#include "emix.h"

namespace bdm {

void emix::set_parameters ( const vec &w0, const Array<shared_ptr<epdf> > &Coms0 ) {
	w = w0 / sum ( w0 );
	dim = Coms0 ( 0 )->dimension();
	bool isnamed = Coms0 ( 0 )->isnamed();
	int i;
	RV tmp_rv;
	if ( isnamed ) tmp_rv = Coms0 ( 0 )->_rv();

	for ( i = 0; i < w.length(); i++ ) {
		bdm_assert ( dim == ( Coms0 ( i )->dimension() ), "Component sizes do not match!" );
		bdm_assert ( !isnamed || tmp_rv.equal ( Coms0 ( i )->_rv() ), "Component RVs do not match!" );
	}

	Coms = Coms0;

	if ( isnamed ) epdf::set_rv ( tmp_rv ); //coms aer already OK, no need for set_rv
}

vec emix::sample() const {
	//Sample which component
	vec cumDist = cumsum ( w );
	double u0;
#pragma omp critical
	u0 = UniRNG.sample();

	int i = 0;
	while ( ( cumDist ( i ) < u0 ) && ( i < ( w.length() - 1 ) ) ) {
		i++;
	}

	return Coms ( i )->sample();
}

shared_ptr<epdf> emix::marginal ( const RV &rv ) const {
	emix *tmp = new emix();
	shared_ptr<epdf> narrow(tmp);
	marginal ( rv, *tmp );
	return narrow;
}

void emix::marginal ( const RV &rv, emix &target ) const {
	bdm_assert ( isnamed(), "rvs are not assigned" );

	Array<shared_ptr<epdf> > Cn ( Coms.length() );
	for ( int i = 0; i < Coms.length(); i++ ) {
		Cn ( i ) = Coms ( i )->marginal ( rv );
	}

	target.set_parameters ( w, Cn );
}

shared_ptr<mpdf> emix::condition ( const RV &rv ) const {
	bdm_assert ( isnamed(), "rvs are not assigned" );
	mratio *tmp = new mratio ( this, rv );
	return shared_ptr<mpdf>(tmp);
}

void egiwmix::set_parameters ( const vec &w0, const Array<egiw*> &Coms0, bool copy ) {
	w = w0 / sum ( w0 );
	dim = Coms0 ( 0 )->dimension();
	int i;
	for ( i = 0; i < w.length(); i++ ) {
		bdm_assert_debug ( dim == ( Coms0 ( i )->dimension() ), "Component sizes do not match!" );
	}
	if ( copy ) {
		Coms.set_length ( Coms0.length() );
		for ( i = 0; i < w.length(); i++ ) {
			bdm_error ( "Not implemented" );
			// *Coms ( i ) = *Coms0 ( i );
		}
		destroyComs = true;
	} else {
		Coms = Coms0;
		destroyComs = false;
	}
}

vec egiwmix::sample() const {
	//Sample which component
	vec cumDist = cumsum ( w );
	double u0;
#pragma omp critical
	u0 = UniRNG.sample();

	int i = 0;
	while ( ( cumDist ( i ) < u0 ) && ( i < ( w.length() - 1 ) ) ) {
		i++;
	}

	return Coms ( i )->sample();
}

vec egiwmix::mean() const {
	int i;
	vec mu = zeros ( dim );
	for ( i = 0; i < w.length(); i++ ) {
		mu += w ( i ) * Coms ( i )->mean();
	}
	return mu;
}

vec egiwmix::variance() const {
	// non-central moment
	vec mom2 = zeros ( dim );
	for ( int i = 0; i < w.length(); i++ ) {
		// pow is overloaded, we have to use another approach
		mom2 += w ( i ) * ( Coms ( i )->variance() + elem_mult ( Coms ( i )->mean(), Coms ( i )->mean() ) );
	}
	// central moment
	// pow is overloaded, we have to use another approach
	return mom2 - elem_mult ( mean(), mean() );
}

shared_ptr<epdf> egiwmix::marginal ( const RV &rv ) const {
	emix *tmp = new emix();
	shared_ptr<epdf> narrow(tmp);
	marginal ( rv, *tmp );
	return narrow;
}

void egiwmix::marginal ( const RV &rv, emix &target ) const {
	bdm_assert_debug ( isnamed(), "rvs are not assigned" );

	Array<shared_ptr<epdf> > Cn ( Coms.length() );
	for ( int i = 0; i < Coms.length(); i++ ) {
		Cn ( i ) = Coms ( i )->marginal ( rv );
	}

	target.set_parameters ( w, Cn );
}

egiw* 	egiwmix::approx() {
	// NB: dimx == 1 !!!
	// The following code might look a bit spaghetti-like,
	// consult Dedecius, K. et al.: Partial forgetting in AR models.

	double sumVecCommon;			      	// common part for many terms in eq.
	int len = w.length();				// no. of mix components
	int dimLS = Coms ( 1 )->_V()._D().length() - 1; 	// dim of LS
	vec vecNu ( len );					// vector of dfms of components
	vec vecD ( len );					// vector of LS reminders of comps.
	vec vecCommon ( len );				// vector of common parts
	mat matVecsTheta;				// matrix which rows are theta vects.

