/* nag_rand_copula_normal (g05rdc) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.2, 2024.
*/
/* Pre-processor includes */
#include <math.h>
#include <nag.h>
#include <stdio.h>
#define X(I, J) x[(order == Nag_ColMajor) ? (J * pdx + I) : (I * pdx + J)]
int main(void) {
/* Integer scalar and array declarations */
Integer exit_status = 0;
Integer i, j, lstate, lr, x_size;
Integer *state = 0;
Integer pdx;
/* NAG structures */
NagError fail;
Nag_ModeRNG mode;
/* Double scalar and array declarations */
double *r = 0, *x = 0;
/* Use column major order */
Nag_OrderType order = Nag_RowMajor;
/* Set the number of variables and variates */
Integer m = 4;
Integer n = 10;
/* Input the covariance matrix */
double c[] = {1.69e0, 0.39e0, -1.86e0, 0.07e0, 0.39e0, 98.01e0,
-7.07e0, -0.71e0, -1.86e0, -7.07e0, 11.56e0, 0.03e0,
0.07e0, -0.71e0, 0.03e0, 0.01e0};
Integer pdc = 4;
/* 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_copula_normal (g05rdc) 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;
}
pdx = (order == Nag_ColMajor) ? n : m;
x_size = (order == Nag_ColMajor) ? pdx * m : pdx * n;
/* Calculate the size of the reference vector */
lr = m * m + m + 1;
/* Allocate arrays */
if (!(r = NAG_ALLOC(lr, double)) || !(x = NAG_ALLOC(x_size, 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 reference vector and generate variates */
mode = Nag_InitializeAndGenerate;
nag_rand_copula_normal(order, mode, n, m, c, pdc, r, lr, state, x, pdx,
&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_rand_copula_normal (g05rdc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Display the results */
for (i = 0; i < n; i++) {
printf(" ");
for (j = 0; j < m; j++)
printf("%9.4f%s", X(i, j), (j + 1) % 10 ? " " : "\n");
if (m % 10)
printf("\n");
}
END:
NAG_FREE(r);
NAG_FREE(x);
NAG_FREE(state);
return exit_status;
}