/*
    * Licensed to the Apache Software Foundation (ASF) under one or more
    * contributor license agreements.  See the NOTICE file distributed with
    * this work for additional information regarding copyright ownership.
    * The ASF licenses this file to You under the Apache License, Version 2.0
    * (the "License"); you may not use this file except in compliance with
    * the License.  You may obtain a copy of the License at
    *
    *      http://www.apache.org/licenses/LICENSE-2.0
   *
   * Unless required by applicable law or agreed to in writing, software
   * distributed under the License is distributed on an "AS IS" BASIS,
   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
   * See the License for the specific language governing permissions and
   * limitations under the License.
   */
  
  package org.apache.commons.math4.legacy.distribution;
  
  import java.util.ArrayList;
  import java.util.List;
  import java.util.function.Function;
  
  import org.apache.commons.statistics.distribution.NormalDistribution;
  import org.apache.commons.statistics.distribution.ContinuousDistribution;
  import org.apache.commons.numbers.core.Precision;
  import org.apache.commons.rng.UniformRandomProvider;
  import org.apache.commons.math4.legacy.exception.OutOfRangeException;
  import org.apache.commons.math4.legacy.exception.NotStrictlyPositiveException;
  import org.apache.commons.math4.legacy.stat.descriptive.StatisticalSummary;
  import org.apache.commons.math4.legacy.stat.descriptive.SummaryStatistics;
  import org.apache.commons.math4.core.jdkmath.JdkMath;
  
  /**
   * <p>Represents an <a href="http://en.wikipedia.org/wiki/Empirical_distribution_function">
   * empirical probability distribution</a>: Probability distribution derived
   * from observed data without making any assumptions about the functional
   * form of the population distribution that the data come from.</p>
   *
   * <p>An {@code EmpiricalDistribution} maintains data structures called
   * <i>distribution digests</i> that describe empirical distributions and
   * support the following operations:
   * <ul>
   *  <li>loading the distribution from "observed" data values</li>
   *  <li>dividing the input data into "bin ranges" and reporting bin
   *      frequency counts (data for histogram)</li>
   *  <li>reporting univariate statistics describing the full set of data
   *      values as well as the observations within each bin</li>
   *  <li>generating random values from the distribution</li>
   * </ul>
   *
   * Applications can use {@code EmpiricalDistribution} to build grouped
   * frequency histograms representing the input data or to generate random
   * values "like" those in the input, i.e. the values generated will follow
   * the distribution of the values in the file.
   *
   * <p>The implementation uses what amounts to the
   * <a href="http://nedwww.ipac.caltech.edu/level5/March02/Silverman/Silver2_6.html">
   * Variable Kernel Method</a> with Gaussian smoothing:<p>
   * <strong>Digesting the input file</strong>
   * <ol>
   *  <li>Pass the file once to compute min and max.</li>
   *  <li>Divide the range from min to max into {@code binCount} bins.</li>
   *  <li>Pass the data file again, computing bin counts and univariate
   *      statistics (mean and std dev.) for each bin.</li>
   *  <li>Divide the interval (0,1) into subintervals associated with the bins,
   *      with the length of a bin's subinterval proportional to its count.</li>
   * </ol>
   * <strong>Generating random values from the distribution</strong>
   * <ol>
   *  <li>Generate a uniformly distributed value in (0,1) </li>
   *  <li>Select the subinterval to which the value belongs.
   *  <li>Generate a random Gaussian value with mean = mean of the associated
   *      bin and std dev = std dev of associated bin.</li>
   * </ol>
   *
   * <p>EmpiricalDistribution implements the {@link ContinuousDistribution} interface
   * as follows.  Given x within the range of values in the dataset, let B
   * be the bin containing x and let K be the within-bin kernel for B.  Let P(B-)
   * be the sum of the probabilities of the bins below B and let K(B) be the
   * mass of B under K (i.e., the integral of the kernel density over B).  Then
   * set {@code P(X < x) = P(B-) + P(B) * K(x) / K(B)} where {@code K(x)} is the
   * kernel distribution evaluated at x. This results in a cdf that matches the
   * grouped frequency distribution at the bin endpoints and interpolates within
   * bins using within-bin kernels.</p>
   *
   * <strong>CAVEAT</strong>: It is advised that the {@link #from(int,double[])
   * bin count} is about one tenth of the size of the input array.
   */
  public final class EmpiricalDistribution extends AbstractRealDistribution
      implements ContinuousDistribution {
      /** Bins characteristics. */
      private final List<SummaryStatistics> binStats;
      /** Sample statistics. */
      private final SummaryStatistics sampleStats;
      /** Max loaded value. */
      private final double max;
      /** Min loaded value. */
      private final double min;
     /** Grid size. */
     private final double delta;
     /** Number of bins. */
     private final int binCount;
     /** Upper bounds of subintervals in (0, 1) belonging to the bins. */
     private final double[] upperBounds;
     /** Kernel factory. */
     private final Function<SummaryStatistics, ContinuousDistribution> kernelFactory;
 
