package org.djutils.stats.summarizers;
   
   import org.djutils.exceptions.Throw;
   import org.djutils.stats.ConfidenceInterval;
   import org.djutils.stats.DistNormalTable;
   import org.djutils.stats.summarizers.quantileaccumulator.NoStorageAccumulator;
   import org.djutils.stats.summarizers.quantileaccumulator.QuantileAccumulator;
   
   /**
   * The Tally class registers a series of values and provides mean, standard deviation, etc. of the registered values.
   * <p>
   * Copyright (c) 2002-2024 Delft University of Technology, Jaffalaan 5, 2628 BX Delft, the Netherlands. All rights reserved. See
   * for project information <a href="https://simulation.tudelft.nl/" target="_blank"> https://simulation.tudelft.nl</a>. The DSOL
   * project is distributed under a three-clause BSD-style license, which can be found at
   * <a href="https://simulation.tudelft.nl/dsol/3.0/license.html" target="_blank">
   * https://simulation.tudelft.nl/dsol/3.0/license.html</a>. <br>
   * @author <a href="https://www.tudelft.nl/averbraeck" target="_blank"> Alexander Verbraeck</a>
   * @author <a href="https://www.linkedin.com/in/peterhmjacobs">Peter Jacobs </a>
   * @author <a href="https://www.tudelft.nl/staff/p.knoppers/">Peter Knoppers</a>
   */
  public class Tally implements TallyStatistic
  {
      /** */
      private static final long serialVersionUID = 20200228L;
  
      /** The sum of this tally. */
      private double sum;
  
      /** The mean of this tally. */
      private double m1;
  
      /** The summation for the second moment (variance). */
      private double m2;
  
      /** The summation for the third moment (skewness). */
      private double m3;
  
      /** The summation for the fourth moment (kurtosis). */
      private double m4;
  
      /** The minimum observed value of this tally. */
      private double min;
  
      /** The maximum observed value of this tally. */
      private double max;
  
      /** The number of measurements of this tally. */
      private long n;
  
      /** The description of this tally. */
      private final String description;
  
      /** The quantile accumulator. */
      private final QuantileAccumulator quantileAccumulator;
  
      /** the synchronized lock. */
      @SuppressWarnings("checkstyle:visibilitymodifier")
      protected Object semaphore = new Object();
  
      /**
       * Convenience constructor that uses a NoStorageAccumulator to estimate quantiles.
       * @param description String; the description of this tally
       */
      public Tally(final String description)
      {
          this(description, new NoStorageAccumulator());
      }
  
      /**
       * Constructs a new Tally.
       * @param description String; the description of this tally
       * @param quantileAccumulator QuantileAccumulator; the input series accumulator that can approximate or compute quantiles.
       */
      public Tally(final String description, final QuantileAccumulator quantileAccumulator)
      {
          Throw.whenNull(description, "description cannot be null");
          Throw.whenNull(quantileAccumulator, "quantileAccumulator cannot be null");
          this.description = description;
          this.quantileAccumulator = quantileAccumulator;
          initialize();
      }
  
      /** {@inheritDoc} */
      @Override
      public void initialize()
      {
          synchronized (this.semaphore)
          {
              this.min = Double.NaN;
              this.max = Double.NaN;
              this.n = 0;
              this.sum = 0.0;
              this.m1 = 0.0;
              this.m2 = 0.0;
              this.m3 = 0;
              this.m4 = 0;
              this.quantileAccumulator.initialize();
          }
      }
 
     /**
      * Ingest an array of values.
      * @param values double...; the values to register
      */
     public void register(final double... values)
     {
         for (double value : values)
         {
             register(value);
         }
     }
 
     /**
      * Process one observed value.
      * @param value double; the value to process
      * @return double; the value
      */
     public double register(final double value)
     {
         Throw.when(Double.isNaN(value), IllegalArgumentException.class, "value may not be NaN");
         synchronized (this.semaphore)
         {
             if (this.n == 0)
             {
                 this.min = Double.MAX_VALUE;
                 this.max = -Double.MAX_VALUE;
             }
             this.n++;
             double delta = value - this.m1;
             double oldm2 = this.m2;
             double oldm3 = this.m3;
             // Eq 4 in https://fanf2.user.srcf.net/hermes/doc/antiforgery/stats.pdf
             // Eq 1.1 in https://prod-ng.sandia.gov/techlib-noauth/access-control.cgi/2008/086212.pdf
             this.m1 += delta / this.n;
             // Eq 44 in https://fanf2.user.srcf.net/hermes/doc/antiforgery/stats.pdf
             // Eq 1.2 in https://prod-ng.sandia.gov/techlib-noauth/access-control.cgi/2008/086212.pdf
             this.m2 += delta * (value - this.m1);
             // Eq 2.13 in https://prod-ng.sandia.gov/techlib-noauth/access-control.cgi/2008/086212.pdf
             this.m3 += -3 * oldm2 * delta / this.n + (this.n - 1) * (this.n - 2) * delta * delta * delta / this.n / this.n;
             // Eq 2.16 in https://prod-ng.sandia.gov/techlib-noauth/access-control.cgi/2008/086212.pdf
             this.m4 += -4 * oldm3 * delta / this.n + 6 * oldm2 * delta * delta / this.n / this.n + (this.n - 1)
                     * (this.n * this.n - 3 * this.n + 3) * delta * delta * delta * delta / this.n / this.n / this.n;
             this.sum += value;
             if (value < this.min)
             {
                 this.min = value;
             }
             if (value > this.max)
             {
                 this.max = value;
             }
             this.quantileAccumulator.register(value);
         }
         return value;
     }
 
