/* nag_sort_rank_sort (m01dsc) Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
*
* Mark 27.2, 2021.
*
*/
#include <nag.h>
#include <stdio.h>
#ifdef __cplusplus
extern "C" {
#endif
static Integer NAG_CALL compare(const Nag_Pointer a, const Nag_Pointer b);
static Integer weighted_quantiles(Integer n, const double vec[],
const double weights[], Integer nq,
double quant[], double quant_vec[],
NagError *fail);
static int ex1(void);
static int ex2(void);
#ifdef __cplusplus
}
#endif
int main(void) {
Integer exit_status_ex1;
Integer exit_status_ex2;
printf("nag_sort_rank_sort (m01dsc) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
exit_status_ex1 = ex1();
exit_status_ex2 = ex2();
return (exit_status_ex1 == 0 && exit_status_ex2 == 0) ? 0 : 1;
}
static int ex1(void) {
Integer exit_status = 0;
NagError fail;
double *vec = 0;
ptrdiff_t step;
size_t i, n, *rank = 0, step_u;
INIT_FAIL(fail);
printf("Example 1\n");
/* Skip heading in data file */
scanf(" %*[^\n] ");
scanf("%" NAG_UFMT "%" NAG_UFMT "", &n, &step_u);
step = (ptrdiff_t)step_u;
if (n >= 1) {
if (!(vec = NAG_ALLOC(n, double)) || !(rank = NAG_ALLOC(n, size_t))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
} else {
printf("Invalid n or step.\n");
exit_status = 1;
return exit_status;
}
for (i = 0; i < n; ++i)
scanf("%lf", &vec[i]);
/* nag_sort_rank_sort (m01dsc).
* Rank sort of set of values of arbitrary data type
*/
nag_sort_rank_sort((Pointer)vec, n, step * (ptrdiff_t)(sizeof(double)),
compare, Nag_Ascending, rank, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_sort_rank_sort (m01dsc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
printf(" Data Rank\n");
for (i = 0; i < n; ++i)
printf(" %7.4f %4" NAG_UFMT "\n", vec[i], rank[i]);
END:
NAG_FREE(vec);
NAG_FREE(rank);
return exit_status;
}
int ex2(void) {
/* Scalars */
Integer exit_status = 0, i, n, nq;
/* Arrays */
double *vec = 0, *quant = 0, *quant_vec = 0, *weights = 0;
/* Nag Types */
NagError fail;
INIT_FAIL(fail);
printf("\n\nExample 2\n");
/* Skip heading in data file */
scanf(" %*[^\n] ");
scanf("%" NAG_IFMT "%" NAG_IFMT "", &n, &nq);
if (n >= 1 && nq >= 1) {
if (!(vec = NAG_ALLOC(n, double)) || !(quant = NAG_ALLOC(nq, double)) ||
!(quant_vec = NAG_ALLOC(nq, double)) ||
!(weights = NAG_ALLOC(n, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
} else {
if (n < 1) {
printf("Invalid n.\n");
} else {
printf("Invalid nq.\n");
}
exit_status = 1;
goto END;
}
for (i = 0; i < n; ++i)
scanf("%lf", &vec[i]);
for (i = 0; i < n; ++i)
scanf("%lf", &weights[i]);
for (i = 0; i < nq; ++i)
scanf("%lf", &quant[i]);
/* Find quantiles of set of values of data type double */
exit_status =
weighted_quantiles(n, vec, weights, nq, quant, quant_vec, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from weighted_quantiles.\n%s\n", fail.message);
goto END;
}
printf(" Quantile Result\n\n");
for (i = 0; i < nq; ++i) {
printf(" %7.4f %7.4f\n", quant[i], quant_vec[i]);
}
END:
NAG_FREE(vec);
NAG_FREE(quant);
NAG_FREE(quant_vec);
NAG_FREE(weights);
return exit_status;
}
Integer weighted_quantiles(Integer n, const double vec[],
const double weights[], Integer nq, double quant[],
double quant_vec[], NagError *fail) {
Integer i, index, exit_status = 0;
double item, *cum_weights = 0;
ptrdiff_t step;
size_t *rank = 0;
/* Skip heading in data file */
scanf("%*[^\n]");
if (!(cum_weights = NAG_ALLOC(n, double)) || !(rank = NAG_ALLOC(n, size_t))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
step = (ptrdiff_t)1;
/* nag_sort_rank_sort (m01dsc).
* Rank sort of set of values of arbitrary data type
*/
nag_sort_rank_sort((Pointer)vec, (size_t)n,
step * (ptrdiff_t)(sizeof(double)), compare, Nag_Ascending,
rank, fail);
if (fail->code != NE_NOERROR) {
printf("Error from nag_sort_rank_sort (m01dsc).\n%s\n", fail->message);
exit_status = 1;
goto END;
}
/* nag_sort_permute_invert (m01zac).
* Inverts a permutation converting a rank vector to an
* index vector or vice versa
*/
nag_sort_permute_invert(rank, n, fail);
if (fail->code != NE_NOERROR) {
printf("Error from nag_sort_permute_invert (m01zac).\n%s\n", fail->message);
exit_status = 1;
goto END;
}
/* obtain the cumulative weights */
cum_weights[0] = weights[rank[0]];
for (i = 1; i < n; ++i)
cum_weights[i] = cum_weights[i - 1] + weights[rank[i]];
/* find the quantiles */
for (i = 0; i < nq; ++i) {
/* scale the quantiles w.r.t the total cumulative sum */
item = quant[i] * cum_weights[n - 1];
/* nag_sort_realvec_search (m01nac)
* Binary search in set of double precision numbers
*/
index =
nag_sort_realvec_search(Nag_FALSE, cum_weights, 0, n - 1, item, fail);
if (fail->code != NE_NOERROR) {
printf("Error from nag_sort_realvec_search (m01nac).\n%s\n",
fail->message);
exit_status = 1;
goto END;
}
if (index != n - 1)
index++;
/* convert the index returned by M01NAF into a value
from the (sorted) original data */
quant_vec[i] = vec[rank[index]];
}
END:
NAG_FREE(cum_weights);
NAG_FREE(rank);
return exit_status;
}
static Integer NAG_CALL compare(const Nag_Pointer a, const Nag_Pointer b) {
double x = *((const double *)a);
double y = *((const double *)b);
return (x < y ? -1 : (x == y ? 0 : 1));
}