/* nag_estim_gen_pareto (g07bfc) Example Program.
 *
 * Copyright 2009, Numerical Algorithms Group.
 *
 * Mark 9, 2009.
 */
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nagx04.h>
#include <nag_stdlib.h>
#include <nagg07.h>


int main(int argc, char *argv[])
{
  FILE         *fpin = 0, *fpout = 0;
  char         *outfile = 0;
  /* Integer scalar and array declarations */
  Integer      exit_status = 0;
  Integer      i, n;

  /* Double scalar and array declarations */
  double       asvc[4], beta, ll, obsvc[4], xi, *y = 0;

  /* Character scalar and array declarations */
  char         soptopt[12];

  /* NAG types */
  NagError     fail;
  Nag_OptimOpt optopt;

  /* Initialise the error structure */
  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);
  (void) nag_example_file_io(argc, argv, "-nag_write", &outfile);

  fprintf(fpout, "nag_estim_gen_pareto (g07bfc) Example Program Results\n\n");

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

  /* Read parameter values */
  fscanf(fpin, "%ld%" "s%*[^\n]", &n, soptopt);
  optopt = (Nag_OptimOpt) nag_enum_name_to_value(soptopt);

  /* Allocate data array */
  if (!(y = NAG_ALLOC(n, double)))
    {
      fprintf(fpout, "Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  /* Read data values */
  for (i = 1; i <= n; i++)
    fscanf(fpin, "%lf", &y[i - 1]);
  fscanf(fpin, "%*[^\n]");

  /* Calculate the GPD parameter estimates */
  nag_estim_gen_pareto(n, y, optopt, &xi, &beta, asvc, obsvc, &ll, &fail);

  /* Print parameter estimates */
  switch (fail.code)
    {
    case NE_NOERROR:
    case NW_PARAM_DIST:
    case NW_PARAM_DIST_ASYM:
    case NW_PARAM_DIST_OBS:
      fprintf(fpout, " Parameter estimates\n");
      fprintf(fpout, " %-12s%12.6e\n %-12s%12.6e\n", "xi", xi, "beta",
              beta);
      break;
    default:
      fprintf(fpout, "Error from nag_estim_gen_pareto (g07bfc).\n%s\n",
              fail.message);
      exit_status = -1;
      goto END;
    }

  /* Print parameter distribution */
  if (optopt == Nag_MOMMLE || optopt == Nag_PWMMLE)
    {
      switch (fail.code)
        {
        case NW_PARAM_DIST:
        case NW_PARAM_DIST_OBS:
          fprintf(fpout, " %s\n", fail.message);
          exit_status = -1;
          break;
        default:
          fprintf(fpout, "\n Observed distribution\n");
          fprintf(fpout, " %-20s%12.6e\n %-20s%12.6e\n %-20s%12.6e\n",
                  "Var(xi)", obsvc[0], "Var(beta)", obsvc[3], "Covar(xi,beta)",
                  obsvc[1]);
          fprintf(fpout, "\n Final log-likelihood: %12.6e\n", ll);
        }
    }
  else
    {
      switch (fail.code)
        {
        case NW_PARAM_DIST:
        case NW_PARAM_DIST_ASYM:
          fprintf(fpout, " %s\n", fail.message);
          exit_status = -1;
        default:
          fprintf(fpout, "\n Asymptotic distribution\n");
          fprintf(fpout, " %-20s%12.6e\n %-20s%12.6e\n %-20s%12.6e\n",
                  "Var(xi)", asvc[0], "Var(beta)", asvc[3], "Covar(xi,beta)",
                  asvc[1]);
        }
    }

 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (y) NAG_FREE(y);

  return exit_status;
}