/**
* Global Sensor Networks (GSN) Source Code
* Copyright (c) 2006-2016, Ecole Polytechnique Federale de Lausanne (EPFL)
* 
* This file is part of GSN.
* 
* GSN is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
* 
* GSN 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 General Public License for more details.
* 
* You should have received a copy of the GNU General Public License
* along with GSN.  If not, see <http://www.gnu.org/licenses/>.
* 
* File: src/ch/epfl/gsn/utils/models/jgarch/garchmodel/GarchModel.java
*
* @author Saket Sathe
* @author Sofiane Sarni
*
*/

package ch.epfl.gsn.utils.models.jgarch.garchmodel;

import org.rosuda.JRI.REXP;
import org.rosuda.JRI.Rengine;

import ch.epfl.gsn.utils.models.jgarch.wrappers.REngineManager;

public class GarchModel {
	private double predUVar;
	
	private double predLVar;
	
	private double[] tSeries;
	
	private int garchOrder = 1;
	private int archOrder = 1;
	private int initialOffset = (archOrder > garchOrder) ? archOrder + 1: garchOrder +1;	
	
	public double getPredUVar() {
		return predUVar;
	}

	public double getPredLVar() {
		return predLVar;
	}

	public GarchModel(double[] tSeries, int archOrder, int garchOrder){
		this.tSeries = tSeries;
		this.garchOrder = garchOrder;
		this.archOrder = archOrder;
		initialOffset = (archOrder > garchOrder) ? archOrder + 1: garchOrder +1;
	}
	
	public GarchModel(double[] tSeries){
		this.tSeries = tSeries;		
	}
	
    public void run() {
	// just making sure we have the right version of everything
    	REngineManager rengineManager = REngineManager.getInstance();
    	Rengine re = rengineManager.getREngine();
	
		
		try {					
			
			REXP RpredUVar;
			REXP RpredLVar;
			
			//re.eval("library(tseries)"); // not required since REngineManager.initREngine() calls it once when the REngine is created
			
			re.assign("nyse", tSeries);
			re.eval("nyse.g=garch(nyse, order=c("+ garchOrder + ","+ archOrder + "))");
			re.eval("u=tseries:::predict.garch(nyse.g,genuine=TRUE)");
			
			//System.out.println(RpredUVar=re.eval("u["+ initialOffset + ":dim(u)[1],1]"));
			//System.out.println(RpredLVar=re.eval("u["+ initialOffset + ":dim(u)[1],2]"));
			
			RpredUVar=re.eval("u[dim(u)[1],1]");
			RpredLVar=re.eval("u[dim(u)[1],2]");
			
			predUVar = RpredUVar.asDouble();
			predLVar = RpredLVar.asDouble();
			
			
		} catch (Exception e) {
			System.out.println("EX:" + e);
			e.printStackTrace();
			rengineManager.endEngine();
		} 
	
    }
}