/* nag_tsa_varma_diagnostic (g13dsc) Example Program.
 *
 * Copyright 2005 Numerical Algorithms Group.
 *
 * Mark 8, 2004.
 */

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

int main(void)
{
  /* Scalars */
  double cgetol, chi, rlogl, siglev;
  Integer exit_status, i, icm, idf, ik, ip, iprint, iq, ircm, ishow, j, k, m;
  Integer maxcal, n, niter, npar;
  Nag_Boolean exact;
  Nag_IncludeMean mean;
  char meanc;
  /* Arrays */
  const char *outfile = 0;
  double *cm = 0, *g = 0, *par = 0, *qq = 0, *r0 = 0, *r = 0, *rcm = 0, *v = 0;
  double *w = 0;
  Integer *iw = 0;
  /* Nag types */
  Nag_Boolean *parhld = 0;
  NagError fail;

#define W(I,J) w[(J - 1) * ik + I - 1]
#define QQ(I,J) qq[(J - 1) * ik + I - 1]

  Vprintf("nag_tsa_varma_diagnostic (g13dsc) Example Program Results\n");

  INIT_FAIL(fail);
  exit_status = 0;

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

  if (k > 0 && n >= 3)
    {
      ik = k;
      /* Allocate memory */
      if ( !(qq = NAG_ALLOC(k * ik, double)) ||
           !(r0 = NAG_ALLOC(k * ik, double)) ||
           !(v = NAG_ALLOC(n * ik, double)) ||
           !(w = NAG_ALLOC(n * ik, double)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
    }
  else
    {
      Vprintf("Invalid parameter values\n");
      exit_status = -1;
      goto END;
    }

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

  if (ip >= 0 && iq >= 0)
    {
      npar = (ip + iq) * k * k;
      mean = Nag_MeanZero;
      if (meanc == 'm' || meanc == 'M')
        {
          mean = Nag_MeanInclude;
          npar += k;
        }
      icm = npar;
      ircm = m * k * k;
    }
  else
    {
      Vprintf("Invalid parameter values\n");
      exit_status = -1;
      goto END;
    }

  /* Allocate memory */
  if ( !(cm = NAG_ALLOC(npar * icm, double)) ||
       !(g = NAG_ALLOC(npar, double)) ||
       !(par = NAG_ALLOC(npar, double)) ||
       !(r = NAG_ALLOC(k * k * m, double)) ||
       !(rcm = NAG_ALLOC(m*k*k * ircm, double)) ||
       !(parhld = NAG_ALLOC(npar, Nag_Boolean)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  for (i = 1; i <= npar; ++i)
    {
      par[i-1] = 0.0;
      parhld[i-1] = Nag_FALSE;
    }

  for (j = 1; j <= k; ++j)
    {
      for (i = j; i <= k; ++i)
        {
          QQ(i, j) = 0.0;
        }
    }
  parhld[2] = Nag_TRUE;
  exact = Nag_TRUE;
  /* ** Set iprint > 0 to obtain intermediate output ** */
  iprint = -1;
  cgetol = 1.0e-4;
  maxcal = npar * 40 * (npar + 5);
  ishow = 2;

  /* nag_tsa_varma_estimate (g13ddc).
   * Multivariate time series, estimation of VARMA model
   */
  nag_tsa_varma_estimate(k, n, ip, iq, mean, par, npar, qq, ik, w, parhld,
                         exact, iprint, cgetol, maxcal, ishow, outfile, &niter,
                         &rlogl, v, g, cm, icm, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("\n nag_tsa_varma_estimate (g13ddc) message: %s\n\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  if (fail.code == NE_NOERROR || fail.code == NE_G13D_MAXCAL ||
      fail.code == NE_MAX_LOGLIK || fail.code == NE_G13D_BOUND ||
      fail.code == NE_G13D_DERIV ||
      fail.code == NE_HESS_NOT_POS_DEF)
    {
      Vprintf("\nOutput from g13dsc\n\n");
      ishow = 1;
      /* nag_tsa_varma_diagnostic (g13dsc).
       * Multivariate time series, diagnostic checking of
       * residuals, following nag_tsa_varma_estimate (g13ddc)
       */
      nag_tsa_varma_diagnostic(k, n, v, k, ip, iq, m, par, parhld, qq, ishow,
                               outfile, r0, r, rcm, ircm, &chi, &idf, &siglev,
                               &fail);
      if (fail.code != NE_NOERROR)
        {
          Vprintf("nag_tsa_varma_diagnostic (g13dsc) message: %s\n\n",
                  fail.message);
          exit_status = 1;
        }
    }

 END:
  if (cm) NAG_FREE(cm);
  if (g) NAG_FREE(g);
  if (par) NAG_FREE(par);
  if (qq) NAG_FREE(qq);
  if (r0) NAG_FREE(r0);
  if (r) NAG_FREE(r);
  if (rcm) NAG_FREE(rcm);
  if (v) NAG_FREE(v);
  if (w) NAG_FREE(w);
  if (iw) NAG_FREE(iw);
  if (parhld) NAG_FREE(parhld);

  return exit_status;
}