/* nag_robust_corr_estim(g02hkc) Example Program.
 *
 * Copyright 1996 Numerical Algorithms Group.
 *
 * Mark 4, 1996.
 *
 */

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

#define NMAX 20
#define MMAX 10

int main(void)
{
  Integer i, j, k, m, n;
  double x[NMAX][MMAX], theta[MMAX];
  Integer tdx=MMAX;
  Integer max_iter, l1, l2;
  Integer print_iter;
  double eps, cov[15];
  Integer iter;
  double tol;

  Vprintf("g02hkc Example Program Results\n\n");

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

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

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

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

      /* Set up remaining parameters */
      max_iter = 100;
      tol = 5e-5;

      /* Set print_iter to positive value for iteration moiteroring */
      print_iter = 1;
      g02hkc(n, m, &x[0][0], tdx, eps, cov, theta, max_iter, print_iter, "",
             tol, &iter, NAGERR_DEFAULT);

      Vprintf("\n\ng02hkc required %ld iterations to converge\n\n", iter);
      Vprintf("Covariance matrix\n");
      l2 = 0;
      for (j = 1; j <= m; ++j)
        {
          l1 = l2 + 1;
          l2 += j;
          for (k = l1; k <= l2; ++k)
            Vprintf("%10.3f", cov[k - 1]);
          Vprintf("\n");
        }
      Vprintf("\n\ntheta\n");
      for (j = 1; j <= m; ++j)
        Vprintf("%10.3f\n", theta[j - 1]);
    }
  return EXIT_SUCCESS;
}