//::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
/** @author  John Miller
 *  @version 1.6
 *  @date    Tue Jun 16 14:34:55 EDT 2020
 *  @see     LICENSE (MIT style license file).
 *
 *  @title   Model Framework: Basic Statistics
 */

package scalation.analytics
package forecaster

import scalation.linalgebra.{VectoD, VectorD}
import scalation.stat.Statistic
import scalation.stat.vectorD2StatVector

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/** The `Stats` case class is used to hold basic statistical information:
 *  mean, variance, auto-covariance, and auto-correlation.
 *  Note gamma0 (biased) does not equal the sample variance (unbiased)
 *  @param y_    the response vector (time-series data) for the training/full dataset
 *  @param lags  the maximum number of lags
 */
case class Stats (y_ : VectoD, lags: Int)
{
   private val y = if (y_.isInstanceOf [VectorD]) y_.asInstanceOf [VectorD]
                   else y_.toDense

   val mu   = y.mean                                 // sample mean
   val sig2 = y.variance                             // sample variance
   val acv  = new VectorD (lags + 1)                 // auto-covariance vector
   for (k <- acv.range) acv(k) = y acov k            // k-th lag auto-covariance
   val acr  = acv / acv(0)                           // auto-correlation function

   //::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
   /** Convert a `Stats` object to a string.
    */
   override def toString: String =
   {
       s"Stats (m = ${y.dim}, mu = $mu, sig2 = $sig2, acr = $acr)"  // , acv = $acv)"
   } // toString

} // Stats class