NAG Library Manual, Mark 30
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_rand_copula_gumbel (g05rkc) Example Program.
 *
 * Copyright 2024 Numerical Algorithms Group.
 *
 * Mark 30.0, 2024.
 */
/* 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, j, 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 variables and variates */
  Integer n = 13, m = 4;

  /* 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 = 2.4e0;

  /* Initialize the error structure */
  INIT_FAIL(fail);

  printf("nag_rand_copula_gumbel (g05rkc) 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 : m;
  sdx = (order == Nag_ColMajor) ? m : 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_gumbel(order, state, theta, n, m, x, pdx, sdx, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_rand_copula_gumbel (g05rkc).\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("  ");
    for (j = 1; j <= m; j++)
      printf("%9.6f%s", X(i, j), j < m ? " " : "\n");
  }

END:
  NAG_FREE(x);
  NAG_FREE(state);

  return exit_status;
}