/* nag_tsa_inhom_iema_all (g13mfc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 23, 2011.
*/
/* Pre-processor includes */
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg13.h>
#define IEMA(i, j) iema[(order == Nag_RowMajor)?(i*pdiema + j):(j*pdiema + i)]
int main(void)
{
/* Integer scalar and array declarations */
Integer i, j, pdiema, m1, m2, miema, nb, pn, ierr;
Integer exit_status = 0;
/* NAG structures and types */
NagError fail;
Nag_OrderType order;
Nag_TS_Interpolation inter[2];
Nag_TS_Transform ftype;
/* Double scalar and array declarations */
double p, tau;
double *iema = 0, *rcomm = 0, *sinit = 0, *t = 0, *x = 0, *z = 0;
/* Character scalar and array declarations */
char corder[40], cinter[40], cftype[40];
/* Initialise the error structure */
INIT_FAIL(fail);
printf("nag_tsa_inhom_iema_all (g13mfc) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
/* Read in the required order for the output matrix */
scanf("%39s%*[^\n] ",corder);
order = (Nag_OrderType) nag_enum_name_to_value(corder);
/* Read in the problem size */
scanf("%ld%ld%*[^\n] ",&m1,&m2);
/* Read in the transformation function and its parameter */
scanf("%39s",cftype);
ftype = (Nag_TS_Transform) nag_enum_name_to_value(cftype);
scanf("%lf",&p);
/* Read in the interpolation method to use */
scanf("%39s",cinter);
inter[0] = (Nag_TS_Interpolation) nag_enum_name_to_value(cinter);
scanf("%39s",cinter);
inter[1] = (Nag_TS_Interpolation) nag_enum_name_to_value(cinter);
/* Read in the decay parameter */
scanf("%lf%*[^\n] ", &tau);
/* Read in the initial values */
if (!(sinit = NAG_ALLOC(m2 + 2, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 0; i < m2 + 2; i++)
{
scanf("%lf", &sinit[i]);
}
scanf("%*[^\n] ");
miema = m2 - m1 + 1;
/* Print some titles */
for (i = 0; i < 20+5*miema; i++) printf(" ");
printf("Iteration\n");
printf(" Time ");
for (i = m1; i <= m2; i++) printf("%2ld ", i);
printf("\n ");
for (i = 0; i < 21 + 10 * miema; i++) printf("-");
printf("\n");
if (!(rcomm = NAG_ALLOC(m2 + 20, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (pn = 0;;)
{
/* Read in the number of observations in this block */
ierr = scanf("%"NAG_IFMT, &nb);
if (ierr == EOF || ierr < 1) break;
scanf("%*[^\n] ");
/* Reallocate Z and T to the required size */
NAG_FREE(z);
NAG_FREE(t);
if (!(z = NAG_ALLOC(nb, double)) ||
!(t = NAG_ALLOC(nb, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read in the data for this block */
if (ftype != 3)
{
for (i = 0; i < nb; i++)
{
scanf("%lf%lf",&t[i], &z[i]);
}
}
else
{
/* Reallocate X to the required size */
NAG_FREE(x);
if (!(x = NAG_ALLOC(nb, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 0; i < nb; i++)
{
scanf("%lf%lf%lf",&t[i], &z[i], &x[i]);
}
}
scanf("%*[^\n] ");
if (order == Nag_ColMajor)
{
pdiema = nb;
}
else
{
pdiema = miema;
}
/* Reallocate the output array */
NAG_FREE(iema);
if (!(iema = NAG_ALLOC(nb*miema, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Call nag_tsa_inhom_iema_all (g13mfc) to update the iterated EMA for
this block of data */
nag_tsa_inhom_iema_all(order,nb,z,iema,pdiema,t,tau,m1,m2,sinit,inter,
ftype,&p,x,&pn,rcomm,&fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_tsa_inhom_iema_all (g13mfc).\n%s\n",
fail.message);
exit_status = -1;
goto END;
}
/* Display the results for this block of data */
for (i = 0; i < nb; i++)
{
printf(" %3ld %10.1f ", pn - nb + i + 1, t[i]);
for (j = 0; j < miema; j++)
{
printf(" %8.3f", IEMA(i,j));
}
printf("\n");
}
printf("\n");
}
END:
NAG_FREE(iema);
NAG_FREE(t);
NAG_FREE(z);
NAG_FREE(x);
NAG_FREE(sinit);
NAG_FREE(rcomm);
return(exit_status);
}