import logging
from typing import Callable
import warnings
warnings.filterwarnings('ignore')
import numpy as np

from beartype import beartype
from UQpy.sampling.mcmc.baseclass.MCMC import MCMC
from UQpy.distributions import *
from UQpy.utilities.ValidationTypes import *


class DRAM(MCMC):

    @beartype
    def __init__(
            self,
            pdf_target: Union[Callable, list[Callable]] = None,
            log_pdf_target: Union[Callable, list[Callable]] = None,
            args_target: tuple = None,
            burn_length: Annotated[int, Is[lambda x: x >= 0]] = 0,
            jump: int = 1,
            dimension: int = None,
            seed: list = None,
            save_log_pdf: bool = False,
            concatenate_chains: bool = True,
            initial_covariance: float = None,
            covariance_update_rate: float = 100,
            scale_parameter: float = None,
            delayed_rejection_scale: float = 1 / 5,
            save_covariance: bool = False,
            random_state: RandomStateType = None,
            n_chains: int = None,
            nsamples: int = None,
            nsamples_per_chain: int = None,
    ):
        """
        Delayed Rejection Adaptive Metropolis algorithm :cite:`Dram1` :cite:`MCMC2`

        In this algorithm, the proposal density is Gaussian and its covariance C is being updated from samples as
        :code:`C = scale_parameter * C_sample` where :code:`C_sample` is the sample covariance. Also, the delayed
        rejection scheme is applied, i.e, if a candidate is not accepted another one is generated from the proposal with
        covariance :code:`delayed_rejection_scale ** 2 * C`.

        :param pdf_target: Target density function from which to draw random samples. Either `pdf_target` or
         `log_pdf_target` must be provided (the latter should be preferred for better numerical stability).

         If `pdf_target` is a callable, it refers to the joint pdf to sample from, it must take at least one input
         **x**, which are the point(s) at which to evaluate the pdf. Within :class:`.MCMC` the `pdf_target` is evaluated
         as:
         :code:`p(x) = pdf_target(x, \*args_target)`

         where **x** is a :class:`numpy.ndarray of shape :code:`(nsamples, dimension)` and `args_target` are additional
         positional arguments that are provided to :class:`.MCMC` via its `args_target` input.

         If `pdf_target` is a list of callables, it refers to independent marginals to sample from. The marginal in
         dimension :code:`j` is evaluated as: :code:`p_j(xj) = pdf_target[j](xj, \*args_target[j])` where **x** is a
         :class:`numpy.ndarray` of shape :code:`(nsamples, dimension)`
        :param log_pdf_target: Logarithm of the target density function from which to draw random samples.
         Either pdf_target or log_pdf_target must be provided (the latter should be preferred for better numerical
         stability).

         Same comments as for input `pdf_target`.
        :param args_target: Positional arguments of the pdf / log-pdf target function. See `pdf_target`
        :param burn_length: Length of burn-in - i.e., number of samples at the beginning of the chain to discard (note:
         no thinning during burn-in). Default is :math:`0`, no burn-in.
        :param jump: Thinning parameter, used to reduce correlation between samples. Setting :code:`jump=n` corresponds
         to skipping n-1 states between accepted states of the chain. Default is :math:`1` (no thinning).
        :param dimension: A scalar value defining the dimension of target density function. Either `dimension` and
         `n_chains` or `seed` must be provided.
        :param seed: Seed of the Markov chain(s), shape :code:`(n_chains, dimension)`.
         Default: :code:`zeros(n_chains x dimension)`.

         If `seed` is not provided, both `n_chains` and `dimension` must be provided.
        :param save_log_pdf: Boolean that indicates whether to save log-pdf values along with the samples.
         Default: :any:`False`
        :param concatenate_chains: Boolean that indicates whether to concatenate the chains after a run, i.e., samples
         are stored as a :class:`numpy.ndarray` of shape :code:`(nsamples * n_chains, dimension)` if :any:`True`,
         :code:`(nsamples, n_chains, dimension)` if :any:`False`.
         Default: :any:`True`
        :param n_chains: The number of Markov chains to generate. Either `dimension` and `n_chains` or `seed` must be
         provided.
        :param initial_covariance: Initial covariance for the gaussian proposal distribution. Default: I(dim)
        :param covariance_update_rate: Rate at which covariance is being updated, i.e., every k0 iterations.
         Default: :math:`100`
        :param scale_parameter: Scale parameter for covariance updating. Default: :math:`2.38^2/dim`
        :param delayed_rejection_scale: Scale parameter for delayed rejection. Default: :math:`1/5`
        :param save_covariance: If :any:`True`, updated covariance is saved in attribute :py:attr:`adaptive_covariance`.
         Default: :any:`False`
        :param random_state: Random seed used to initialize the pseudo-random number generator. Default is
         :any:`None`.
        :param nsamples: Number of samples to generate.
        :param nsamples_per_chain: Number of samples to generate per chain.
        """
        self.nsamples = nsamples
        self.nsamples_per_chain = nsamples_per_chain
        super().__init__(
            pdf_target=pdf_target,
            log_pdf_target=log_pdf_target,
            args_target=args_target,
            dimension=dimension,
            seed=seed,
            burn_length=burn_length,
            jump=jump,
            save_log_pdf=save_log_pdf,
            concatenate_chains=concatenate_chains,
            random_state=random_state,
            n_chains=n_chains,
        )

