/* nag_tsa_cp_pelt_user (g13nbc) Example Program.
 *
 * Copyright 2014 Numerical Algorithms Group.
 *
 * Mark 25, 2014.
 */
/* Pre-processor includes */
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg13.h>
#include <nagx02.h>
#include <math.h>

/* Structure to hold extra information that the cost function requires */
typedef struct {
  Integer isinf;
  double shape;
  double *y;
} CostInfo;

/* Functions that are dependent on the cost function used */
void costfn(Integer ts, Integer nr, const Integer r[], double c[],
            Nag_Comm *comm, Integer *info);
Integer get_data(Integer n, double *k, Nag_Comm *comm);
void clean_data(Nag_Comm *comm);

int main(void)
{
  /* Integer scalar and array declarations */
  Integer i, minss, n, ntau;
  Integer exit_status = 0;
  Integer *tau = 0;

  /* NAG structures and types */
  NagError fail;
  Nag_Comm comm;

  /* Double scalar and array declarations */
  double beta, k;

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

  printf("nag_tsa_cp_pelt_user (g13nbc) Example Program Results\n\n");

  /* Skip heading in data file */
  scanf("%*[^\n] ");

  /* Read in the problem size, penalty and minimum segment size */
  scanf("%ld%lf%ld%*[^\n] ",&n,&beta,&minss);

  /* Read in other data, that (may be) dependent on the cost function */
  get_data(n,&k,&comm);

  /* Allocate output arrays */
  if (!(tau = NAG_ALLOC(n, Integer)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  /* Call nag_tsa_cp_pelt_user (g13nbc) to detect change points */
  nag_tsa_cp_pelt_user(n,beta,minss,k,costfn,&ntau,tau,&comm,&fail);
  if (fail.code != NE_NOERROR)
    {
      printf("Error from nag_tsa_cp_pelt_user (g13nbc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }

    /* Display the results */
  printf("  -- Change Points --\n");
  printf("  Number     Position\n");
  printf(" =====================\n");
  for (i = 0; i < ntau; i++)
    {
      printf(" %4ld       %6ld\n",i+1,tau[i]);
    }

 END:
  NAG_FREE(tau);
  clean_data(&comm);

  return(exit_status);
}

void costfn(Integer ts, Integer nr, const Integer r[], double c[],
            Nag_Comm *comm, Integer *info) {
  double dn, shape, si;
  Integer i;
  CostInfo *ci;

  ci = (CostInfo *) comm->p;

  /* Get the shape parameter for the gamma distribution from comm */
  shape = ci->shape;

  /* Test which way around TS and R are (only needs to be done once) */
  if (ts < r[0])
    {
      for (i = 0; i < nr; i++)
        {
          si = ci->y[r[i]] - ci->y[ts];

          if (si <= 0.0)
            {
              /* -Inf */
              ci->isinf = 1;
              c[i] = -X02ALC;
            }
          else
            {
              dn = (double) (r[i]-ts);
              c[i] = 2.0*dn*shape*(log(si)-log(dn*shape));
            }
        }
    }
  else
    {
      for (i = 0; i < nr; i++)
        {
          si = ci->y[ts] - ci->y[r[i]];

          if (si <= 0.0)
            {
              /* -Inf */
              ci->isinf = 1;
              c[i] = -X02ALC;
            }
          else
            {
              dn = (double) (ts-r[i]);
              c[i] = 2.0*dn*shape*(log(si)-log(dn*shape));
            }
        }
    }

  /* Set info nonzero to terminate execution for any reason */
  *info = 0;
}

Integer get_data(Integer n, double *k, Nag_Comm *comm) {
  /* Read in data that is specific to the cost function */
  double shape;
  Integer i;
  CostInfo *ci;

  /* Allocate some memory for the additional information structure */
  /* This will be pointed to by comm->p */
  comm->p = 0;
  if (!(ci = NAG_ALLOC(1,CostInfo)))
    {
      printf("Allocation failure\n");
      return -1;
    }

  /* Read in the series of interest */
  /* NB: we are allocating n+1 elements to y as we manipulate the data
     in Y in a moment */
  if (!(ci->y = NAG_ALLOC(n+1, double)))
    {
      printf("Allocation failure\n");
      return -1;
    }

  /* Referencing y from 1 here to aid manipulation later */
  for (i = 1; i <= n; i++)
    scanf("%lf",&(ci->y)[i]);
  scanf("%*[^\n] ");

  /* Read in the shape parameter for the Gamma distribution */
  scanf("%lf%*[^\n] ",&shape);

  /* Store the shape parameter in CostInfo structure */
  ci->shape = shape;

  /* Set the warning flag to 0 */
  ci->isinf = 0;

  /* The cost function is a function of the sum of y, so for efficiency we will
     calculate the cumulative sum. It should be noted that this may introduce
     some rounding issues with very extreme data */
  (ci->y)[0] = 0.0;
  for (i = 1; i <= n; i++)
    (ci->y)[i] += (ci->y)[i-1];

  /* The value of k is defined by the cost function being used in this example
     a value of 0.0 is the required value */
  *k = 0.0;

  /* Store pointer to CostInfo structure in Nag_Comm */
  comm->p = (void *) ci;

  return 0;
}

void clean_data(Nag_Comm *comm) {
  /* Free any memory allocated in get_data */
  CostInfo *ci;

  if (comm->p) {
    ci = (CostInfo *) comm->p;
    NAG_FREE(ci->y);
  }

  NAG_FREE(comm->p);
}