/* nag_tsa_noise_spectrum_bivar (g13cgc) Example Program.
 *
 * Copyright 1996 Numerical Algorithms Group.
 *
 * Mark 4, 1996.
 * Mark 8 revised, 2004.
 *
 */

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <naga02.h>
#include <nagg13.h>

#define LMAX   80
#define KC     8*L
#define NGMAX  KC
#define L      LMAX
#define NXYMAX 300

int main(void)
{

  Complex  *xyg;
  Integer  exit_status = 0, i, is, j, kc = KC, l = L, mw, ng, nxy;
  NagError fail;
  double   erlw, erup, pw, pxy, rfse;
  double   *er = 0, *rf = 0, *stats = 0, *x = 0, *xg, *y = 0, *yg;

  INIT_FAIL(fail);

  printf(
          "nag_tsa_noise_spectrum_bivar (g13cgc) Example Program Results\n");

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

  scanf("%ld ", &nxy);
  if (nxy > 0 && nxy <= NXYMAX)
    {
      if (!(stats = NAG_ALLOC(4, double)) ||
          !(x = NAG_ALLOC(KC, double)) ||
          !(y = NAG_ALLOC(KC, double)) ||
          !(er = NAG_ALLOC(NGMAX, double)) ||
          !(rf = NAG_ALLOC(LMAX, double)))
        {
          printf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      for (i = 1; i <= nxy; ++i)
        scanf("%lf ", &x[i - 1]);
      for (i = 1; i <= nxy; ++i)
        scanf("%lf ", &y[i - 1]);

      /* Set parameters for call to nag_tsa_spectrum_univar (g13cbc) and g13cdc
       *  with mean correction and 10 percent taper
       */
      pxy = 0.1;
      /* Window shape parameter and zero covariance at lag 16 */
      pw = 0.5;
      mw = 16;
      /* Alignment shift of 3 */
      is = 3;

      /* Obtain univariate spectrum for the x and the y series */
      /* nag_tsa_spectrum_univar (g13cbc).
       * Univariate time series, smoothed sample spectrum using
       * spectral smoothing by the trapezium frequency (Daniell)
       * window
       */
      nag_tsa_spectrum_univar(nxy, Nag_Mean, pxy, mw, pw, l, kc, Nag_Unlogged,
                              x, &xg, &ng, stats, &fail);
      if (fail.code != NE_NOERROR)
        {
          printf("Error from nag_tsa_spectrum_univar (g13cbc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }
      /* nag_tsa_spectrum_univar (g13cbc), see above. */
      nag_tsa_spectrum_univar(nxy, Nag_Mean, pxy, mw, pw, l, kc, Nag_Unlogged,
                              y, &yg, &ng, stats, &fail);
      if (fail.code != NE_NOERROR)
        {
          printf("Error from nag_tsa_spectrum_univar (g13cbc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }

      /* Obtain cross spectrum of the bivariate series */
      /* nag_tsa_spectrum_bivar (g13cdc).
       * Multivariate time series, smoothed sample cross spectrum
       * using spectral smoothing by the trapezium frequency
       * (Daniell) window
       */
      nag_tsa_spectrum_bivar(nxy, Nag_Mean, pxy, mw, is, pw, l, kc, x, y, &xyg,
                             &ng, &fail);
      if (fail.code != NE_NOERROR)
        {
          printf("Error from nag_tsa_spectrum_bivar (g13cdc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }

      /* nag_tsa_noise_spectrum_bivar (g13cgc).
       * Multivariate time series, noise spectrum, bounds, impulse
       * response function and its standard error
       */
      nag_tsa_noise_spectrum_bivar(xg, yg, xyg, ng, stats, l, nxy, er, &erlw,
                                   &erup, rf, &rfse, &fail);
      if (fail.code != NE_NOERROR)
        {
          printf(
                  "Error from nag_tsa_noise_spectrum_bivar (g13cgc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }

      printf("\n");
      printf("           Noise spectrum\n\n");
      for (j = 1; j <= ng; ++j)
        printf("%6ld%16.4f\n", j - 1, er[j - 1]);

      printf("\nNoise spectrum bounds multiplying factors\n\n");
      printf("Lower =%10.4f", erlw);
      printf("     Upper =%10.4f\n\n", erup);
      printf("Impulse response function\n\n");
      for (j = 1; j <= l; ++j)
        printf("%6ld%16.4f\n", j - 1, rf[j - 1]);
      printf("\nImpulse response function standard error =%10.4f\n",
              rfse);
    }
  NAG_FREE(xg);
  NAG_FREE(yg);
  NAG_FREE(xyg);
 END:
  if (stats) NAG_FREE(stats);
  if (x) NAG_FREE(x);
  if (y) NAG_FREE(y);
  if (er) NAG_FREE(er);
  if (rf) NAG_FREE(rf);
  return exit_status;
}