/* nag_tsa_multi_part_lag_corr (g13dnc) Example Program.
 *
 * Copyright 2002 Numerical Algorithms Group.
 *
 * Mark 7, 2002.
 */

#include <stdio.h>
#include <math.h>
#include <string.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg13.h>

static void zprint(Integer, Integer, Integer, Integer,
                   double *, double *, double *);

int main(void)
{
  /* Scalars */
  Integer exit_status, i, j, k, m, maxlag, n, pdw;
  NagError fail;
  Nag_CovOrCorr matrix;

  /* Arrays */
  double *parlag = 0, *pvalue = 0, *r0 = 0, *r = 0, *w = 0,
    *wmean = 0, *x = 0;

#define W(I,J) w[(J-1)*pdw + I - 1]

  INIT_FAIL(fail);
  exit_status = 0;

  Vprintf("nag_tsa_multi_part_lag_corr (g13dnc) Example Program Results\n");

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

  Vscanf("%ld%ld%ld%*[^\n] ", &k, &n, &m);

  if (k > 0 && n >= 1 && m >= 1)
    {
      /* Allocate arrays */
      if ( !(parlag = NAG_ALLOC(k * k * m, double)) ||
           !(pvalue = NAG_ALLOC(m, double)) ||
           !(r0 = NAG_ALLOC(k * k, double)) ||
           !(r = NAG_ALLOC(k * k * m, double)) ||
           !(w = NAG_ALLOC(k * n, double)) ||
           !(wmean = NAG_ALLOC(k, double)) ||
           !(x = NAG_ALLOC(m, double)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }

      pdw = k;

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

      matrix  = Nag_AutoCorr;

      /* nag_tsa_multi_cross_corr (g13dmc).
       * Multivariate time series, sample cross-correlation or
       * cross-covariance matrices
       */
      nag_tsa_multi_cross_corr(matrix, k, n, m, w, wmean, r0, r, &fail);
      if (fail.code != NE_NOERROR)
        {
          Vprintf("Error from nag_tsa_multi_cross_corr (g13dmc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }

      /* nag_tsa_multi_part_lag_corr (g13dnc).
       * Multivariate time series, sample partial lag correlation
       * matrices, chi^2 statistics and significance levels
       */
      nag_tsa_multi_part_lag_corr(k, n, m, r0, r, &maxlag, parlag, x, pvalue,
                                  &fail);
      if (fail.code != NE_NOERROR)
        {
          Vprintf("Error from nag_tsa_multi_part_lag_corr (g13dnc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }
      zprint(k, n, m, k, parlag, x, pvalue);
    }

 END:
  if (parlag) NAG_FREE(parlag);
  if (pvalue) NAG_FREE(pvalue);
  if (r0) NAG_FREE(r0);
  if (r) NAG_FREE(r);
  if (w) NAG_FREE(w);
  if (wmean) NAG_FREE(wmean);
  if (x) NAG_FREE(x);

  return exit_status;
}

/* Print the partial lag correlation matrices. */
static void zprint(Integer k, Integer n, Integer m, Integer ik,
                   double *parlag, double *x, double *pvalue)
{
  /* Scalars */
  double c1, c2, c3, c5, c6, c7, cnst, sum;
  Integer i2, i, j, lf, llf, ii, jj;

  /* Arrays */
  char rec[7][80];

#define PARLAG(I,J,K) parlag[((K-1)*ik + (J-1))*ik + I-1]

  cnst = 1.0 / sqrt((double) n);

  Vprintf("\n");
  Vprintf(" PARTIAL LAG CORRELATION MATRICES\n");
  Vprintf(" --------------------------------\n");

  for (lf = 1; lf <= m; ++lf)
    {
      Vprintf("\n");
      Vprintf(" Lag = %2ld\n", lf);
      for (ii = 1; ii <= k; ii++)
        {
          for (jj = 1; jj <= k; jj++)
            Vprintf("%9.3f", PARLAG(ii,jj,lf));
          Vprintf("\n");
        }
    }

  Vprintf("\n");
  Vprintf(" Standard error = 1 / SQRT(N) = %5.3f\n", cnst);

  /* Print indicator symbols to indicate significant elements. */
  Vprintf("\n");
  Vprintf(" TABLES OF INDICATOR SYMBOLS\n");
  Vprintf(" ---------------------------\n");
  Vprintf("\n");
  Vprintf(" For Lags 1 to %2ld\n", m);
  Vprintf("\n");

  /* Set up the critical values */
  c1 = cnst * 3.29;
  c2 = cnst * 2.58;
  c3 = cnst * 1.96;
  c5 = -c3;
  c6 = -c2;
  c7 = -c1;

  for (i = 1; i <= k; ++i)
    {
      for (j = 1; j <= k; ++j)
        {
          Vprintf("\n");
          Vprintf("\n");
          if (i == j)
            {
              Vprintf("Auto-correlation function for series %2ld\n", i);
              Vprintf("\n");
            }
          else
            {
              Vprintf("Cross-correlation function for series %2ld"
                      " and series%2ld\n", i, j);
              Vprintf("\n");
            }

          /* Clear the last plot with blanks */
          sprintf(&rec[0][0], "              0.005  :");
          sprintf(&rec[1][0], "        +     0.01   :");
          sprintf(&rec[2][0], "              0.05   :");
          sprintf(&rec[3][0],
                  "   Sig. Level        : - - - - - - - - - -  Lags");
          sprintf(&rec[4][0], "              0.05   :");
          sprintf(&rec[5][0], "        -     0.01   :");
          sprintf(&rec[6][0], "              0.005  :");
          for (i2 = 0; i2 < 7; ++i2)
            {
              for (ii = strlen(&rec[i2][0]); ii < 80; ii++)
                rec[i2][ii] = ' ';
            }

          for (lf = 1; lf <= m; ++lf)
            {
              llf = lf * 2 + 21;
              sum = PARLAG(i, j, lf);
              /* Check for significance */
              if (sum > c1)
                rec[0][llf] = '*';
              if (sum > c2)
                rec[1][llf] = '*';
              if (sum > c3)
                rec[2][llf] = '*';
              if (sum < c5)
                rec[4][llf] = '*';
              if (sum < c6)
                rec[5][llf] = '*';
              if (sum < c7)
                rec[6][llf] = '*';
            }

          /* Print */
          for (i2 = 0; i2 < 7; ++i2)
            {
              /* Terminate the string */
              for (ii = 80; ii > 1 && rec[i2][ii-1] == ' '; ii--);
              rec[i2][ii] = '\0';
              /* Print the string */
              Vprintf("%s\n", &rec[i2][0]);
            }
        }
    }

  /* Print the chi-square statistics and p-values. */
  Vprintf("\n");
  Vprintf(" Lag     Chi-square statistic     P-value\n");
  Vprintf(" ---     --------------------     -------\n");
  Vprintf("\n");

  for (lf = 1; lf <= m; ++lf)
    Vprintf("%4ld %17.3f %18.4f\n", lf, x[lf-1], pvalue[lf-1]);

  return;
}