function [Eft, Covft, ljpyt] = gpla_jpred(gp, x, y, varargin)
%GPLA_PRED  Predictions with Gaussian Process Laplace approximation
%
%  Description
%    [EFT, COVFT] = GPLA_JPRED(GP, X, Y, XT, OPTIONS)
%    takes a GP structure together with matrix X of training
%    inputs and vector Y of training targets, and evaluates the
%    predictive distribution at test inputs XT. Returns a posterior
%    mean EFT and covariance COVFT of latent variables.
%
%        Eft =  E[f | xt,x,y,th]  = K_fy*(Kyy+s^2I)^(-1)*y
%      Covft = Cov[f | xt,x,y,th] = K_fy - K_fy*(Kyy+s^2I)^(-1)*K_yf. 
%
%    Each row of X corresponds to one input vector and each row of
%    Y corresponds to one output vector.
%
%    [EFT, COVFT, LJPYT] = GPLA_JPRED(GP, X, Y, XT, 'yt', YT, ...) 
%    returns also logarithm of the predictive joint density JPYT of
%    the observations YT at test input locations XT. This can be
%    used for example in the cross-validation. Here Y has to be
%    vector.
%
%    [EFT, COVFT, LJPYT, EYT, VARYT] = GPLA_JPRED(GP, X, Y, XT, 'yt', YT, ...)
%    returns also the posterior predictive mean and covariance.
%
%    [EF, COVF, LJPY] = GPEP_JPRED(GP, X, Y, OPTIONS)
%    evaluates the predictive distribution at training inputs X
%    and logarithm of the predictive density PY of the training
%    observations Y.
%
%    OPTIONS is optional parameter-value pair
%      predcf - an index vector telling which covariance functions are 
%               used for prediction. Default is all (1:gpcfn). 
%               See additional information below.
%      tstind - a vector/cell array defining, which rows of X belong 
%               to which training block in *IC type sparse models. 
%               Default is []. In case of PIC, a cell array
%               containing index vectors specifying the blocking
%               structure for test data. IN FIC and CS+FIC a
%               vector of length n that points out the test inputs
%               that are also in the training set (if none, set
%               TSTIND = [])
%      yt     - optional observed yt in test points (see below)
%      z      - optional observed quantity in triplet (x_i,y_i,z_i)
%               Some likelihoods may use this. For example, in case of 
%               Poisson likelihood we have z_i=E_i, that is, expected value 
%               for ith case. 
%      zt     - optional observed quantity in triplet (xt_i,yt_i,zt_i)
%               Some likelihoods may use this. For example, in case of 
%               Poisson likelihood we have z_i=E_i, that is, the expected 
%               value for the ith case. 
%
%    NOTE! In case of FIC and PIC sparse approximation the
%    prediction for only some PREDCF covariance functions is just
%    an approximation since the covariance functions are coupled in
%    the approximation and are not strictly speaking additive
%    anymore.
%
%    For example, if you use covariance such as K = K1 + K2 your
%    predictions Eft1 = ep_pred(GP, X, Y, X, 'predcf', 1) and 
%    Eft2 = ep_pred(gp, x, y, x, 'predcf', 2) should sum up to 
%    Eft = ep_pred(gp, x, y, x). That is Eft = Eft1 + Eft2. With 
%    FULL model this is true but with FIC and PIC this is true only 
%    approximately. That is Eft \approx Eft1 + Eft2.
%
%    With CS+FIC the predictions are exact if the PREDCF covariance
%    functions are all in the FIC part or if they are CS
%    covariances.
%
%    NOTE! When making predictions with a subset of covariance
%    functions with FIC approximation the predictive variance can
%    in some cases be ill-behaved i.e. negative or unrealistically
%    small. This may happen because of the approximative nature of
%    the prediction.
%
%  See also
%    GPLA_E, GPLA_G, GP_PRED, DEMO_SPATIAL, DEMO_CLASSIFIC
%
% Copyright (c) 2007-2010 Jarno Vanhatalo
% Copyright (c) 2011-2012 Ville Tolvanen
% Copyright (c) 2012 Aki Vehtari

% This software is distributed under the GNU General Public 
% License (version 3 or later); please refer to the file 
% License.txt, included with the software, for details.

  ip=inputParser;
  ip.FunctionName = 'GPLA_JPRED';
  ip=iparser(ip,'addRequired','gp', @isstruct);
  ip=iparser(ip,'addRequired','x', @(x) ~isempty(x) && isreal(x) && all(isfinite(x(:))));
  ip=iparser(ip,'addRequired','y', @(x) ~isempty(x) && isreal(x) && all(isfinite(x(:))));
  ip=iparser(ip,'addOptional','xt', [], @(x) isempty(x) || (isreal(x) && all(isfinite(x(:)))));
  ip=iparser(ip,'addParamValue','yt', [], @(x) isreal(x) && all(isfinite(x(:))));
  ip=iparser(ip,'addParamValue','z', [], @(x) isreal(x) && all(isfinite(x(:))));
  ip=iparser(ip,'addParamValue','zt', [], @(x) isreal(x) && all(isfinite(x(:))));
  ip=iparser(ip,'addParamValue','predcf', [], @(x) isempty(x) || ...
                   isvector(x) && isreal(x) && all(isfinite(x)&x>0));
  ip=iparser(ip,'addParamValue','tstind', [], @(x) isempty(x) || iscell(x) ||...
                   (isvector(x) && isreal(x) && all(isfinite(x)&x>0)));
  ip=iparser(ip,'addParamValue','fcorr', 'off', @(x) ismember(x, {'off', 'fact', 'cm2', 'on','lr'}))
  if numel(varargin)==0 || isnumeric(varargin{1})
    % inputParser should handle this, but it doesn't
    ip=iparser(ip,'parse',gp, x, y, varargin{:});
  else
    ip=iparser(ip,'parse',gp, x, y, [], varargin{:});
  end
  xt=ip.Results.xt;
  yt=ip.Results.yt;
  z=ip.Results.z;
  zt=ip.Results.zt;
  predcf=ip.Results.predcf;
  tstind=ip.Results.tstind;
  fcorr=ip.Results.fcorr;
  if isempty(xt)
    xt=x;
    if isempty(tstind)
      if iscell(gp)
        gptype=gp{1}.type;
      else
        gptype=gp.type;
      end
      switch gptype
        case {'FULL' 'VAR' 'DTC' 'SOR'}
          tstind = [];
        case {'FIC' 'CS+FIC'}
          tstind = 1:size(x,1);
        case 'PIC'
          if iscell(gp)
            tstind = gp{1}.tr_index;
          else
            tstind = gp.tr_index;
          end
      end
    end
    if isempty(yt)
      yt=y;
    end
    if isempty(zt)
      zt=z;
    end
  end
  
