/* nag_tsa_noise_spectrum_bivar (g13cgc) Example Program.
 *
 * Copyright 2017 Numerical Algorithms Group.
 *
 * Mark 26.2, 2017.
 *
 */

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <naga02.h>
#include <nagg13.h>

#define LMAX   80
#define KC     8*L
#define NGMAX  KC
#define L      LMAX
#define NXYMAX 300

int main(void)
{

  Complex *xyg = 0;
  Integer exit_status = 0, i, is, j, kc = KC, l = L, mw, ng, nxy;
  NagError fail;
  double erlw, erup, pw, pxy, rfse;
  double *er = 0, *rf = 0, *stats = 0, *x = 0, *xg = 0, *y = 0, *yg = 0;

  INIT_FAIL(fail);

  printf("nag_tsa_noise_spectrum_bivar (g13cgc) Example Program Results\n");

  /* Skip heading in data file */
  scanf("%*[^\n] ");
  scanf("%" NAG_IFMT " ", &nxy);
  if (nxy > 0 && nxy <= NXYMAX) {
    if (!(stats = NAG_ALLOC(4, double)) ||
        !(x = NAG_ALLOC(KC, double)) ||
        !(y = NAG_ALLOC(KC, double)) ||
        !(er = NAG_ALLOC(NGMAX, double)) || !(rf = NAG_ALLOC(LMAX, double)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
    for (i = 1; i <= nxy; ++i)
      scanf("%lf ", &x[i - 1]);
    for (i = 1; i <= nxy; ++i)
      scanf("%lf ", &y[i - 1]);

    /* Set parameters for call to nag_tsa_spectrum_univar (g13cbc) and g13cdc
     *  with mean correction and 10 percent taper
     */
    pxy = 0.1;
    /* Window shape parameter and zero covariance at lag 16 */
    pw = 0.5;
    mw = 16;
    /* Alignment shift of 3 */
    is = 3;

    /* Obtain univariate spectrum for the x and the y series */
    /* nag_tsa_spectrum_univar (g13cbc).
     * Univariate time series, smoothed sample spectrum using
     * spectral smoothing by the trapezium frequency (Daniell)
     * window
     */
    nag_tsa_spectrum_univar(nxy, Nag_Mean, pxy, mw, pw, l, kc, Nag_Unlogged,
                            x, &xg, &ng, stats, &fail);
    if (fail.code != NE_NOERROR) {
      printf("Error from nag_tsa_spectrum_univar (g13cbc).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }
    /* nag_tsa_spectrum_univar (g13cbc), see above. */
    nag_tsa_spectrum_univar(nxy, Nag_Mean, pxy, mw, pw, l, kc, Nag_Unlogged,
                            y, &yg, &ng, stats, &fail);
    if (fail.code != NE_NOERROR) {
      printf("Error from nag_tsa_spectrum_univar (g13cbc).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }

    /* Obtain cross spectrum of the bivariate series */
    /* nag_tsa_spectrum_bivar (g13cdc).
     * Multivariate time series, smoothed sample cross spectrum
     * using spectral smoothing by the trapezium frequency
     * (Daniell) window
     */
    nag_tsa_spectrum_bivar(nxy, Nag_Mean, pxy, mw, is, pw, l, kc, x, y, &xyg,
                           &ng, &fail);
    if (fail.code != NE_NOERROR) {
      printf("Error from nag_tsa_spectrum_bivar (g13cdc).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }

    /* nag_tsa_noise_spectrum_bivar (g13cgc).
     * Multivariate time series, noise spectrum, bounds, impulse
     * response function and its standard error
     */
    nag_tsa_noise_spectrum_bivar(xg, yg, xyg, ng, stats, l, nxy, er, &erlw,
                                 &erup, rf, &rfse, &fail);
    if (fail.code != NE_NOERROR) {
      printf("Error from nag_tsa_noise_spectrum_bivar (g13cgc).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }

    printf("\n");
    printf("           Noise spectrum\n\n");
    for (j = 1; j <= ng; ++j)
      printf("%6" NAG_IFMT "%16.4f\n", j - 1, er[j - 1]);

    printf("\nNoise spectrum bounds multiplying factors\n\n");
    printf("Lower =%10.4f", erlw);
    printf("     Upper =%10.4f\n\n", erup);
    printf("Impulse response function\n\n");
    for (j = 1; j <= l; ++j)
      printf("%6" NAG_IFMT "%16.4f\n", j - 1, rf[j - 1]);
    printf("\nImpulse response function standard error =%10.4f\n", rfse);
  }
  NAG_FREE(xg);
  NAG_FREE(yg);
  NAG_FREE(xyg);
END:
  NAG_FREE(stats);
  NAG_FREE(x);
  NAG_FREE(y);
  NAG_FREE(er);
  NAG_FREE(rf);
  return exit_status;
}