/* nag_multi_normal (g01hbc) Example Program.
 *
 * Copyright 2000 Numerical Algorithms Group.
 *
 * Mark 6, 2000.
 * Mark 7, revised.
 *
 */

#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg01.h>

int main(void)
{
  char tail[2];
  double *a=0, *b=0, prob, *sigma=0, tol, *mean=0;
  Integer i, j, maxpts, n;
  Integer exit_status=0;
  NagError fail;
  Nag_TailProbability tail_enum;

#define SIGMA(I,J) sigma[((I)-1)*n + (J)-1]

  INIT_FAIL(fail);
  Vprintf("g01hbc Example Program Results\n");

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

  Vscanf("%ld %lf %s", &n, &tol, tail);
  if (!(a = NAG_ALLOC(n, double))
      || !(b = NAG_ALLOC(n, double))
      || !(mean = NAG_ALLOC(n, double))
      || !(sigma = NAG_ALLOC(n*n, double)))
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  if (*tail == 'L')
    tail_enum = Nag_LowerTail;
  else if (*tail == 'U')
    tail_enum = Nag_UpperTail;
  else if (*tail == 'C')
    tail_enum = Nag_Central;
  else
    tail_enum = (Nag_TailProbability)-999;

  for (j = 1; j <= n; ++j)
    Vscanf("%lf", &mean[j - 1]);
  for (i = 1; i <= n; ++i)
    for (j = 1; j <= n; ++j)
      Vscanf("%lf", &SIGMA(i,j));
  if (tail_enum ==  Nag_Central || tail_enum == Nag_UpperTail)
    for (j = 1; j <= n; ++j)
      Vscanf("%lf", &a[j - 1]);
  if (tail_enum == Nag_Central || tail_enum == Nag_LowerTail)
    for (j = 1; j <= n; ++j)
      Vscanf("%lf", &b[j - 1]);
  maxpts = 2000;
  prob = g01hbc(tail_enum, n, a, b, mean, sigma, n, tol, maxpts, &fail);
  if (fail.code  == NE_NOERROR || fail.code == NE_ACC
      || fail.code == NE_ROUND_OFF )
    {
      Vprintf("%s %6.4f\n", "\nMultivariate Normal probability = ", prob);
    }
  else
    {
      Vprintf("Error from g01hbc.\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
 END:
  if (a) NAG_FREE(a);
  if (b) NAG_FREE(b);
  if (mean) NAG_FREE(mean);
  if (sigma) NAG_FREE(sigma);
  return exit_status;
}