/* nag_rand_times_arma (g05phc) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.0, 2024.
*/
/* Pre-processor includes */
#include <math.h>
#include <nag.h>
#include <stdio.h>
int main(void) {
/* Integer scalar and array declarations */
Integer exit_status = 0;
Integer lr, i, lstate;
Integer *state = 0;
/* Nag structures */
NagError fail;
Nag_ModeRNG mode;
/* Double scalar and array declarations */
double var;
double *r = 0, *x = 0;
/* Set the number of observations to generate */
Integer n = 10;
/* Set up the parameters for the series being generated */
Integer ip = 2;
Integer iq = 0;
double phi[] = {0.4e0, 0.2e0};
double xmean = 0.0e0;
double avar = 1.0e0;
/* Need a dummy, non-null theta, even if we are not using it */
double theta[] = {0.0e0};
/* Choose the base generator */
Nag_BaseRNG genid = Nag_Basic;
Integer subid = 0;
/* Set the seed */
Integer seed[] = {1762543};
Integer lseed = 1;
/* Initialize the error structure */
INIT_FAIL(fail);
printf("nag_rand_times_arma (g05phc) 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;
}
/* Calculate the size of the reference vector */
lr = (ip > iq + 1) ? ip : iq + 1;
lr += ip + iq + 6;
/* Allocate arrays */
if (!(r = NAG_ALLOC(lr, double)) || !(x = NAG_ALLOC(n, 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;
}
/* Set up the reference vector and generate the N realizations */
mode = Nag_InitializeAndGenerate;
nag_rand_times_arma(mode, n, xmean, ip, phi, iq, theta, avar, r, lr, state,
&var, x, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_rand_times_arma (g05phc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Display the variates */
for (i = 0; i < n; i++)
printf(" %12.4f\n", x[i]);
END:
NAG_FREE(r);
NAG_FREE(x);
NAG_FREE(state);
return exit_status;
}