        self.logger = logging.getLogger(__name__)
        # Check the initial covariance
        self.initial_covariance = initial_covariance
        if self.initial_covariance is None:
            self.initial_covariance = np.eye(self.dimension)
        elif not (isinstance(self.initial_covariance, np.ndarray)
                  and self.initial_covariance == (self.dimension, self.dimension)):
            raise TypeError(
                "UQpy: Input initial_covariance should be a 2D ndarray of shape (dimension, dimension)")

        self.covariance_update_rate = covariance_update_rate
        self.scale_parameter = scale_parameter
        if self.scale_parameter is None:
            self.scale_parameter = 2.38 ** 2 / self.dimension
        self.delayed_rejection_scale = delayed_rejection_scale
        self.save_covariance = save_covariance
        for key, typ in zip(
                [
                    "covariance_update_rate",
                    "scale_parameter",
                    "delayed_rejection_scale",
                    "save_covariance",
                ],
                [int, float, float, bool],
        ):
            if not isinstance(getattr(self, key), typ):
                raise TypeError("Input " + key + " must be of type " + typ.__name__)

        # initialize the sample mean and sample covariance that you need
        self.current_covariance = np.tile(
            self.initial_covariance[np.newaxis, ...], (self.n_chains, 1, 1))
        self.sample_mean = np.zeros((self.n_chains, self.dimension,))
        self.sample_covariance = np.zeros((self.n_chains, self.dimension, self.dimension))
        if self.save_covariance:
            self.adaptive_covariance = [self.current_covariance.copy(), ]

        self.logger.info("\nUQpy: Initialization of " + self.__class__.__name__ + " algorithm complete.")

        if (nsamples is not None) or (nsamples_per_chain is not None):
            self.run(nsamples=nsamples, nsamples_per_chain=nsamples_per_chain)

    def run_one_iteration(self, current_state: np.ndarray, current_log_pdf: np.ndarray):
        """
        Run one iteration of the mcmc chain for DRAM algorithm, starting at current state -
        see :class:`MCMC` class.
        """
        from UQpy.distributions import MultivariateNormal

        multivariate_normal = MultivariateNormal(mean=np.zeros(self.dimension, ), cov=1.0)

        # Sample candidate
        candidate = np.zeros_like(current_state)
        for nc, current_cov in enumerate(self.current_covariance):
            multivariate_normal.update_parameters(cov=current_cov)
            candidate[nc, :] = current_state[nc, :] + \
                               multivariate_normal.rvs(nsamples=1, random_state=self.random_state) \
                                   .reshape((self.dimension,))

        # Compute log_pdf_target of candidate sample
        log_p_candidate = self.evaluate_log_target(candidate)

        # Compare candidate with current sample and decide or not to keep the candidate (loop over nc chains)
        accept_vec = np.zeros((self.n_chains,))
        delayed_chains_indices = ([])  # indices of chains that will undergo delayed rejection
        unif_rvs = (Uniform().rvs(nsamples=self.n_chains, random_state=self.random_state)
                    .reshape((-1,)))
        for nc, (cand, log_p_cand, log_p_curr) in enumerate(
                zip(candidate, log_p_candidate, current_log_pdf)):
            accept = np.log(unif_rvs[nc]) < log_p_cand - log_p_curr
            if accept:
                current_state[nc, :] = cand
                current_log_pdf[nc] = log_p_cand
                accept_vec[nc] += 1.0
            else:  # enter delayed rejection
                delayed_chains_indices.append(nc)  # these indices will enter the delayed rejection part

