/* nag_moments_ratio_quad_forms (g01nbc) Example Program.
 *
 * Copyright 2001 Numerical Algorithms Group.
 *
 * Mark 7, 2001.
 */

#include <stdio.h>
#include <nag.h>
#include <nagx04.h>
#include <nag_stdlib.h>
#include <nagg01.h>

int main(int argc, char *argv[])
{
  FILE          *fpin, *fpout;

  /* Scalars */
  double        abserr, beta, y0, eps;
  Integer       exit_status, i, j, l1, l2, lmax, n, pda, pdb, pdsigma;
  NagError      fail;
  Nag_OrderType order;

  /* Arrays */
  double        *a = 0, *b = 0, *c = 0, *ela = 0, *emu = 0, *rmom = 0;
  double        *sigma = 0;

#ifdef NAG_COLUMN_MAJOR
#define A(I, J)     a[(J-1)*pda + I - 1]
#define B(I, J)     b[(J-1)*pdb + I - 1]
#define SIGMA(I, J) sigma[(J-1)*pdsigma + I - 1]
  order = Nag_ColMajor;
#else
#define A(I, J)     a[(I-1)*pda + J - 1]
#define B(I, J)     b[(I-1)*pdb + J - 1]
#define SIGMA(I, J) sigma[(I-1)*pdsigma + J - 1]
  order = Nag_RowMajor;
#endif

  INIT_FAIL(fail);

  /* Check for command-line IO options */
  fpin = nag_example_file_io(argc, argv, "-data", NULL);
  fpout = nag_example_file_io(argc, argv, "-results", NULL);
  exit_status = 0;
  fprintf(fpout,
          "nag_moments_ratio_quad_forms (g01nbc) Example Program Results\n");

  /* Skip heading in data file */
  fscanf(fpin, "%*[^\n] ");
  fscanf(fpin, "%lf%lf%*[^\n] ", &beta, &y0);
  fscanf(fpin, "%ld%ld%ld%*[^\n] ", &n, &l1, &l2);


  /* Allocate memory */
  if (!(a = NAG_ALLOC(n * n, double)) ||
      !(b = NAG_ALLOC(n * n, double)) ||
      !(c = NAG_ALLOC(n * n, double)) ||
      !(ela = NAG_ALLOC(n, double)) ||
      !(emu = NAG_ALLOC(n, double)) ||
      !(rmom = NAG_ALLOC(l2-l1+1, double)) ||
      !(sigma = NAG_ALLOC(n * n, double)))
    {
      fprintf(fpout, "Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  pda = n;
  pdb = n;
  pdsigma = n;

  /* Compute A, EMU, and SIGMA for simple autoregression */

  for (i = 1; i <= n; ++i)
    {
      for (j = i; j <= n; ++j)
        {
          A(j, i) = 0.0;
          B(j, i) = 0.0;
        }
    }
  for (i = 1; i <= n - 1; ++i)
    {
      A(i + 1, i) = 0.5;
      B(i, i) = 1.0;
    }
  emu[0] = y0 * beta;
  for (i = 1; i <= n - 1; ++i)
    emu[i] = beta * emu[i - 1];
  SIGMA(1, 1) = 1.0;
  for (i = 2; i <= n; ++i)
    SIGMA(i, i) = beta * beta * SIGMA(i - 1, i - 1) + 1.0;
  for (i = 1; i <= n; ++i)
    {
      for (j = i + 1; j <= n; ++j)
        SIGMA(j, i) = beta * SIGMA(j - 1, i);
    }

  eps = 0.0;
  /* nag_moments_ratio_quad_forms (g01nbc).
   * Moments of ratios of quadratic forms in Normal variables,
   * and related statistics
   */
  nag_moments_ratio_quad_forms(order, Nag_RatioMoments, Nag_MeanInclude, n,
                               a, n, b, n, c, n, ela, emu, sigma, n, l1, l2,
                               &lmax, rmom, &abserr, eps, &fail);

  if (fail.code == NE_NOERROR || fail.code == NE_SOME_MOMENTS
     || fail.code == NE_ACCURACY)
    {
      fprintf(fpout, "\n");
      fprintf(fpout, " n = %3ld beta = %6.3f y0 = %6.3f\n", n, beta, y0);
      fprintf(fpout, "\n");
      fprintf(fpout, "      Moments\n");
      fprintf(fpout, "\n");

      j = 0;
      for (i = l1; i <= lmax; ++i)
        {
          ++j;
          fprintf(fpout, "%3ld%12.3e\n", i, rmom[j - 1]);
        }
    }
  else
    {
      fprintf(fpout, "Error from nag_moments_ratio_quad_forms (g01nbc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }
 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (a) NAG_FREE(a);
  if (b) NAG_FREE(b);
  if (c) NAG_FREE(c);
  if (ela) NAG_FREE(ela);
  if (emu) NAG_FREE(emu);
  if (rmom) NAG_FREE(rmom);
  if (sigma) NAG_FREE(sigma);

  return exit_status;
}