```/* nag_rand_varma (g05pjc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 9, 2009.
*/
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg05.h>

#define VAR(I, J)      var[(order == Nag_RowMajor)?(I*pdvar+J):(J*pdvar+I)]
#define X(I, J)        x[(order == Nag_RowMajor)?(I*pdx+J):(J*pdx+I)]
#define PHI(i, j, l)   phi[l*k*k+j*k+i]
#define THETA(i, j, l) theta[l*k*k+j*k+i]

int main(void)
{
/* Integer scalar and array declarations */
Integer       exit_status = 0;
Integer       lr, x_size, var_size, i, ip, iq, j, k, l, lstate, n, tmp1,
tmp2, tmp3, tmp4, tmp5;
Integer       *state = 0;
Integer       pdx, pdvar;
/* NAG structures */
NagError      fail;
Nag_ModeRNG   mode;
/* Double scalar and array declarations */
double        *phi = 0, *r = 0, *theta = 0, *var = 0, *x = 0, *xmean = 0;
/* Use column major order */
Nag_OrderType order = Nag_ColMajor;
/* Choose the base generator */
Nag_BaseRNG   genid = Nag_Basic;
Integer       subid = 0;
/* Set the seed */
Integer       seed[] = { 1762543 };
Integer       lseed = 1;

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

printf("nag_rand_varma (g05pjc) 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;
}

/* Read data from a file */
scanf("%*[^\n] ");
/* Read in initial parameters */
scanf("%ld%ld%ld%ld%*[^\n] ", &k, &ip,
&iq, &n);

/* Calculate the size of the reference vector */
tmp1 = (ip > iq)?ip:iq;
if (ip == 0)
{
tmp2 = k * (k + 1) / 2;
}
else
{
tmp2 = k*(k+1)/2 + (ip-1)*k*k;
}
tmp3 = ip + iq;
if (k >= 6)
{
lr = (5*tmp1*tmp1+1)*k*k + (4*tmp1+3)*k + 4;
}
else
{
tmp4 = k*tmp1*(k*tmp1+2);
tmp5 = k*k*tmp3*tmp3+tmp2*(tmp2+3)+k*k*(iq+1);
lr = (tmp3*tmp3+1)*k*k + (4*tmp3+3)*k + ((tmp4 > tmp5)?tmp4:tmp5) + 4;
}
pdvar = k;
pdx = (order == Nag_ColMajor)?k:n;
x_size = (order == Nag_ColMajor)?pdx * n:pdx * k;
var_size = pdvar * k;

pdvar = k;
pdx = (order == Nag_ColMajor)?k:n;
x_size = (order == Nag_ColMajor)?pdx * n:pdx * k;
var_size = pdvar * k;

/* Allocate arrays */
if (!(phi = NAG_ALLOC(ip*k*k, double)) ||
!(r = NAG_ALLOC(lr, double)) ||
!(theta = NAG_ALLOC(iq*k*k, double)) ||
!(var = NAG_ALLOC(var_size, double)) ||
!(x = NAG_ALLOC(x_size, double)) ||
!(xmean = NAG_ALLOC(k, double)) ||
!(state = NAG_ALLOC(lstate, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}

/* Read in the AR parameters */
for (l = 0; l < ip; l++)
{
for (i = 0; i < k; i++)
{
for (j = 0; j < k; j++)
scanf("%lf ", &PHI(i, j, l));
}
}
scanf("%*[^\n] ");

/* Read in the MA parameters */
if (iq > 0)
{
for (l = 0; l < iq; l++)
{
for (i = 0; i < k; i++)
{
for (j = 0; j < k; j++)
scanf("%lf ", &THETA(i, j, l));
}
}
scanf("%*[^\n] ");
}

/* Read in the means */
for (i = 0; i < k; i++)
scanf("%lf ", &xmean[i]);
scanf("%*[^\n] ");

/* Read in the variance / covariance matrix*/
for (i = 0; i < k; i++)
{
for (j = 0; j <= i; j++)
scanf("%lf ", &VAR(i, j));
}
scanf("%*[^\n] ");

/* 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 the first realization */
mode = Nag_InitializeAndGenerate;
nag_rand_varma(order, mode, n, k, xmean, ip, phi, iq, theta,
var, pdvar, r, lr, state, x, pdx, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_rand_varma (g05pjc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}

/* Display the results */
printf("  Realization Number 1\n");
for (i = 0; i < k; i++)
{
printf("\n   Series number %3ld\n", i+1);
printf("   -------------\n\n ");
for (j = 0; j < n; j++)
printf("%9.3f%s", X(i, j), (j+1)%8?" ":"\n ");
}
printf("\n");

/* Generate a second realization */
mode = Nag_ReGenerateFromReference;
nag_rand_varma(order, mode, n, k, xmean, ip, phi, iq, theta,
var, pdvar, r, lr, state, x, pdx, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_rand_varma (g05pjc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}

/* Display the results */
printf("  Realization Number 2\n");
for (i = 0; i < k; i++)
{
printf("\n   Series number %3ld\n", i+1);
printf("   -------------\n\n ");
for (j = 0; j < n; j++)
printf("%9.3f%s", X(i, j), (j+1)%8?" ":"\n ");
}
printf("\n");

END:
NAG_FREE(phi);
NAG_FREE(r);
NAG_FREE(theta);
NAG_FREE(var);
NAG_FREE(x);
NAG_FREE(xmean);
NAG_FREE(state);

return exit_status;
}
```