/* nag_rand_copula_gumbel (g05rkc) Example Program.
*
* NAGPRODCODE Version.
*
* Copyright 2016 Numerical Algorithms Group.
*
* Mark 26, 2016.
*/
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg05.h>
#define X(I, J) x[order == Nag_ColMajor?((J-1)*pdx + I-1):((I-1)*pdx + J-1)]
int main(void)
{
/* Integer scalar and array declarations */
Integer exit_status = 0;
Integer i, j, lstate, pdx, sdx;
Integer *state = 0;
/* Double scalar and array declarations */
double *x = 0;
/* NAG structures */
NagError fail;
/* Use row major order */
Nag_OrderType order = Nag_RowMajor;
/* Set the number of variables and variates */
Integer n = 13, m = 4;
/* Choose the base generator */
Nag_BaseRNG genid = Nag_Basic;
Integer subid = 0;
/* Set the seed */
Integer seed[] = { 1762543 };
Integer lseed = 1;
/* Set the theta parameter value */
double theta = 2.4e0;
/* Initialize the error structure */
INIT_FAIL(fail);
printf("nag_rand_copula_gumbel (g05rkc) Example Program Results\n\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;
}
/* Set matrix size and principal dimension according to storage order */
pdx = (order == Nag_ColMajor) ? n : m;
sdx = (order == Nag_ColMajor) ? m : n;
/* Allocate arrays */
if (!(x = NAG_ALLOC((pdx * sdx), double)) ||
!(state = NAG_ALLOC(lstate, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Initialize 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 variates */
nag_rand_copula_gumbel(order, state, theta, n, m, x, pdx, sdx, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_rand_copula_gumbel (g05rkc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Display the results */
printf("Uniform variates with copula joint distrbution\n");
for (i = 1; i <= n; i++) {
printf(" ");
for (j = 1; j <= m; j++)
printf("%9.6f%s", X(i, j), j < m ? " " : "\n");
}
END:
NAG_FREE(x);
NAG_FREE(state);
return exit_status;
}