NAG Library Manual, Mark 30.2
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NAG CL Interface Introduction
Example description
/* nag_tsa_uni_spectrum_daniell (g13cbc) Example Program.
 *
 * Copyright 2024 Numerical Algorithms Group.
 *
 * Mark 30.2, 2024.
 *
 */

#include <nag.h>
#include <stdio.h>

#define KCMAX 400
#define NXMAX KCMAX / 2

int main(void) {

  Integer exit_status = 0, i, kc, l, mw, ng, nx;
  NagError fail;
  double *g, pw, px, *stats = 0, *x = 0, *xh = 0;

  INIT_FAIL(fail);

  printf("nag_tsa_uni_spectrum_daniell (g13cbc) Example Program Results\n");
  /* Skip heading in data file */
  scanf("%*[^\n] ");
  scanf("%" NAG_IFMT " ", &nx);
  if (nx >= 1 && nx <= NXMAX) {
    if (!(stats = NAG_ALLOC(4, double)) || !(x = NAG_ALLOC(KCMAX, double)) ||
        !(xh = NAG_ALLOC(NXMAX, double))) {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  } else {
    printf("Invalid nx.\n");
    exit_status = 1;
    return exit_status;
  }
  for (i = 1; i <= nx; ++i)
    scanf("%lf ", &xh[i - 1]);
  px = 0.2;
  mw = nx;
  pw = 0.5;
  kc = KCMAX;
  l = 100;
  while ((scanf("%" NAG_IFMT " ", &mw)) != EOF)
  {
    if (mw > 0 && mw <= nx) {
      for (i = 1; i <= nx; ++i)
        x[i - 1] = xh[i - 1];

      /* nag_tsa_uni_spectrum_daniell (g13cbc).
       * Univariate time series, smoothed sample spectrum using
       * spectral smoothing by the trapezium frequency (Daniell)
       * window
       */
      nag_tsa_uni_spectrum_daniell(nx, Nag_Mean, px, mw, pw, l, kc, Nag_Logged,
                                   x, &g, &ng, stats, &fail);
      if (fail.code != NE_NOERROR) {
        printf("Error from nag_tsa_uni_spectrum_daniell (g13cbc).\n%s\n",
               fail.message);
        exit_status = 1;
        goto END;
      }

      if (mw == nx)
        printf("\n No smoothing\n\n");
      else
        printf("\n Frequency width of smoothing window = "
               "1/%" NAG_IFMT "\n\n",
               mw);
      printf(" Degrees of freedom =%4.1f      Bandwidth =%7.4f\n\n", stats[0],
             stats[3]);
      printf(" 95 percent confidence limits -     Lower =%7.4f  "
             "Upper =%7.4f\n\n",
             stats[1], stats[2]);
      printf("       Spectrum       Spectrum       Spectrum"
             "       Spectrum\n");
      printf("       estimate       estimate       estimate"
             "       estimate\n\n");
      for (i = 1; i <= ng; ++i)
        printf("%5" NAG_IFMT "%10.4f%s", i, g[i - 1], (i % 4 == 0 ? "\n" : ""));
      printf("\n");
      NAG_FREE(g);
    }
  }
END:
  NAG_FREE(stats);
  NAG_FREE(x);
  NAG_FREE(xh);
  return exit_status;
}