## ----setup, include=FALSE, message = FALSE------------------------------------
knitr::opts_chunk$set(echo = TRUE)
library(NNS)
library(data.table)
data.table::setDTthreads(2L)
options(mc.cores = 1)
Sys.setenv("OMP_THREAD_LIMIT" = 2)

## ----mean, message=FALSE------------------------------------------------------
library(NNS)
set.seed(123) ; x = rnorm(100) ; y = rnorm(100)

mean(x)
UPM(1, 0, x) - LPM(1, 0, x)

## ----variance-----------------------------------------------------------------
var(x)

# Sample Variance:
UPM(2, mean(x), x) + LPM(2, mean(x), x)

# Population Variance:
(UPM(2, mean(x), x) + LPM(2, mean(x), x)) * (length(x) / (length(x) - 1))

# Variance is also the co-variance of itself:
(Co.LPM(1, x, x, mean(x), mean(x)) + Co.UPM(1, x, x, mean(x), mean(x)) - D.LPM(1, 1, x, x, mean(x), mean(x)) - D.UPM(1, 1, x, x, mean(x), mean(x))) * (length(x) / (length(x) - 1))

## ----stdev--------------------------------------------------------------------
sd(x)
((UPM(2, mean(x), x) + LPM(2, mean(x), x)) * (length(x) / (length(x) - 1))) ^ .5

## ----moments------------------------------------------------------------------
NNS.moments(x)

NNS.moments(x, population = FALSE)

## ----mode---------------------------------------------------------------------
# Continuous
NNS.mode(x)

# Discrete and multiple modes
NNS.mode(c(1, 2, 2, 3, 3, 4, 4, 5), discrete = TRUE, multi = TRUE)

## ----covariance---------------------------------------------------------------
cov(x, y)
(Co.LPM(1, x, y, mean(x), mean(y)) + Co.UPM(1, x, y, mean(x), mean(y)) - D.LPM(1, 1, x, y, mean(x), mean(y)) - D.UPM(1, 1, x, y, mean(x), mean(y))) * (length(x) / (length(x) - 1))

## ----cov_dec, warning=FALSE---------------------------------------------------
cov.mtx = PM.matrix(LPM_degree = 1, UPM_degree = 1,target = 'mean', variable = cbind(x, y), pop_adj = TRUE)
cov.mtx

# Reassembled Covariance Matrix
cov.mtx$clpm + cov.mtx$cupm - cov.mtx$dlpm - cov.mtx$dupm


# Standard Covariance Matrix
cov(cbind(x, y))

## ----pearson------------------------------------------------------------------
cor(x, y)
cov.xy = (Co.LPM(1, x, y, mean(x), mean(y)) + Co.UPM(1, x, y, mean(x), mean(y)) - D.LPM(1, 1, x, y, mean(x), mean(y)) - D.UPM(1, 1, x, y, mean(x), mean(y))) * (length(x) / (length(x) - 1))
sd.x = ((UPM(2, mean(x), x) + LPM(2, mean(x), x)) * (length(x) / (length(x) - 1))) ^ .5
sd.y = ((UPM(2, mean(y), y) + LPM(2, mean(y) , y)) * (length(y) / (length(y) - 1))) ^ .5
cov.xy / (sd.x * sd.y)

## ----cdfs,fig.align="center",fig.width=5,fig.height=3, results='hide'---------
P = ecdf(x)
P(0) ; P(1)
LPM(0, 0, x) ; LPM(0, 1, x)

# Vectorized targets:
LPM(0, c(0, 1), x)

plot(ecdf(x))
points(sort(x), LPM(0, sort(x), x), col = "red")
legend("left", legend = c("ecdf", "LPM.CDF"), fill = c("black", "red"), border = NA, bty = "n")

# Joint CDF:
Co.LPM(0, x, y, 0, 0)

# Vectorized targets:
Co.LPM(0, x, y, c(0, 1), c(0, 1))

# Copula
# Transform x and y so that they are uniform
u_x = LPM.ratio(0, x, x)
u_y = LPM.ratio(0, y, y)

# Value of copula at c(.5, .5)
Co.LPM(0, u_x, u_y, .5, .5)

# Continuous CDF:
NNS.CDF(x, 1)

# CDF with target:
NNS.CDF(x, 1, target = mean(x))

# Survival Function:
NNS.CDF(x, 1, type = "survival")

## ----numerical integration----------------------------------------------------
x = seq(0, 1, .001) ; y = x ^ 2
(UPM(1, 0, y) - LPM(1, 0, y)) * (1 - 0)

## ----threads, echo = FALSE----------------------------------------------------
Sys.setenv("OMP_THREAD_LIMIT" = "")