/* nag_tsa_inhom_iema (g13mec) Example Program.
*
* NAGPRODCODE Version.
*
* Copyright 2016 Numerical Algorithms Group.
*
* Mark 26, 2016.
*/
/* Pre-processor includes */
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg13.h>
int main(void)
{
/* Integer scalar and array declarations */
Integer i, ierr, m, nb, pn;
Integer exit_status = 0;
/* NAG structures and types */
NagError fail;
Nag_TS_Interpolation inter[2];
/* Double scalar and array declarations */
double tau;
double *iema = 0, *rcomm = 0, *sinit = 0, *t = 0;
/* Character scalar and array declarations */
char cinter[40];
/* Initialize the error structure */
INIT_FAIL(fail);
printf("nag_tsa_inhom_iema (g13mec) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
/* Read in the number of iterations required */
scanf("%" NAG_IFMT "%*[^\n] ", &m);
/* Read in the interpolation method to use */
scanf("%39s", cinter);
inter[0] = (Nag_TS_Interpolation) nag_enum_name_to_value(cinter);
scanf("%39s", cinter);
inter[1] = (Nag_TS_Interpolation) nag_enum_name_to_value(cinter);
/* Read in the decay parameter */
scanf("%lf%*[^\n] ", &tau);
/* Read in the initial values */
if (!(sinit = NAG_ALLOC(m + 2, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 0; i < m + 2; i++) {
scanf("%lf", &sinit[i]);
}
scanf("%*[^\n] ");
/* Print some titles */
printf(" Iterated\n");
printf(" Time EMA\n");
printf(" --------------------------------\n");
if (!(rcomm = NAG_ALLOC(m + 20, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Loop over each block of data */
for (pn = 0;;) {
/* Read in the number of observations in this block */
ierr = scanf("%" NAG_IFMT, &nb);
if (ierr == EOF || ierr < 1)
break;
scanf("%*[^\n] ");
/* Reallocate IEMA and T to the required size */
NAG_FREE(iema);
NAG_FREE(t);
if (!(iema = NAG_ALLOC(nb, double)) || !(t = NAG_ALLOC(nb, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read in the data for this block */
for (i = 0; i < nb; i++) {
scanf("%lf%lf", &t[i], &iema[i]);
}
scanf("%*[^\n] ");
/* Call nag_tsa_inhom_iema (g13mec) to update the iterated EMA for
this block of data. The routine overwrites the input data with
the iterated EMA */
nag_tsa_inhom_iema(nb, iema, t, tau, m, sinit, inter, &pn, rcomm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_inhom_iema (g13mec).\n%s\n", fail.message);
exit_status = -1;
goto END;
}
/* Display the results for this block of data */
for (i = 0; i < nb; i++) {
printf(" %3" NAG_IFMT " %10.1f %10.3f\n", pn - nb + i + 1, t[i],
iema[i]);
}
printf("\n");
}
END:
NAG_FREE(iema);
NAG_FREE(t);
NAG_FREE(sinit);
NAG_FREE(rcomm);
return (exit_status);
}