/* nag_rand_arma (g05phc) Example Program.
 *
 * Copyright 2014 Numerical Algorithms Group.
 *
 * Mark 9, 2009.
 */
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg05.h>

int main(void)
{
  /* Integer scalar and array declarations */
  Integer     exit_status = 0;
  Integer     lr, i, lstate;
  Integer     *state = 0;

  /* Nag structures */
  NagError    fail;
  Nag_ModeRNG mode;

  /* Double scalar and array declarations */
  double      var;
  double      *r = 0, *x = 0;

  /* Set the number of observations to generate */
  Integer     n = 10;

  /* Set up the parameters for the series being generated */
  Integer     ip = 2;
  Integer     iq = 0;
  double      phi[] = { 0.4e0, 0.2e0 };
  double      xmean = 0.0e0;
  double      avar = 1.0e0;
  /* Need a dummy, non-null theta, even if we are not using it */
  double      theta[] = { 0.0e0 };

  /* Choose the base generator */
  Nag_BaseRNG genid = Nag_Basic;
  Integer     subid = 0;

  /* Set the seed */
  Integer     seed[] = { 1762543 };
  Integer     lseed = 1;

  /* Initialise the error structure */
  INIT_FAIL(fail);

  printf("nag_rand_arma (g05phc) Example Program Results\n\n");

  /* Get the length of the state array */
  lstate = -1;
  nag_rand_init_repeatable(genid, subid, seed, lseed, state, &lstate, &fail);
  if (fail.code != NE_NOERROR)
    {
      printf("Error from nag_rand_init_repeatable (g05kfc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Calculate the size of the reference vector */
  lr = (ip > iq + 1)?ip:iq + 1;
  lr += ip+iq+6;

  /* Allocate arrays */
  if (!(r = NAG_ALLOC(lr, double)) ||
      !(x = NAG_ALLOC(n, double)) ||
      !(state = NAG_ALLOC(lstate, Integer)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  /* Initialise the generator to a repeatable sequence */
  nag_rand_init_repeatable(genid, subid, seed, lseed, state, &lstate, &fail);
  if (fail.code != NE_NOERROR)
    {
      printf("Error from nag_rand_init_repeatable (g05kfc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Set up the reference vector and generate the N realizations */
  mode = Nag_InitializeAndGenerate;
  nag_rand_arma(mode, n, xmean, ip, phi, iq, theta, avar, r, lr, state,
                &var, x, &fail);
  if (fail.code != NE_NOERROR)
    {
      printf("Error from nag_rand_arma (g05phc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Display the variates */
  for (i = 0; i < n; i++)
    printf(" %12.4f\n", x[i]);

 END:
  NAG_FREE(r);
  NAG_FREE(x);
  NAG_FREE(state);

  return exit_status;
}