/***************************************************************************************
 *  A testing program for multivariate distributions
 *  Using GSL -> www.gnu.org/software/gsl
 *  Copyright (C) 2006  Ralph dos Santos Silva
 *
 *  This program is free software; you can redistribute it and/or modify
 *  it under the terms of the GNU General Public License as published by
 *  the Free Software Foundation; either version 2 of the License, or
 *  (at your option) any later version.
 *
 *  This program is distributed in the hope that it will be useful,
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *  GNU General Public License for more details.
 *
 *  You should have received a copy of the GNU General Public License
 *  along with this program; if not, write to the Free Software
 *  Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
 *
 *  AUTHOR 
 *     Ralph dos Santos Silva,  address@hidden
 *     March, 2006       
 ***************************************************************************************/
#include <stdio.h>
#include <stdlib.h>
#include <stddef.h>
#include <time.h>
#include <math.h>
/* GSL - GNU Scientific Library  */
/* #define GSL_CHECK_RANGE_OFF   */
#include <gsl/gsl_math.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_cdf.h>
/* ----------------------------- */
#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.h>
/* ----------------------------- */
#include "rmv.h"

int main(){
FILE *f;
int k;
unsigned long int initime;
double result;
gsl_vector *x = gsl_vector_calloc(3),
          *mean = gsl_vector_calloc(3);
gsl_matrix *m = gsl_matrix_alloc(3,3),
           *rm = gsl_matrix_alloc(3,3);
gsl_rng *r;

time(&initime);
r = gsl_rng_alloc(gsl_rng_mt19937);
gsl_rng_set(r, initime);              
printf("The SEED is %li.\n\n",initime);

gsl_matrix_set(m,0,0, 1.0);
gsl_matrix_set(m,0,1, 0.2);
gsl_matrix_set(m,0,2,-0.9);
gsl_matrix_set(m,1,0, 0.2);
gsl_matrix_set(m,1,1, 1.0);
gsl_matrix_set(m,1,2, 0.1);
gsl_matrix_set(m,2,0,-0.9);
gsl_matrix_set(m,2,1, 0.1);
gsl_matrix_set(m,2,2, 1.0);

gsl_vector_set(x,0,0.1);
gsl_vector_set(x,1,0.1);
gsl_vector_set(x,2,0.1);
result = dmvnorm(3,x,mean,m);
fprintf(stdout,"norm = %g\n", result);

gsl_vector_set(x,0,0.1);
gsl_vector_set(x,1,0.1);
gsl_vector_set(x,2,0.1);
result = dmvt(3,x,mean,m,5);
fprintf(stdout,"t = %g\n", result);

f = fopen("test-n.txt","w");
for(k=0; k<10; k++){
	rmvnorm(r,3,mean,m,x);
	fprintf(f, "%g %g %g\n",gsl_vector_get(x,0),gsl_vector_get(x,1),gsl_vector_get(x,2));
}
fclose(f);

f = fopen("test-t.txt","w");
for(k=0; k<10; k++){
	rmvt(r,3,mean,m,5,x);
	fprintf(f, "%g %g %g\n",gsl_vector_get(x,0),gsl_vector_get(x,1),gsl_vector_get(x,2));
}
fclose(f);

f = fopen("test-w.txt","w");
for(k=0; k<1000; k++){
	rwishart(r,3,5,m,rm);
	fprintf(f, "%g %g %g\n",gsl_matrix_get(rm,0,0),gsl_matrix_get(rm,0,1),gsl_matrix_get(rm,0,2));
	fprintf(f, "%g %g %g\n",gsl_matrix_get(rm,1,0),gsl_matrix_get(rm,1,1),gsl_matrix_get(rm,1,2));
	fprintf(f, "%g %g %g\n",gsl_matrix_get(rm,2,0),gsl_matrix_get(rm,2,1),gsl_matrix_get(rm,2,2));
}
fclose(f);

return 0;
}