/* nag_robust_m_corr_user_fn_no_derr (g02hmc) Example Program.
 *
 * Copyright 2001 Numerical Algorithms Group.
 *
 * Mark 7, 2001.
 */

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

static void ucv(double t, double *u, double *w, Nag_Comm *comm);

int main(void)
{

  /* Scalars */
  double bd, bl, tol;
  Integer exit_status, i, indm, j, k, l1, l2, m, maxit, mm, n, nit, nitmon;
  Integer pdx;
  NagError fail;
  Nag_OrderType order;
  Nag_Comm comm;

  /* Arrays */
  double *a=0, *cov=0, *theta=0, *userp=0, *wt=0, *x=0;

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

  INIT_FAIL(fail);
  exit_status = 0;
  Vprintf("g02hmc 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 ( !(a = NAG_ALLOC(m*(m+1)/2, double)) ||
       !(cov = NAG_ALLOC(m*(m+1)/2, double)) ||
       !(theta = NAG_ALLOC(m, double)) ||
       !(userp = NAG_ALLOC(2, double)) ||
       !(wt = NAG_ALLOC(n, double)) ||
       !(x = NAG_ALLOC(n * m, double)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
#ifdef NAG_COLUMN_MAJOR
  pdx = n;
#else
  pdx = m;
#endif

  /* 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 the initial value of A */
  mm = (m + 1) * m / 2;
  for (j = 1; j <= mm; ++j)
    Vscanf("%lf", &a[j - 1]);
  Vscanf("%*[^\n] ");

  /* Read in the initial value of theta */
  for (j = 1; j <= m; ++j)
    Vscanf("%lf", &theta[j - 1]);
  Vscanf("%*[^\n] ");

  /* Read in the values of the parameters of the ucv functions */
  Vscanf("%lf%lf%*[^\n] ", &userp[0], &userp[1]);

  /* Set the values remaining parameters */
  indm = 1;
  bl = 0.9;
  bd = 0.9;
  maxit = 50;
  tol = 5e-5;
  /* Change nitmon to a positive value if monitoring information
   * is required
   */
  nitmon = 0;

  comm.p = (void *)userp;
  g02hmc(order, ucv, indm, n, m, x, pdx, cov, a, wt,
          theta, bl, bd, maxit, nitmon, 0, tol, &nit, &comm, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from g02hmc.\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }

  Vprintf("\n");
  Vprintf("g02hmc required %4ld iterations to converge\n\n", nit);
  Vprintf("Robust 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("%s", k%6 == 0 || k == l2 ?"\n":" ");
        }
    }
  Vprintf("\n");

  Vprintf("Robust estimates of Theta\n");
  for (j = 1; j <= m; ++j)
    Vprintf(" %10.3f\n", theta[j - 1]);

 END:
  if (a) NAG_FREE(a);
  if (cov) NAG_FREE(cov);
  if (theta) NAG_FREE(theta);
  if (userp) NAG_FREE(userp);
  if (wt) NAG_FREE(wt);
  if (x) NAG_FREE(x);

  return exit_status;
}

static void ucv(double t, double *u, double *w, Nag_Comm *comm)
{
  double t2, cu, cw;

  /* Function Body */
  double *userp = (double *)comm->p;

  cu = userp[0];
  *u = 1.0;
  if (t != 0.0)
    {
      t2 = t * t;
      if (t2 > cu)
        *u = cu / t2;
    }
  /* w function */
  cw = userp[1];
  if (t > cw)
    *w = cw / t;
  else
    *w = 1.0;
  return;
}