#include "shared_ptr.h"
#include "stat/exp_family.h"
#include "stat/emix.h"

using namespace bdm;

//These lines are needed for use of cout and endl
using std::cout;
using std::endl;

double normcoef ( const epdf* ep, const vec &xb, const vec &yb, int Ngr = 100 ) {
	mat PPdf ( Ngr + 1, Ngr + 1 );
	vec rgr ( 2 );

	int i = 0, j = 0;
	double xstep = ( xb ( 1 ) - xb ( 0 ) ) / Ngr;
	double ystep = ( yb ( 1 ) - yb ( 0 ) ) / Ngr;

	for ( double x = xb ( 0 ); x <= xb ( 1 ); x += xstep, i++ ) {
		rgr ( 0 ) = x;
		j = 0;
		for ( double y = yb ( 0 ); y <= yb ( 1 ); y += ystep, j++ ) {
			rgr ( 1 ) = y;
			PPdf ( i, j ) = exp ( ep->evallog ( rgr ) );
		}
	}
	return sumsum ( PPdf ) *xstep*ystep;
}

int main() {
	RNG_randomize();

	RV x ( "{x }" );
	RV y ( "{y }" );
	RV xy = concat ( x, y );

	enorm<ldmat> E1;
	E1.set_rv ( xy );

	E1.set_parameters ( "1.00054 1.0455" , mat ( "0.740142 -0.259015; -0.259015 1.0302" ) );
	enorm<ldmat> E2;
	E2.set_rv ( xy );
	E2.set_parameters ( "-1.2 -0.1" , mat ( "1 0.4; 0.4 0.5" ) );

	Array<epdf*> A1 ( 1 );
	A1 ( 0 ) = &E1;

	emix M1;
	M1.set_rv ( xy );
	M1.set_parameters ( vec ( "1" ), A1, false );
	cout << "======== test if ARX and emix with one ARX are the same ===" << endl;

	epdf* Mm = M1.marginal ( y );
	epdf* Am = E1.marginal ( y );
	mpdf* Mc = M1.condition ( y );
	mpdf* Ac = E1.condition ( y );

	cout << * ( ( mlnorm<ldmat>* ) Ac ) << endl;

	cout << "Mix marg at 0: " << Mm->evallog ( vec_1 ( 0.0 ) ) << endl;
	cout << "ARX marg at 0: " << Am->evallog ( vec_1 ( 0.0 ) ) << endl;
	cout << "Mix cond at 0,0: " << Mc->evallogcond ( vec_1 ( 0.0 ), vec_1 ( 0.0 ) ) << endl;
	cout << "ARX cond at 0,0: " << Ac->evallogcond ( vec_1 ( 0.0 ), vec_1 ( 0.0 ) ) << endl;

	cout << "======== Mixture with two components ===" << endl;
	Array<epdf*> A2 ( 2 );
	A2 ( 0 ) = &E1;
	A2 ( 1 ) = &E2;

	emix M2;
	M2.set_rv ( xy );
	M2.set_parameters ( vec ( "1" ), A2, false );


	cout << "Mixture normalization: " << normcoef ( &M2, vec ( "-3 3 " ), vec ( "-3 3 " ) ) << endl;

	int N = 3;
	vec ll ( N );
	vec ll2 ( N );
	mat Smp = M2.sample_m ( N );
	ll = M2.evallog_m ( Smp );

	vec Emu = sum ( Smp, 2 ) / N;
	mat Er = ( Smp * Smp.transpose() ) / N - outer_product ( Emu, Emu );

	cout << "original empirical mean: " << Emu << endl;
	cout << "original empirical variance: " << Er << endl;

	shared_ptr<epdf> Mg ( dynamic_cast<epdf *> ( M2.marginal ( y ) ) );
	mpdf* Cn = ( mpdf* ) M2.condition ( x );

	it_file it ( "emix_test.it" );
	it << Name ( "Smp" ) << Smp;

	cout << "marginal mean: " << Mg->mean() << endl;

	cout << "========== putting them back together ======= " << endl;
	mepdf mMg ( Mg );
	Array<mpdf*> AA ( 2 );
	AA ( 0 ) = Cn;
	AA ( 1 ) = &mMg;
	mprod mEp ( AA );

	for ( int j = 0; j < N; j++ ) {
		ll2 ( j ) = mEp.evallogcond ( Smp.get_col ( j ), vec ( 0 ) );
	}
	it << Name ( "ll" ) << ll;
	it << Name ( "ll2" ) << ll2;


}
