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#include "../lib/optimization.h"

using namespace gctl;

class ex9 : public lgd_solver
{
private:
    /* data */
public:
    ex9(){}
    virtual ~ex9(){}

    virtual double LGD_Evaluate(const array<double> &x, array<double> &g){return 0.0;}
};

int main(int argc, char const *argv[])
{
    ex9 e;
    
    lgd_para p = e.default_lgd_para();
    p.beta = 1.2;
    p.seed = 125;
    e.set_lgd_para(p);

    array<double> dist;
    e.get_levy_distribution(dist);

    double m = dist.mean();
    double s = dist.std();

    int c = 0;
    for (size_t i = 0; i < dist.size(); i++)
    {
        if (dist[i] > m + 3*s) c++;
    }

    std::cout << "mean = " << dist.mean() << "\n";
    std::cout << "std = " << dist.std() << "\n";
    std::cout << "rms = " << dist.rms() << "\n";
    std::cout << "max = " << dist.max() << "\n";
    std::cout << "min = " << dist.min() << "\n";
    std::cout << "ratio = " << 5000.0*c/dist.size() << "\n";

    for (size_t i = 0; i < dist.size(); i++)
    {
        std::clog << dist[i] << "\n";
    }
    return 0;
}