#include "arx.h"
namespace bdm {

void ARX::bayes_weighted ( const vec &yt, const vec &cond, const double w ) {

	bdm_assert_debug ( yt.length() >= dimy, "ARX::bayes yt is smaller then dimc" );
	bdm_assert_debug ( cond.length() >= dimc, "ARX::bayes cond is smaller then dimc" );
	double lnc;
	//cache
	ldmat &V = est._V();
	double &nu = est._nu();

	dyad.set_subvector ( 0, yt );
	if (cond.length()>0)
		dyad.set_subvector ( dimy, cond );
	// possible "1" is there from the beginning

	if ( frg < 1.0 ) {
		est.pow ( frg ); // multiply V and nu


		//stabilize
		ldmat V0 = alter_est._V(); //$ copy
		double &nu0 = alter_est._nu();

		V0 *= ( 1 - frg );
		V += V0; //stabilization
		nu += ( 1 - frg ) * nu0;

		// recompute loglikelihood of new "prior"
		if ( evalll ) {
			last_lognc = est.lognc();
		}
	}
	V.opupdt ( dyad, w );
	nu += w;

	// log(sqrt(2*pi)) = 0.91893853320467
	if ( evalll ) {
		lnc = est.lognc();
		ll = lnc - last_lognc - 0.91893853320467;
		last_lognc = lnc;
	}
}

double ARX::logpred ( const vec &yt ) const {
	egiw pred ( est );
	ldmat &V = pred._V();
	double &nu = pred._nu();

	double lll;
	vec dyad_p = dyad;
	dyad_p.set_subvector ( 0, yt );

	if ( frg < 1.0 ) {
		pred.pow ( frg );
		lll = pred.lognc();
	} else//should be save: last_lognc is changed only by bayes;
		if ( evalll ) {
			lll = last_lognc;
		} else {
			lll = pred.lognc();
		}

	V.opupdt ( dyad_p, 1.0 );
	nu += 1.0;
	// log(sqrt(2*pi)) = 0.91893853320467
	return pred.lognc() - lll - 0.91893853320467;
}

void ARX::flatten ( const BMEF* B ) {
	const ARX* A = dynamic_cast<const ARX*> ( B );
	// nu should be equal to B.nu
	est.pow ( A->posterior()._nu() / posterior()._nu() );
	if ( evalll ) {
		last_lognc = est.lognc();
	}
}

ARX* ARX::_copy ( ) const {
	ARX* Tmp = new ARX ( *this );
	return Tmp;
}

void ARX::set_statistics ( const BMEF* B0 ) {
	const ARX* A0 = dynamic_cast<const ARX*> ( B0 );

	bdm_assert_debug ( dimension() == A0->dimension(), "Statistics of different dimensions" );
	set_statistics ( A0->dimensiony(), A0->posterior()._V(), A0->posterior()._nu() );
}

enorm<ldmat>* ARX::epredictor ( const vec &rgr ) const {
	mat mu ( dimy, posterior()._V().rows() - dimy );
	mat R ( dimy, dimy );

	enorm<ldmat>* tmp;
	tmp = new enorm<ldmat> ( );
	//TODO: too hackish
	if ( yrv._dsize() > 0 ) {
	}

	est.mean_mat ( mu, R ); //mu =
	//correction for student-t  -- TODO check if correct!!
	//R*=nu/(nu-2);
	mat p_mu = mu.T() * rgr; 	//the result is one column
	tmp->set_parameters ( p_mu.get_col ( 0 ), ldmat ( R ) );
	return tmp;
}

enorm<ldmat>* ARX::epredictor() const {
	bdm_assert_debug ( dimy == posterior()._V().rows() - 1, "Regressor is not only 1" );
	return epredictor ( vec_1 ( 1.0 ) );
}

mlstudent* ARX::predictor_student ( ) const {
	const ldmat &V = posterior()._V();

	mat mu ( dimy, V.rows() - dimy );
	mat R ( dimy, dimy );
	mlstudent* tmp;
	tmp = new mlstudent ( );

	est.mean_mat ( mu, R ); //
	mu = mu.T();

	int end = V._L().rows() - 1;
	ldmat Lam ( V._L() ( dimy, end, dimy, end ), V._D() ( dimy, end ) );  //exp val of R


	if ( have_constant ) { // no constant term
		//Assume the constant term is the last one:
		if ( mu.cols() > 1 ) {
			tmp->set_parameters ( mu.get_cols ( 0, mu.cols() - 2 ), mu.get_col ( mu.cols() - 1 ), ldmat ( R ), Lam );
		} else {
			tmp->set_parameters ( mat ( dimy, dimc ), mu.get_col ( mu.cols() - 1 ), ldmat ( R ), Lam );
		}
	} else {
		// no constant term
		tmp->set_parameters ( mu, zeros ( dimy ), ldmat ( R ), Lam );
	}
	return tmp;
}



