"""
Test independence
=================
"""
# %%
import openturns as ot

ot.Log.Show(ot.Log.NONE)


# %%
# Sample independence test
# ------------------------
#
# In this paragraph we perform tests to assess whether two 1-d samples are independent or not.
#
# The following tests are available:
#
# - the ChiSquared test: it tests if both scalar samples (discrete ones only) are independent.
#   If :math:`n_{ij}` is the number of values of the sample :math:`i=(1,2)` in
#   the modality :math:`1 \leq j \leq m`, :math:`\displaystyle n_{i.} = \sum_{j=1}^m n_{ij}`,
#   :math:`\displaystyle n_{.j} = \sum_{i=1}^2 n_{ij}`, and the ChiSquared
#   test evaluates the decision variable:
#
# .. math::
#    D^2 = \sum_{i=1}^2 \sum_{j=1}^m \frac{( n_{ij} - \frac{n_{i.} n_{.j}}{n} )^2}{\frac{n_{i.} n_{.j}}{n}}
#
# which tends towards the :math:`\chi^2(m-1)` distribution.
# The hypothesis of independence is rejected if :math:`D^2` is too high
# (depending on the p-value threshold).
#
# - the Pearson test: it tests if there exists a linear relation between two
#   scalar samples which form a gaussian vector (which is equivalent to have a
#   linear correlation coefficient not equal to zero).
#   If both samples are :math:`\underline{x} = (x_i)_{1 \leq i \leq n}` and
#   :math:`\underline{y} = (y_i)_{1 \leq i \leq n}`, and :math:`\bar{x} = \displaystyle \frac{1}{n}\sum_{i=1}^n x_i`
#   and :math:`\bar{y} = \displaystyle \frac{1}{n}\sum_{i=1}^n y_i`,
#   the Pearson test evaluates the decision variable:
#
#  .. math::
#      D = \frac{\sum_{i=1}^n (x_i - \bar{x})(y_i - \bar{y})}{\sqrt{\sum_{i=1}^n (x_i - \bar{x})^2\sum_{i=1}^n (y_i - \bar{y})^2}}
#
# The variable :math:`D` tends towards a :math:`\chi^2(n-2)`, under the
# hypothesis of normality of both samples.
# The hypothesis of a linear coefficient equal to 0 is rejected (which is
# equivalent to the independence of the samples) if D is too high
# (depending on the p-value threshold).
#
# - the Spearman test: it tests if there exists a monotonous relation between two scalar samples.
#   If both samples are :math:`\underline{x} = (x_i)_{1 \leq i \leq n}` and
#   :math:`\underline{y}= (y_i)_{1 \leq i \leq n}`,, the Spearman test evaluates the decision variable:
#
# .. math::
#      D = 1-\frac{6\sum_{i=1}^n (r_i - s_i)^2}{n(n^2-1)}
#
# where :math:`r_i = rank(x_i)` and  :math:`s_i = rank(y_i)`. :math:`D` is
# such that :math:`\sqrt{n-1}D` tends towards the standard normal distribution.
#

# %%
# The continuous case
# ^^^^^^^^^^^^^^^^^^^
#
# We create two different continuous samples :
sample1 = ot.Normal().getSample(100)
sample2 = ot.Normal().getSample(100)

# %%
# We first use the Pearson test and store the result :
resultPearson = ot.HypothesisTest.Pearson(sample1, sample2, 0.10)

# %%
# We can then display the result of the test as a yes/no answer with
# the `getBinaryQualityMeasure`. We can retrieve the p-value and the threshold with the `getPValue`
# and `getThreshold` methods.
print(
    "Component is normal?",
    resultPearson.getBinaryQualityMeasure(),
    "p-value=%.6g" % resultPearson.getPValue(),
    "threshold=%.6g" % resultPearson.getThreshold(),
)


# %%
# We can also use the Spearman test :
resultSpearman = ot.HypothesisTest.Spearman(sample1, sample2, 0.10)
print(
    "Component is normal?",
    resultSpearman.getBinaryQualityMeasure(),
    "p-value=%.6g" % resultSpearman.getPValue(),
    "threshold=%.6g" % resultSpearman.getThreshold(),
)


# %%
# The discrete case
# ^^^^^^^^^^^^^^^^^
#
# Testing is also possible for discrete distribution. Let us create discrete two different samples :
sample1 = ot.Poisson(0.2).getSample(100)
sample2 = ot.Poisson(0.2).getSample(100)

# %%
# We use the Chi2 test to check independence and store the result :
resultChi2 = ot.HypothesisTest.ChiSquared(sample1, sample2, 0.10)

# %%
# and display the results :
print(
    "Component is normal?",
    resultChi2.getBinaryQualityMeasure(),
    "p-value=%.6g" % resultChi2.getPValue(),
    "threshold=%.6g" % resultChi2.getThreshold(),
)


# %%
# Test samples independence using regression
# ------------------------------------------
#
# Independence testing with regression is also an option in OpenTURNS.
# It consists in detecting a linear relation between two scalar samples.
#

# %%
# We generate a sample of dimension 3 with component 0 correlated to component 2 :
marginals = [ot.Normal()] * 3
S = ot.CorrelationMatrix(3)
S[0, 2] = 0.9
copula = ot.NormalCopula(S)
distribution = ot.ComposedDistribution(marginals, copula)
sample = distribution.getSample(30)

# %%
# Next, we split it in two samples : firstSample of dimension=2, secondSample of dimension=1.
firstSample = sample[:, :2]
secondSample = sample[:, 2]

# %%
# We test independence of each component of firstSample against the secondSample :
test_results = ot.LinearModelTest.FullRegression(firstSample, secondSample)
for i in range(len(test_results)):
    print(
        "Component",
        i,
        "is independent?",
        test_results[i].getBinaryQualityMeasure(),
        "p-value=%.6g" % test_results[i].getPValue(),
        "threshold=%.6g" % test_results[i].getThreshold(),
    )
