# -*- coding: utf-8 -*-
"""
Created on Mon Aug 04 08:00:16 2014

Author: Josef Perktold
License: BSD-3

"""

from statsmodels.compat.python import lrange, lzip, range

import numpy as np


def get_robustcov_results(self, cov_type='HC1', use_t=None, **kwds):
    """create new results instance with robust covariance as default

    Parameters
    ----------
    cov_type : string
        the type of robust sandwich estimator to use. see Notes below
    use_t : bool
        If true, then the t distribution is used for inference.
        If false, then the normal distribution is used.
    kwds : depends on cov_type
        Required or optional arguments for robust covariance calculation.
        see Notes below

    Returns
    -------
    results : results instance
        This method creates a new results instance with the requested
        robust covariance as the default covariance of the parameters.
        Inferential statistics like p-values and hypothesis tests will be
        based on this covariance matrix.

    Notes
    -----
    Warning: Some of the options and defaults in cov_kwds may be changed in a
    future version.

    The covariance keywords provide an option 'scaling_factor' to adjust the
    scaling of the covariance matrix, that is the covariance is multiplied by
    this factor if it is given and is not `None`. This allows the user to
    adjust the scaling of the covariance matrix to match other statistical
    packages.
    For example, `scaling_factor=(nobs - 1.) / (nobs - k_params)` provides a
    correction so that the robust covariance matrices match those of Stata in
    some models like GLM and discrete Models.

    The following covariance types and required or optional arguments are
    currently available:

    - 'HC0', 'HC1', 'HC2', 'HC3' and no keyword arguments:
        heteroscedasticity robust covariance
    - 'HAC' and keywords

        - `maxlag` integer (required) : number of lags to use
        - `kernel` string (optional) : kernel, default is Bartlett
        - `use_correction` bool (optional) : If true, use small sample
              correction

    - 'cluster' and required keyword `groups`, integer group indicator

        - `groups` array_like, integer (required) :
              index of clusters or groups
        - `use_correction` bool (optional) :
              If True the sandwich covariance is calulated with a small
              sample correction.
              If False the the sandwich covariance is calulated without
              small sample correction.
        - `df_correction` bool (optional)
              If True (default), then the degrees of freedom for the
              inferential statistics and hypothesis tests, such as
              pvalues, f_pvalue, conf_int, and t_test and f_test, are
              based on the number of groups minus one instead of the
              total number of observations minus the number of explanatory
              variables. `df_resid` of the results instance is adjusted.
              If False, then `df_resid` of the results instance is not
              adjusted.

    - 'hac-groupsum' Driscoll and Kraay, heteroscedasticity and
        autocorrelation robust standard errors in panel data
        keywords

        - `time` array_like (required) : index of time periods
        - `maxlag` integer (required) : number of lags to use
        - `kernel` string (optional) : kernel, default is Bartlett
        - `use_correction` False or string in ['hac', 'cluster'] (optional) :
              If False the the sandwich covariance is calulated without
              small sample correction.
              If `use_correction = 'cluster'` (default), then the same
              small sample correction as in the case of 'covtype='cluster''
              is used.
        - `df_correction` bool (optional)
              adjustment to df_resid, see cov_type 'cluster' above
              #TODO: we need more options here

    - 'hac-panel' heteroscedasticity and autocorrelation robust standard
        errors in panel data.
        The data needs to be sorted in this case, the time series for
        each panel unit or cluster need to be stacked.
        keywords

        - `time` array_like (required) : index of time periods

        - `maxlag` integer (required) : number of lags to use
        - `kernel` string (optional) : kernel, default is Bartlett
        - `use_correction` False or string in ['hac', 'cluster'] (optional) :
              If False the the sandwich covariance is calulated without
              small sample correction.
        - `df_correction` bool (optional)
              adjustment to df_resid, see cov_type 'cluster' above
              #TODO: we need more options here

    Reminder:
    `use_correction` in "nw-groupsum" and "nw-panel" is not bool,
    needs to be in [False, 'hac', 'cluster']

    TODO: Currently there is no check for extra or misspelled keywords,
    except in the case of cov_type `HCx`

    """

    import statsmodels.stats.sandwich_covariance as sw

    # TODO: make separate function that returns a robust cov plus info
    use_self = kwds.pop('use_self', False)
    if use_self:
        res = self
    else:
        # this doesn't work for most models, use raw instance instead from fit
        res = self.__class__(self.model, self.params,
                   normalized_cov_params=self.normalized_cov_params,
                   scale=self.scale)

    res.cov_type = cov_type
    # use_t might already be defined by the class, and already set
    if use_t is None:
        use_t = self.use_t
    res.cov_kwds = {'use_t':use_t}  # store for information
    res.use_t = use_t

    adjust_df = False
    if cov_type in ['cluster', 'nw-panel', 'nw-groupsum']:
        df_correction = kwds.get('df_correction', None)
        # TODO: check also use_correction, do I need all combinations?
        if df_correction is not False: # i.e. in [None, True]:
            # user didn't explicitely set it to False
            adjust_df = True

    res.cov_kwds['adjust_df'] = adjust_df

    # verify and set kwds, and calculate cov
    # TODO: this should be outsourced in a function so we can reuse it in
    #       other models
    # TODO: make it DRYer   repeated code for checking kwds
    if cov_type in ('HC0', 'HC1', 'HC2', 'HC3'):
        if kwds:
            raise ValueError('heteroscedasticity robust covarians ' +
                             'does not use keywords')
        res.cov_kwds['description'] = ('Standard Errors are heteroscedasticity ' +
                                       'robust ' + '(' + cov_type + ')')

