/* nag_tsa_inhom_iema_all (g13mfc) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.1, 2024.
*/
/* Pre-processor includes */
#include <nag.h>
#include <stdio.h>
#define IEMA(I, J) \
iema[(order == Nag_RowMajor) ? ((I)*pdiema + (J)) : ((J)*pdiema + (I))]
int main(void) {
/* Integer scalar and array declarations */
Integer i, j, pdiema, m1, m2, miema, nb, pn, ierr;
Integer exit_status = 0;
/* NAG structures and types */
NagError fail;
Nag_OrderType order;
Nag_TS_Interpolation inter[2];
Nag_TS_Transform ftype;
/* Double scalar and array declarations */
double p, tau;
double *iema = 0, *rcomm = 0, *sinit = 0, *t = 0, *x = 0, *z = 0;
/* Character scalar and array declarations */
char corder[40], cinter[40], cftype[40];
/* Initialize the error structure */
INIT_FAIL(fail);
printf("nag_tsa_inhom_iema_all (g13mfc) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
/* Read in the required order for the output matrix */
scanf("%39s%*[^\n] ", corder);
order = (Nag_OrderType)nag_enum_name_to_value(corder);
/* Read in the problem size */
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &m1, &m2);
/* Read in the transformation function and its parameter */
scanf("%39s", cftype);
ftype = (Nag_TS_Transform)nag_enum_name_to_value(cftype);
scanf("%lf", &p);
/* Read in the interpolation method to use */
scanf("%39s", cinter);
inter[0] = (Nag_TS_Interpolation)nag_enum_name_to_value(cinter);
scanf("%39s", cinter);
inter[1] = (Nag_TS_Interpolation)nag_enum_name_to_value(cinter);
/* Read in the decay parameter */
scanf("%lf%*[^\n] ", &tau);
/* Read in the initial values */
if (!(sinit = NAG_ALLOC(m2 + 2, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 0; i < m2 + 2; i++) {
scanf("%lf", &sinit[i]);
}
scanf("%*[^\n] ");
miema = m2 - m1 + 1;
/* Print some titles */
for (i = 0; i < 20 + 5 * miema; i++)
printf(" ");
printf("Iteration\n");
printf(" Time ");
for (i = m1; i <= m2; i++)
printf("%2" NAG_IFMT " ", i);
printf("\n ");
for (i = 0; i < 21 + 10 * miema; i++)
printf("-");
printf("\n");
if (!(rcomm = NAG_ALLOC(m2 + 20, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
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 Z and T to the required size */
NAG_FREE(z);
NAG_FREE(t);
if (!(z = NAG_ALLOC(nb, double)) || !(t = NAG_ALLOC(nb, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read in the data for this block */
if (ftype != 3) {
for (i = 0; i < nb; i++) {
scanf("%lf%lf", &t[i], &z[i]);
}
} else {
/* Reallocate X to the required size */
NAG_FREE(x);
if (!(x = NAG_ALLOC(nb, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 0; i < nb; i++) {
scanf("%lf%lf%lf", &t[i], &z[i], &x[i]);
}
}
scanf("%*[^\n] ");
if (order == Nag_ColMajor) {
pdiema = nb;
} else {
pdiema = miema;
}
/* Reallocate the output array */
NAG_FREE(iema);
if (!(iema = NAG_ALLOC(nb * miema, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Call nag_tsa_inhom_iema_all (g13mfc) to update the iterated EMA for
this block of data */
nag_tsa_inhom_iema_all(order, nb, z, iema, pdiema, t, tau, m1, m2, sinit,
inter, ftype, &p, x, &pn, rcomm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_inhom_iema_all (g13mfc).\n%s\n", fail.message);
exit_status = -1;
goto END;
}
/* Display the results for this block of data */
for (i = 0; i < nb; i++) {
printf(" %3" NAG_IFMT " %10.1f ", pn - nb + i + 1, t[i]);
for (j = 0; j < miema; j++) {
printf(" %8.3f", IEMA(i, j));
}
printf("\n");
}
printf("\n");
}
END:
NAG_FREE(iema);
NAG_FREE(t);
NAG_FREE(z);
NAG_FREE(x);
NAG_FREE(sinit);
NAG_FREE(rcomm);
return (exit_status);
}