     /** {@inheritDoc} */
     @Override
     public String getDescription()
     {
         return this.description;
     }
 
     /** {@inheritDoc} */
     @Override
     public double getMax()
     {
         return this.max;
     }
 
     /** {@inheritDoc} */
     @Override
     public double getMin()
     {
         return this.min;
     }
 
     /** {@inheritDoc} */
     @Override
     public long getN()
     {
         return this.n;
     }
 
     /**
      * Return the sum of the values of the observations.
      * @return double; the sum of the values of the observations
      */
     public double getSum()
     {
         return this.sum;
     }
 
     /**
      * Returns the sample mean of all observations since the initialization.
      * @return double; the sample mean
      */
     public double getSampleMean()
     {
         if (this.n > 0)
         {
             return this.m1;
         }
         return Double.NaN;
     }
 
     /**
      * Returns the population mean of all observations since the initialization.
      * @return double; the population mean
      */
     public double getPopulationMean()
     {
         return getSampleMean();
     }
 
     /**
      * Returns the current (unbiased) sample standard deviation of all observations since the initialization. The sample
      * standard deviation is defined as the square root of the sample variance.
      * @return double; the sample standard deviation
      */
     public double getSampleStDev()
     {
         synchronized (this.semaphore)
         {
             if (this.n > 1)
             {
                 return Math.sqrt(getSampleVariance());
             }
             return Double.NaN;
         }
     }
 
     /**
      * Returns the current (biased) population standard deviation of all observations since the initialization. The population
      * standard deviation is defined as the square root of the population variance.
      * @return double; the population standard deviation
      */
     public double getPopulationStDev()
     {
         synchronized (this.semaphore)
         {
             return Math.sqrt(getPopulationVariance());
         }
     }
 
     /**
      * Returns the current (unbiased) sample variance of all observations since the initialization. The calculation of the
      * sample variance in relation to the population variance is undisputed. The formula is:<br>
      * &nbsp;&nbsp;<i>S<sup>2</sup> = (1 / (n - 1)) * [ &Sigma;x<sup>2</sup> - (&Sigma;x)<sup>2</sup> / n ] </i><br>
      * which can be calculated on the basis of the calculated population variance <i>&sigma;<sup>2</sup></i> as follows:<br>
      * &nbsp;&nbsp;<i>S<sup>2</sup> = &sigma;<sup>2</sup> * n / (n - 1)</i><br>
      * @return double; the current sample variance of this tally
      */
     public double getSampleVariance()
     {
         synchronized (this.semaphore)
         {
             if (this.n > 1)
             {
                 return this.m2 / (this.n - 1);
             }
             return Double.NaN;
         }
     }
 
     /**
      * Returns the current (biased) population variance of all observations since the initialization. The population variance is
      * defined as:<br>
      * <i>&sigma;<sup>2</sup> = (1 / n) * [ &Sigma;x<sup>2</sup> - (&Sigma;x)<sup>2</sup> / n ] </i>
      * @return double; the current population variance of this tally
      */
     public double getPopulationVariance()
     {
         synchronized (this.semaphore)
         {
             if (this.n > 0)
             {
                 return this.m2 / this.n;
             }
             return Double.NaN;
         }
     }
 
