/* nag_rngs_matrix_multi_students_t (g05lxc) Example Program.
 *
 * Copyright 2004 Numerical Algorithms Group.
 *
 * Mark 8, 2004.
 */

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

int main(void)
{
  /* Scalars */
  Integer df, exit_status, i, igen, j, lr, m, mode, n, pdc, pdx;

  /* Arrays */
  double *c=0, *r=0, *x=0, *xmu=0;
  Integer iseed[4];

  /* Nag types */
  NagError fail;
  Nag_OrderType order;

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

#define XMU(I) xmu[I - 1]

  INIT_FAIL(fail);
  exit_status = 0;

  /* Set the number of variables and variates */
  m = 4;
  n = 10;
  lr = m * (m + 1) + 2;
  pdc = m;
  pdx = m;

  /* Allocate memory */
  if ( !(c = NAG_ALLOC(pdc * pdc, double)) ||
       !(r = NAG_ALLOC(lr, double)) ||
       !(x = NAG_ALLOC(pdx * n, double)) ||
       !(xmu = NAG_ALLOC(m, double) ))
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  Vprintf("nag_rngs_matrix_multi_students_t (g05lxc) Example Program Results"
          "\n\n");

  /* Initialise the seed to a repeatable sequence */
  iseed[0] = 1762543;
  iseed[1] = 9324783;
  iseed[2] = 42344;
  iseed[3] = 742355;

  /* Choose the random generator to use */
  igen = 1;

  /* Initialise the random generator */
  /* nag_rngs_init_repeatable (g05kbc).
   * Initialize seeds of a given generator for random number
   * generating functions (that pass seeds explicitly) to give
   * a repeatable sequence
   */
  nag_rngs_init_repeatable(&igen, iseed);

  /* Input the upper triangle portion of the covariance matrix */
  C(1, 1) = 1.69;
  C(1, 2) = 0.39;
  C(1, 3) = -1.86;
  C(1, 4) = 0.07;
  C(2, 2) = 98.01;
  C(2, 3) = -7.07;
  C(2, 4) = -0.71;
  C(3, 3) = 11.56;
  C(3, 4) = 0.03;
  C(4, 4) = 0.01;

  /* Input the means */
  XMU(1) = 1.0;
  XMU(2) = 2.0;
  XMU(3) = -3.0;
  XMU(4) = 0.0;

  /* Set the mode */
  mode = 0;

  /* Set the degrees of freedom */
  df = 10;

  /* Set up reference vector and generate n numbers */
  /* nag_rngs_matrix_multi_students_t (g05lxc).
   * Generates a matrix of random numbers from a multivariate
   * Student's t-distribution, seeds and generator passed
   * explicitly
   */
  nag_rngs_matrix_multi_students_t(order, mode, df, m, xmu, c, pdc, n, x, pdx,
                                   igen, iseed, r, lr, &fail);

  /* Display the results */
  for (i=1; i<=n; ++i)
    {
      for (j=1; j<=m; ++j)
        {
          Vprintf("%10.4f ", X(i,j));
        }
      Vprintf("\n");
    }

 END:
  if (c) NAG_FREE(c);
  if (r) NAG_FREE(r);
  if (x) NAG_FREE(x);
  if (xmu) NAG_FREE(xmu);

  return exit_status;
}