/* nag_kernel_density_estim (g10bac) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 6, 2000.
* Mark 7b revised, 2004.
*/
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg01.h>
#include <nagg05.h>
#include <nagg10.h>
int main(void)
{
/* Integer scalar and array declarations */
Integer exit_status = 0, i, increment, j, lstate;
Integer *state = 0, *isort = 0;
/* NAG structures */
NagError fail;
/* Double scalar and array declarations */
double high, low, window;
double *s = 0, *smooth = 0, *x = 0;
/* Choose the base generator */
Nag_BaseRNG genid = Nag_Basic;
Integer subid = 0;
/* Set the seed */
Integer seed[] = { 1762543 };
Integer lseed = 1;
/* Set the distribution parameters for the simulated data */
double xmu = 0.0e0;
double var = 1.0e0;
/* Generate 1000 data points in the simulated data */
Integer n = 1000;
/* Number of points at which to estimate density */
Integer ns = 100;
INIT_FAIL(fail);
printf("nag_kernel_density_estim (g10bac) Example Program Results\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;
}
/* Allocate some memory for the arrays */
if (!(x = NAG_ALLOC(n, double))
|| !(s = NAG_ALLOC(ns, double))
|| !(state = NAG_ALLOC(lstate, Integer))
|| !(smooth = NAG_ALLOC(ns, double))
|| !(isort = NAG_ALLOC(ns, 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;
}
/* Generate the variates */
nag_rand_normal(n, xmu, var, state, x, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_rand_normal (g05skc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* Skip heading in data file */
scanf("%*[^\n] ");
/* Read in the windowing information */
scanf("%lf ", &window);
scanf("%lf, %lf", &low, &high);
/* Perform kernel density estimation */
/* nag_kernel_density_estim (g10bac).
* Kernel density estimate using Gaussian kernel
*/
nag_kernel_density_estim(n, x, window, low, high, ns, smooth, s, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_kernel_density_estim (g10bac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\n Points Density Points Density Points "
"Density Points Density\n");
printf(" Value Value "
"Value Value\n\n");
increment = 25;
for (i = 1; i <= ns/4; i++)
{
printf("%9.4f %7.4f", s[i-1], smooth[i-1]);
for (j = 1; j <= 3; j++)
{
printf("%9.4f %7.4f", s[i-1+j*increment],
smooth[i-1+j*increment]);
}
printf("\n");
}
END:
NAG_FREE(x);
NAG_FREE(s);
NAG_FREE(smooth);
NAG_FREE(isort);
NAG_FREE(state);
return exit_status;
}