     /**
      * Return the (unbiased) sample skewness of the registered data. There are different formulas to calculate the unbiased
      * (sample) skewness from the biased (population) skewness. Minitab, for instance calculates unbiased skewness as:<br>
      * &nbsp;&nbsp;<i>Skew<sub>unbiased</sub> = Skew<sub>biased</sub> [ ( n - 1) / n ]<sup> 3/2</sup></i> <br>
      * whereas SAS, SPSS and Excel calculate it as:<br>
      * &nbsp;&nbsp;<i>Skew<sub>unbiased</sub> = Skew<sub>biased</sub> &radic;[ n ( n - 1)] / (n - 2)</i> <br>
      * Here we follow the last mentioned formula. All formulas converge to the same value with larger n.
      * @return double; the sample skewness of the registered data
      */
     public double getSampleSkewness()
     {
         if (this.n > 2)
         {
             return getPopulationSkewness() * Math.sqrt(this.n * (this.n - 1)) / (this.n - 2);
         }
         return Double.NaN;
     }
 
     /**
      * Return the (biased) population skewness of the registered data. The population skewness is defined as:<br>
      * &nbsp;&nbsp;<i>Skew<sub>biased</sub> = [ &Sigma; ( x - &mu; ) <sup>3</sup> ] / [ n . S<sup>3</sup> ]</i><br>
      * where <i>S<sup>2</sup></i> is the <b>sample</b> variance. So the denominator is equal to <i>[ n .
      * sample_var<sup>3/2</sup> ]</i> .
      * @return double; the skewness of the registered data
      */
     public double getPopulationSkewness()
     {
         if (this.n > 1)
         {
             return (this.m3 / this.n) / Math.pow(getPopulationVariance(), 1.5);
         }
         return Double.NaN;
     }
 
     /**
      * Return the sample kurtosis of the registered data. The sample kurtosis can be defined in multiple ways. Here, we choose the
      * following formula:<br>
      * &nbsp;&nbsp;<i>Kurt<sub>unbiased</sub> = [ &Sigma; ( x - &mu; ) <sup>4</sup> ] / [ ( n - 1 ) . S<sup>4</sup> ]</i><br>
      * where <i>S<sup>2</sup></i> is the <u>sample</u> variance. So the denominator is equal to <i>[ ( n - 1 ) .
      * sample_var<sup>2</sup> ]</i> .
      * @return double; the sample kurtosis of the registered data
      */
     public double getSampleKurtosis()
     {
         if (this.n > 3)
         {
             double sVar = getSampleVariance();
             return this.m4 / (this.n - 1) / sVar / sVar;
         }
         return Double.NaN;
     }
 
     /**
      * Return the (biased) population kurtosis of the registered data. The population kurtosis is defined as:<br>
      * &nbsp;&nbsp;<i>Kurt<sub>biased</sub> = [ &Sigma; ( x - &mu; ) <sup>4</sup> ] / [ n . &sigma;<sup>4</sup> ]</i><br>
      * where <i>&sigma;<sup>2</sup></i> is the <u>population</u> variance. So the denominator is equal to <i>[ n .
      * pop_var<sup>2</sup> ]</i> .
      * @return double; the population kurtosis of the registered data
      */
     public double getPopulationKurtosis()
     {
         if (this.n > 2)
         {
             return (this.m4 / this.n) / (this.m2 / this.n) / (this.m2 / this.n);
         }
         return Double.NaN;
     }
 
     /**
      * Return the sample excess kurtosis of the registered data. The sample excess kurtosis is the sample-corrected value of the
      * excess kurtosis. Several formulas exist to calculate the sample excess kurtosis from the population kurtosis. Here we
      * use:<br>
      * &nbsp;&nbsp;<i>ExcessKurt<sub>unbiased</sub> = ( n - 1 ) / [( n - 2 ) * ( n - 3 )] [ ( n + 1 ) *
      * ExcessKurt<sub>biased</sub> + 6]</i> <br>
      * This is the excess kurtosis that is calculated by, for instance, SAS, SPSS and Excel.
      * @return double; the sample excess kurtosis of the registered data
      */
     public double getSampleExcessKurtosis()
     {
         if (this.n > 3)
         {
             double g2 = getPopulationExcessKurtosis();
             return (1.0 * (this.n - 1) / (this.n - 2) / (this.n - 3)) * ((this.n + 1) * g2 + 6.0);
         }
         return Double.NaN;
     }
 
     /**
      * Return the population excess kurtosis of the registered data. The kurtosis value of the normal distribution is 3. The
      * excess kurtosis is the kurtosis value shifted by -3 to be 0 for the normal distribution.
      * @return double; the population excess kurtosis of the registered data
      */
     public double getPopulationExcessKurtosis()
     {
         if (this.n > 2)
         {
             // convert kurtosis to excess kurtosis, shift by -3
             return getPopulationKurtosis() - 3.0;
         }
         return Double.NaN;
     }
 
     /**
      * Compute the quantile for the given probability.
      * @param probability double; the probability for which the quantile is to be computed. The value should be between 0 and 1,
      *            inclusive.
      * @return double; the quantile for the probability
      * @throws IllegalArgumentException when the probability is less than 0 or larger than 1
      */
     public double getQuantile(final double probability)
     {
         return this.quantileAccumulator.getQuantile(this, probability);
     }
 