     /**
      * Creates a new instance with the specified data.
      *
      * @param binCount Number of bins.  Must be strictly positive.
      * @param input Input data.  Cannot be {@code null}.
      * @param kernelFactory Kernel factory.
      * @throws NotStrictlyPositiveException if {@code binCount <= 0}.
      */
     private EmpiricalDistribution(int binCount,
                                   double[] input,
                                   Function<SummaryStatistics, ContinuousDistribution> kernelFactory) {
         if (binCount <= 0) {
             throw new NotStrictlyPositiveException(binCount);
         }
         this.binCount = binCount;
 
         // First pass through the data.
         sampleStats = new SummaryStatistics();
         for (int i = 0; i < input.length; i++) {
             sampleStats.addValue(input[i]);
         }
 
         // Set up grid.
         min = sampleStats.getMin();
         max = sampleStats.getMax();
         delta = (max - min) / binCount;
 
         // Second pass through the data.
         binStats = createBinStats(input);
 
         // Assign upper bounds based on bin counts.
         upperBounds = new double[binCount];
         final double n = sampleStats.getN();
         upperBounds[0] = binStats.get(0).getN() / n;
         for (int i = 1; i < binCount - 1; i++) {
             upperBounds[i] = upperBounds[i - 1] + binStats.get(i).getN() / n;
         }
         upperBounds[binCount - 1] = 1d;
 
         this.kernelFactory = kernelFactory;
      }
 
     /**
      * Factory that creates a new instance from the specified data.
      *
      * @param binCount Number of bins.  Must be strictly positive.
      * @param input Input data.  Cannot be {@code null}.
      * @param kernelFactory Factory for creating within-bin kernels.
      * @return a new instance.
      * @throws NotStrictlyPositiveException if {@code binCount <= 0}.
      */
     public static EmpiricalDistribution from(int binCount,
                                              double[] input,
                                              Function<SummaryStatistics, ContinuousDistribution> kernelFactory) {
         return new EmpiricalDistribution(binCount,
                                          input,
                                          kernelFactory);
     }
 
     /**
      * Factory that creates a new instance from the specified data.
      *
      * @param binCount Number of bins.  Must be strictly positive.
      * @param input Input data.  Cannot be {@code null}.
      * @return a new instance.
      * @throws NotStrictlyPositiveException if {@code binCount <= 0}.
      */
     public static EmpiricalDistribution from(int binCount,
                                              double[] input) {
         return from(binCount, input, defaultKernel());
     }
 
     /**
      * Create statistics (second pass through the data).
      *
      * @param input Input data.
      * @return bins statistics.
      */
     private List<SummaryStatistics> createBinStats(double[] input) {
         final List<SummaryStatistics> stats = new ArrayList<>();
 
         for (int i = 0; i < binCount; i++) {
             stats.add(i, new SummaryStatistics());
         }
 
