//                                               -*- C++ -*-
/**
 *  @file  t_MarginalTransformationHessian_std.cxx
 *  @brief The test file of class MarginalTransformationHessian for standard methods
 *
 *  Copyright (C) 2005-2013 EDF-EADS-Phimeca
 *
 *  This library is free software: you can redistribute it and/or modify
 *  it under the terms of the GNU Lesser General Public License as published by
 *  the Free Software Foundation, either version 3 of the License, or
 *  (at your option) any later version.
 *
 *  This library 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 Lesser General Public License for more details.
 *
 *  You should have received a copy of the GNU Lesser General Public
 *  along with this library.  If not, see <http://www.gnu.org/licenses/>.
 *
 *  @author dutka
 *  @date   2009-05-28 14:47:53 +0200 (jeu. 28 mai 2009)
 */
#include "OT.hxx"
#include "OTtestcode.hxx"

using namespace OT;
using namespace OT::Test;

int main(int argc, char *argv[])
{
  TESTPREAMBLE;
  OStream fullprint(std::cout);
  setRandomGenerator();

  try
    {
      MarginalTransformationEvaluation::DistributionCollection coll1(0);
      coll1.add(Normal(1.0, 2.5));
      coll1.add(Gamma(1.5, 3.0));
      NumericalPoint pointLow(0);
      pointLow.add(coll1[0].computeQuantile(0.25)[0]);
      pointLow.add(coll1[1].computeQuantile(0.25)[0]);
      NumericalPoint pointHigh(0);
      pointHigh.add(coll1[0].computeQuantile(0.75)[0]);
      pointHigh.add(coll1[1].computeQuantile(0.75)[0]);
      MarginalTransformationEvaluation::DistributionCollection coll2(0);
      coll2.add(Gamma(2.5, 2.0));
      coll2.add(Normal(3.0, 1.5));
      // First, check the old constructor
      {
        MarginalTransformationEvaluation evaluation(coll1);
        MarginalTransformationHessian transformation(evaluation);

        fullprint << "transformation=" << transformation << std::endl;
        fullprint << "transformation.hessian(" << pointLow << ")=" << transformation.hessian(pointLow) << std::endl;
        fullprint << "finite difference hessian(" << pointLow << ")=" << CenteredFiniteDifferenceHessian(1.0e-4, evaluation.clone()).hessian(pointLow) << std::endl;
        fullprint << "transformation.hessian(" << pointHigh << ")=" << transformation.hessian(pointHigh) << std::endl;
        fullprint << "finite difference hessian(" << pointHigh << ")=" << CenteredFiniteDifferenceHessian(1.0e-4, evaluation.clone()).hessian(pointHigh) << std::endl;
        fullprint << "input dimension=" << transformation.getInputDimension() << std::endl;
        fullprint << "output dimension=" << transformation.getOutputDimension() << std::endl;
      }
      // Second, check the constructor for old inverse transformation
      {
        MarginalTransformationEvaluation evaluation(coll1, MarginalTransformationEvaluation::TO);
        MarginalTransformationHessian transformation(evaluation);
        fullprint << "transformation=" << transformation << std::endl;
        NumericalPoint uLow(coll1.getSize(), 0.25);
        NumericalPoint uHigh(coll1.getSize(), 0.75);
        fullprint << "transformation.hessian(" << uLow << ")=" << transformation.hessian(uLow) << std::endl;
        fullprint << "finite difference hessian(" << uLow << ")=" << CenteredFiniteDifferenceHessian(1.0e-4, evaluation.clone()).hessian(uLow) << std::endl;
        fullprint << "transformation.hessian(" << uHigh << ")=" << transformation.hessian(uHigh) << std::endl;
        fullprint << "finite difference hessian(" << uHigh << ")=" << CenteredFiniteDifferenceHessian(1.0e-4, evaluation.clone()).hessian(uHigh) << std::endl;
        fullprint << "input dimension=" << transformation.getInputDimension() << std::endl;
        fullprint << "output dimension=" << transformation.getOutputDimension() << std::endl;
      }
      // Third, check the constructor for the new transformation
      {
        MarginalTransformationEvaluation evaluation(coll1, coll2);
        MarginalTransformationHessian transformation(MarginalTransformationEvaluation(coll1, coll2));
        fullprint << "transformation=" << transformation << std::endl;
        fullprint << "transformation.hessian(" << pointLow << ")=" << transformation.hessian(pointLow) << std::endl;
        fullprint << "finite difference hessian(" << pointLow << ")=" << CenteredFiniteDifferenceHessian(1.0e-4, evaluation.clone()).hessian(pointLow) << std::endl;
        fullprint << "transformation.hessian(" << pointHigh << ")=" << transformation.hessian(pointHigh) << std::endl;
        fullprint << "finite difference hessian(" << pointHigh << ")=" << CenteredFiniteDifferenceHessian(1.0e-4, evaluation.clone()).hessian(pointHigh) << std::endl;
        fullprint << "input dimension=" << transformation.getInputDimension() << std::endl;
        fullprint << "output dimension=" << transformation.getOutputDimension() << std::endl;
      }
    }
  catch (TestFailed & ex)
    {
      std::cerr << ex << std::endl;
      return ExitCode::Error;
    }


  return ExitCode::Success;
}