        # Delayed rejection
        if delayed_chains_indices:  # performed delayed rejection for some chains
            current_states_delayed = np.zeros(
                (len(delayed_chains_indices), self.dimension))
            candidates_delayed = np.zeros((len(delayed_chains_indices), self.dimension))
            candidate2 = np.zeros((len(delayed_chains_indices), self.dimension))
            # Sample other candidates closer to the current one
            for i, nc in enumerate(delayed_chains_indices):
                current_states_delayed[i, :] = current_state[nc, :]
                candidates_delayed[i, :] = candidate[nc, :]
                multivariate_normal.update_parameters(
                    cov=self.delayed_rejection_scale ** 2 * self.current_covariance[nc])
                candidate2[i, :] = current_states_delayed[i, :] + \
                                   multivariate_normal.rvs(nsamples=1, random_state=self.random_state) \
                                       .reshape((self.dimension,))
            # Evaluate their log_target
            log_p_candidate2 = self.evaluate_log_target(candidate2)
            log_prop_cand_cand2 = multivariate_normal.log_pdf(candidates_delayed - candidate2)
            log_prop_cand_curr = multivariate_normal.log_pdf(candidates_delayed - current_states_delayed)
            # Accept or reject
            unif_rvs = (Uniform().rvs(nsamples=len(delayed_chains_indices),
                                      random_state=self.random_state).reshape((-1,)))
            for (nc, cand2, log_p_cand2, j1, j2, u_rv) in zip(
                    delayed_chains_indices,
                    candidate2,
                    log_p_candidate2,
                    log_prop_cand_cand2,
                    log_prop_cand_curr,
                    unif_rvs,
            ):
                alpha_cand_cand2 = min(1.0, np.exp(log_p_candidate[nc] - log_p_cand2))
                alpha_cand_curr = min(1.0, np.exp(log_p_candidate[nc] - current_log_pdf[nc]))
                log_alpha2 = (log_p_cand2 - current_log_pdf[nc] + j1 - j2
                              + np.log(max(1.0 - alpha_cand_cand2, 10 ** (-320)))
                              - np.log(max(1.0 - alpha_cand_curr, 10 ** (-320))))
                accept = np.log(u_rv) < min(0.0, log_alpha2)
                if accept:
                    current_state[nc, :] = cand2
                    current_log_pdf[nc] = log_p_cand2
                    accept_vec[nc] += 1.0

        # Adaptive part: update the covariance
        for nc in range(self.n_chains):
            # update covariance
            self.sample_mean[nc], self.sample_covariance[nc], = self._recursive_update_mean_covariance(
                nsamples=self.iterations_number,
                new_sample=current_state[nc, :],
                previous_mean=self.sample_mean[nc],
                previous_covariance=self.sample_covariance[nc], )
            if (self.iterations_number > 1) and (self.iterations_number % self.covariance_update_rate == 0):
                self.current_covariance[nc] = self.scale_parameter * self.sample_covariance[nc] + \
                                              1e-6 * np.eye(self.dimension)
        if self.save_covariance and \
                ((self.iterations_number > 1) and (self.iterations_number % self.covariance_update_rate == 0)):
            self.adaptive_covariance.append(self.current_covariance.copy())

        # Update the acceptance rate
        self._update_acceptance_rate(accept_vec)
        return current_state, current_log_pdf

    @staticmethod
    def _recursive_update_mean_covariance(
            nsamples, new_sample, previous_mean, previous_covariance=None
    ):
        """
        Iterative formula to compute a new sample mean and covariance based on previous ones and new sample.

        New covariance is computed only of previous_covariance is provided.

        **Inputs:**

        * n (int): Number of samples used to compute the new mean
        * new_sample (ndarray (dim, )): new sample
        * previous_mean (ndarray (dim, )): Previous sample mean, to be updated with new sample value
        * previous_covariance (ndarray (dim, dim)): Previous sample covariance, to be updated with new sample value

        **Output/Returns:**

        * new_mean (ndarray (dim, )): Updated sample mean
        * new_covariance (ndarray (dim, dim)): Updated sample covariance

        """
        new_mean = (nsamples - 1) / nsamples * previous_mean + 1 / nsamples * new_sample
        if previous_covariance is None:
            return new_mean
        dimensions = new_sample.size
        if nsamples == 1:
            new_covariance = np.zeros((dimensions, dimensions))
        else:
            delta_n = (new_sample - previous_mean).reshape((dimensions, 1))
            new_covariance = (nsamples - 2) / (nsamples - 1) \
                             * previous_covariance + 1 / nsamples * np.matmul(delta_n, delta_n.T)
        return new_mean, new_covariance

numpy.zeros_like numpy.matmul numpy.log numpy.zeros numpy.tile numpy.exp numpy.eye