/* nag_rand_arma (g05phc) Example Program. * * Copyright 2008, Numerical Algorithms Group. * * Mark 9, 2009. */ /* Pre-processor includes */ #include #include #include #include #include int main(void) { /* Integer scalar and array declarations */ Integer exit_status = 0; Integer lr, i, lstate; Integer *state = 0; /* Nag structures */ NagError fail; Nag_ModeRNG mode; /* Double scalar and array declarations */ double var; double *r = 0, *x = 0; /* Set the number of observations to generate */ Integer n = 10; /* Set up the parameters for the series being generated */ Integer ip = 2; Integer iq = 0; double phi[] = { 0.4e0, 0.2e0 }; double xmean = 0.0e0; double avar = 1.0e0; /* Need a dummy, non-null theta, even if we are not using it */ double theta[] = { 0.0e0 }; /* 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); printf("nag_rand_arma (g05phc) 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) { printf("Error from nag_rand_init_repeatable (g05kfc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Calculate the size of the reference vector */ lr = (ip > iq + 1)?ip:iq + 1; lr += ip+iq+6; /* Allocate arrays */ if (!(r = NAG_ALLOC(lr, double)) || !(x = NAG_ALLOC(n, double)) || !(state = NAG_ALLOC(lstate, Integer))) { printf("Allocation failure\n"); exit_status = -1; goto END; } /* Initialise the generator to a repeatable sequence */ nag_rand_init_repeatable(genid, subid, seed, lseed, state, &lstate, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_rand_init_repeatable (g05kfc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Set up the reference vector and generate the N realizations */ mode = Nag_InitializeAndGenerate; nag_rand_arma(mode, n, xmean, ip, phi, iq, theta, avar, r, lr, state, &var, x, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_rand_arma (g05phc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Display the variates */ for (i = 0; i < n; i++) printf(" %12.4f\n", x[i]); END: NAG_FREE(r); NAG_FREE(x); NAG_FREE(state); return exit_status; }