```/* nag_mv_gaussian_mixture (g03gac) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 24, 2013.
*/
#include <stdio.h>
#include <string.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg03.h>
#include <nagx04.h>

#define S(I,J,K) s[I-1 + (J-1)*(sopt==Nag_GroupVar ?ng:nvar) + (K-1)*nvar*nvar]
#define X(I,J) x[(I-1)*tdx + J-1]
#define PROB(I,J) prob[(I-1)*tdprob + J-1]
#define G(I,J) g[(I-1)*ng + J-1]
#define F(I,J) f[(I-1)*ng + J-1]

int main(void)
{
/* Integer scalar and array declarations */
Integer     exit_status = 0, i, j, lens, m, n, ng, niter, nvar, riter,
tdprob, tdx;
Integer     *isx = 0;

/* Double scalar and array declarations */
double      loglik, tol;
double      *f = 0, *g = 0, *prob = 0, *s = 0, *w = 0, *x = 0;

/* NAG structures */
Nag_Boolean  popt;
Nag_VarCovar sopt;
NagError     fail;

/* Character scalar and array declarations */
char         nag_enum_popt[30+1], nag_enum_sopt[30+1];

printf("nag_mv_gaussian_mixture (g03gac) Example Program Results\n\n");
fflush(stdout);

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

/* Problem size */
scanf("%ld", &n);
scanf("%ld", &m);
scanf("%ld", &nvar);
scanf("%*[^\n] ");

/* Number of groups */
scanf("%ld", &ng);
scanf("%*[^\n] ");

/* Scaling option */
scanf("%30s", nag_enum_sopt);
scanf("%*[^\n] ");

/* Initial probabilities option */
scanf("%30s", nag_enum_popt);
scanf("%*[^\n] ");

/* Maximum number of iterations */
scanf("%ld", &niter);
scanf("%*[^\n] ");

/* Principal dimensions */
tdx = nvar;
tdprob = ng;

/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
popt = (Nag_Boolean)nag_enum_name_to_value(nag_enum_popt);
sopt = (Nag_VarCovar)nag_enum_name_to_value(nag_enum_sopt);

/* Variance/covariance array */
switch (sopt)
{
case Nag_GroupCovar:
lens = nvar*nvar*ng;
break;
case Nag_PooledCovar:
lens = nvar*nvar;
break;
case Nag_GroupVar:
lens = nvar*ng;
break;
case Nag_PooledVar:
lens = nvar;
break;
case Nag_OverallVar:
lens = 1;
break;
}

if (!(x = NAG_ALLOC(n*tdx, double)) ||
!(prob = NAG_ALLOC(n*tdprob, double)) ||
!(g = NAG_ALLOC(ng*nvar, double)) ||
!(w = NAG_ALLOC(ng, double)) ||
!(isx = NAG_ALLOC(m, Integer)) ||
!(f = NAG_ALLOC(ng*n, double)) ||
!(s = NAG_ALLOC(lens, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}

/* Data matrix X */
for (i=1; i<=n; i++)
for (j=1;j<=m; j++)
scanf("%lf", &X(i,j));
scanf("%*[^\n] ");

/* Included variables */
if (nvar != m)
{
for (j=1; j<=m; j++)
scanf("%ld", &isx[j-1]);
scanf("%*[^\n] ");
}

/* Optionally read initial probabilities of group membership */
if (popt==Nag_FALSE)
{
for (i=1; i<=n; i++)
for (j=1; j<=ng; j++)
scanf("%lf", &PROB(i,j));
scanf("%*[^\n] ");
}

/* Optimisation parameters */
tol = 0.0;
riter = 5;

/* Fit the model */
/* nag_mv_gaussian_mixture (g03gac).
* Computes a Gaussian mixture model
*/
INIT_FAIL(fail);
nag_mv_gaussian_mixture(n, m, x, tdx, isx, nvar, ng, popt, prob, tdprob,
&niter, riter, w, g, sopt, s, f, tol, &loglik,
&fail);

if (fail.code != NE_NOERROR)
{
printf("nag_mv_gaussian_mixture (g03gac) failed.\n%s\n",fail.message);
exit_status = 1;
goto END;
}

/* Results */
/* nag_gen_real_mat_print (x04cac).
* Print real general matrix (easy-to-use)
*/
nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix, Nag_NonUnitDiag,
1, ng, w, ng, "Mixing proportions", NULL, &fail);

nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix, Nag_NonUnitDiag,
nvar, ng, g, ng, "\n Group means", NULL, &fail);

/* Variance/Covariance */
switch (sopt) {
case Nag_GroupCovar:
for (i=1; i<=ng; i++)
{
nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix,
Nag_NonUnitDiag, nvar, nvar, &S(1,1,i), nvar,
"\n Variance-covariance matrix", NULL, &fail);
}
break;
case Nag_PooledCovar:
nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix, Nag_NonUnitDiag,
nvar, nvar, s, nvar,
"\n Pooled Variance-covariance matrix", NULL,
&fail);
break;
case Nag_GroupVar:
nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix, Nag_NonUnitDiag,
nvar, ng, s, ng, "\n Groupwise Variance", NULL,
&fail);
break;
case Nag_PooledVar:
nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix, Nag_NonUnitDiag,
nvar, 1, s, 1, "\n Pooled Variance", NULL, &fail);
break;
case Nag_OverallVar:
printf("\n Overall Variance = %g\n", S(1,1,1));
break;
}

nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n,
ng, f, ng, "\n Densities", NULL, &fail);

nag_gen_real_mat_print(Nag_RowMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, n,
ng, prob, ng, "\n Membership probabilities", NULL,
&fail);

printf("\nNo. iterations: %ld\n", niter);
printf("Log-likelihood: %g\n\n", loglik);

END:
NAG_FREE(f);
NAG_FREE(g);
NAG_FREE(prob);
NAG_FREE(s);
NAG_FREE(w);
NAG_FREE(x);
NAG_FREE(isx);

return exit_status;
}
```