greeners 1.0.0

use ndarray::{Array1, Array2, s};
use crate::{GreenersError, FixedEffects};
use std::fmt;

#[derive(Debug)]
pub struct ThresholdResult {
    pub threshold_gamma: f64,
    pub params_regime1: Array1<f64>, // Coeficientes quando q <= gamma
    pub params_regime2: Array1<f64>, // Coeficientes quando q > gamma
    pub r_squared: f64,
    pub ssr_min: f64,
    pub n_search: usize, // Quantos candidatos testamos
}

impl fmt::Display for ThresholdResult {
    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
        writeln!(f, "\n{:=^78}", " Panel Threshold Model (Hansen 1999) ")?;
        writeln!(f, "{:<25} {:>10.4}", "Estimated Threshold (Gamma):", self.threshold_gamma)?;
        writeln!(f, "{:<25} {:>10.4}", "R-squared (Combined):", self.r_squared)?;
        writeln!(f, "{:<25} {:>10.4e}", "Min SSR:", self.ssr_min)?;
        
        writeln!(f, "\n{:-^78}", " Regime 1 (Below Threshold) ")?;
        writeln!(f, "{:<10} | {:>12}", "Variable", "Coef")?;
        for i in 0..self.params_regime1.len() {
            writeln!(f, "x{:<9} | {:>12.4}", i, self.params_regime1[i])?;
        }

        writeln!(f, "\n{:-^78}", " Regime 2 (Above Threshold) ")?;
        writeln!(f, "{:<10} | {:>12}", "Variable", "Coef")?;
        for i in 0..self.params_regime2.len() {
            writeln!(f, "x{:<9} | {:>12.4}", i, self.params_regime2[i])?;
        }
        writeln!(f, "{:=^78}", "")
    }
}

pub struct PanelThreshold;

impl PanelThreshold {
    /// Estima o modelo de limiar (Single Threshold).
    /// Grid Search sobre 'q' para encontrar o ponto de quebra ótimo.
    pub fn fit(
        y: &Array1<f64>,
        x: &Array2<f64>,
        q: &Array1<f64>, // Variável de Limiar (Threshold Variable)
        entity_ids: &Array1<i64>
    ) -> Result<ThresholdResult, GreenersError> {
        let n = y.len();
        let k = x.ncols();

        if q.len() != n || entity_ids.len() != n {
            return Err(GreenersError::ShapeMismatch("Input lengths differ".into()));
        }

        // 1. Definir Grid de Busca (Trimmed)
        // Precisamos dos valores únicos de q, ordenados
        let mut q_vec: Vec<f64> = q.to_vec();
        q_vec.sort_by(|a, b| a.partial_cmp(b).unwrap());
        q_vec.dedup(); // Apenas únicos

        let n_unique = q_vec.len();
        // Hansen recomenda descartar 15% das pontas (trimming parameter)
        // para evitar regimes com pouquíssimos dados.
        let trim_idx = (n_unique as f64 * 0.15).ceil() as usize;
        
        if n_unique < 2 * trim_idx + 5 {
             return Err(GreenersError::OptimizationFailed); // "Not enough variability in threshold variable"
        }

        let candidates = &q_vec[trim_idx..(n_unique - trim_idx)];

        // Otimização: Se houver muitos candidatos (>300), pular alguns para velocidade
        let step = if candidates.len() > 300 { candidates.len() / 100 } else { 1 };

        let mut best_gamma = 0.0;
        let mut min_ssr = f64::INFINITY;
        let mut best_params = Array1::<f64>::zeros(2 * k); // Vai guardar [Beta1, Beta2]
        let mut best_r2 = 0.0;

        // IDs cru para o FE
        let id_slice = entity_ids.as_slice().unwrap();

        // 2. Loop de Grid Search
        for i in (0..candidates.len()).step_by(step) {
            let gamma = candidates[i];

            // Construir Matriz Expandida [X_low, X_high]
            // X_low = X * I(q <= gamma)
            // X_high = X * I(q > gamma)
            
            // É mais eficiente criar vetores flat e transformar em Array2
            let mut x_expanded_vec = Vec::with_capacity(n * 2 * k);
            
            for row_idx in 0..n {
                let q_val = q[row_idx];
                let x_row = x.row(row_idx);
                
                if q_val <= gamma {
                    // Regime 1 Ativo: [x, 0]
                    for val in x_row { x_expanded_vec.push(*val); }
                    for _ in 0..k { x_expanded_vec.push(0.0); }
                } else {
                    // Regime 2 Ativo: [0, x]
                    for _ in 0..k { x_expanded_vec.push(0.0); }
                    for val in x_row { x_expanded_vec.push(*val); }
                }
            }
            
            let x_expanded = Array2::from_shape_vec((n, 2 * k), x_expanded_vec)
                 .map_err(|e| GreenersError::ShapeMismatch(e.to_string()))?;

            // Rodar Fixed Effects para este Gamma
            // Isso já cuida da remoção das médias individuais (mu_i)
            let fe_res = FixedEffects::fit(y, &x_expanded, id_slice);

            if let Ok(model) = fe_res {
                // Calcular SSR do modelo
                // SSR = Sigma^2 * df_resid (revertendo a conta do sigma)
                let ssr = model.sigma.powi(2) * (model.df_resid as f64);

                if ssr < min_ssr {
                    min_ssr = ssr;
                    best_gamma = gamma;
                    best_params = model.params;
                    best_r2 = model.r_squared;
                }
            }
        }

        // 3. Separar os parâmetros
        let params_regime1 = best_params.slice(s![0..k]).to_owned();
        let params_regime2 = best_params.slice(s![k..2*k]).to_owned();

        Ok(ThresholdResult {
            threshold_gamma: best_gamma,
            params_regime1,
            params_regime2,
            r_squared: best_r2,
            ssr_min: min_ssr,
            n_search: candidates.len() / step,
        })
    }
}