/* nag_tsa_multi_auto_corr_part (g13dbc) Example Program.
 *
 * Copyright 2002 Numerical Algorithms Group.
 *
 * Mark 7, 2002.
 * Mark 7b revised, 2004.
 */

#include <stdio.h>
#include <nag.h>
#include <nagx04.h>
#include <nag_stdlib.h>
#include <nagg13.h>

int main(int argc, char *argv[])
{
  FILE     *fpin, *fpout;
  /* Scalars */
  double   v0;
  Integer  exit_status, i1, i, j, j1, k, nk, nl, ns, nvp,
           pdc0, pddb;
  NagError fail;

  /* Arrays */
  double   *c0 = 0, *c = 0, *d = 0, *db = 0, *p = 0, *v = 0, *w = 0,
  *wb = 0;

#define C(I, J, K)  c[((K-1)*ns + (J-1))*ns + I - 1]
#define D(I, J, K)  d[((K-1)*ns + (J-1))*ns + I - 1]
#define W(I, J, K)  w[((K-1)*ns + (J-1))*ns + I - 1]
#define WB(I, J, K) wb[((K-1)*ns + (J-1))*ns + I - 1]

#ifdef NAG_COLUMN_MAJOR
#define C0(I, J)    c0[(J-1)*pdc0 + I - 1]
#define DB(I, J)    db[(J-1)*pddb + I - 1]
#else
#define C0(I, J)    c0[(I-1)*pdc0 + J - 1]
#define DB(I, J)    db[(I-1)*pddb + J - 1]
#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_tsa_multi_auto_corr_part (g13dbc) Example Program Results\n");

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

  /* Read series length, and numbers of lags */
  fscanf(fpin, "%ld%ld%ld%*[^\n] ", &ns, &nl, &nk);

  if (ns > 0 && nl > 0 && nk > 0)
    {
      /* Allocate arrays */
      if (!(c0 = NAG_ALLOC(ns * ns, double)) ||
          !(c = NAG_ALLOC(ns * ns * nl, double)) ||
          !(d = NAG_ALLOC(ns * ns * nk, double)) ||
          !(db = NAG_ALLOC(ns * ns, double)) ||
          !(p = NAG_ALLOC(nk, double)) ||
          !(v = NAG_ALLOC(nk, double)) ||
          !(w = NAG_ALLOC(ns * ns * nk, double)) ||
          !(wb = NAG_ALLOC(ns * ns * nk, double)))
        {
          fprintf(fpout, "Allocation failure\n");
          exit_status = -1;
          goto END;
        }

      pdc0 = ns;
      pddb = ns;

      /* Read autocovariances */
      for (i = 1; i <= ns; ++i)
        {
          for (j = 1; j <= ns; ++j)
            fscanf(fpin, "%lf", &C0(i, j));
        }
      fscanf(fpin, "%*[^\n] ");

      for (k = 1; k <= nl; ++k)
        {
          for (i = 1; i <= ns; ++i)
            {
              for (j = 1; j <= ns; ++j)
                fscanf(fpin, "%lf", &C(i, j, k));
            }
        }
      fscanf(fpin, "%*[^\n] ");

      /* Call routine to calculate multivariate partial
         autocorrelation function */

      /* nag_tsa_multi_auto_corr_part (g13dbc).
       * Multivariate time series, multiple squared partial
       * autocorrelations
       */
      nag_tsa_multi_auto_corr_part(c0, c, ns, nl, nk, p, &v0, v, d, db, w, wb,
                                   &nvp, &fail);
      if (fail.code != NE_NOERROR)
        {
          fprintf(fpout,
                  "Error from nag_tsa_multi_auto_corr_part (g13dbc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }

      if (fail.code == NE_NOERROR || fail.code == NE_POS_DEF)
        {
          fprintf(fpout, "\n");
          fprintf(fpout, "Number of valid parameters =%10ld\n", nvp);

          fprintf(fpout, "\n");
          fprintf(fpout, "Multivariate partial autocorrelations\n");

          for (i1 = 1; i1 <= nk; ++i1)
            {
              fprintf(fpout, "%13.5f", p[i1-1]);
              if (i1 % 5 == 0 || i1 == nk)
                fprintf(fpout, "\n");
            }

          fprintf(fpout, "\n");
          fprintf(fpout, "Zero lag predictor error variance determinant\n");
          fprintf(fpout, "followed by error variance ratios\n");
          fprintf(fpout, "%12.5f", v0);

          for (i1 = 1; i1 <= nk; ++i1)
            {
              fprintf(fpout, "%13.5f", v[i1-1]);
              if (i1 % 5 == 0 || i1 == nk)
                fprintf(fpout, "\n");
            }

          fprintf(fpout, "\n");
          fprintf(fpout, "Prediction error variances\n");
          fprintf(fpout, "\n");

          for (k = 1; k <= nk; ++k)
            {
              fprintf(fpout, "Lag =%5ld\n", k);
              for (i = 1; i <= ns; ++i)
                {
                  for (j1 = 1; j1 <= ns; ++j1)
                    {
                      fprintf(fpout, "%13.5f", D(i, j1, k));
                      if (j1 % 5 == 0 || j1 == ns)
                        fprintf(fpout, "\n");
                    }
                }
              fprintf(fpout, "\n");
            }

          fprintf(fpout, "Last backward prediction error variances\n");
          fprintf(fpout, "\n");
          fprintf(fpout, "Lag =%5ld\n", nvp);

          for (i = 1; i <= ns; ++i)
            {
              for (j1 = 1; j1 <= ns; ++j1)
                {
                  fprintf(fpout, "%13.5f", DB(i, j1));
                  if (j1 % 5 == 0 || j1 == ns)
                    fprintf(fpout, "\n");
                }
            }

          fprintf(fpout, "\n");
          fprintf(fpout, "Prediction coefficients\n");
          fprintf(fpout, "\n");

          for (k = 1; k <= nk; ++k)
            {
              fprintf(fpout, "Lag =%5ld\n", k);
              for (i = 1; i <= ns; ++i)
                {
                  for (j1 = 1; j1 <= ns; ++j1)
                    {
                      fprintf(fpout, "%13.5f", W(i, j1, k));
                      if (j1 % 5 == 0 || j1 == ns)
                        fprintf(fpout, "\n");
                    }
                }
              fprintf(fpout, "\n");
            }
          fprintf(fpout, "Backward prediction coefficients\n");
          fprintf(fpout, "\n");

          for (k = 1; k <= nk; ++k)
            {
              fprintf(fpout, "Lag =%5ld\n", k);
              for (i = 1; i <= ns; ++i)
                {
                  for (j1 = 1; j1 <= ns; ++j1)
                    {
                      fprintf(fpout, "%13.5f", WB(i, j1, k));
                      if (j1 % 5 == 0 || j1 == ns)
                        fprintf(fpout, "\n");
                    }
                }
              fprintf(fpout, "\n");
            }
        }
    }

 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (c0) NAG_FREE(c0);
  if (c) NAG_FREE(c);
  if (d) NAG_FREE(d);
  if (db) NAG_FREE(db);
  if (p) NAG_FREE(p);
  if (v) NAG_FREE(v);
  if (w) NAG_FREE(w);
  if (wb) NAG_FREE(wb);

  return exit_status;
}