/* nag_moving_average (g01wac) Example Program.
*
* NAGPRODCODE Version.
*
* Copyright 2016 Numerical Algorithms Group.
*
* Mark 26, 2016.
*/
/* Pre-processor includes */
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg01.h>
int main(void)
{
/* Integer scalar and array declarations */
Integer i, ierr, lrcomm, m, nb, offset, pn, nsummaries;
Integer exit_status = 0;
/* NAG structures and types */
NagError fail;
Nag_Weightstype iwt;
Nag_Boolean want_sd;
/* Double scalar and array declarations */
double *rcomm = 0, *rmean = 0, *rsd = 0, *x = 0, *wt = 0;
/* Character scalar and array declarations */
char ciwt[40], cwant_sd[40];
/* Initialize the error structure */
INIT_FAIL(fail);
printf("nag_moving_average (g01wac) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
/* Read in the problem size */
scanf("%39s%" NAG_IFMT "%*[^\n] ", ciwt, &m);
iwt = (Nag_Weightstype) nag_enum_name_to_value(ciwt);
/* Read in a flag indicating whether we want the standard deviations */
scanf("%39s%*[^\n] ", cwant_sd);
want_sd = (Nag_Boolean) nag_enum_name_to_value(cwant_sd);
/* Initial handling of weights */
if (iwt == Nag_WeightWindow) {
/* Each observation in the rolling window has its own weight */
if (!(wt = NAG_ALLOC(m, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 0; i < m; i++) {
scanf("%lf", &wt[i]);
}
scanf("%*[^\n] ");
}
/* Allocate memory for the communication array */
lrcomm = 2 * m + 20;
if (!(rcomm = NAG_ALLOC(lrcomm, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Print some titles */
if (want_sd) {
printf(" Standard\n");
printf(" Interval Mean Deviation\n");
printf(" ---------------------------------------\n");
}
else {
printf(" Interval Mean \n");
printf(" ------------------------\n");
}
/* Loop over each block of data */
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 X to the required size */
NAG_FREE(x);
if (!(x = NAG_ALLOC(nb, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read in the data for this block */
for (i = 0; i < nb; i++) {
scanf("%lf", &x[i]);
}
scanf("%*[^\n] ");
if (iwt == Nag_WeightObs) {
/* User supplied weights are present */
/* Reallocate WT to the required size */
NAG_FREE(wt);
if (!(wt = NAG_ALLOC(nb, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read in the weights for this block */
for (i = 0; i < nb; i++) {
scanf("%lf", &wt[i]);
}
scanf("%*[^\n] ");
}
/* Calculate the number of summaries we can produce */
nsummaries = MAX(0, nb + MIN(0, pn - m + 1));
/* Reallocate the output arrays */
NAG_FREE(rmean);
if (!(rmean = NAG_ALLOC(nsummaries, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
if (want_sd) {
NAG_FREE(rsd);
if (!(rsd = NAG_ALLOC(nsummaries, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
/* nag_moving_average (g01wac):
Calculate the moving average (and optionally the standard deviation)
for this block of data
*/
nag_moving_average(m, nb, x, iwt, wt, &pn, rmean, rsd, rcomm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_moving_average (g01wac).\n%s\n", fail.message);
exit_status = -1;
if (fail.code != NW_POTENTIAL_PROBLEM)
goto END;
}
/* Number of results printed so far */
offset = MAX(1, pn - nb - m + 2);
/* Display the results for this block of data */
if (want_sd) {
for (i = 0; i < nsummaries; i++) {
printf(" [%3" NAG_IFMT ",%3" NAG_IFMT "] "
"%10.1f %10.1f\n",
i + offset, i + m + offset - 1, rmean[i], rsd[i]);
}
}
else {
for (i = 0; i < nsummaries; i++) {
printf(" [%3" NAG_IFMT ",%3" NAG_IFMT "] %10.1f\n",
i + offset, i + m + offset - 1, rmean[i]);
}
}
}
printf("\n");
printf(" Total number of observations : %3" NAG_IFMT "\n", pn);
printf(" Length of window : %3" NAG_IFMT "\n", m);
END:
NAG_FREE(x);
NAG_FREE(wt);
NAG_FREE(rmean);
NAG_FREE(rsd);
NAG_FREE(rcomm);
return (exit_status);
}