/* nag_corr_cov (g02bxc) Example Program.
 *
 * Copyright 1992 Numerical Algorithms Group.
 *
 * Mark 3, 1992.
 * Mark 8 revised, 2004.
 */

#include <nag.h>
#include <nagx04.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nagg02.h>

#define X(I, J) x[(I) *tdx + J]
#define R(I, J) r[(I) *tdr + J]
#define V(I, J) v[(I) *tdv + J]
int main(int argc, char *argv[])
{
  FILE     *fpin, *fpout;
  Integer  exit_status = 0, i, j, m, n, tdr, tdv, tdx, test;
  NagError fail;
  char     w;
  double   *r = 0, *std = 0, sw, *v = 0, *wmean = 0, *wt = 0, *wtptr, *x = 0;

  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);

  fprintf(fpout, "nag_corr_cov (g02bxc) Example Program Results\n");

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

  test = 0;
  while ((fscanf(fpin, "%ld%ld %c", &m, &n, &w) != EOF))
    {
      if (m >= 1 && n >= 1)
        {
          if (!(x = NAG_ALLOC(n*m, double)) ||
              !(r = NAG_ALLOC(m*m, double)) ||
              !(v = NAG_ALLOC(m*m, double)) ||
              !(wt = NAG_ALLOC(n, double)) ||
              !(wmean = NAG_ALLOC(m, double)) ||
              !(std = NAG_ALLOC(m, double)))
            {
              fprintf(fpout, "Allocation failure\n");
              exit_status = -1;
              goto END;
            }
          tdx = m;
          tdr = m;
          tdv = m;
        }
      else
        {
          fprintf(fpout, "Invalid m or n.\n");
          exit_status = 1;
          return exit_status;
        }
      for (i = 0; i < n; i++)
        fscanf(fpin, "%lf", &wt[i]);
      for (i = 0; i < n; i++)
        for (j = 0; j < m; j++)
          fscanf(fpin, "%lf", &X(i, j));

      if (w == 'w')
        wtptr = wt;
      else
        wtptr = (double *) 0;

      /* nag_corr_cov (g02bxc).
       * Product-moment correlation, unweighted/weighted
       * correlation and covariance matrix, allows variables to be
       * disregarded
       */
      nag_corr_cov(n, m, x, tdx, (Integer *) 0, wtptr, &sw, wmean, std,
                   r, tdr, v, tdv, &fail);
      if (fail.code != NE_NOERROR)
        {
          fprintf(fpout, "Error from nag_corr_cov (g02bxc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }


      if (wtptr)
        fprintf(fpout, "\nCase %ld --- Using weights\n", ++test);
      else
        fprintf(fpout, "\nCase %ld --- Not using weights\n", ++test);

      fprintf(fpout, "\nInput data\n");
      for (i = 0; i < n; i++)
        fprintf(fpout, "%6.1f%6.1f%6.1f%6.1f\n",
                X(i, 0), X(i, 1), X(i, 2), wt[i]);

      fprintf(fpout, "\n");
      fprintf(fpout, "Sample means.\n");
      for (i = 0; i < m; i++)
        fprintf(fpout, "%6.1f\n", wmean[i]);
      fprintf(fpout, "\nStandard deviation.\n");
      for (i = 0; i < m; i++)
        fprintf(fpout, "%6.1f\n", std[i]);

      fprintf(fpout, "\nCorrelation matrix.\n");
      for (i = 0; i < m; i++)
        {
          for (j = 0; j < m; j++)
            fprintf(fpout, "  %7.4f  ", R(i, j));
          fprintf(fpout, "\n");
        }

      fprintf(fpout, "\nVariance matrix.\n");
      for (i = 0; i < m; i++)
        {
          for (j = 0; j < m; j++)
            fprintf(fpout, "  %7.3f  ", V(i, j));
          fprintf(fpout, "\n");
        }
      fprintf(fpout, "\nSum of weights %6.1f\n", sw);
 END:
      if (x) NAG_FREE(x);
      if (r) NAG_FREE(r);
      if (v) NAG_FREE(v);
      if (wt) NAG_FREE(wt);
      if (wmean) NAG_FREE(wmean);
      if (std) NAG_FREE(std);
    }
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  return exit_status;
}