         // Second pass though the data.
         for (int i = 0; i < input.length; i++) {
             final double v = input[i];
             stats.get(findBin(v)).addValue(v);
         }
 
         return stats;
     }
 
     /**
      * Returns the index of the bin to which the given value belongs.
      *
      * @param value Value whose bin we are trying to find.
      * @return the index of the bin containing the value.
      */
     private int findBin(double value) {
         return Math.min(Math.max((int) JdkMath.ceil((value - min) / delta) - 1,
                                  0),
                         binCount - 1);
     }
 
     /**
      * Returns a {@link StatisticalSummary} describing this distribution.
      * <strong>Preconditions:</strong><ul>
      * <li>the distribution must be loaded before invoking this method</li></ul>
      *
      * @return the sample statistics
      * @throws IllegalStateException if the distribution has not been loaded
      */
     public StatisticalSummary getSampleStats() {
         return sampleStats.copy();
     }
 
     /**
      * Returns the number of bins.
      *
      * @return the number of bins.
      */
     public int getBinCount() {
         return binCount;
     }
 
     /**
      * Returns a copy of the {@link SummaryStatistics} instances containing
      * statistics describing the values in each of the bins.
      * The list is indexed on the bin number.
      *
      * @return the bins statistics.
      */
     public List<SummaryStatistics> getBinStats() {
         final List<SummaryStatistics> copy = new ArrayList<>();
         for (SummaryStatistics s : binStats) {
             copy.add(s.copy());
         }
         return copy;
     }
 
     /**
      * Returns the upper bounds of the bins.
      *
      * Assuming array {@code u} is returned by this method, the bins are:
      * <ul>
      *  <li>{@code (min, u[0])},</li>
      *  <li>{@code (u[0], u[1])},</li>
      *  <li>... ,</li>
      *  <li>{@code (u[binCount - 2], u[binCount - 1] = max)},</li>
      * </ul>
      *
      * @return the bins upper bounds.
      *
      * @since 2.1
      */
     public double[] getUpperBounds() {
         double[] binUpperBounds = new double[binCount];
         for (int i = 0; i < binCount - 1; i++) {
             binUpperBounds[i] = min + delta * (i + 1);
         }
         binUpperBounds[binCount - 1] = max;
         return binUpperBounds;
     }
 
     /**
      * Returns the upper bounds of the subintervals of [0, 1] used in generating
      * data from the empirical distribution.
      * Subintervals correspond to bins with lengths proportional to bin counts.
      *
      * <strong>Preconditions:</strong><ul>
      * <li>the distribution must be loaded before invoking this method</li></ul>
      *
      * @return array of upper bounds of subintervals used in data generation
      * @throws NullPointerException unless a {@code load} method has been
      * called beforehand.
      *
      * @since 2.1
      */
     public double[] getGeneratorUpperBounds() {
         int len = upperBounds.length;
         double[] out = new double[len];
         System.arraycopy(upperBounds, 0, out, 0, len);
         return out;
     }
 
     // Distribution methods.
 
     /**
      * {@inheritDoc}
      *
      * Returns the kernel density normalized so that its integral over each bin
      * equals the bin mass.
      *
      * Algorithm description:
      * <ol>
      *  <li>Find the bin B that x belongs to.</li>
      *  <li>Compute K(B) = the mass of B with respect to the within-bin kernel (i.e., the
      *   integral of the kernel density over B).</li>
      *  <li>Return k(x) * P(B) / K(B), where k is the within-bin kernel density
      *   and P(B) is the mass of B.</li>
      * </ol>
      *
      * @since 3.1
      */
     @Override
     public double density(double x) {
         if (x < min || x > max) {
             return 0d;
         }
         final int binIndex = findBin(x);
         final ContinuousDistribution kernel = getKernel(binStats.get(binIndex));
         return kernel.density(x) * pB(binIndex) / kB(binIndex);
     }
 
