/* movstat/test_qqr.c

 * 

 * Copyright (C) 2018 Patrick Alken

 * 

 * This program is free software; you can redistribute it and/or modify

 * it under the terms of the GNU General Public License as published by

 * the Free Software Foundation; either version 3 of the License, or (at

 * your option) any later version.

 * 

 * This program is distributed in the hope that it will be useful, but

 * WITHOUT ANY WARRANTY; without even the implied warranty of

 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU

 * General Public License for more details.

 * 

 * You should have received a copy of the GNU General Public License

 * along with this program; if not, write to the Free Software

 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.

 */

#include <gsl/gsl_math.h>

#include <gsl/gsl_vector.h>

#include <gsl/gsl_test.h>

#include <gsl/gsl_rng.h>

#include <gsl/gsl_movstat.h>

/* compute moving QQR by explicitely constructing window and computing QQR */

int

slow_movqqr(const gsl_movstat_end_t etype, const double q, const gsl_vector * x,

            gsl_vector * y, const int H, const int J)

{

  const size_t n = x->size;

  const int K = H + J + 1;

  double *window = malloc(K * sizeof(double));

  size_t i;

  for (i = 0; i < n; ++i)

    {

      size_t wsize = gsl_movstat_fill(etype, x, i, H, J, window);

      double quant1, quant2;

      gsl_sort(window, 1, wsize);

      quant1 = gsl_stats_quantile_from_sorted_data(window, 1, wsize, q);

      quant2 = gsl_stats_quantile_from_sorted_data(window, 1, wsize, 1.0 - q);

      gsl_vector_set(y, i, quant2 - quant1);

    }

  free(window);

  return GSL_SUCCESS;

}

static double

func_qqr(const size_t n, double x[], void * params)

{

  double q = *(double *) params;

  double quant1, quant2;

  (void) params;

  gsl_sort(x, 1, n);

  quant1 = gsl_stats_quantile_from_sorted_data(x, 1, n, q);

  quant2 = gsl_stats_quantile_from_sorted_data(x, 1, n, 1.0 - q);

  return (quant2 - quant1);

}

static void

test_qqr_proc(const double tol, const double q, const size_t n, const size_t H, const size_t J,

              const gsl_movstat_end_t etype, gsl_rng * rng_p)

{

  gsl_movstat_workspace * w = gsl_movstat_alloc2(H, J);

  gsl_vector * x = gsl_vector_alloc(n);

  gsl_vector * y = gsl_vector_alloc(n);

  gsl_vector * z = gsl_vector_alloc(n);

  gsl_movstat_function F;

  char buf[2048];

  F.function = func_qqr;

  F.params = (void *) &q;

  random_vector(x, rng_p);

  /* y = QQR(x) with slow brute force method */

  slow_movqqr(etype, q, x, y, H, J);

  /* y = QQR(x) with fast method */

  gsl_movstat_qqr(etype, x, q, z, w);

  /* test y = z */

  sprintf(buf, "n=%zu H=%zu J=%zu endtype=%u QQR random", n, H, J, etype);

  compare_vectors(tol, z, y, buf);

  /* z = QQR(x) in-place */

  gsl_vector_memcpy(z, x);

  gsl_movstat_qqr(etype, z, q, z, w);

  sprintf(buf, "n=%zu H=%zu J=%zu endtype=%u QQR random in-place", n, H, J, etype);

  compare_vectors(tol, z, y, buf);

  /* z = QQR(x) with user-defined function */

  gsl_movstat_apply(etype, &F, x, z, w);

  sprintf(buf, "n=%zu H=%zu J=%zu endtype=%u QQR user", n, H, J, etype);

  compare_vectors(tol, z, y, buf);

  gsl_movstat_free(w);

  gsl_vector_free(x);

  gsl_vector_free(y);

  gsl_vector_free(z);

}

static void

test_qqr(gsl_rng * rng_p)

{

  const double eps = 1.0e-10;

  test_qqr_proc(eps, 0.1, 100, 0, 0, GSL_MOVSTAT_END_PADZERO, rng_p);

  test_qqr_proc(eps, 0.1, 1000, 3, 3, GSL_MOVSTAT_END_PADZERO, rng_p);

  test_qqr_proc(eps, 0.2, 1000, 0, 5, GSL_MOVSTAT_END_PADZERO, rng_p);

  test_qqr_proc(eps, 0.3, 1000, 5, 0, GSL_MOVSTAT_END_PADZERO, rng_p);

  test_qqr_proc(eps, 0.25, 2000, 10, 5, GSL_MOVSTAT_END_PADZERO, rng_p);

  test_qqr_proc(eps, 0.4, 2000, 5, 10, GSL_MOVSTAT_END_PADZERO, rng_p);

  test_qqr_proc(eps, 0.25, 20, 50, 50, GSL_MOVSTAT_END_PADZERO, rng_p);

  test_qqr_proc(eps, 0.25, 20, 10, 50, GSL_MOVSTAT_END_PADZERO, rng_p);

  test_qqr_proc(eps, 0.25, 20, 50, 10, GSL_MOVSTAT_END_PADZERO, rng_p);

  test_qqr_proc(eps, 0.1, 100, 0, 0, GSL_MOVSTAT_END_PADVALUE, rng_p);

  test_qqr_proc(eps, 0.1, 1000, 3, 3, GSL_MOVSTAT_END_PADVALUE, rng_p);

  test_qqr_proc(eps, 0.2, 1000, 0, 5, GSL_MOVSTAT_END_PADVALUE, rng_p);

  test_qqr_proc(eps, 0.3, 1000, 5, 0, GSL_MOVSTAT_END_PADVALUE, rng_p);

  test_qqr_proc(eps, 0.25, 2000, 10, 5, GSL_MOVSTAT_END_PADVALUE, rng_p);

  test_qqr_proc(eps, 0.4, 2000, 5, 10, GSL_MOVSTAT_END_PADVALUE, rng_p);

  test_qqr_proc(eps, 0.25, 20, 50, 50, GSL_MOVSTAT_END_PADVALUE, rng_p);

  test_qqr_proc(eps, 0.25, 20, 10, 50, GSL_MOVSTAT_END_PADVALUE, rng_p);

  test_qqr_proc(eps, 0.25, 20, 50, 10, GSL_MOVSTAT_END_PADVALUE, rng_p);

  test_qqr_proc(eps, 0.1, 100, 0, 0, GSL_MOVSTAT_END_TRUNCATE, rng_p);

  test_qqr_proc(eps, 0.1, 1000, 3, 3, GSL_MOVSTAT_END_TRUNCATE, rng_p);

  test_qqr_proc(eps, 0.2, 1000, 0, 5, GSL_MOVSTAT_END_TRUNCATE, rng_p);

  test_qqr_proc(eps, 0.3, 1000, 5, 0, GSL_MOVSTAT_END_TRUNCATE, rng_p);

  test_qqr_proc(eps, 0.25, 2000, 10, 5, GSL_MOVSTAT_END_TRUNCATE, rng_p);

  test_qqr_proc(eps, 0.4, 2000, 5, 10, GSL_MOVSTAT_END_TRUNCATE, rng_p);

  test_qqr_proc(eps, 0.25, 20, 50, 50, GSL_MOVSTAT_END_TRUNCATE, rng_p);

  test_qqr_proc(eps, 0.25, 20, 10, 50, GSL_MOVSTAT_END_TRUNCATE, rng_p);

  test_qqr_proc(eps, 0.25, 20, 50, 10, GSL_MOVSTAT_END_TRUNCATE, rng_p);

}