package com.imsl.test.example.stat.distributions;

import com.imsl.math.PrintMatrix;
import com.imsl.math.PrintMatrixFormat;
import com.imsl.stat.distributions.ExtremeValuePD;
import java.text.DecimalFormat;

/**
 * <p>
 * Evaluates the extreme value probability distribution.</p>
 * <p>
 * This example evaluates the extreme value density, gradient, and hessian for a
 * small sample of data.</p>
 *
 * @see <a href="ExtremeValuePDEx1.java">Code</a>
 * @see <a href="doc-files/ExtremeValuePDEx1.out">Output</a>
 */

public class ExtremeValuePDEx1 {

    public static void main(String[] args) {

        double[] x = {-0.9720382, 2.8992983, -0.8798220, 0.1390195, -1.9596219};
        double mu = 0;
        double beta = 2;

        ExtremeValuePD evpd = new ExtremeValuePD();

        double[] values = new double[x.length];
        for (int i = 0; i < x.length; i++) {
            values[i] = evpd.pdf(x[i], mu, beta);
        }

        PrintMatrixFormat pmf = new PrintMatrixFormat();
        pmf.setNumberFormat(new DecimalFormat("0.00000000"));

        PrintMatrix pm = new PrintMatrix("ExtremeValuePD(x,0,2) pdf values at x=");
        pm.print(pmf, x);

        pm.setTitle("f(x;0,2)=");
        pm.print(pmf, values);

        double[] gradient = evpd.getPDFGradientApproximation(x[0], mu, beta);

        String title=String.format("Gradient of f(x;0,2) at x= %1.8f",x[0]);
        pm.setTitle(title);
        pm.print(pmf, gradient);
        
        gradient = evpd.getPDFGradient(x[0], mu, beta);

        title=String.format("Analytic gradient of f(x;0,2) at x= %1.8f",x[0]);
        pm.setTitle(title);
        pm.print(pmf, gradient);

        double[][] hessian = evpd.getPDFHessianApproximation(x[0], mu, beta);

        title=String.format("Hessian of f(x;0,2) at x= %1.8f",x[0]);
        pm.setTitle(title);
        pm.print(pmf, hessian);
        
        hessian = evpd.getPDFHessian(x[0], mu, beta);

        title=String.format("Analytic Hessian of f(x;0,2) at x= %1.8f",x[0]);
        pm.setTitle(title);
        pm.print(pmf, hessian);
    }
}