/* nag_tsa_noise_spectrum_bivar(g13cgc) Example Program.
 *
 * Copyright 1996 Numerical Algorithms Group.
 *
 * Mark 4, 1996.
 *
 */

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <naga02.h>
#include <nagg13.h>

#define LMAX 80
#define KC 8*L
#define NGMAX KC
#define L LMAX
#define NXYMAX 300

int main(void)
{

  double stats[4];
  double x[KC], y[KC];
  double pxy;
  double pw;
  double rfse, erlw, erup;
  double er[NGMAX], rf[LMAX];


  double *xg, *yg;
  Complex *xyg;

  Integer i, j, ng, is;
  Integer mw;
  Integer nxy;
  Integer kc=KC, l=L;

  Vprintf("g13cgc Example Program Results\n");

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

  Vscanf("%ld ", &nxy);
  if (nxy > 0 && nxy <= NXYMAX)
    {
      for (i = 1; i <= nxy; ++i)
        Vscanf("%lf ", &x[i - 1]);
      for (i = 1; i <= nxy; ++i)
        Vscanf("%lf ", &y[i - 1]);

      /* Set parameters for call to g13cbc and g13cdc
       *  with mean correction and 10 percent taper
       */
      pxy = 0.1;
      /* Window shape parameter and zero covariance at lag 16 */
      pw = 0.5;
      mw = 16;
      /* Alignment shift of 3 */
      is = 3;

      /* Obtain univariate spectrum for the x and the y series */
      g13cbc(nxy, Nag_Mean, pxy, mw, pw, l, kc, Nag_Unlogged, x, &xg,
             &ng, stats, NAGERR_DEFAULT);
      g13cbc(nxy, Nag_Mean, pxy, mw, pw, l, kc, Nag_Unlogged, y, &yg,
             &ng, stats, NAGERR_DEFAULT);

      /* Obtain cross spectrum of the bivariate series */
      g13cdc(nxy, Nag_Mean, pxy, mw, is, pw, l, kc, x, y, &xyg,
             &ng, NAGERR_DEFAULT);

      g13cgc(xg, yg, xyg, ng, stats, l, nxy, er, &erlw, &erup, rf,
             &rfse, NAGERR_DEFAULT);

      Vprintf("\n");
      Vprintf("           Noise spectrum\n\n");
      for (j = 1; j <= ng; ++j)
        Vprintf("%6ld%16.4f\n",j - 1, er[j - 1]);

      Vprintf("\nNoise spectrum bounds multiplying factors\n\n");
      Vprintf("Lower =%10.4f", erlw);
      Vprintf("     Upper =%10.4f\n\n", erup);
      Vprintf("Impulse response function\n\n");
      for (j = 1; j <= l; ++j)
        Vprintf("%6ld%16.4f\n",j - 1, rf[j - 1]);
      Vprintf("\nImpulse response function standard error =%10.4f\n", rfse);
    }
  NAG_FREE(xg);
  NAG_FREE(yg);
  NAG_FREE(xyg);
  return EXIT_SUCCESS;
}