# -*- coding: utf-8 -*-
"""
Created on Sun Oct 16 17:33:56 2011

Author: Josef Perktold
"""

from statsmodels.stats import moment_helpers
from statsmodels.stats.moment_helpers import (cov2corr,
                    mvsk2mc, mc2mvsk, mnc2mc, mc2mnc, cum2mc, mc2cum,
                    mnc2cum)

import numpy as np
from numpy.testing import assert_almost_equal, assert_, assert_equal

def test_cov2corr():
    cov_a = np.ones((3,3))+np.diag(np.arange(1,4)**2 - 1)
    corr_a = np.array([[1, 1/2., 1/3.],[1/2., 1, 1/2./3.],[1/3., 1/2./3., 1]])

    corr = cov2corr(cov_a)
    assert_almost_equal(corr, corr_a, decimal=15)

    cov_mat = np.matrix(cov_a)
    corr_mat = cov2corr(cov_mat)
    assert_(isinstance(corr_mat, np.matrixlib.defmatrix.matrix))
    assert_equal(corr_mat, corr)

    cov_ma = np.ma.array(cov_a)
    corr_ma = cov2corr(cov_ma)
    assert_equal(corr_mat, corr)

    assert_(isinstance(corr_ma, np.ma.core.MaskedArray))

    cov_ma2 = np.ma.array(cov_a, mask = [[False, True, False],
                                         [True, False, False],
                                         [False, False, False]])

    corr_ma2 = cov2corr(cov_ma2)
    assert_(np.ma.allclose(corr_ma, corr, atol=1e-15))
    assert_equal(corr_ma2.mask, cov_ma2.mask)


def test_moment_conversion():
    #this was initially written for an old version of moment_helpers
    #I'm not sure whether there are not redundant cases after moving functions
    ms  = [( [0.0, 1, 0, 3], [0.0, 1.0, 0.0, 0.0], [0.0, 1.0, 0.0, 0.0] ),
           ( [1.0, 1, 0, 3], [1.0, 1.0, 0.0, 0.0], [1.0, 0.0, -1.0, 6.0] ),
           ( [0.0, 1, 1, 3], [0.0, 1.0, 1.0, 0.0], [0.0, 1.0, 1.0, 0.0] ),
           ( [1.0, 1, 1, 3], [1.0, 1.0, 1.0, 0.0], [1.0, 0.0, 0.0, 2.0] ),
           ( [1.0, 1, 1, 4], [1.0, 1.0, 1.0, 1.0], [1.0, 0.0, 0.0, 3.0] ),
           ( [1.0, 2, 0, 3], [1.0, 2.0, 0.0, -9.0], [1.0, 1.0, -4.0, 9.0] ),
           ( [0.0, 2, 1, 3], [0.0, 2.0, 1.0, -9.0], [0.0, 2.0, 1.0, -9.0] ),
           ( [1.0, 0.5, 0, 3], [1.0, 0.5, 0.0, 2.25], [1.0, -0.5, 0.5, 2.25] ), #neg.variance if mnc2<mnc1
           ( [0.0, 0.5, 1, 3], [0.0, 0.5, 1.0, 2.25], [0.0, 0.5, 1.0, 2.25] ),
           ( [0.0, 1, 0, 3, 0], [0.0, 1.0, 0.0, 0.0, 0.0], [0.0, 1.0, 0.0, 0.0, 0.0] ),
           ( [1.0, 1, 0, 3, 1], [1.0, 1.0, 0.0, 0.0, 1.0], [1.0, 0.0, -1.0, 6.0, -20.0] )]

    for mom in ms:
        # test moment -> cumulant
        assert_equal(mnc2cum(mc2mnc(mom[0])),mom[1])
        assert_equal(mnc2cum(mom[0]),mom[2])
        if len(mom) <= 4:
            assert_equal(mc2cum(mom[0]),mom[1])

    for mom in ms:
        # test   cumulant -> moment
        assert_equal(cum2mc(mom[1]),mom[0])
        assert_equal(mc2mnc(cum2mc(mom[2])),mom[0])
        if len(mom) <= 4:
            assert_equal(cum2mc(mom[1]),mom[0])
            
    for mom in ms:
        #round trip: mnc -> cum -> mc == mnc -> mc, 
        assert_equal(cum2mc(mnc2cum(mom[0])),mnc2mc(mom[0]))
        

    for mom in ms:
        #round trip: mc -> mnc -> mc ==  mc, 
        assert_equal(mc2mnc(mnc2mc(mom[0])), mom[0])
        
    for mom in (m for m in ms if len(m) == 4):
        #round trip: mc -> mvsk -> mc ==  mc
        assert_equal(mvsk2mc(mc2mvsk(mom[0])), mom[0])
        #round trip: mc -> mvsk -> mnc ==  mc -> mnc
        assert_equal(mvsk2mnc(mc2mvsk(mom[0])), mc2mnc(mom[0])) 


def test_moment_conversion_types():
    # written in 2009
    #why did I use list as return type 
    all_f = ['cum2mc', 'cum2mc', 'mc2cum', 'mc2mnc',
           'mc2mvsk', 'mnc2cum', 'mnc2mc', 'mnc2mc',
           'mvsk2mc', 'mvsk2mnc']
    assert np.all([isinstance(getattr(moment_helpers,f)([1.0, 1, 0, 3]),list) or
            isinstance(getattr(moment_helpers,f)(np.array([1.0, 1, 0, 3])),tuple)
            for f in all_f])
    assert np.all([isinstance(getattr(moment_helpers,f)(np.array([1.0, 1, 0, 3])),list) or
            isinstance(getattr(moment_helpers,f)(np.array([1.0, 1, 0, 3])),tuple)
            for f in all_f])
    assert np.all([isinstance(getattr(moment_helpers,f)(tuple([1.0, 1, 0, 3])),list) or
            isinstance(getattr(moment_helpers,f)(np.array([1.0, 1, 0, 3])),tuple)
            for f in all_f])

if __name__ == '__main__':
    test_cov2corr()
    test_moment_conversion()
    test_moment_conversion_types()