     /**
      * Get, or estimate fraction of registered values between -infinity up to and including a given quantile.
      * @param quantile double; the given quantile
      * @return double; the estimated or observed fraction of registered values between -infinity up to and including the given
      *         quantile. When this TallyInterface has registered zero values; this method shall return NaN.
      * @throws IllegalArgumentException when quantile is NaN
      */
     public double getCumulativeProbability(final double quantile)
     {
         return this.quantileAccumulator.getCumulativeProbability(this, quantile);
     }
 
     /**
      * returns the confidence interval on either side of the mean.
      * @param alpha double; Alpha is the significance level used to compute the confidence level. The confidence level equals
      *            100*(1 - alpha)%, or in other words, an alpha of 0.05 indicates a 95 percent confidence level.
      * @return double[]; the confidence interval of this tally
      * @throws IllegalArgumentException when alpha is less than 0 or larger than 1
      */
     public double[] getConfidenceInterval(final double alpha)
     {
         return this.getConfidenceInterval(alpha, ConfidenceInterval.BOTH_SIDE_CONFIDENCE);
     }
 
     /**
      * returns the confidence interval based of the mean.
      * @param alpha double; Alpha is the significance level used to compute the confidence level. The confidence level equals
      *            100*(1 - alpha)%, or in other words, an alpha of 0.05 indicates a 95 percent confidence level.
      * @param side ConfidenceInterval; the side of the confidence interval with respect to the mean
      * @return double[]; the confidence interval of this tally
      * @throws IllegalArgumentException when alpha is less than 0 or larger than 1
      * @throws NullPointerException when side is null
      */
     public double[] getConfidenceInterval(final double alpha, final ConfidenceInterval side)
     {
         Throw.whenNull(side, "type of confidence level cannot be null");
         Throw.when(alpha < 0 || alpha > 1, IllegalArgumentException.class,
                 "confidenceLevel should be between 0 and 1 (inclusive)");
         synchronized (this.semaphore)
         {
             double sampleMean = getSampleMean();
             if (Double.isNaN(sampleMean) || Double.valueOf(this.getSampleStDev()).isNaN())
             {
                 return null; // TODO throw something
             }
             double level = 1 - alpha;
             if (side.equals(ConfidenceInterval.BOTH_SIDE_CONFIDENCE))
             {
                 level = 1 - alpha / 2.0;
             }
             double z = DistNormalTable.getInverseCumulativeProbability(0.0, 1.0, level);
             double confidence = z * Math.sqrt(this.getSampleVariance() / this.n);
             double[] result = {sampleMean - confidence, sampleMean + confidence};
             if (side.equals(ConfidenceInterval.LEFT_SIDE_CONFIDENCE))
             {
                 result[1] = sampleMean;
             }
             if (side.equals(ConfidenceInterval.RIGHT_SIDE_CONFIDENCE))
             {
                 result[0] = sampleMean;
             }
             result[0] = Math.max(result[0], this.min);
             result[1] = Math.min(result[1], this.max);
             return result;
         }
     }
 
     /** {@inheritDoc} */
     @Override
     public String toString()
     {
         return "Tally [sum=" + this.sum + ", m1=" + this.m1 + ", m2=" + this.m2 + ", m3=" + this.m3 + ", m4=" + this.m4
                 + ", min=" + this.min + ", max=" + this.max + ", n=" + this.n + ", description=" + this.description
                 + ", quantileAccumulator=" + this.quantileAccumulator + "]";
     }
 
     /**
      * Return a string representing a header for a textual table with a monospaced font that can contain multiple statistics.
      * @return String; header for the textual table.
      */
     public static String reportHeader()
     {
         return "-".repeat(113) + String.format("%n| %-48.48s | %6.6s | %10.10s | %10.10s | %10.10s | %10.10s |%n", "Tally name",
                 "n", "mean", "st.dev", "minimum", "maximum") + "-".repeat(113);
     }
 
     /** {@inheritDoc} */
     @Override
     public String reportLine()
     {
         return String.format("| %-48.48s | %6d | %s | %s | %s | %s |", getDescription(), getN(),
                 formatFixed(getPopulationMean(), 10), formatFixed(getPopulationStDev(), 10), formatFixed(getMin(), 10),
                 formatFixed(getMax(), 10));
     }
 
     /**
      * Return a string representing a footer for a textual table with a monospaced font that can contain multiple statistics.
      * @return String; footer for the textual table
      */
     public static String reportFooter()
     {
         return "-".repeat(113);
     }
 }