/* nag_tsa_spectrum_univar (g13cbc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 4, 1996.
* Mark 8 revised, 2004.
*
*/
#include <nag.h>
#include <nag_stdlib.h>
#include <stdio.h>
#include <nagg13.h>
#define KCMAX 400
#define NXMAX KCMAX/2
int main(void)
{
Integer exit_status = 0, i, kc, l, mw, ng, nx;
NagError fail;
double *g, pw, px, *stats = 0, *x = 0, *xh = 0;
INIT_FAIL(fail);
printf("nag_tsa_spectrum_univar (g13cbc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%ld ", &nx);
if (nx >= 1 && nx <= NXMAX)
{
if (!(stats = NAG_ALLOC(4, double)) ||
!(x = NAG_ALLOC(KCMAX, double)) ||
!(xh = NAG_ALLOC(NXMAX, double))
)
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
else
{
printf("Invalid nx.\n");
exit_status = 1;
return exit_status;
}
for (i = 1; i <= nx; ++i)
scanf("%lf ", &xh[i - 1]);
px = 0.2;
mw = nx;
pw = 0.5;
kc = KCMAX;
l = 100;
while ((scanf("%ld ", &mw)) != EOF)
{
if (mw > 0 && mw <= nx)
{
for (i = 1; i <= nx; ++i)
x[i - 1] = xh[i - 1];
/* nag_tsa_spectrum_univar (g13cbc).
* Univariate time series, smoothed sample spectrum using
* spectral smoothing by the trapezium frequency (Daniell)
* window
*/
nag_tsa_spectrum_univar(nx, Nag_Mean, px, mw, pw, l, kc, Nag_Logged,
x, &g, &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;
}
if (mw == nx)
printf("\n No smoothing\n\n");
else
printf("\n Frequency width of smoothing window = "
"1/%ld\n\n", mw);
printf(
" Degrees of freedom =%4.1f Bandwidth =%7.4f\n\n",
stats[0], stats[3]);
printf(" 95 percent confidence limits - Lower =%7.4f "
"Upper =%7.4f\n\n", stats[1], stats[2]);
printf(" Spectrum Spectrum Spectrum"
" Spectrum\n");
printf(" estimate estimate estimate"
" estimate\n\n");
for (i = 1; i <= ng; ++i)
printf("%5ld%10.4f%s", i, g[i - 1],
(i%4 == 0?"\n":""));
printf("\n");
NAG_FREE(g);
}
}
END:
NAG_FREE(stats);
NAG_FREE(x);
NAG_FREE(xh);
return exit_status;
}