/* nag_tsa_spectrum_univar_cov (g13cac) Example Program.
 *
 * Copyright 2017 Numerical Algorithms Group.
 *
 * Mark 26.2, 2017.
 */

#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg13.h>

int main(void)
{
  /* Scalars */
  double px;
  Integer exit_status, i, ic, iw, kc, lf, mtx, mw, nc, ng, nx, nxg;
  NagError fail;

  /* Arrays */
  double *c = 0, *xg = 0;
  double stats[4];

  INIT_FAIL(fail);

  exit_status = 0;

  printf("nag_tsa_spectrum_univar_cov (g13cac) Example Program Results\n");

  /* Skip heading in data file */
  scanf("%*[^\n] ");
  scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &nx, &nc);

  if (nx > 0 && nc > 0) {
    mtx = 1;
    px = 0.1;
    iw = 4;
    mw = 100;
    ic = 0;
    kc = 360;
    lf = 200;

    if (ic == 0)
      nxg = MAX(kc, lf);
    else
      nxg = lf;

    /* Allocate memory */
    if (!(c = NAG_ALLOC(nc, double)) || !(xg = NAG_ALLOC(nxg, double)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

    for (i = 1; i <= nx; ++i)
      scanf("%lf", &xg[i - 1]);
    scanf("%*[^\n] ");

    /* nag_tsa_spectrum_univar_cov (g13cac).
     * Univariate time series, smoothed sample spectrum using
     * rectangular, Bartlett, Tukey or Parzen lag window
     */
    nag_tsa_spectrum_univar_cov(nx, mtx, px, iw, mw, ic, nc, c, kc, lf,
                                Nag_Unlogged, nxg, xg, &ng, stats, &fail);
    if (fail.code != NE_NOERROR) {
      printf("Error from nag_tsa_spectrum_univar_cov (g13cac).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }

    printf("\n");

    printf("Covariances\n");
    for (i = 1; i <= nc; ++i) {
      printf("%11.4f", c[i - 1]);
      if (i % 6 == 0 || i == nc)
        printf("\n");
    }
    printf("\n");
    printf("Degrees of freedom =%4.1f      Bandwidth =%7.4f\n",
           stats[0], stats[3]);
    printf("\n");
    printf("95 percent confidence limits -     Lower =%7.4f  "
           "Upper =%7.4f\n", stats[1], stats[2]);
    printf("\n");
    printf("      Spectrum      Spectrum      Spectrum" "      Spectrum\n");
    printf("      estimate      estimate      estimate" "      estimate\n");
    for (i = 1; i <= ng; ++i) {
      printf("%4" NAG_IFMT "%10.4f", i, xg[i - 1]);
      if (i % 4 == 0 || i == ng)
        printf("\n");
    }
  }

END:
  NAG_FREE(c);
  NAG_FREE(xg);

  return exit_status;
}