/* nag_robust_m_estim_1var_usr (g07dcc) Example Program.
 *
 * Copyright 2001 Numerical Algorithms Group.
 *
 * Mark 7, 2001.
 * Mark 7b revised, 2004.
 */

#include <math.h>
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg07.h>

static double NAG_CALL chi(double t, Nag_Comm *comm);
static double NAG_CALL psi_(double t, Nag_Comm *comm);


int main(void)
{

  /* Scalars */
  double   beta, sigma, sigsav, thesav, theta, tol;
  Integer  exit_status, i, isigma, maxit, n, nit;
  NagError fail;
  Nag_Comm comm;

  /* Arrays */
  double   *rs = 0, *x = 0;

  INIT_FAIL(fail);

  exit_status = 0;
  printf(
          "nag_robust_m_estim_1var_usr (g07dcc) Example Program Results\n");

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

  scanf("%ld%*[^\n] ", &n);
  /* Allocate memory */
  if (!(rs = NAG_ALLOC(n, double)) ||
      !(x = NAG_ALLOC(n, double)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  printf("\n");

  for (i = 1; i <= n; ++i)
    {
      scanf("%lf", &x[i - 1]);
    }
  scanf("%*[^\n] ");

  scanf("%lf%ld%*[^\n] ", &beta, &maxit);
  printf("          Input parameters     Output parameters\n");
  printf("isigma   sigma   theta   tol    sigma  theta\n");
  while (scanf("%ld%lf%lf%lf%*[^\n] ", &isigma, &sigma,
                &theta, &tol) != EOF)
    {
      sigsav = sigma;
      thesav = theta;

      /* nag_robust_m_estim_1var_usr (g07dcc).
       * Robust estimation, M-estimates for location and scale
       * parameters, user-defined weight functions
       */
      nag_robust_m_estim_1var_usr(chi, psi_, isigma, n, x, beta, &theta,
                                  &sigma, maxit, tol, rs, &nit, &comm,
                                  &fail);
      if (fail.code != NE_NOERROR)
        {
          printf(
                  "Error from nag_robust_m_estim_1var_usr (g07dcc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }


      printf("%3ld%3s%8.4f%8.4f%7.4f", isigma, "", sigsav,
              thesav, tol);
      printf("%8.4f%8.4f\n", sigma, theta);
    }
 END:
  if (rs) NAG_FREE(rs);
  if (x) NAG_FREE(x);
  return exit_status;
}

static double NAG_CALL psi_(double t, Nag_Comm *comm)
{
  /* Scalars */
  double abst;
  double ret_val;


  /* Hampel's Piecewise Linear Function. */
  abst = fabs(t);
  if (abst < 4.5)
    {
      if (abst <= 3.0)
        {
          ret_val = MIN(1.5, abst);
        }
      else
        {
          ret_val = (4.5 - abst) * 1.5 / 1.5;
        }
      if (t < 0.0)
        {
          ret_val = -ret_val;
        }
    }
  else
    {
      ret_val = 0.0;
    }
  return ret_val;
} /* psi_ */


double NAG_CALL chi(double t, Nag_Comm *comm)
{
  /* Scalars */
  double abst, ps;
  double ret_val;

  /* Huber's chi function. */
  abst = fabs(t);
  ps = MIN(1.5, abst);
  ret_val = ps * ps / 2;
  return ret_val;
}