/* nag_tsa_varma_estimate (g13ddc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 9, 2009.
*/
/* Pre-processor includes */
#include <stdio.h>
#include <string.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg13.h>

int main(void)
{
/*Logical scalar and array declarations */
Nag_Boolean     exact;
Nag_IncludeMean mean;
Nag_Boolean     *parhld = 0;
/*Integer scalar and array declarations */
Integer         exit_status = 0;
Integer         i, ip, iprint, iq, ishow, j, k, kmax, maxcal, n;
Integer         niter, npar, pdcm, pdqq, pdw;
/*Double scalar and array declarations */
double          cgetol, rlogl;
double          *cm = 0, *g = 0, *par = 0, *qq = 0, *v = 0, *w = 0;
/*Character scalar and array declarations */
char            smean[40];
/*NAG Types */
NagError        fail;

INIT_FAIL(fail);

printf("nag_tsa_varma_estimate (g13ddc) Example Program Results\n");
/*     Skip heading in data file*/
scanf("%*[^\n] ");
scanf("%ld%ld%ld%ld%39s%*[^\n] ", &k,
&ip, &iq, &n, smean);
npar = (ip+iq)*k*k;
kmax = 3;
/*
* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
mean = (Nag_IncludeMean) nag_enum_name_to_value(smean);
if (mean == Nag_MeanInclude)
npar = npar+k;
printf("\n");
pdcm = npar;
#define CM(I, J) cm[(J-1)*pdcm + I-1]
pdqq = kmax;
#define QQ(I, J) qq[(J-1)*pdqq + I-1]
pdw = kmax;
#define W(I, J)  w[(J-1)*pdw + I-1]
if (!(cm = NAG_ALLOC(npar*npar, double)) ||
!(g = NAG_ALLOC(npar, double)) ||
!(par = NAG_ALLOC(npar, double)) ||
!(qq = NAG_ALLOC(kmax*k, double)) ||
!(v = NAG_ALLOC(kmax*n, double)) ||
!(w = NAG_ALLOC(kmax*n, double)) ||
!(parhld = NAG_ALLOC(npar, Nag_Boolean)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 0; i < npar; i++)
{
par[i] = 0.00e0;
parhld[i] = Nag_FALSE;
}
/*     Set all elements of Q to zero to use the covariance matrix */
/*     between the K time series as the initial estimate of the   */
/*     covariance matrix                                          */
for (j = 1; j <= k; j++)
{
for (i = j; i <= k; i++)
QQ(i, j) = 0.00e0;
}
for (i = 1; i <= k; i++)
{
for (j = 1; j <= n; j++)
scanf("%lf ", &W(i, j));
}
scanf("%*[^\n] ");
parhld[2] = Nag_TRUE;
exact = Nag_TRUE;
iprint = (-(1));
cgetol = 0.00010e0;
maxcal = 40*npar*(npar+5);
ishow = 2;
/*
* nag_tsa_varma_estimate (g13ddc)
* Multivariate time series, estimation of varma model
*/
fflush(stdout);
nag_tsa_varma_estimate(k, n, ip, iq, mean, par, npar, qq, kmax, w, parhld,
exact, iprint, cgetol, maxcal, ishow, 0,
&niter, &rlogl, v, g, cm, pdcm, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_tsa_varma_estimate (g13ddc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}

END:
NAG_FREE(cm);
NAG_FREE(g);
NAG_FREE(par);
NAG_FREE(qq);
NAG_FREE(v);
NAG_FREE(w);
NAG_FREE(parhld);

return exit_status;
}