// Copyright © 2016-2020 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
// vinecopulib or https://vinecopulib.github.io/vinecopulib/.

#include <stdexcept>
#include <thread>
#include <vinecopulib/misc/tools_stl.hpp>

//! Tools for bivariate and vine copula modeling
namespace vinecopulib {
//! @brief Instantiates the controls for fitting bivariate copula models.
//!
//! @param family_set The set of copula families to consider (if empty, then
//!     all families are included).
//! @param parametric_method The fit method for parametric families;
//!     possible choices: `"mle"`, `"itau"`.
//! @param nonparametric_method The fit method for the local-likelihood
//!     nonparametric family (TLLs); possible choices: `"constant"`,
//!     `"linear"`, `"quadratic"`.
//! @param nonparametric_mult A factor with which the smoothing parameters
//!     are multiplied.
//! @param selection_criterion The selection criterion (`"loglik"`, `"aic"`
//!     or `"bic"`).
//! @param weights A vector of weights for the observations.
//! @param psi0 Only for `selection_criterion = "mbic", the prior probability of
//!     non-independence.
//! @param preselect_families Whether to exclude families before fitting
//!     based on symmetry properties of the data.
//! @param num_threads Number of concurrent threads to use while fitting
//!     copulas for different families; never uses more than the number
//!     of concurrent threads supported by the implementation.
inline FitControlsBicop::FitControlsBicop(std::vector<BicopFamily> family_set,
                                          std::string parametric_method,
                                          std::string nonparametric_method,
                                          double nonparametric_mult,
                                          std::string selection_criterion,
                                          const Eigen::VectorXd& weights,
                                          double psi0,
                                          bool preselect_families,
                                          size_t num_threads)
{
  set_family_set(family_set);
  set_parametric_method(parametric_method);
  set_nonparametric_method(nonparametric_method);
  set_nonparametric_mult(nonparametric_mult);
  set_selection_criterion(selection_criterion);
  set_weights(weights);
  set_preselect_families(preselect_families);
  set_psi0(psi0);
  set_num_threads(num_threads);
}

//! @brief Instantiates default controls except for the parameteric method.
//! @param parametric_method The fit method for parametric families;
//!     possible choices: `"mle"`, `"itau"`.
inline FitControlsBicop::FitControlsBicop(std::string parametric_method)
  : FitControlsBicop()
{
  set_parametric_method(parametric_method);
}

//! @brief Instantiates default controls except for the nonparametric method.
//! @param nonparametric_method The fit method for the local-likelihood
//!     nonparametric family (TLLs); possible choices: `"constant"`,
//!     `"linear"`, `"quadratic"`.
//! @param nonparametric_mult A factor with which the smoothing parameters
//!     are multiplied.
inline FitControlsBicop::FitControlsBicop(std::string nonparametric_method,
                                          double nonparametric_mult)
  : FitControlsBicop()
{
  set_nonparametric_method(nonparametric_method);
  set_nonparametric_mult(nonparametric_mult);
}

//! @name Sanity checks
//! @{
inline void
FitControlsBicop::check_parametric_method(std::string parametric_method)
{
  if (!tools_stl::is_member(parametric_method, { "itau", "mle" })) {
    throw std::runtime_error("parametric_method should be mle or itau");
  }
}

inline void
FitControlsBicop::check_nonparametric_method(std::string nonparametric_method)
{
  if (!tools_stl::is_member(nonparametric_method,
                            { "constant", "linear", "quadratic" })) {
    throw std::runtime_error(
      "parametric_method should be constant, linear or quadratic");
  }
}

inline void
FitControlsBicop::check_nonparametric_mult(double nonparametric_mult)
{
  if (nonparametric_mult <= 0.0) {
    throw std::runtime_error("nonparametric_mult must be positive");
  }
}

inline void
FitControlsBicop::check_selection_criterion(std::string selection_criterion)
{
  std::vector<std::string> allowed_crits = {
    "loglik", "aic", "bic", "mbic", "mbicv"
  };
  if (!tools_stl::is_member(selection_criterion, allowed_crits)) {
    throw std::runtime_error(
      "selection_criterion should be 'loglik', 'aic', 'bic', or 'mbic'");
  }
}

inline void
FitControlsBicop::check_psi0(double psi0)
{
  if (!(psi0 > 0.0) | !(psi0 < 1.0)) {
    throw std::runtime_error("psi0 must be in the interval (0, 1)");
  }
}
//! @}

//! @name Getters and setters.
//! @{

//! returns the family set.
inline std::vector<BicopFamily>
FitControlsBicop::get_family_set() const
{
  return family_set_;
}

