/* nag_tsa_exp_smooth (g13amc) Example Program.
 *
 * Copyright 2008, Numerical Algorithms Group.
 *
 * Mark 9, 2009.
 */
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg13.h>

int main(void)
{
  /* Integer scalar and array declarations */
  Integer           exit_status = 0;
  Integer           i, ival, k, n, nf, p;
  /* Double scalar and array declarations */
  double            ad, dv;
  double            *fse = 0, *fv = 0, *init = 0, *param = 0, *r = 0, *res = 0;
  double            *y = 0, *yhat = 0;
  /* Character scalar and array declarations */
  char              smode[26], sitype[30];
  /* NAG structures */
  Nag_InitialValues mode;
  Nag_ExpSmoothType itype;
  NagError          fail;

  /* Initialise the error structure */
  INIT_FAIL(fail);

  printf("nag_tsa_exp_smooth (g13amc) Example Program Results\n");

  /* Skip headings in data file*/
  scanf("%*[^\n] ");
  /* Read in the initial arguments */
  scanf("%s%s%ld%ld%*[^\n] ", smode, sitype, &n, &nf);
  /*
   * nag_enum_name_to_value (x04nac).
   * Converts NAG enum member name to value
   */
  mode = (Nag_InitialValues) nag_enum_name_to_value(smode);
  itype = (Nag_ExpSmoothType) nag_enum_name_to_value(sitype);

  if (!(fse = NAG_ALLOC(nf, double)) ||
      !(fv = NAG_ALLOC(nf, double)) ||
      !(res = NAG_ALLOC(n, double)) ||
      !(y = NAG_ALLOC(n, double)) ||
      !(yhat = NAG_ALLOC(n, double)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  /* Read in the observed data */
  for (i = 0; i < n; i++)
    scanf("%lf ", &y[i]);
  scanf("%*[^\n] ");
  /* Read in the itype dependent arguments (skipping headings) */
  scanf("%*[^\n] ");
  if (itype == Nag_SingleExponential)
    {
      /* Single exponential smoothing required */
      if (!(param = NAG_ALLOC(1, double)))
        {
          printf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      scanf("%lf%*[^\n] ", &param[0]);
      p = 0;
      ival = 1;
    }
  else if (itype == Nag_BrownsExponential)
    {
      /* Browns exponential smoothing required */
      if (!(param = NAG_ALLOC(2, double)))
        {
          printf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      scanf("%lf %lf%*[^\n] ", &param[0], &param[1]);
      p = 0;
      ival = 2;
    }
  else if (itype == Nag_LinearHolt)
    {
      /* Linear Holt smoothing required */
      if (!(param = NAG_ALLOC(3, double)))
        {
          printf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      scanf("%lf %lf %lf%*[^\n] ", &param[0], &param[1], &param[2]);
      p = 0;
      ival = 2;
    }
  else if (itype == Nag_AdditiveHoltWinters)
    {
      /* Additive Holt Winters smoothing required */
      if (!(param = NAG_ALLOC(4, double)))
        {
          printf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      scanf("%lf %lf %lf %lf %ld%*[^\n] ", &param[0], &param[1],
             &param[2], &param[3], &p);
      ival = p+2;
    }
  else if (itype == Nag_MultiplicativeHoltWinters)
    {
      /* Multiplicative Holt Winters smoothing required */
      if (!(param = NAG_ALLOC(4, double)))
        {
          printf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      scanf("%lf %lf %lf %lf %ld%*[^\n] ", &param[0], &param[1],
             &param[2], &param[3], &p);
      ival = p+2;
    }
  else
    {
      printf("%s is an unknown type\n", sitype);
      exit_status = -1;
      goto END;
    }

  /* Allocate some more memory */
  if (!(init = NAG_ALLOC(p+2, double)) ||
      !(r = NAG_ALLOC(p+13, double)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  /* Read in the mode dependent arguments (skipping headings) */
  scanf("%*[^\n] ");
  if (mode == Nag_InitialValuesSupplied)
    {
      /* User supplied initial values*/
      for (i = 0; i < ival; i++)
        scanf("%lf ", &init[i]);
      scanf("%*[^\n] ");
    }
  else if (mode == Nag_ContinueAndUpdate)
    {
      /* Continuing from a previously saved R */
      for (i = 0; i < p+13; i++)
        scanf("%lf ", &r[i]);
      scanf("%*[^\n] ");
    }
  else if (mode == Nag_EstimateInitialValues)
    {
      /* Initial values calculated from first k observations */
      scanf("%ld%*[^\n] ", &k);
    }
  else
    {
      printf("%s is an unknown mode\n", smode);
      exit_status = -1;
      goto END;
    }

  /* Call the library routine to smooth the series */
  nag_tsa_exp_smooth(mode, itype, p, param, n, y, k, init, nf, fv, fse, yhat,
                     res, &dv, &ad, r, &fail);
  if (fail.code != NE_NOERROR)
    {
      printf("Error from nag_tsa_exp_smooth (g13amc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Display the output */
  printf("Initial values used:\n");
  for (i = 0; i < ival; i++)
    printf("%4ld   %12.3f  \n", i+1, init[i]);
  printf("\n");
  printf("Mean Deviation     =  %13.4e\n", dv);
  printf("Absolute Deviation =  %13.4e\n", ad);
  printf("\n");
  printf("         Observed      1-Step\n");
  printf(" Period   Values      Forecast      Residual\n");
  for (i = 0; i < n; i++)
    printf("%4ld   %12.3f   %12.3f   %12.3f\n", i+1, y[i],
            yhat[i], res[i]);
  printf("\n");
  printf("         Forecast     Standard\n");
  printf(" Period   Values       Errors\n");
  for (i = 0; i < nf; i++)
    printf("%4ld   %12.3f   %12.3f  \n", n+i+1, fv[i], fse[i]);

 END:
  if (fse) NAG_FREE(fse);
  if (fv) NAG_FREE(fv);
  if (init) NAG_FREE(init);
  if (param) NAG_FREE(param);
  if (r) NAG_FREE(r);
  if (res) NAG_FREE(res);
  if (y) NAG_FREE(y);
  if (yhat) NAG_FREE(yhat);

  return exit_status;
}