#! /usr/bin/env python

from __future__ import print_function
from openturns import *

TESTPREAMBLE()
RandomGenerator.SetSeed(0)

try:
    PlatformInfo.SetNumericalPrecision(5)
    mean = NumericalPoint(3)
    mean[0] = 1.0
    mean[1] = 2.0
    mean[2] = 3.0
    sigma = NumericalPoint(3)
    sigma[0] = 2.0
    sigma[1] = 3.0
    sigma[2] = 4.0

    # Create a collection of distribution attente TUI
    aCollection = []
    try:
        aCollection[10] = Normal()
    except:
        pass
    # Create a marginal : distribution 1D
    marginal = Normal(mean[0], sigma[0])
    marginal.setName("First")
    component = Description(1)
    component[0] = "One"
    marginal.setDescription(component)
    # Fill the first marginal of aCollection
    aCollection.append(Distribution(marginal))
    aCollection[0].setName("First")
    # Create a second marginal : distribution 1D
    marginal = Normal(mean[1], sigma[1])
    marginal.setName("Second")
    component[0] = "Two"
    marginal.setDescription(component)
    # Fill the second marginal of aCollection
    aCollection.append(Distribution(marginal))
    aCollection[1].setName("Second")
    # Create a third marginal : distribution 1D
    marginal = Normal(mean[2], sigma[2])
    marginal.setName("Third")
    component[0] = "Three"
    marginal.setDescription(component)
    # Fill the third marginal of aCollection
    aCollection.append(Distribution(marginal))
    aCollection[2].setName("Third")
    # Create a copula : IndependentCopula
    dim = len(aCollection)
    aCopula = IndependentCopula(dim)
    aCopula.setName("Independent copula")
    print("Copula = ", repr(aCopula))
    print("Copula = ", aCopula)
    # Instanciate one distribution object
    distribution = ComposedDistribution(aCollection, aCopula)
    distribution.setName("myDist")
    print("Distribution = ", repr(distribution))
    print("Distribution = ", distribution)
    print("Parameters = ", repr(distribution.getParametersCollection()))
    print("Mean = ", repr(distribution.getMean()))
    print("Covariance = ", repr(distribution.getCovariance()))
    # Is this distribution elliptical ?
    print("Elliptical = ", distribution.isElliptical())
    # Has this distribution an elliptical copula?
    print("Elliptical copula = ", distribution.hasEllipticalCopula())

    # Has this distribution an independent copula?
    print("Independent copula = ",  distribution.hasIndependentCopula())

    # Test for realization of distribution
    oneRealization = distribution.getRealization()
    print("oneRealization=", repr(oneRealization))

    # Test for sampling
    size = 10
    oneSample = distribution.getSample(size)
    print("oneSample=", repr(oneSample))

    # Test for sampling
    size = 10000
    anotherSample = distribution.getSample(size)
    print("anotherSample mean=", repr(anotherSample.computeMean()))
    print("anotherSample covariance=", repr(anotherSample.computeCovariance()))

    # Define a point
    zero = NumericalPoint(dim, 0.0)

    # Show PDF and CDF of zero point
    zeroPDF = distribution.computePDF(zero)
    zeroCDF = distribution.computeCDF(zero)
    print("Zero point= ", repr(zero), " pdf=%.6f" %
          zeroPDF, " cdf=%.6f" % zeroCDF)

    # Get 95% quantile
    quantile = NumericalPoint(distribution.computeQuantile(0.95))
    print("Quantile=", repr(quantile))
    print("CDF(quantile)=%.6f" % distribution.computeCDF(quantile))

    # Reference : Normal nD, correlation matrix = identity
    ref = Normal(mean, sigma,  CorrelationMatrix(dim))
    print("Reference=")
    print("Zero point= ", repr(zero), " pdf= %.6f" % ref.computePDF(zero), " cdf= %.6f" %
          ref.computeCDF(zero), " quantile= ", repr(ref.computeQuantile(0.95)))

    # Extract the marginals
    for i in range(dim):
        margin = distribution.getMarginal(i)
        print("margin=", repr(margin))
        print("margin PDF=%.6f" % margin.computePDF(NumericalPoint(1)))
        print("margin CDF=%.6f" % margin.computeCDF(NumericalPoint(1)))
        print("margin quantile=", repr(margin.computeQuantile(0.5)))
        print("margin realization=", repr(margin.getRealization()))

    # Extract a 2-D marginal
    indices = Indices(2, 0)
    indices[0] = 1
    indices[1] = 0
    print("indices=", repr(indices))
    margins = distribution.getMarginal(indices)
    print("margins=", repr(margins))
    print("margins PDF=%.6f" % margins.computePDF(NumericalPoint(2)))
    print("margins CDF=%.6f" % margins.computeCDF(NumericalPoint(2)))
    quantile = NumericalPoint(margins.computeQuantile(0.5))
    print("margins quantile=", repr(quantile))
    print("margins CDF(qantile)=%.6f" % margins.computeCDF(quantile))
    print("margins realization=", repr(margins.getRealization()))

#

    # With a Normal copula
    correlation = CorrelationMatrix(dim)
    for i in range(1, dim):
        correlation[i - 1, i] = 0.25
    anotherCopula = NormalCopula(correlation)
    anotherCopula.setName("Normal copula")

    # Instanciate one distribution object
    distribution = ComposedDistribution(aCollection, anotherCopula)
    distribution.setName("myDist")
    distributionRef = Normal(mean, sigma, correlation)
    print("Distribution ", repr(distribution))
    print("Parameters ", repr(distribution.getParametersCollection()))

    # Show PDF and CDF at point
    point = NumericalPoint(dim, 0.0)
    print("PDF      =%.6f" % distribution.computePDF(point))
    print("PDF (ref)=%.6f" % distributionRef.computePDF(point))
    print("CDF      =%.6f" % distribution.computeCDF(point))
    print("CDF (ref)=%.6f" % distributionRef.computeCDF(point))
    # 95% quantile
    quantile = distribution.computeQuantile(0.95)
    print("Quantile      =", repr(quantile))
    print("Quantile (ref)=", repr(distributionRef.computeQuantile(0.95)))
    print("CDF(quantile)=%.6f" % distribution.computeCDF(quantile))
    print("Mean      =", repr(distribution.getMean()))
    print("Mean (ref)=", repr(distributionRef.getMean()))
    print("Standard deviation      =", repr(
        distribution.getStandardDeviation()))
    print("Standard deviation (ref)=", repr(
        distributionRef.getStandardDeviation()))
    print("Skewness      =", repr(distribution.getSkewness()))
    print("Skewness (ref)=", repr(distributionRef.getSkewness()))
    print("Kurtosis      =", repr(distribution.getKurtosis()))
    print("Kurtosis (ref)=", repr(distributionRef.getKurtosis()))
    print("Covariance      =", repr(distribution.getCovariance()))
    print("Covariance (ref)=", repr(distributionRef.getCovariance()))
    anotherSample = distribution.getSample(size)
    print("anotherSample mean=", repr(anotherSample.computeMean()))
    print("anotherSample covariance=", repr(anotherSample.computeCovariance()))

    # test transfo
    sample = distribution.getSample(10)
    print(sample)
    sample_iso = distribution.getIsoProbabilisticTransformation()(sample)
    print(sample_iso)
    sample_inv = distribution.getInverseIsoProbabilisticTransformation()(
        sample_iso)
    print(sample_inv)

except:
    import sys
    print("t_ComposedDistribution_std.py",
          sys.exc_info()[0], sys.exc_info()[1])