	// fill in the vectors vecNu, vecD and matVecsTheta
	for ( int i = 0; i < len; i++ ) {
		vecNu.shift_left ( Coms ( i )->_nu() );
		vecD.shift_left ( Coms ( i )->_V()._D() ( 0 ) );
		matVecsTheta.append_row ( Coms ( i )->est_theta() );
	}

	// calculate the common parts and their sum
	vecCommon = elem_mult ( w, elem_div ( vecNu, vecD ) );
	sumVecCommon = sum ( vecCommon );

	// LS estimator of theta
	vec aprEstTheta ( dimLS );
	aprEstTheta.zeros();
	for ( int i = 0; i < len; i++ ) {
		aprEstTheta +=  matVecsTheta.get_row ( i ) * vecCommon ( i );
	}
	aprEstTheta /= sumVecCommon;


	// LS estimator of dfm
	double aprNu;
	double A = log ( sumVecCommon );		// Term 'A' in equation

	for ( int i = 0; i < len; i++ ) {
		A += w ( i ) * ( log ( vecD ( i ) ) - psi ( 0.5 * vecNu ( i ) ) );
	}

	aprNu = ( 1 + sqrt ( 1 + 2 * ( A - LOG2 ) / 3 ) ) / ( 2 * ( A - LOG2 ) );


	// LS reminder (term D(0,0) in C-syntax)
	double aprD = aprNu / sumVecCommon;

	// Aproximation of cov
	// the following code is very numerically sensitive, thus
	// we have to eliminate decompositions etc. as much as possible
	mat aprC = zeros ( dimLS, dimLS );
	for ( int i = 0; i < len; i++ ) {
		aprC += Coms ( i )->est_theta_cov().to_mat() * w ( i );
		vec tmp = ( matVecsTheta.get_row ( i ) - aprEstTheta );
		aprC += vecCommon ( i ) * outer_product ( tmp, tmp );
	}

	// Construct GiW pdf :: BEGIN
	ldmat aprCinv ( inv ( aprC ) );
	vec D = concat ( aprD, aprCinv._D() );
	mat L = eye ( dimLS + 1 );
	L.set_submatrix ( 1, 0, aprCinv._L() * aprEstTheta );
	L.set_submatrix ( 1, 1, aprCinv._L() );
	ldmat aprLD ( L, D );

	egiw* aprgiw = new egiw ( 1, aprLD, aprNu );
	return aprgiw;
};

void mprod::set_elements (const Array<shared_ptr<mpdf> > &mFacs ) {
	mpdfs = mFacs;
	dls.set_size ( mFacs.length() );

	rv = get_composite_rv ( mpdfs, true );
	dim = rv._dsize();

	for ( int i = 0; i < mpdfs.length(); i++ ) {
		RV rvx = mpdfs ( i )->_rvc().subt ( rv );
		rvc.add ( rvx ); // add rv to common rvc
	}
	dimc=rvc._dsize();

	// rv and rvc established = > we can link them with mpdfs
	for ( int i = 0; i < mpdfs.length(); i++ ) {
		dls ( i ) = new datalink_m2m;
		dls ( i )->set_connection ( mpdfs ( i )->_rv(), mpdfs ( i )->_rvc(), _rv(), _rvc() );
	}
}

vec mmix::samplecond(const vec &cond) {
	//Sample which component
	vec cumDist = cumsum ( w );
	double u0;
#pragma omp critical
	u0 = UniRNG.sample();

	int i = 0;
	while ( ( cumDist ( i ) < u0 ) && ( i < ( w.length() - 1 ) ) ) {
		i++;
	}

	return Coms ( i )->samplecond(cond);
}

}
// mprod::mprod ( Array<mpdf*> mFacs, bool overlap) : mpdf ( RV(), RV() ), n ( mFacs.length() ), epdfs ( n ), mpdfs ( mFacs ), rvinds ( n ), rvcinrv ( n ), irvcs_rvc ( n ) {
// 		int i;
// 		bool rvaddok;
// 		// Create rv
// 		for ( i = 0;i < n;i++ ) {
// 			rvaddok=rv.add ( mpdfs ( i )->_rv() ); //add rv to common rvs.
// 			// If rvaddok==false, mpdfs overlap => assert error.
// 			epdfs ( i ) = & ( mpdfs ( i )->posterior() ); // add pointer to epdf
// 		};
// 		// Create rvc
// 		for ( i = 0;i < n;i++ ) {
// 			rvc.add ( mpdfs ( i )->_rvc().subt ( rv ) ); //add rv to common rvs.
// 		};
//
// //		independent = true;
// 		//test rvc of mpdfs and fill rvinds
// 		for ( i = 0;i < n;i++ ) {
// 			// find ith rv in common rv
// 			rvsinrv ( i ) = mpdfs ( i )->_rv().dataind ( rv );
// 			// find ith rvc in common rv
// 			rvcinrv ( i ) = mpdfs ( i )->_rvc().dataind ( rv );
// 			// find ith rvc in common rv
// 			irvcs_rvc ( i ) = mpdfs ( i )->_rvc().dataind ( rvc );
// 			//
// /*			if ( rvcinrv ( i ).length() >0 ) {independent = false;}
// 			if ( irvcs_rvc ( i ).length() >0 ) {independent = false;}*/
// 		}
// 	};