/* nag_stat_normal_scores_var (g01dcc) Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
*
* Mark 28.6, 2022.
*/
#include <nag.h>
#include <stdio.h>
int main(void) {
/* Scalars */
double errest, etol, exp1, exp2, sumssq;
Integer exit_status, i, j, k, n, vec_elem;
NagError fail;
/* Arrays */
double *pp = 0, *vec = 0;
INIT_FAIL(fail);
printf("nag_stat_normal_scores_var (g01dcc) Example Program Results\n");
etol = 1e-4;
exit_status = 0;
n = 6;
/* Allocate memory */
if (!(pp = NAG_ALLOC(n, double)) ||
!(vec = NAG_ALLOC(n * (n + 1) / 2, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* nag_stat_normal_scores_exact (g01dac).
* Normal scores, accurate values
*/
nag_stat_normal_scores_exact(n, pp, etol, &errest, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_stat_normal_scores_exact (g01dac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
exp1 = pp[5];
exp2 = pp[4];
sumssq = 0.0;
for (i = 1; i <= 6; ++i)
sumssq += pp[i - 1] * pp[i - 1];
/* nag_stat_normal_scores_var (g01dcc).
* Normal scores, approximate variance-covariance matrix
*/
nag_stat_normal_scores_var(n, exp1, exp2, sumssq, vec, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_stat_normal_scores_exact (g01dac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\nSample size = %2" NAG_IFMT "\n\n", n);
printf("Variance-covariance matrix\n");
k = 1;
for (j = 1; j <= n; ++j) {
vec_elem = 1;
for (i = k; i <= k + j - 1; ++i) {
printf("%8.4f%s", vec[i - 1], vec_elem % 6 == 0 ? "\n" : " ");
vec_elem++;
}
printf("\n");
k += j;
}
END:
NAG_FREE(pp);
NAG_FREE(vec);
return exit_status;
}