/* nag_tsa_varma_estimate (g13ddc) Example Program.
 *
 * Copyright 2008, Numerical Algorithms Group.
 *
 * Mark 9, 2009.
 */
/* Pre-processor includes */
#include <stdio.h>
#include <string.h>
#include <math.h>
#include <nag.h>
#include <nagx04.h>
#include <nag_stdlib.h>
#include <nagg13.h>

int main(int argc, char *argv[])
{
  FILE            *fpin, *fpout;
  char            *outfile = 0;
  /*Logical scalar and array declarations */
  Nag_Boolean     exact;
  Nag_IncludeMean mean;
  Nag_Boolean     *parhld = 0;
  /*Integer scalar and array declarations */
  Integer         exit_status = 0;
  Integer         i, ip, iprint, iq, ishow, j, k, kmax, maxcal, n;
  Integer         niter, npar, pdcm, pdqq, pdv, pdw;
  /*Double scalar and array declarations */
  double          cgetol, rlogl;
  double          *cm = 0, *g = 0, *par = 0, *qq = 0, *v = 0, *w = 0;
  /*Character scalar and array declarations */
  char            smean[16];
  /*NAG Types */
  NagError        fail;

  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);
  (void) nag_example_file_io(argc, argv, "-nag_write", &outfile);

  fprintf(fpout, "nag_tsa_varma_estimate (g13ddc) Example Program Results\n");
  /*     Skip heading in data file*/
  fscanf(fpin, "%*[^\n] ");
  fscanf(fpin, "%ld%ld%ld%ld%s%*[^\n] ", &k,
         &ip, &iq, &n, smean);
  npar = (ip+iq)*k*k;
  kmax = 3;
  /*
   * nag_enum_name_to_value (x04nac).
   * Converts NAG enum member name to value
   */
  mean = (Nag_IncludeMean) nag_enum_name_to_value(smean);
  if (mean == Nag_MeanInclude)
    npar = npar+k;
  fprintf(fpout, "\n");
  pdcm = npar;
    #define CM(I, J) cm[(J-1)*pdcm + I-1]
  pdqq = kmax;
    #define QQ(I, J) qq[(J-1)*pdqq + I-1]
  pdv = kmax;
    #define V(I, J)  v[(J-1)*pdv + I-1]
  pdw = kmax;
    #define W(I, J)  w[(J-1)*pdw + I-1]
  if (!(cm = NAG_ALLOC(npar*npar, double)) ||
      !(g = NAG_ALLOC(npar, double)) ||
      !(par = NAG_ALLOC(npar, double)) ||
      !(qq = NAG_ALLOC(kmax*k, double)) ||
      !(v = NAG_ALLOC(kmax*n, double)) ||
      !(w = NAG_ALLOC(kmax*n, double)) ||
      !(parhld = NAG_ALLOC(npar, Nag_Boolean)))
    {
      fprintf(fpout, "Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  for (i = 0; i < npar; i++)
    {
      par[i] = 0.00e0;
      parhld[i] = Nag_FALSE;
    }
  /*     Set all elements of Q to zero to use the covariance matrix */
  /*     between the K time series as the initial estimate of the   */
  /*     covariance matrix                                          */
  for (j = 1; j <= k; j++)
    {
      for (i = j; i <= k; i++)
        QQ(i, j) = 0.00e0;
    }
  for (i = 1; i <= k; i++)
    {
      for (j = 1; j <= n; j++)
        fscanf(fpin, "%lf ", &W(i, j));
    }
  fscanf(fpin, "%*[^\n] ");
  parhld[2] = Nag_TRUE;
  exact = Nag_TRUE;
  iprint = (-(1));
  cgetol = 0.00010e0;
  maxcal = 40*npar*(npar+5);
  ishow = 2;
  /*
   * nag_tsa_varma_estimate (g13ddc)
   * Multivariate time series, estimation of varma model
   */
  if (outfile) fclose(fpout);
  nag_tsa_varma_estimate(k, n, ip, iq, mean, par, npar, qq, kmax, w, parhld,
                         exact, iprint, cgetol, maxcal, ishow, outfile,
                         &niter, &rlogl, v, g, cm, pdcm, &fail);
  if (outfile && !(fpout = fopen(outfile, "a")))
    {
      exit_status = 2;
      goto END;
    }
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_tsa_varma_estimate (g13ddc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (cm) NAG_FREE(cm);
  if (g) NAG_FREE(g);
  if (par) NAG_FREE(par);
  if (qq) NAG_FREE(qq);
  if (v) NAG_FREE(v);
  if (w) NAG_FREE(w);
  if (parhld) NAG_FREE(parhld);

  return exit_status;
}