"""
Created on Fri Jan 29 19:19:45 2021

Author: Josef Perktold
License: BSD-3

"""

import sys

import numpy as np
from scipy import integrate, optimize, stats

from statsmodels.tools.rng_qrng import check_random_state

from . import transforms
from .copulas import Copula


def _debye(alpha):
    # EPSILON = np.finfo(np.float32).eps
    EPSILON = np.finfo(np.float64).eps * 100

    def integrand(t):
        return np.squeeze(t / (np.exp(t) - 1))

    _alpha = np.squeeze(alpha)
    debye_value = integrate.quad(integrand, EPSILON, _alpha)[0] / _alpha
    return debye_value


def _debyem1_expansion(x):
    """Debye function minus 1, Taylor series approximation around zero

    function is not used
    """
    x = np.asarray(x)
    # Expansion derived using Wolfram alpha
    dm1 = (
        -x / 4
        + x**2 / 36
        - x**4 / 3600
        + x**6 / 211680
        - x**8 / 10886400
        + x**10 / 526901760
        - x**12 * 691 / 16999766784000
    )
    return dm1


def tau_frank(theta):
    """Kendall's tau for Frank Copula

    This uses Taylor series expansion for theta <= 1.

    Parameters
    ----------
    theta : float
        Parameter of the Frank copula. (not vectorized)

    Returns
    -------
    tau : float, tau for given theta
    """

    if theta <= 1:
        tau = _tau_frank_expansion(theta)
    else:
        debye_value = _debye(theta)
        tau = 1 + 4 * (debye_value - 1) / theta

    return tau


def _tau_frank_expansion(x):
    x = np.asarray(x)
    # expansion derived using wolfram alpha
    # agrees better with R copula for x<=1, maybe even for larger theta
    tau = (
        x / 9
        - x**3 / 900
        + x**5 / 52920
        - x**7 / 2721600
        + x**9 / 131725440
        - x**11 * 691 / 4249941696000
    )
    return tau


class ArchimedeanCopula(Copula):
    """Base class for Archimedean copulas

    Parameters
    ----------
    transform : instance of transformation class
        Archimedean generator with required methods including first and second
        derivatives
    args : tuple
        Optional copula parameters. Copula parameters can be either provided
        when creating the instance or as arguments when calling methods.
    k_dim : int
        Dimension, number of components in the multivariate random variable.
        Currently only bivariate copulas are verified. Support for more than
        2 dimension is incomplete.
    """

    def __init__(self, transform, args=(), k_dim=2):
        super().__init__(k_dim=k_dim)
        self.args = args
        self.transform = transform
        self.k_args = 1

    def _handle_args(self, args):
        # TODO: how to we handle non-tuple args? two we allow single values?
        # Model fit might give an args that can be empty
        if isinstance(args, np.ndarray):
            args = tuple(args)  # handles empty arrays, unpacks otherwise
        if not isinstance(args, tuple):
            # could still be a scalar or numpy scalar
            args = (args,)
        if len(args) == 0 or args == (None,):
            # second condition because we converted None to tuple
            args = self.args

        return args

    def _handle_u(self, u):
        u = np.asarray(u)
        if u.shape[-1] != self.k_dim:
            import warnings

            warnings.warn(
                "u has different dimension than k_dim. "
                "This will raise exception in future versions",
                FutureWarning,
                stacklevel=2,
            )

        return u

    def cdf(self, u, args=()):
        """Evaluate cdf of Archimedean copula."""
        args = self._handle_args(args)
        u = self._handle_u(u)
        axis = -1
        phi = self.transform.evaluate
        phi_inv = self.transform.inverse
        cdfv = phi_inv(phi(u, *args).sum(axis), *args)
        # clip numerical noise
        out = cdfv if isinstance(cdfv, np.ndarray) else None
        cdfv = np.clip(cdfv, 0.0, 1.0, out=out)  # inplace if possible
        return cdfv

    def pdf(self, u, args=()):
        """Evaluate pdf of Archimedean copula."""
        u = self._handle_u(u)
        args = self._handle_args(args)
        axis = -1

        phi_d1 = self.transform.deriv
        if u.shape[-1] == 2:
            psi_d = self.transform.deriv2_inverse
        elif u.shape[-1] == 3:
            psi_d = self.transform.deriv3_inverse
        elif u.shape[-1] == 4:
            psi_d = self.transform.deriv4_inverse
        else:
            # will raise NotImplementedError if not available
            k = u.shape[-1]

            def psi_d(*args):
                return self.transform.derivk_inverse(k, *args)

        psi = self.transform.evaluate(u, *args).sum(axis)

        pdfv = np.prod(phi_d1(u, *args), axis)
        pdfv *= psi_d(psi, *args)

        # use abs, I'm not sure yet about where to add signs
        return np.abs(pdfv)

    def logpdf(self, u, args=()):
        """Evaluate log pdf of multivariate Archimedean copula."""

