/* nag_normal_scores_var (g01dcc) Example Program.
 *
 * Copyright 2001 Numerical Algorithms Group.
 *
 * Mark 7, 2001.
 * Mark 7b revised, 2004.
 */

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

int main(void)
{

  /* Scalars */
  double   errest, etol, exp1, exp2, sumssq;
  Integer  exit_status, i, j, k, n, vec_elem;
  NagError fail;

  /* Arrays */
  double   *pp = 0, *vec = 0;

  INIT_FAIL(fail);

  printf("nag_normal_scores_var (g01dcc) Example Program Results\n");
  etol = 1e-4;
  exit_status = 0;
  n = 6;

  /* Allocate memory */
  if (!(pp = NAG_ALLOC(n, double)) ||
      !(vec = NAG_ALLOC(n*(n+1)/2, double)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }


  /* nag_normal_scores_exact (g01dac).
   * Normal scores, accurate values
   */
  nag_normal_scores_exact(n, pp, etol, &errest, &fail);
  if (fail.code != NE_NOERROR)
    {
      printf("Error from nag_normal_scores_exact (g01dac).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }
  exp1 = pp[5];
  exp2 = pp[4];
  sumssq = 0.0;
  for (i = 1; i <= 6; ++i)
    sumssq += pp[i - 1] * pp[i - 1];

  /* nag_normal_scores_var (g01dcc).
   * Normal scores, approximate variance-covariance matrix
   */
  nag_normal_scores_var(n, exp1, exp2, sumssq, vec, &fail);
  if (fail.code != NE_NOERROR)
    {
      printf("Error from nag_normal_scores_exact (g01dac).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }


  printf("\nSample size = %2ld\n\n", n);
  printf("Variance-covariance matrix\n");
  k = 1;
  for (j = 1; j <= n; ++j)
    {
      vec_elem = 1;
      for (i = k; i <= k + j - 1; ++i)
        {
          printf("%8.4f%s", vec[i - 1], vec_elem%6 == 0?"\n":" ");
          vec_elem++;
        }
      printf("\n");
      k += j;
    }
 END:
  if (pp) NAG_FREE(pp);
  if (vec) NAG_FREE(vec);

  return exit_status;
}