/* nag_tsa_cross_spectrum_bivar (g13cec) Example Program.
*
* Copyright 2017 Numerical Algorithms Group.
*
* Mark 26.1, 2017.
*
*/

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <naga02.h>
#include <nagg13.h>

#define L      80
#define KC     8*L
#define NGMAX  KC
#define NXYMAX 300

int main(void)
{

Complex *xyg = 0;
Integer exit_status = 0, i, is, j, kc = KC, l = L, mw, ng, nxy;
NagError fail;
double *ca = 0, *calw = 0, *caup = 0, pw, pxy, *sc = 0, *sclw = 0;
double *scup = 0, stats[4], t, *x = 0, *xg = 0, *y = 0, *yg = 0;
INIT_FAIL(fail);

printf("nag_tsa_cross_spectrum_bivar (g13cec) Example Program Results\n");

/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%" NAG_IFMT " ", &nxy);
if (nxy > 0 && nxy <= NXYMAX) {
if (!(x = NAG_ALLOC(KC, double)) ||
!(y = NAG_ALLOC(KC, double)) ||
!(ca = NAG_ALLOC(NGMAX, double)) ||
!(calw = NAG_ALLOC(NGMAX, double)) ||
!(caup = NAG_ALLOC(NGMAX, double)) ||
!(sc = NAG_ALLOC(NGMAX, double)) ||
!(sclw = NAG_ALLOC(NGMAX, double)) ||
!(scup = NAG_ALLOC(NGMAX, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 1; i <= nxy; ++i)
scanf("%lf ", &x[i - 1]);
for (i = 1; i <= nxy; ++i)
scanf("%lf ", &y[i - 1]);

/* Set parameters for call to nag_tsa_spectrum_univar (g13cbc) and g13cdc
*  with mean correction and 10 percent taper
*/
pxy = 0.1;
/* Window shape parameter and zero covariance at lag 16 */
pw = 0.5;
mw = 16;
/* Alignment shift of 3 */
is = 3;

/* Obtain univariate spectrum for the x and the y series */
/* nag_tsa_spectrum_univar (g13cbc).
* Univariate time series, smoothed sample spectrum using
* spectral smoothing by the trapezium frequency (Daniell)
* window
*/
nag_tsa_spectrum_univar(nxy, Nag_Mean, pxy, mw, pw, l, kc, Nag_Unlogged,
x, &xg, &ng, stats, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_spectrum_univar (g13cbc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* nag_tsa_spectrum_univar (g13cbc), see above. */
nag_tsa_spectrum_univar(nxy, Nag_Mean, pxy, mw, pw, l, kc, Nag_Unlogged,
y, &yg, &ng, stats, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_spectrum_univar (g13cbc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}

/* Obtain cross spectrum of the bivariate series */
/* nag_tsa_spectrum_bivar (g13cdc).
* Multivariate time series, smoothed sample cross spectrum
* using spectral smoothing by the trapezium frequency
* (Daniell) window
*/
nag_tsa_spectrum_bivar(nxy, Nag_Mean, pxy, mw, is, pw, l, kc, x, y, &xyg,
&ng, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_spectrum_bivar (g13cdc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}

/* nag_tsa_cross_spectrum_bivar (g13cec).
* Multivariate time series, cross amplitude spectrum,
* squared coherency, bounds, univariate and bivariate
* (cross) spectra
*/
nag_tsa_cross_spectrum_bivar(xg, yg, xyg, ng, stats, ca, calw, caup, &t,
sc, sclw, scup, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_cross_spectrum_bivar (g13cec).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}

printf("\n");
printf("       Cross amplitude spectrum\n\n");
printf("                     Lower     Upper\n");
printf("           Value     bound     bound\n\n");
for (j = 1; j <= ng; ++j)
printf(" %5" NAG_IFMT "%10.4f%10.4f%10.4f\n",
j - 1, ca[j - 1], calw[j - 1], caup[j - 1]);
printf("\n");
printf(" Squared coherency test statistic =%12.4f\n\n", t);
printf("         Squared coherency\n\n");
printf("                     Lower     Upper\n");
printf("           Value     bound     bound\n\n");
for (j = 1; j <= ng; ++j)
printf(" %5" NAG_IFMT "%10.4f%10.4f%10.4f\n",
j - 1, sc[j - 1], sclw[j - 1], scup[j - 1]);
}
NAG_FREE(xg);
NAG_FREE(yg);
NAG_FREE(xyg);
END:
NAG_FREE(x);
NAG_FREE(y);
NAG_FREE(ca);
NAG_FREE(calw);
NAG_FREE(caup);
NAG_FREE(sc);
NAG_FREE(sclw);
NAG_FREE(scup);
return exit_status;
}