/* nag_robust_m_estim_1var (g07dbc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 4, 1996.
*
* Mark 6 revised, 2000.
* Mark 8 revised, 2004.
*/
#include <nag.h>
#include <nag_stdlib.h>
#include <nag_string.h>
#include <stdio.h>
#include <nagg07.h>
int main(void)
{
Integer exit_status = 0, i, maxit, n, nit;
Nag_SigmaSimulEst sigma_est;
char sigma_est_str[40];
double c, dchi, h1, h2, h3, *rs = 0, sigma, sigsav, *sorted_x = 0,
thesav, theta;
double tol, *x = 0;
NagError fail;
INIT_FAIL(fail);
printf(
"nag_robust_m_estim_1var (g07dbc) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n]\n");
scanf("%ld %*[^\n]\n", &n);
if (n > 1)
{
if (!(x = NAG_ALLOC(n, double)) ||
!(rs = NAG_ALLOC(n, double)) ||
!(sorted_x = NAG_ALLOC(n, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
else
{
printf("Invalid n.\n");
exit_status = 1;
return exit_status;
}
for (i = 1; i <= n; ++i)
scanf("%lf", &x[i - 1]);
scanf("%*[^\n]\n");
scanf("%lf %lf %lf %lf %ld %*[^\n]\n", &h1, &h2, &h3, &dchi,
&maxit);
printf("%25sInput parameters Output parameters\n", "");
printf(
" sigma_est sigma theta tol sigma theta\n\n");
while ((scanf("%39s %lf %lf %lf%*[^\n]", sigma_est_str, &sigma, &theta,
&tol)) != EOF)
{
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
sigma_est = (Nag_SigmaSimulEst) nag_enum_name_to_value(sigma_est_str);
sigsav = sigma;
thesav = theta;
c = 0.0;
/* nag_robust_m_estim_1var (g07dbc).
* Robust estimation, M-estimates for location and scale
* parameters, standard weight functions
*/
nag_robust_m_estim_1var(sigma_est, n, x, Nag_HampelFun, c, h1, h2, h3,
dchi, &theta, &sigma, maxit, tol, rs, &nit,
sorted_x, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_robust_m_estim_1var (g07dbc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("%s %8.4f %8.4f %7.4f %9.4f %8.4f\n", sigma_est_str,
sigsav, thesav, tol, sigma, theta);
}
END:
NAG_FREE(x);
NAG_FREE(rs);
NAG_FREE(sorted_x);
return exit_status;
}