/*! \brief Return the best structure
@param Eg a copy of GiW density that is being examined
@param Eg0 a copy of prior GiW density before estimation
@param Egll likelihood of the current Eg
@param indeces current indeces
\return best likelihood in the structure below the given one
*/
double egiw_bestbelow ( egiw Eg, egiw Eg0, double Egll, ivec &indeces ) { //parameter Eg is a copy!
	ldmat Vo = Eg._V(); //copy
	ldmat Vo0 = Eg._V(); //copy
	ldmat& Vp = Eg._V(); // pointer into Eg
	ldmat& Vp0 = Eg._V(); // pointer into Eg
	int end = Vp.rows() - 1;
	int i;
	mat Li;
	mat Li0;
	double maxll = Egll;
	double tmpll = Egll;
	double belll = Egll;

	ivec tmpindeces;
	ivec maxindeces = indeces;


	cout << "bb:(" << indeces << ") ll=" << Egll << endl;

	//try to remove only one rv
	for ( i = 0; i < end; i++ ) {
		//copy original
		Li = Vo._L();
		Li0 = Vo0._L();
		//remove stuff
		Li.del_col ( i + 1 );
		Li0.del_col ( i + 1 );
		Vp.ldform ( Li, Vo._D() );
		Vp0.ldform ( Li0, Vo0._D() );
		tmpll = Eg.lognc() - Eg0.lognc(); // likelihood is difference of norm. coefs.

		cout << "i=(" << i << ") ll=" << tmpll << endl;

		//
		if ( tmpll > Egll ) { //increase of the likelihood
			tmpindeces = indeces;
			tmpindeces.del ( i );
			//search for a better match in this substructure
			belll = egiw_bestbelow ( Eg, Eg0, tmpll, tmpindeces );
			if ( belll > maxll ) { //better match found
				maxll = belll;
				maxindeces = tmpindeces;
			}
		}
	}
	indeces = maxindeces;
	return maxll;
}

ivec ARX::structure_est ( egiw est0 ) {
	ivec ind = linspace ( 1, est.dimension() - 1 );
	egiw_bestbelow ( est, est0, est.lognc() - est0.lognc(), ind );
	return ind;
}



ivec ARX::structure_est_LT ( egiw est0 ) {
	//some stuff with beliefs etc.
//	ivec ind = bdm::straux1(V,nu, est0._V(), est0._nu());
	return ivec();//ind;
}

void ARX::from_setting ( const Setting &set ) {
	shared_ptr<RV> yrv_ = UI::build<RV> ( set, "rv", UI::compulsory );
	shared_ptr<RV> rrv = UI::build<RV> ( set, "rgr", UI::compulsory );
	dimy = yrv_->_dsize();
	// rgrlen - including constant!!!
	dimc = rrv->_dsize();

	yrv = *yrv_;
	rvc = *rrv;

	string opt;
	if ( UI::get ( opt, set,  "options", UI::optional ) ) {
		BM::set_options ( opt );
	}
	int constant;
	if ( !UI::get ( constant, set, "constant", UI::optional ) ) {
		have_constant = true;
	} else {
		have_constant = constant > 0;
	}
	int rgrlen = dimc + int ( have_constant == true );

	//init
	shared_ptr<egiw> pri = UI::build<egiw> ( set, "prior", UI::optional );
	if ( pri ) {
		bdm_assert ( pri->_dimx() == dimy, "prior is not compatible" );
		bdm_assert ( pri->_V().rows() == dimy + rgrlen, "prior is not compatible" );
		est.set_parameters ( pri->_dimx(), pri->_V(), pri->_nu() );
	} else {
		est.set_parameters ( dimy, zeros ( dimy + rgrlen ) );
		set_prior_default ( est );
	}

	shared_ptr<egiw> alt = UI::build<egiw> ( set, "alternative", UI::optional );
	if ( alt ) {
		bdm_assert ( alt->_dimx() == dimy, "alternative is not compatible" );
		bdm_assert ( alt->_V().rows() == dimy + rgrlen, "alternative is not compatible" );
		alter_est.set_parameters ( alt->_dimx(), alt->_V(), alt->_nu() );
	} else {
		alter_est = est;
	}

	double frg;
	if ( !UI::get ( frg, set, "frg" ) )
		frg = 1.0;

	set_parameters ( frg );

	//name results (for logging)
	shared_ptr<RV> rv_par = UI::build<RV> ( set, "rv_param", UI::optional );
	if ( !rv_par ) {
		est.set_rv ( RV ( "{theta r }", vec_2 ( dimy*rgrlen, dimy*dimy ) ) );
	} else {
		est.set_rv ( *rv_par );
	}
	validate();
}
}

