/* nag_rngs_varma_time_series(g05pcc) Example Program.
 *
 * Copyright 2001 Numerical Algorithms Group.
 *
 * Mark 7, 2001.
 */

#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg05.h>

int main(void)
{
  /* Scalars */
  Integer  i, igen, ii, ip, iq, j, k, l, n, nr;
  Integer  exit_status=0;
  NagError fail;
  Integer  pdx, pdvar;
  Nag_OrderType order;

  /* Arrays */
  double   *phi=0, *r=0, *theta=0, *var=0, *x=0, *xmean=0;
  Integer  iseed[4];

#ifdef NAG_COLUMN_MAJOR
#define X(I,J) x[(J-1)*pdx + I - 1]
#define VAR(I,J) var[(J-1)*pdvar + I - 1]
  order = Nag_ColMajor;
#else
#define X(I,J) x[(I-1)*pdx + J - 1]
#define VAR(I,J) var[(I-1)*pdvar + J - 1]
  order = Nag_RowMajor;
#endif

  INIT_FAIL(fail);
  Vprintf("g05pcc Example Program Results\n\n");

  /* Skip heading in data file */
  Vscanf("%*[^\n] %ld%ld%ld%ld%*[^\n] ", &k, &ip, &iq, &n);
  nr = 600;
  /* Allocate memory */
  if ( !(phi = NAG_ALLOC(k*k*ip, double)) ||
       !(r = NAG_ALLOC(nr, double)) ||
       !(theta = NAG_ALLOC(MAX(1,k*k*iq), double)) ||
       !(var = NAG_ALLOC(k * k, double)) ||
       !(x = NAG_ALLOC(k * n, double)) ||
       !(xmean = NAG_ALLOC(k, double)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

#ifdef NAG_COLUMN_MAJOR
  pdx = k;
  pdvar = k ;
#else
  pdx = n;
  pdvar = k ;
#endif


  if (n > 0 && n <= 100)
    {
      for (l = 0; l < ip; ++l)
        {
          for (i = 0; i < k; ++i)
            {
              ii = l * k * k + i;

              for (j = 0; j < k; ++j)
                {
                  Vscanf("%lf", &phi[ii + k * j]);

                }
              Vscanf("%*[^\n] ");
            }
        }
      for (l = 0; l < iq; ++l)
        {
          for (i = 0; i < k; ++i)
            {
              ii = l * k * k + i;

              for (j = 0; j < k; ++j)
                Vscanf("%lf", &theta[ii + k * j]);
              Vscanf("%*[^\n] ");
            }
        }

      for (i = 0; i < k; ++i)
        {
          Vscanf("%lf", &xmean[i]);

        }

      Vscanf("%*[^\n] ");
      for (i = 1; i <= k; ++i)
        {
          for (j = 1; j <= i; ++j)
            Vscanf("%lf", &VAR(i,j));

          Vscanf("%*[^\n] ");
        }
      /* Initialise the seed to a repeatable sequence */
      iseed[0] = 1762543;
      iseed[1] = 9324783;
      iseed[2] = 4234401;
      iseed[3] = 742355;
      /* igen identifies the stream. */
      igen = 1;
      g05kbc(&igen, iseed);

      g05pcc(order, 2, k, xmean, ip, phi, iq, theta, var, pdvar, n, x,
             pdx, igen, iseed, r, &fail);
      if (fail.code != NE_NOERROR)
        {
          Vprintf("Error from g05pcc.\n%s\n", fail.message);
          exit_status = 1;
          goto END;
        }
      Vprintf(" Realisation Number 1\n");
      Vprintf("\n");
      for (i = 1; i <= k; ++i)
        {
          Vprintf("  Series number %3ld\n", i);
          Vprintf("  -------------\n");
          Vprintf("\n");

          for (j = 1; j <= n; ++j)
            Vprintf("%8.3f%s", X(i,j), j%8 == 0 || j == n ?"\n":" ");
            Vprintf("\n");
        }
      g05pcc(order, 3, k, xmean, ip, phi, iq, theta, var, pdvar, n, x,
              pdx, igen, iseed, r, &fail);
      if (fail.code != NE_NOERROR)
        {
          Vprintf("Error from g05pcc.\n%s\n", fail.message);
          exit_status = 1;
          goto END;
        }
      Vprintf("\n\n");

      Vprintf(" Realisation Number 2\n");
      Vprintf("\n");
      for (i = 1; i <= k; ++i)
        {

          Vprintf("  Series number %3ld\n", i);
          Vprintf("  -------------\n");
          Vprintf("\n");
          for (j = 1; j <= n; ++j)
            Vprintf("%8.3f%s", X(i,j), j%8 == 0 || j == n ?"\n":" ");
            Vprintf("\n");
        }
    }
 END:
  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);
  return exit_status;
}