#! /usr/bin/env python

from openturns import *

TESTPREAMBLE()
RandomGenerator.SetSeed(0)

try:

    # 2 D case
    RandomGenerator.SetSeed(0)

    # Matrices of the process
    dim = 2
    squareMatrix1 = SquareMatrix(dim)
    squareMatrix1[0, 0] = 0.2
    squareMatrix1[1, 0] = 0.3
    squareMatrix1[0, 1] = 0.7
    squareMatrix1[1, 1] = 0.4

    # Second matrix to add to the ARMACoefficients
    squareMatrix2 = SquareMatrix(dim)
    squareMatrix2[0, 0] = 0.1
    squareMatrix2[1, 0] = 0.
    squareMatrix2[0, 1] = 0.
    squareMatrix2[1, 1] = 0.5

    # ARMA(p, q)
    p = 1
    q = 1

    # AR coefficients
    coefficientsP = ARMACoefficients(p, dim)
    coefficientsP[0] = squareMatrix1

    # MA coefficients
    coefficientsQ = ARMACoefficients(p, dim)
    coefficientsQ[0] = squareMatrix2

    print "coefficientsP = ", repr(coefficientsP)
    print "coefficientsQ = ", repr(coefficientsQ)

    # Time grid creation and White Noise
    Tmin = 0.0
    deltaT = 0.1
    steps = 11

    # Initialization of the TimeGrid timeGrid1
    timeGrid = RegularGrid(Tmin, deltaT, steps)

    # Distributions for the  choice
    dist1 = Distribution(Normal(0.0, 0.01))
    dist2 = Distribution(Normal(0.0, 0.02))

    # Create a collection of distribution
    aCollection = DistributionCollection()
    aCollection.add(dist1)
    aCollection.add(dist2)

    dist = Distribution(ComposedDistribution(aCollection))
    print "dist = ",  dist

    epsilon = WhiteNoise(dist)

    # Setting the timeGrid
    epsilon.setTimeGrid(timeGrid)

    # Last coefficients values
    lastValues = NumericalSample(p, dim)
    lastNoiseValues = NumericalSample(q, dim)

    #
    for j in range(dim):
        # Fill the AR-part (the last p-coefficients X_{-1}, X{-2},..., X_{-p})
        for i in range(p):
            lastValues[i, j] = RandomGenerator.Generate()

        # Fill the MA-part (the last p-coefficients \epsilon_{-1},
        # \epsilon_{-2},..., \epsilon_{-p})
        for i in range(q):
            lastNoiseValues[i, j] = RandomGenerator.Generate()

    # Print the initial state of the ARMA : coefficients
    print "Last values of the process = ",  lastValues
    print "Last innovations of the process = ",  lastNoiseValues

    # ARMAState creation
    # instanciation of timeGrid
    state = ARMAState(lastValues, lastNoiseValues)
    process = Process(ARMA(coefficientsP, coefficientsQ, epsilon))
    process2 = ARMA(coefficientsP, coefficientsQ, epsilon)
    process3 = ARMA(coefficientsP, coefficientsQ, epsilon, state)
    print "process = ",  process
    print "ARMA process = ",  process2
    print "ARMA process with ARMAstate = ",  process3

    # Test realization
    print "One realization=", process2.getRealization()

    # Some steps further
    stepNumber = 4
    print "One future=", process2.getFuture(stepNumber)
    size = 3
    print "Some futures=", process2.getFuture(stepNumber, size)

except:
    import sys
    print "t_ARMA_std.py", sys.exc_type, sys.exc_value
