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

import com.imsl.math.*;
import com.imsl.stat.distributions.*;
import java.text.DecimalFormat;
/**
 * <p>
 * Evaluates the normal probability distribution.</p>
 * <p>
 * This example evaluates the normal (Gaussian) density, gradient, and 
 * hessian for a small sample of data.</p>
 *
 * @see <a href="NormalPDEx1.java">Code</a>
 * @see <a href="doc-files/NormalPDEx1.out">Output</a>
 */

public class NormalPDEx1 {

    public static void main(String[] args) throws Exception {
        double x[] = {
            24.67074744935116, 23.452437146719504, 23.508058666655124,
            24.085805009837582, 26.387706562892493, 26.244756646592872
        };

        double[] values = new double[x.length];
        double mean = 25.0;
        double stdDev = 1.0;

        NormalPD normal = new NormalPD();

        for (int i = 0; i < x.length; i++) {
            values[i] = normal.pdf(x[i], mean, stdDev);
        }

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

        PrintMatrix pm = new PrintMatrix("Normal(25.0,1.0) pdf values at x=");
        pm.print(pmf, x);

        pm.setTitle("f(x;25,1.0)=");
        pm.print(pmf, values);

        double[] gradientApprox
                = normal.getPDFGradientApproximation(x[0], mean, stdDev);

        String title=String.format("Gradient of f(x;25.0,1.0) at x= %1.8f",x[0]);
        pm.setTitle(title);
        pm.print(pmf, gradientApprox);

        double[] gradient = normal.getPDFGradient(x[0], mean, stdDev);

        title=String.format("Analytic gradient of f(x;25.0,1.0) at x= %1.8f",x[0]);
        pm.setTitle(title);
        pm.print(pmf, gradient);

        double[][] hessianApprox
                = normal.getPDFHessianApproximation(x[0], mean, stdDev);

        title=String.format("Hessian of f(x;25.0,1.0) at x= %1.8f",x[0]);
        pm.setTitle(title);
        pm.print(pmf, hessianApprox);

        double[][] hessian = normal.getPDFHessian(x[0], mean, stdDev);

        title=String.format("Analytic Hessian of f(x;25.0,1.0) at x= %1.8f",x[0]);
        pm.setTitle(title);
        pm.print(pmf, hessian);
    }
}