/* nag_robust_m_regsn_param_var (g02hfc) Example Program.
 *
 * Copyright 2002 Numerical Algorithms Group.
 *
 * Mark 7, 2002.
 */

#include <math.h>
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg02.h>

static double psi(double t, Nag_Comm *comm);
static double psp(double t, Nag_Comm *comm);
int main(void)
{

/* Scalars */
  double sigma;
  Integer exit_status, i, ic, ix, j, k, m, n;
  Integer pdc, pdx;
  NagError fail;
  Nag_OrderType order;
  Nag_Comm comm;

  /* Arrays */
  double *cov=0, *rs=0, *wgt=0, *comm_arr=0, *x=0;

#ifdef NAG_COLUMN_MAJOR
#define COV(I,J) cov[(J-1)*pdc + I - 1]
#define X(I,J) x[(J-1)*pdx + I - 1]
  order = Nag_ColMajor;
#else
#define COV(I,J) cov[(I-1)*pdc + J - 1]
#define X(I,J) x[(I-1)*pdx + J - 1]
  order = Nag_RowMajor;
#endif
  exit_status = 0;
  INIT_FAIL(fail);

  Vprintf("g02hfc Example Program Results\n");

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

  /* Read in the dimensions of X */
  Vscanf("%ld%ld%*[^\n] ",   &n,  &m);

  /* Allocate memory */
  if ( !(cov = NAG_ALLOC(m * m, double)) ||
       !(rs = NAG_ALLOC(n, double)) ||
       !(wgt = NAG_ALLOC(n, double)) ||
       !(comm_arr = NAG_ALLOC(m*(n+m+1)+2*n, double)) ||
       !(x = NAG_ALLOC(n * m, double)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

#ifdef NAG_COLUMN_MAJOR
  pdc = m;
  pdx = n;
#else
  pdc = m;
  pdx = m;
#endif

  Vprintf("\n");

/* Read in the X matrix */
  for (i = 1; i <= n; ++i)
    {
      for (j = 1; j <= m; ++j)
        {
          Vscanf("%lf", &X(i,j));
        }
      Vscanf("%*[^\n] ");
    }

  /* Read in sigma */
  Vscanf("%lf%*[^\n] ",   &sigma);

  /* Read in weights and residuals */
  for (i = 1; i <= n; ++i)
    {
      Vscanf("%lf%lf%*[^\n] ",   &wgt[i - 1],  &rs[i - 1]);
    }

  /* Set other parameter values */
  ix = 5;
  ic = 3;
  /* Set parameters for Schweppe type regression */
  g02hfc(order, psi, psp, Nag_SchweppeReg, Nag_CovMatAve, sigma, n, m, x, pdx,
         rs, wgt, cov, pdc, comm_arr, &comm, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from g02hfc.\n%s\n",   fail.message);
      exit_status = 1;
      goto END;

    }

  Vprintf("Covariance matrix\n");
  for (j = 1; j <= m; ++j)
    {
      for (k = 1; k <= m; ++k)
        {
          Vprintf("%10.4f%s",   COV(j,k),  k%6 == 0 || k == m ?"\n":" ");
        }
    }

 END:
  if (cov) NAG_FREE(cov);
  if (rs) NAG_FREE(rs);
  if (wgt) NAG_FREE(wgt);
  if (comm_arr) NAG_FREE(comm_arr);
  if (x) NAG_FREE(x);

  return exit_status;
}

static double psi(double t, Nag_Comm *comm)
{
  double ret_val;

  if (t <= -1.5)
    {
      ret_val = -1.5;
    }
  else if (fabs(t) < 1.5)
    {
      ret_val = t;
    }
  else
    {
      ret_val = 1.5;
    }
  return ret_val;
}

static double psp(double t, Nag_Comm *comm)
{
  double ret_val;

  ret_val = 0.0;
  if (fabs(t) < 1.5)
    {
      ret_val = 1.0;
    }
  return ret_val;
}