// Copyright 2018 Google LLC. All Rights Reserved.
/*
  Copyright (C) 2006 Steven L. Scott

  This library is free software; you can redistribute it and/or
  modify it under the terms of the GNU Lesser General Public
  License as published by the Free Software Foundation; either
  version 2.1 of the License, or (at your option) any later version.

  This library 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
  Lesser General Public License for more details.

  You should have received a copy of the GNU Lesser General Public
  License along with this library; if not, write to the Free Software
  Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA
*/
#ifndef BOOM_CORRELATION_SAMPLER_HPP
#define BOOM_CORRELATION_SAMPLER_HPP
#include "Models/ModelTypes.hpp"
#include "Models/MvnModel.hpp"
#include "Models/ParamTypes.hpp"
#include "Models/PosteriorSamplers/PosteriorSampler.hpp"
#include "Samplers/Sampler.hpp"
#include "TargetFun/TargetFun.hpp"
namespace BOOM {

  // Draws from the posterior distribution of the correlation matrix
  // in a Gaussian model with known means and variances given a
  // CorrelationModel prior distribution on the correlation matrix
  class MvnCorrelationSampler : public PosteriorSampler {
   public:
    MvnCorrelationSampler(MvnModel *model, const Ptr<CorrelationModel> &prior,
                          bool refresh_suf = false,
                          RNG &seeding_rng = GlobalRng::rng);
    void draw() override;
    double logpri() const override;

   private:
    double logp(double r);
    void find_limits();
    void draw_one();
    double Rdet(double r);
    void set_r(double r);
    void check_limits(double oldr, double eps);

    MvnModel *mod_;              // supplies likelihood
    Ptr<CorrelationModel> pri_;  // prior for R
    CorrelationMatrix R_;        // workspace
    SpdMatrix Sumsq_;
    double df_;
    int i_, j_;
    double lo_, hi_;
  };

}  // namespace BOOM
#endif  // BOOM_CORRELATION_SAMPLER_HPP