        u = self._handle_u(u)
        args = self._handle_args(args)
        axis = -1

        phi_d1 = self.transform.deriv
        if u.shape[-1] == 2:
            psi_d = self.transform.deriv2_inverse
        elif u.shape[-1] == 3:
            psi_d = self.transform.deriv3_inverse
        elif u.shape[-1] == 4:
            psi_d = self.transform.deriv4_inverse
        else:
            # will raise NotImplementedError if not available
            k = u.shape[-1]

            def psi_d(*args):
                return self.transform.derivk_inverse(k, *args)

        psi = self.transform.evaluate(u, *args).sum(axis)

        # I need np.abs because derivatives are negative,
        # is this correct for mv?
        logpdfv = np.sum(np.log(np.abs(phi_d1(u, *args))), axis)
        logpdfv += np.log(np.abs(psi_d(psi, *args)))

        return logpdfv

    def _arg_from_tau(self, tau):
        # for generic compat
        return self.theta_from_tau(tau)


class ClaytonCopula(ArchimedeanCopula):
    r"""Clayton copula.

    Dependence is greater in the negative tail than in the positive.

    .. math::

        C_\theta(u,v) = \left[ \max\left\{ u^{-\theta} + v^{-\theta} -1 ;
        0 \right\} \right]^{-1/\theta}

    with :math:`\theta\in[-1,\infty)\backslash\{0\}`.

    """

    def __init__(self, theta=None, k_dim=2):
        if theta is not None:
            args = (theta,)
        else:
            args = ()
        super().__init__(transforms.TransfClayton(), args=args, k_dim=k_dim)

        if theta is not None:
            if theta <= -1 or theta == 0:
                raise ValueError("Theta must be > -1 and !=0")
        self.theta = theta

    def rvs(self, nobs=1, args=(), random_state=None):
        rng = check_random_state(random_state)
        (th,) = self._handle_args(args)
        x = rng.random((nobs, self.k_dim))
        v = stats.gamma(1.0 / th).rvs(size=(nobs, 1), random_state=rng)
        if self.k_dim != 2:
            rv = (1 - np.log(x) / v) ** (-1.0 / th)
        else:
            rv = self.transform.inverse(-np.log(x) / v, th)
        return rv

    def pdf(self, u, args=()):
        u = self._handle_u(u)
        (th,) = self._handle_args(args)
        if u.shape[-1] == 2:
            a = (th + 1) * np.prod(u, axis=-1) ** -(th + 1)
            b = np.sum(u**-th, axis=-1) - 1
            c = -(2 * th + 1) / th
            return a * b**c
        else:
            return super().pdf(u, args)

    def logpdf(self, u, args=()):
        # we skip Archimedean logpdf, that uses numdiff
        return super().logpdf(u, args=args)

    def cdf(self, u, args=()):
        u = self._handle_u(u)
        (th,) = self._handle_args(args)
        d = u.shape[-1]  # self.k_dim
        return (np.sum(u ** (-th), axis=-1) - d + 1) ** (-1.0 / th)

    def tau(self, theta=None):
        # Joe 2014 p. 168
        if theta is None:
            theta = self.theta

        return theta / (theta + 2)

    def theta_from_tau(self, tau):
        return 2 * tau / (1 - tau)


class FrankCopula(ArchimedeanCopula):
    r"""Frank copula.

    Dependence is symmetric.

    .. math::

        C_\theta(\mathbf{u}) = -\frac{1}{\theta} \log \left[ 1-
        \frac{ \prod_j (1-\exp(- \theta u_j)) }{ (1 - \exp(-\theta)-1)^{d -
        1} } \right]

    with :math:`\theta\in \mathbb{R}\backslash\{0\}, \mathbf{u} \in [0, 1]^d`.

    """

    def __init__(self, theta=None, k_dim=2):
        if theta is not None:
            args = (theta,)
        else:
            args = ()
        super().__init__(transforms.TransfFrank(), args=args, k_dim=k_dim)

        if theta is not None:
            if theta == 0:
                raise ValueError("Theta must be !=0")
        self.theta = theta

    def rvs(self, nobs=1, args=(), random_state=None):
        rng = check_random_state(random_state)
        (th,) = self._handle_args(args)
        x = rng.random((nobs, self.k_dim))
        v = stats.logser.rvs(1.0 - np.exp(-th), size=(nobs, 1), random_state=rng)

        return -1.0 / th * np.log(1.0 + np.exp(-(-np.log(x) / v)) * (np.exp(-th) - 1.0))

    # explicit BV formulas copied from Joe 1997 p. 141
    # todo: check expm1 and log1p for improved numerical precision

    def pdf(self, u, args=()):
        u = self._handle_u(u)
        (th,) = self._handle_args(args)
        if u.shape[-1] != 2:
            return super().pdf(u, th)

        g_ = np.exp(-th * np.sum(u, axis=-1)) - 1
        g1 = np.exp(-th) - 1

        num = -th * g1 * (1 + g_)
        aux = np.prod(np.exp(-th * u) - 1, axis=-1) + g1
        den = aux**2
        return num / den

    def cdf(self, u, args=()):
        u = self._handle_u(u)
        (th,) = self._handle_args(args)
        dim = u.shape[-1]

        num = np.prod(1 - np.exp(-th * u), axis=-1)
        den = (1 - np.exp(-th)) ** (dim - 1)