        res.cov_params_default = getattr(self, 'cov_' + cov_type.upper(), None)
        if res.cov_params_default is None:
            # results classes that don't have cov_HCx attribute
            res.cov_params_default = sw.cov_white_simple(self,
                                                         use_correction=False)
    elif cov_type == 'HAC':
        maxlags = kwds['maxlags']   # required?, default in cov_hac_simple
        res.cov_kwds['maxlags'] = maxlags
        use_correction = kwds.get('use_correction', False)
        res.cov_kwds['use_correction'] = use_correction
        res.cov_kwds['description'] = ('Standard Errors are heteroscedasticity ' +
             'and autocorrelation robust (HAC) using %d lags and %s small ' +
             'sample correction') % (maxlags, ['without', 'with'][use_correction])

        res.cov_params_default = sw.cov_hac_simple(self, nlags=maxlags,
                                             use_correction=use_correction)
    elif cov_type == 'cluster':
        #cluster robust standard errors, one- or two-way
        groups = kwds['groups']
        if not hasattr(groups, 'shape'):
            groups = np.asarray(groups).T
        res.cov_kwds['groups'] = groups
        use_correction = kwds.get('use_correction', True)
        res.cov_kwds['use_correction'] = use_correction
        if groups.ndim == 1:
            if adjust_df:
                # need to find number of groups
                # duplicate work
                self.n_groups = n_groups = len(np.unique(groups))
            res.cov_params_default = sw.cov_cluster(self, groups,
                                             use_correction=use_correction)

        elif groups.ndim == 2:
            if adjust_df:
                # need to find number of groups
                # duplicate work
                n_groups0 = len(np.unique(groups[:,0]))
                n_groups1 = len(np.unique(groups[:, 1]))
                self.n_groups = (n_groups0, n_groups1)
                n_groups = min(n_groups0, n_groups1) # use for adjust_df

            # Note: sw.cov_cluster_2groups has 3 returns
            res.cov_params_default = sw.cov_cluster_2groups(self, groups,
                                         use_correction=use_correction)[0]
        else:
            raise ValueError('only two groups are supported')
        res.cov_kwds['description'] = ('Standard Errors are robust to' +
                            'cluster correlation ' + '(' + cov_type + ')')

    elif cov_type == 'nw-panel':
        #cluster robust standard errors
        res.cov_kwds['time'] = time = kwds['time']
        #TODO: nlags is currently required
        #nlags = kwds.get('nlags', True)
        #res.cov_kwds['nlags'] = nlags
        #TODO: `nlags` or `maxlags`
        res.cov_kwds['maxlags'] = maxlags = kwds['maxlags']
        use_correction = kwds.get('use_correction', 'hac')
        res.cov_kwds['use_correction'] = use_correction
        weights_func = kwds.get('weights_func', sw.weights_bartlett)
        res.cov_kwds['weights_func'] = weights_func
        # TODO: clumsy time index in cov_nw_panel
        tt = (np.nonzero(np.diff(time) < 0)[0] + 1).tolist()
        groupidx = lzip([0] + tt, tt + [len(time)])
        self.n_groups = n_groups = len(groupidx)
        res.cov_params_default = sw.cov_nw_panel(self, maxlags, groupidx,
                                            weights_func=weights_func,
                                            use_correction=use_correction)
        res.cov_kwds['description'] = ('Standard Errors are robust to' +
                            'cluster correlation ' + '(' + cov_type + ')')
    elif cov_type == 'nw-groupsum':
        # Driscoll-Kraay standard errors
        res.cov_kwds['time'] = time = kwds['time']
        #TODO: nlags is currently required
        #nlags = kwds.get('nlags', True)
        #res.cov_kwds['nlags'] = nlags
        #TODO: `nlags` or `maxlags`
        res.cov_kwds['maxlags'] = maxlags = kwds['maxlags']
        use_correction = kwds.get('use_correction', 'cluster')
        res.cov_kwds['use_correction'] = use_correction
        weights_func = kwds.get('weights_func', sw.weights_bartlett)
        res.cov_kwds['weights_func'] = weights_func
        if adjust_df:
            # need to find number of groups
            tt = (np.nonzero(np.diff(time) < 0)[0] + 1)
            self.n_groups = n_groups = len(tt) + 1
        res.cov_params_default = sw.cov_nw_groupsum(self, maxlags, time,
                                        weights_func=weights_func,
                                        use_correction=use_correction)
        res.cov_kwds['description'] = (
                    'Driscoll and Kraay Standard Errors are robust to ' +
                    'cluster correlation ' + '(' + cov_type + ')')
    else:
        raise ValueError('cov_type not recognized. See docstring for ' +
                         'available options and spelling')

    # generic optional factor to scale covariance
    sc_factor = kwds.get('scaling_factor', None)
    res.cov_kwds['scaling_factor'] = sc_factor
    if sc_factor is not None:
        res.cov_params_default *= sc_factor

    if adjust_df:
        # Note: df_resid is used for scale and others, add new attribute
        res.df_resid_inference = n_groups - 1

    return res
