TMCMC.h

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// Copyright (C) 2013-2024 CEA/DES
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as published
// by the Free Software Foundation, either version 3 of the License, or any
// later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.

#ifndef TMCMC_H
#define TMCMC_H

// Uranie
#include "TCalibration.h"

#include <unordered_map>

namespace URANIE
{
namespace Calibration
{

class TMCMC: public URANIE::Calibration::TCalibration
{

public:
    
    // Attributes
    vector<double>                                         _values;            
    vector<double>                                         _vstd;              
    vector<double>                                         _dBaseSaved;        
    vector<int>                                            _acceptSaved;       
    vector<int>                                            _rejectSaved;       

    // Random generator
    TRandom3                                               _randSaved;         
    
    std::string                                            _simuName;          
    int                                                    _burnin;            
    int                                                    _lag;               
    int                                                    _nbDump;            
    int                                                    _multiStart;        
    double                                                 _lowAccRange;       
    double                                                 _higAccRange;       
    std::string                                            _algoMCMC;          
    bool                                                   _bcleaningAtt;      

    //---------------------------------------------

    TMCMC(URANIE::DataServer::TDataServer* tds, URANIE::Relauncher::TRun* run, int ns=100, Option_t* option = "");

    TMCMC(URANIE::DataServer::TDataServer* tds, void (*fcn)(Double_t*,Double_t*), const char* varexpinput, const char* varexpoutput, int ns = 100, Option_t* option = "");

    TMCMC(URANIE::DataServer::TDataServer* tds, const char* fcn, const char* varexpinput, const char* varexpoutput, int ns = 100, Option_t* option = "");

    TMCMC(URANIE::DataServer::TDataServer* tds, URANIE::Launcher::TCode* fcode, int ns = 100, Option_t* option = "");
    
    void checktdsParContent();

    //---------------------------------------------
    virtual ~TMCMC();

    //---------------------------------------------

    void setAlgo(const char* algoMCMC);

    void setSeed(int ichain, int seed);

    void setBurnin( int burn );
    
    void setLag( int lag );

    void setNbDump( int nbDump );

    void setAcceptationRatioRange( double lower, double higher);

    void setLikelihood(const char *likelihoodName, URANIE::DataServer::TDataServer *tdsRef, const char *input, const char *output, const char *weight="");

    void setLikelihood(URANIE::Calibration::TDistanceLikelihoodFunction *likelihoodFunc, URANIE::DataServer::TDataServer *tdsRef, const char *input, const char *output, const char *weight="");
    
    void setMultistart(int nb_multistart);

    void setStartingPoints(int ichain, vector<double> values);

    void setProposalStd(int ichain, vector<double> standDev);
    
    //---------------------------------------------
    
    void computeParameters(Option_t *option = "");

    void continueCalculation(int new_Ns);

    //---------------------------------------------

    void MH_multiD(TRandom3* rand,vector<double> dBase,vector<int> accept,vector<int> reject, int Nstart, int Nend);

    void MH_1D(TRandom3* rand,vector<double> dBase,vector<int> accept,vector<int> reject, int Nstart, int Nend);

    //---------------------------------------------

    void export_chain_MCMC(const char *fileName);

    void read_chain_MCMC(const char *fileName);

    //---------------------------------------------
    
    void drawTrace(TString sTitre, const char *variable="*", Option_t *option="");
    
    void draw2DTrace(TString sTitre, const char *variable, Option_t *option="");

    void drawAcceptationRatio(TString sTitre, const char *variable="*", Option_t *option="");

    void drawParameters(TString sTitre, const char *variable = "*", Option_t * option = "");

    //---------------------------------------------

    double diagAutoCorrelation(int lag, int nPoints, Double_t* Data);

    std::unordered_map<string, double> diagGelmanRubin();

    std::unordered_map<string, vector<int>> diagESS();

    //---------------------------------------------

    virtual void printLog(Option_t *option = "");
    
    //---------------------------------------------

    string getDefaultCut()
    {
        string cut = "";
        if( _burnin != 0 )
            cut += string(Form("%s > %d",_tdsPar->getIteratorName(), _burnin));
        if( _lag != 1 )
            cut += ((cut=="")? "": " && " ) + string(Form("%s %% %d",_tdsPar->getIteratorName(), _lag));

        if(cut!="")
            cout<<"TMCMC drawing method apply default cut ["<<cut<<"]"<<endl;
        return cut;
    }

    void clearDefaultCut(){ setBurnin(0); setLag(1); setNbDump(1000);}


protected:
    //---------------------------------------------

    void logPriorPdf(double &ret);

    void parseOption(Option_t *option = "");


    ClassDef(URANIE::Calibration::TMCMC, ID_CALIBRATION)
    //Classe
};
}
}


#endif