/* nag_moments_quad_form (g01nac) Example Program. * * Copyright 2001 Numerical Algorithms Group. * * Mark 7, 2001. */ #include #include #include #include int main(void) { /* Scalars */ double beta, con; Integer exit_status, i, j, l, n, pda, pdsigma; NagError fail; Nag_OrderType order; /* Arrays */ double *a = 0, *emu = 0, *rkum = 0, *rmom = 0, *sigma = 0; #ifdef NAG_COLUMN_MAJOR #define A(I, J) a[(J-1)*pda + 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 SIGMA(I, J) sigma[(I-1)*pdsigma + J - 1] order = Nag_RowMajor; #endif INIT_FAIL(fail); exit_status = 0; printf("nag_moments_quad_form (g01nac) Example Program Results\n"); /* Skip heading in data file */ scanf("%*[^\n] "); scanf("%lf%lf%*[^\n] ", &beta, &con); scanf("%ld%ld%*[^\n] ", &n, &l); /* Allocate memory */ if (!(a = NAG_ALLOC(n * n, double)) || !(emu = NAG_ALLOC(n, double)) || !(rkum = NAG_ALLOC(l, double)) || !(rmom = NAG_ALLOC(l, double)) || !(sigma = NAG_ALLOC(n * n, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } pda = n; pdsigma = n; if (l <= 12) { /* 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; } for (i = 1; i <= n - 1; ++i) A(i + 1, i) = 0.5; emu[0] = con * 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); } /* nag_moments_quad_form (g01nac). * Cumulants and moments of quadratic forms in Normal * variables */ nag_moments_quad_form(order, Nag_ComputeMoments, Nag_MeanInclude, n, a, n, emu, sigma, n, l, rkum, rmom, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_moments_quad_form (g01nac).\n%s\n", fail.message); exit_status = 1; goto END; } printf("\n"); printf(" n = %3ld beta = %6.3f con = %6.3f\n", n, beta, con); printf("\n"); printf(" Cumulants Moments\n"); printf("\n"); for (i = 1; i <= l; ++i) printf("%3ld%13.4e %13.4e\n", i, rkum[i - 1], rmom[i - 1]); } END: if (a) NAG_FREE(a); if (emu) NAG_FREE(emu); if (rkum) NAG_FREE(rkum); if (rmom) NAG_FREE(rmom); if (sigma) NAG_FREE(sigma); return exit_status; }