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// Copyright(c) 2024, Yoshiya Usui
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//--------------------------------------------------------------------------
#ifndef DBLDEF_ROBUST_PREWHITENING
#define DBLDEF_ROBUST_PREWHITENING

#include "CommonParameters.h"
#include "DoubleDenseSquareSymmetricPositiveDefiniteMatrix.h"

#include <vector>

// Class of robust prewhitening 
class RobustPrewhitening{

public:

	// Default constructer
	RobustPrewhitening();

	// Destructer
	~RobustPrewhitening();

	// Return the the instance of the class
    static RobustPrewhitening* getInstance();

	// Perform robust prewhitening
	void robustPrewhitening( std::vector<CommonParameters::DataFileSet>& dataFileSets, std::vector<double>* coeffsAROutput ) const;

	// Perform prewhitening using user-defined AR coefficients
	void prewhiteningUsingUserDefinedARCoeffs( std::vector<CommonParameters::DataFileSet>& dataFileSets, std::vector<double>* coeffsAROutput ) const;

private:

	// Copy constructer
	RobustPrewhitening(const RobustPrewhitening& rhs);

	// Assignment operator
	RobustPrewhitening& operator=(const RobustPrewhitening& rhs);

	// Calculate robust-filtered value
	void calculateRobustFilteredValue( const int iChan, const int numOfData, const int degreesOfAR, 	const double* const coeffsOfAR,
		const double sigma, const double* const yOrg, const double* const autoCovariance, double* yMod ) const;

	// Calculate robust auto-covariance matrix
	void calculateRobustAutoCovarianceMatrix( const int degreesOfAR, const int numOfDataSets, const int* const numOfData,
		double** data, DoubleDenseSquareSymmetricMatrix& covarianceMatrix ) const;

	// Calculate Mahalanobis distances
	// @note covariance matrix is factorized in this function
	//void calculateMD( const int degreesOfAR, const int numOfDataAll, const double* const dataAll,
	//	DoubleDenseSquareSymmetricMatrix& covarianceMatrix, double* residualVector, double* MD ) const;
	void calculateMD( const int degreesOfAR, const int numOfDataSets, const int* const numOfData, double** data,
		DoubleDenseSquareSymmetricMatrix& covarianceMatrix, double* MD ) const;

	// Calculate weight for state vector in robust filter
	double calculateWeightForStateVectorOfRobustFilter( const double val, const double paramA, const double paramB, const bool residualAssumedToBeZero ) const;

	// Calculate weight for covariance matrix in robust filter
	double calculateWeightForCovarianceMatrixOfRobustFilter( const double val, const double paramA, const double paramB, const bool residualAssumedToBeZero  ) const;
};


#endif