NAG Library Manual, Mark 29.3
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_univar_robust_1var_mestim (g07dbc) Example Program.
 *
 * Copyright 2023 Numerical Algorithms Group.
 *
 * Mark 29.3, 2023.
 *
 */

#include <nag.h>
#include <stdio.h>

int main(void) {
  Integer exit_status = 0, i, maxit, n, nit;
  Nag_SigmaSimulEst sigma_est;
  char sigma_est_str[40];
  double c, dchi, h1, h2, h3, *rs = 0, sigma, sigsav, *sorted_x = 0, thesav,
                              theta;
  double tol, *x = 0;
  NagError fail;

  INIT_FAIL(fail);

  printf("nag_univar_robust_1var_mestim (g07dbc) Example Program Results\n\n");

  /* Skip heading in data file */
  scanf("%*[^\n]\n");
  scanf("%" NAG_IFMT " %*[^\n]\n", &n);
  if (n > 1) {
    if (!(x = NAG_ALLOC(n, double)) || !(rs = NAG_ALLOC(n, double)) ||
        !(sorted_x = NAG_ALLOC(n, double))) {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  } else {
    printf("Invalid n.\n");
    exit_status = 1;
    return exit_status;
  }
  for (i = 1; i <= n; ++i)
    scanf("%lf", &x[i - 1]);
  scanf("%*[^\n]\n");
  scanf("%lf %lf %lf %lf %" NAG_IFMT " %*[^\n]\n", &h1, &h2, &h3, &dchi,
        &maxit);
  printf("%25sInput parameters     Output parameters\n", "");
  printf("   sigma_est         sigma    theta   tol       sigma   theta\n\n");
  while ((scanf("%39s %lf %lf %lf%*[^\n]", sigma_est_str, &sigma, &theta,
                &tol)) != EOF) {
    /* nag_enum_name_to_value (x04nac).
     * Converts NAG enum member name to value
     */
    sigma_est = (Nag_SigmaSimulEst)nag_enum_name_to_value(sigma_est_str);
    sigsav = sigma;
    thesav = theta;
    c = 0.0;

    /* nag_univar_robust_1var_mestim (g07dbc).
     * Robust estimation, M-estimates for location and scale
     * parameters, standard weight functions
     */
    nag_univar_robust_1var_mestim(sigma_est, n, x, Nag_HampelFun, c, h1, h2, h3,
                                  dchi, &theta, &sigma, maxit, tol, rs, &nit,
                                  sorted_x, &fail);
    if (fail.code != NE_NOERROR) {
      printf("Error from nag_univar_robust_1var_mestim (g07dbc).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }

    printf("%s    %8.4f %8.4f %7.4f %9.4f %8.4f\n", sigma_est_str, sigsav,
           thesav, tol, sigma, theta);
  }

END:
  NAG_FREE(x);
  NAG_FREE(rs);
  NAG_FREE(sorted_x);

  return exit_status;
}