//! returns the parametric method.
inline std::string
FitControlsBicop::get_parametric_method() const
{
  return parametric_method_;
}

//! returns the nonparametric method.
inline std::string
FitControlsBicop::get_nonparametric_method() const
{
  return nonparametric_method_;
}

//! returns the nonparametric bandwidth multiplier.
inline double
FitControlsBicop::get_nonparametric_mult() const
{
  return nonparametric_mult_;
}

//! returns the number of threads.
inline size_t
FitControlsBicop::get_num_threads() const
{
  return num_threads_;
}

inline std::string
FitControlsBicop::get_selection_criterion() const
{
  return selection_criterion_;
}

//! returns the observation weights.
inline Eigen::VectorXd
FitControlsBicop::get_weights() const
{
  return weights_;
}

//! returns whether to preselect families.
inline bool
FitControlsBicop::get_preselect_families() const
{
  return preselect_families_;
}

//! returns the baseline probability for mBIC selection.
inline double
FitControlsBicop::get_psi0() const
{
  return psi0_;
}

//! Sets the family set.
inline void
FitControlsBicop::set_family_set(std::vector<BicopFamily> family_set)
{
  family_set_ = family_set;
}

//! Sets the parametric method.
inline void
FitControlsBicop::set_parametric_method(std::string parametric_method)
{
  check_parametric_method(parametric_method);
  parametric_method_ = parametric_method;
}

//! Sets the nonparmetric method.
inline void
FitControlsBicop::set_nonparametric_method(std::string nonparametric_method)
{
  check_nonparametric_method(nonparametric_method);
  nonparametric_method_ = nonparametric_method;
}

//! Sets the nonparametric multiplier.
inline void
FitControlsBicop::set_nonparametric_mult(double nonparametric_mult)
{
  check_nonparametric_mult(nonparametric_mult);
  nonparametric_mult_ = nonparametric_mult;
}

//! Sets the selection criterion.
inline void
FitControlsBicop::set_selection_criterion(std::string selection_criterion)
{
  check_selection_criterion(selection_criterion);
  selection_criterion_ = selection_criterion;
}

//! Sets the observation weights.
inline void
FitControlsBicop::set_weights(const Eigen::VectorXd& weights)
{
  // store standardized weights (should sum up to number of observations)
  weights_ = weights / weights.sum() * weights.size();
}

//! Sets whether to preselect the families.
inline void
FitControlsBicop::set_preselect_families(bool preselect_families)
{
  preselect_families_ = preselect_families;
}

//! Sets the prior probability for mBIC.
inline void
FitControlsBicop::set_psi0(double psi0)
{
  check_psi0(psi0);
  psi0_ = psi0;
}

//! Sets the number of threads.
inline void
FitControlsBicop::set_num_threads(size_t num_threads)
{
  num_threads_ = process_num_threads(num_threads);
}

inline size_t
FitControlsBicop::process_num_threads(size_t num_threads)
{
  // zero threads means everything is done in main thread
  if (num_threads == 1)
    num_threads = 0;

  // don't use more threads than supported by the system
  size_t max_threads = std::thread::hardware_concurrency();
  num_threads = std::min(num_threads, max_threads);

  return num_threads;
}
//! @}

//! @brief Summarizes the controls into a string (can be used for printing).
inline std::string
FitControlsBicop::str() const
{
  return str_internal();
}

inline std::string
FitControlsBicop::str_internal(bool print_threads) const
{
  std::stringstream controls_str;

  controls_str << "Family set: ";
  auto family_set = get_family_set();
  for (size_t j = 0; j < family_set.size(); j++) {
    if (j > 0) {
      controls_str << ", ";
    }
    controls_str << get_family_name(family_set[j]);
  }
  controls_str << std::endl;

  controls_str << "Parametric method: " << get_parametric_method() << std::endl;
  controls_str << "Nonparametric method: " << get_nonparametric_method()
               << std::endl;
  controls_str << "Nonparametric multiplier: " << get_nonparametric_mult()
               << std::endl;
  controls_str << "Weights: "
               << static_cast<std::string>(get_weights().size() == 0 ? "no"
                                                                     : "yes")
               << std::endl;
  controls_str << "Selection criterion: " << get_selection_criterion()
               << std::endl;
  controls_str << "Preselect families: "
               << static_cast<std::string>(get_preselect_families() ? "yes"
                                                                    : "no")
               << std::endl;
  controls_str << "mBIC prior probability: " << get_psi0() << std::endl;
  if (print_threads) {
    controls_str << "Number of threads: "
                 << (get_num_threads() == 0 ? 1 : get_num_threads())
                 << std::endl;
  }
  return controls_str.str().c_str();
}

}