     /**
      * {@inheritDoc}
      *
      * Algorithm description:
      * <ol>
      *  <li>Find the bin B that x belongs to.</li>
      *  <li>Compute P(B) = the mass of B and P(B-) = the combined mass of the bins below B.</li>
      *  <li>Compute K(B) = the probability mass of B with respect to the within-bin kernel
      *   and K(B-) = the kernel distribution evaluated at the lower endpoint of B</li>
      *  <li>Return P(B-) + P(B) * [K(x) - K(B-)] / K(B) where
      *   K(x) is the within-bin kernel distribution function evaluated at x.</li>
      * </ol>
      * If K is a constant distribution, we return P(B-) + P(B) (counting the full
      * mass of B).
      *
      * @since 3.1
      */
     @Override
     public double cumulativeProbability(double x) {
         if (x < min) {
             return 0d;
         } else if (x >= max) {
             return 1d;
         }
         final int binIndex = findBin(x);
         final double pBminus = pBminus(binIndex);
         final double pB = pB(binIndex);
         final ContinuousDistribution kernel = k(x);
         if (kernel instanceof ConstantContinuousDistribution) {
             if (x < kernel.getMean()) {
                 return pBminus;
             } else {
                 return pBminus + pB;
             }
         }
         final double[] binBounds = getUpperBounds();
         final double kB = kB(binIndex);
         final double lower = binIndex == 0 ? min : binBounds[binIndex - 1];
         final double withinBinCum =
             (kernel.cumulativeProbability(x) -  kernel.cumulativeProbability(lower)) / kB;
         return pBminus + pB * withinBinCum;
     }
 
     /**
      * {@inheritDoc}
      *
      * Algorithm description:
      * <ol>
      *  <li>Find the smallest i such that the sum of the masses of the bins
      *   through i is at least p.</li>
      *  <li>
      *   <ol>
      *    <li>Let K be the within-bin kernel distribution for bin i.</li>
      *    <li>Let K(B) be the mass of B under K.</li>
      *    <li>Let K(B-) be K evaluated at the lower endpoint of B (the combined
      *     mass of the bins below B under K).</li>
      *    <li>Let P(B) be the probability of bin i.</li>
      *    <li>Let P(B-) be the sum of the bin masses below bin i.</li>
      *    <li>Let pCrit = p - P(B-)</li>
      *   </ol>
      *  </li>
      *  <li>Return the inverse of K evaluated at
      *    K(B-) + pCrit * K(B) / P(B) </li>
      * </ol>
      *
      * @since 3.1
      */
     @Override
     public double inverseCumulativeProbability(final double p) {
         if (p < 0 ||
             p > 1) {
             throw new OutOfRangeException(p, 0, 1);
         }
 
         if (p == 0) {
             return getSupportLowerBound();
         }
 
         if (p == 1) {
             return getSupportUpperBound();
         }
 
         int i = 0;
         while (cumBinP(i) < p) {
             ++i;
         }
 
         final SummaryStatistics stats = binStats.get(i);
         final ContinuousDistribution kernel = getKernel(stats);
         final double kB = kB(i);
         final double[] binBounds = getUpperBounds();
         final double lower = i == 0 ? min : binBounds[i - 1];
         final double kBminus = kernel.cumulativeProbability(lower);
         final double pB = pB(i);
         final double pBminus = pBminus(i);
         final double pCrit = p - pBminus;
         if (pCrit <= 0) {
             return lower;
         }
 
         final double cP = kBminus + pCrit * kB / pB;
 
         return Precision.equals(cP, 1d) ?
             kernel.inverseCumulativeProbability(1d) :
             kernel.inverseCumulativeProbability(cP);
     }
 
     /**
      * {@inheritDoc}
      * @since 3.1
      */
     @Override
     public double getMean() {
        return sampleStats.getMean();
     }
 
     /**
      * {@inheritDoc}
      * @since 3.1
      */
     @Override
     public double getVariance() {
         return sampleStats.getVariance();
     }
 
     /**
      * {@inheritDoc}
      * @since 3.1
      */
     @Override
     public double getSupportLowerBound() {
        return min;
     }
 
     /**
      * {@inheritDoc}
      * @since 3.1
      */
     @Override
     public double getSupportUpperBound() {
         return max;
     }
 
