/* nag_rand_copula_clayton_bivar (g05rec) Example Program.
*
* Copyright 2023 Numerical Algorithms Group.
*
* Mark 29.3, 2023.
*/
/* Pre-processor includes */
#include <math.h>
#include <nag.h>
#include <stdio.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, 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 variates */
Integer n = 13;
/* 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 = -0.8e0;
/* Initialize the error structure */
INIT_FAIL(fail);
printf("nag_rand_copula_clayton_bivar (g05rec) "
"Example Program Results\n\n");
/* Get the length of the state array */
lstate = -1;
nag_rand_init_repeat(genid, subid, seed, lseed, state, &lstate, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_rand_init_repeat (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 : 2;
sdx = (order == Nag_ColMajor) ? 2 : 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_repeat(genid, subid, seed, lseed, state, &lstate, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_rand_init_repeat (g05kfc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Generate variates */
nag_rand_copula_clayton_bivar(order, state, theta, n, x, pdx, sdx, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from "
"nag_rand_copula_clayton_bivar (g05rec).\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(" %9.6f %9.6f\n", X(i, 1), X(i, 2));
}
END:
NAG_FREE(x);
NAG_FREE(state);
return exit_status;
}