        return -1.0 / th * np.log(1 - num / den)

    def logpdf(self, u, args=()):
        u = self._handle_u(u)
        (th,) = self._handle_args(args)
        if u.shape[-1] == 2:
            # bivariate case
            u1, u2 = u[..., 0], u[..., 1]
            b = 1 - np.exp(-th)
            pdf = np.log(th * b) - th * (u1 + u2)
            pdf -= 2 * np.log(b - (1 - np.exp(-th * u1)) * (1 - np.exp(-th * u2)))
            return pdf
        else:
            # for now use generic from base Copula class, log(self.pdf(...))
            # we skip Archimedean logpdf, that uses numdiff
            return super().logpdf(u, args)

    def cdfcond_2g1(self, u, args=()):
        """Conditional cdf of second component given the value of first."""
        u = self._handle_u(u)
        (th,) = self._handle_args(args)
        if u.shape[-1] == 2:
            # bivariate case
            u1, u2 = u[..., 0], u[..., 1]
            cdfc = np.exp(-th * u1)
            cdfc /= np.expm1(-th) / np.expm1(-th * u2) + np.expm1(-th * u1)
            return cdfc
        else:
            raise NotImplementedError("u needs to be bivariate (2 columns)")

    def ppfcond_2g1(self, q, u1, args=()):
        """Conditional pdf of second component given the value of first."""
        u1 = np.asarray(u1)
        (th,) = self._handle_args(args)
        if u1.shape[-1] == 1:
            # bivariate case, conditional on value of first variable
            ppfc = (
                -np.log(1 + np.expm1(-th) / ((1 / q - 1) * np.exp(-th * u1) + 1)) / th
            )

            return ppfc
        else:
            raise NotImplementedError("u needs to be bivariate (2 columns)")

    def tau(self, theta=None):
        # Joe 2014 p. 166
        if theta is None:
            theta = self.theta

        return tau_frank(theta)

    def theta_from_tau(self, tau):
        MIN_FLOAT_LOG = np.log(sys.float_info.min)
        MAX_FLOAT_LOG = np.log(sys.float_info.max)

        def _theta_from_tau(alpha):
            return self.tau(theta=alpha) - tau

        # avoid start=1, because break in tau approximation method
        start = 0.5 if tau < 0.11 else 2

        result = optimize.least_squares(
            _theta_from_tau, start, bounds=(MIN_FLOAT_LOG, MAX_FLOAT_LOG)
        )
        theta = result.x[0]
        return theta


class GumbelCopula(ArchimedeanCopula):
    r"""Gumbel copula.

    Dependence is greater in the positive tail than in the negative.

    .. math::

        C_\theta(u,v) = \exp\!\left[ -\left( (-\log(u))^\theta +
        (-\log(v))^\theta \right)^{1/\theta} \right]

    with :math:`\theta\in[1,\infty)`.

    """

    def __init__(self, theta=None, k_dim=2):
        if theta is not None:
            args = (theta,)
        else:
            args = ()
        super().__init__(transforms.TransfGumbel(), args=args, k_dim=k_dim)

        if theta is not None:
            if theta <= 1:
                raise ValueError("Theta must be > 1")
        self.theta = theta

    def rvs(self, nobs=1, args=(), random_state=None):
        rng = check_random_state(random_state)
        (th,) = self._handle_args(args)
        x = rng.random((nobs, self.k_dim))
        v = stats.levy_stable.rvs(
            1.0 / th,
            1.0,
            0,
            np.cos(np.pi / (2 * th)) ** th,
            size=(nobs, 1),
            random_state=rng,
        )

        if self.k_dim != 2:
            rv = np.exp(-((-np.log(x) / v) ** (1.0 / th)))
        else:
            rv = self.transform.inverse(-np.log(x) / v, th)
        return rv

    def pdf(self, u, args=()):
        u = self._handle_u(u)
        (th,) = self._handle_args(args)
        if u.shape[-1] == 2:
            xy = -np.log(u)
            xy_theta = xy**th

            sum_xy_theta = np.sum(xy_theta, axis=-1)
            sum_xy_theta_theta = sum_xy_theta ** (1.0 / th)

            a = np.exp(-sum_xy_theta_theta)
            b = sum_xy_theta_theta + th - 1.0
            c = sum_xy_theta ** (1.0 / th - 2)
            d = np.prod(xy, axis=-1) ** (th - 1.0)
            e = np.prod(u, axis=-1) ** (-1.0)

            return a * b * c * d * e
        else:
            return super().pdf(u, args)

    def cdf(self, u, args=()):
        u = self._handle_u(u)
        (th,) = self._handle_args(args)
        h = np.sum((-np.log(u)) ** th, axis=-1)
        cdf = np.exp(-(h ** (1.0 / th)))
        return cdf

    def logpdf(self, u, args=()):
        # we skip Archimedean logpdf, that uses numdiff
        return super().logpdf(u, args=args)

    def tau(self, theta=None):
        # Joe 2014 p. 172
        if theta is None:
            theta = self.theta

        return (theta - 1) / theta

    def theta_from_tau(self, tau):
        return 1 / (1 - tau)
