/* nag_rand_copula_clayton (g05rhc) Example Program. * * Copyright 2009, Numerical Algorithms Group. * * Mark 9, 2009. */ /* Pre-processor includes */ #include #include #include #include #include #define X(I, J) x[order == Nag_ColMajor?((J-1)*pdx + I-1):((I-1)*pdx + J-1)] int main(void) { /* Integer scalar and array declarations */ Integer exit_status = 0; Integer i, j, lstate, pdx, sdx; Integer *state = 0; /* Double scalar and array declarations */ double *x = 0; /* NAG structures */ NagError fail; /* Use row major order */ Nag_OrderType order = Nag_RowMajor; /* Set the number of variables and variates */ Integer n = 13, m = 4; /* Choose the base generator */ Nag_BaseRNG genid = Nag_Basic; Integer subid = 0; /* Set the seed */ Integer seed[] = { 1762543 }; Integer lseed = 1; /* Set the theta parameter value */ double theta = 1.3e0; /* Initialise the error structure */ INIT_FAIL(fail); printf( "nag_rand_copula_clayton (g05rhc) Example Program Results\n\n"); /* Get the length of the state array */ lstate = -1; nag_rand_init_repeatable(genid, subid, seed, lseed, state, &lstate, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_rand_init_repeatable (g05kfc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Set matrix size and principal dimension according to storage order */ pdx = (order == Nag_ColMajor)?n:m; sdx = (order == Nag_ColMajor)?m:n; /* Allocate arrays */ if (!(x = NAG_ALLOC((pdx*sdx), double)) || !(state = NAG_ALLOC(lstate, Integer))) { printf("Allocation failure\n"); exit_status = -1; goto END; } /* Initialise the generator to a repeatable sequence */ nag_rand_init_repeatable(genid, subid, seed, lseed, state, &lstate, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_rand_init_repeatable (g05kfc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Generate variates */ nag_rand_copula_clayton(order, state, theta, n, m, x, pdx, sdx, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_rand_copula_clayton (g05rhc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Display the results */ printf("Uniform variates with copula joint distrbution\n"); for (i = 1; i <= n; i++) { printf(" "); for (j = 1; j <= m; j++) printf("%9.6f%s", X(i, j), j < m?" ":"\n"); } END: if (x) NAG_FREE(x); if (state) NAG_FREE(state); return exit_status; }