     /**
      * The probability of bin i.
      *
      * @param i the index of the bin
      * @return the probability that selection begins in bin i
      */
     private double pB(int i) {
         return i == 0 ? upperBounds[0] :
             upperBounds[i] - upperBounds[i - 1];
     }
 
     /**
      * The combined probability of the bins up to but not including bin i.
      *
      * @param i the index of the bin
      * @return the probability that selection begins in a bin below bin i.
      */
     private double pBminus(int i) {
         return i == 0 ? 0 : upperBounds[i - 1];
     }
 
     /**
      * Mass of bin i under the within-bin kernel of the bin.
      *
      * @param i index of the bin
      * @return the difference in the within-bin kernel cdf between the
      * upper and lower endpoints of bin i
      */
     private double kB(int i) {
         final double[] binBounds = getUpperBounds();
         final ContinuousDistribution kernel = getKernel(binStats.get(i));
         return i == 0 ? kernel.probability(min, binBounds[0]) :
             kernel.probability(binBounds[i - 1], binBounds[i]);
     }
 
     /**
      * The within-bin kernel of the bin that x belongs to.
      *
      * @param x the value to locate within a bin
      * @return the within-bin kernel of the bin containing x
      */
     private ContinuousDistribution k(double x) {
         final int binIndex = findBin(x);
         return getKernel(binStats.get(binIndex));
     }
 
     /**
      * The combined probability of the bins up to and including binIndex.
      *
      * @param binIndex maximum bin index
      * @return sum of the probabilities of bins through binIndex
      */
     private double cumBinP(int binIndex) {
         return upperBounds[binIndex];
     }
 
     /**
      * @param stats Bin statistics.
      * @return the within-bin kernel.
      */
     private ContinuousDistribution getKernel(SummaryStatistics stats) {
         return kernelFactory.apply(stats);
     }
 
     /**
      * The within-bin smoothing kernel: A Gaussian distribution
      * (unless the bin contains 0 or 1 observation, in which case
      * a constant distribution is returned).
      *
      * @return the within-bin kernel factory.
      */
     private static Function<SummaryStatistics, ContinuousDistribution> defaultKernel() {
         return stats -> {
             if (stats.getN() <= 3 ||
                 stats.getVariance() == 0) {
                 return new ConstantContinuousDistribution(stats.getMean());
             } else {
                 return NormalDistribution.of(stats.getMean(),
                                              stats.getStandardDeviation());
             }
         };
     }
 
     /**
      * Constant distribution.
      */
     private static final class ConstantContinuousDistribution implements ContinuousDistribution {
         /** Constant value of the distribution. */
         private final double value;
 
         /**
          * Create a constant real distribution with the given value.
          *
          * @param value Value of this distribution.
          */
         ConstantContinuousDistribution(double value) {
             this.value = value;
         }
 
         /** {@inheritDoc} */
         @Override
         public double density(double x) {
             return x == value ? 1 : 0;
         }
 
         /** {@inheritDoc} */
         @Override
         public double cumulativeProbability(double x)  {
             return x < value ? 0 : 1;
         }
 
         /** {@inheritDoc} */
         @Override
         public double inverseCumulativeProbability(final double p) {
             if (p < 0 ||
                 p > 1) {
                 // Should never happen.
                 throw new IllegalArgumentException("Internal error");
             }
             return value;
         }
 
         /** {@inheritDoc} */
         @Override
         public double getMean() {
             return value;
         }
 
         /** {@inheritDoc} */
         @Override
         public double getVariance() {
             return 0;
         }
 
         /**{@inheritDoc} */
         @Override
         public double getSupportLowerBound() {
             return value;
         }
 
         /** {@inheritDoc} */
         @Override
         public double getSupportUpperBound() {
             return value;
         }
 
         /**
          * {@inheritDoc}
          *
          * @param rng Not used: distribution contains a single value.
          * @return the value of the distribution.
          */
         @Override
         public ContinuousDistribution.Sampler createSampler(final UniformRandomProvider rng) {
             return this::getSupportLowerBound;
         }
     }
 }