/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2003 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <https://www.quantlib.org/license.shtml>.

 This program 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 license for more details.

*/

#include <ql/math/statistics/discrepancystatistics.hpp>

namespace QuantLib {

    Real DiscrepancyStatistics::discrepancy() const {

        Size N = samples();

        /*

        Size i;

        Real r_ik, r_jk, cdiscr = adiscr = 0.0, temp = 1.0;

        for (i=0; i<N; i++) {

            Real temp = 1.0;

            for (Size k=0; k<dimension_; k++) {

                r_ik = stats_[k].sampleData()[i].first;

                temp *= (1.0 - r_ik*r_ik);

            }

            cdiscr += temp;

        }

        for (i=0; i<N; i++) {

            for (Size j=0; j<N; j++) {

                Real temp = 1.0;

                for (Size k=0; k<dimension_; k++) {

                    r_jk = stats_[k].sampleData()[j].first;

                    r_ik = stats_[k].sampleData()[i].first;

                    temp *= (1.0 - std::max(r_ik, r_jk));

                }

                adiscr += temp;

            }

        }

        */

        return std::sqrt(adiscr_/(N*N)-bdiscr_/N*cdiscr_+ddiscr_);

    }

}