = 0; j < k; j++)
                fscanf(fpin, "%lf ", &THETA(i, j, l));
            }
        }
      fscanf(fpin, "%*[^\n] ");
    }

  /* Read in the means */
  for (i = 0; i < k; i++)
    fscanf(fpin, "%lf ", &xmean[i]);
  fscanf(fpin, "%*[^\n] ");

  /* Read in the variance / covariance matrix*/
  for (i = 0; i < k; i++)
    {
      for (j = 0; j <= i; j++)
        fscanf(fpin, "%lf ", &VAR(i, j));
    }
  fscanf(fpin, "%*[^\n] ");

  /* Initialise the generator to a repeatable sequence */
  nag_rand_init_repeatable(genid, subid, seed, lseed, state, &lstate, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_rand_init_repeatable (g05kfc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Generate the first realization */
  mode = Nag_InitializeAndGenerate;
  nag_rand_varma(order, mode, n, k, xmean, ip, phi, iq, theta,
                 var, pdvar, r, lr, state, x, pdx, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_rand_varma (g05pjc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Display the results */
  fprintf(fpout, "  Realization Number 1\n");
  for (i = 0; i < k; i++)
    {
      fprintf(fpout, "\n   Series number %3ld\n", i+1);
      fprintf(fpout, "   -------------\n\n ");
      for (j = 0; j < n; j++)
        fprintf(fpout, "%9.3f%s", X(i, j), (j+1)%8?" ":"\n ");
    }
  fprintf(fpout, "\n");

  /* Generate a second realization */
  mode = Nag_ReGenerateFromReference;
  nag_rand_varma(order, mode, n, k, xmean, ip, phi, iq, theta,
                 var, pdvar, r, lr, state, x, pdx, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_rand_varma (g05pjc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Display the results */
  fprintf(fpout, "  Realization Number 2\n");
  for (i = 0; i < k; i++)
    {
      fprintf(fpout, "\n   Series number %3ld\n", i+1);
      fprintf(fpout, "   -------------\n\n ");
      for (j = 0; j < n; j++)
        fprintf(fpout, "%9.3f%s", X(i, j), (j+1)%8?" ":"\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);
  if (state) NAG_FREE(state);

  return exit_status;
}