  if ~isequal(fcorr, 'off')
    warning('Marginal corrections not available for joint predictions');
    fcorr='off';
  end
  [tn, tnin] = size(x);
  
  if isfield(gp.lik, 'nondiagW')
    [Eft,Covft]=gpla_pred(gp, x, y, xt, 'z', z, 'tstind', tstind, 'predcf', predcf);
  else
    switch gp.type
      case 'FULL'
        % ============================================================
        % FULL
        % ============================================================
        %[e, edata, eprior, f, L, a, W, p] = gpla_e(gp_pak(gp), gp, x, y, 'z', z);
        [e, edata, eprior, p] = gpla_e(gp_pak(gp), gp, x, y, 'z', z);
        [f, L, W, p] = deal(p.f, p.L, p.La2, p.p);
        
        ntest=size(xt,1);
        K_nf = gp_cov(gp,xt,x,predcf);
        if isfield(gp,'meanf')
          [H,b_m,B_m Hs]=mean_prep(gp,x,xt);
          K_nf=K_nf + Hs'*B_m*H;
          K = gp_trcov(gp, x);
          K = K+H'*B_m*H;
        end        
        % Evaluate the mean
        if issparse(K_nf) && issparse(L)
          if isempty(z)
            deriv = gp.lik.fh.llg(gp.lik, y(p), f, 'latent', z);
          else
            deriv = gp.lik.fh.llg(gp.lik, y(p), f, 'latent', z(p));
          end
          Eft = K_nf(:,p)*deriv;
        else
          deriv = gp.lik.fh.llg(gp.lik, y, f, 'latent', z);
          Eft = K_nf*deriv;
          if isfield(gp,'meanf')
            Eft=Eft + K_nf*(K\Hs'*b_m);
          end
        end
        
        if nargout > 1
          % Evaluate the variance
          %           kstarstar = gp_trvar(gp,xt,predcf);
          kstarstar = gp_trcov(gp,xt,predcf);
          if isfield(gp,'meanf')
            kstarstar= kstarstar + (Hs'*B_m*Hs);
          end
          if W >= 0
            % This is the usual case where likelihood is log concave
            % for example, Poisson and probit
            if issparse(K_nf) && issparse(L)
              % If compact support covariance functions are used
              % the covariance matrix will be sparse
              K = gp_trcov(gp, xt);
              sqrtW = sqrt(W);
              sqrtWKfn = sqrtW*K_nf';
              V = ldlsolve(L,sqrtWKfn);
              Covft = K - sqrtWKfn'*V;
            else
              W = diag(W);
              V = L\(sqrt(W)*K_nf');
              Covft = kstarstar - (V'*V);
            end
          else
            % We may end up here if the likelihood is not log concave
            % For example Student-t likelihood
            V = L*diag(W);
            R = diag(W) - V'*V;
            Covft = kstarstar - K_nf*(R*K_nf');
          end
        end
        
      case 'FIC'
        % ============================================================
        % FIC
        % ============================================================
        % Predictions with FIC sparse approximation for GP
        % Here tstind = 1 if the prediction is made for the training set
        if nargin > 6
          if ~isempty(tstind) && length(tstind) ~= size(x,1)
            error('tstind (if provided) has to be of same length as x.')
          end
        else
          tstind = [];
        end
        
        u = gp.X_u;
        K_fu = gp_cov(gp, x, u, predcf);         % f x u
        K_uu = gp_trcov(gp, u, predcf);          % u x u, noiseles covariance K_uu
        K_uu = (K_uu+K_uu')./2;                  % ensure the symmetry of K_uu
        Luu = chol(K_uu)';
        
        m = size(u,1);
        
        %[e, edata, eprior, f, L, a, La2] = gpla_e(gp_pak(gp), gp, x, y, 'z', z);
        [e, edata, eprior, p] = gpla_e(gp_pak(gp), gp, x, y, 'z', z);
        [f, L, La2] = deal(p.f, p.L, p.La2);
        
        deriv = gp.lik.fh.llg(gp.lik, y, f, 'latent', z);
        ntest=size(xt,1);
        
        K_nu=gp_cov(gp,xt,u,predcf);
        Eft = K_nu*(Luu'\(Luu\(K_fu'*deriv)));
        
        % if the prediction is made for training set, evaluate Lav also for prediction points
        if ~isempty(tstind)
          [Kv_ff, Cv_ff] = gp_trvar(gp, xt(tstind,:), predcf);
          B=Luu\(K_fu');
          Qv_ff=sum(B.^2)';
          %Lav = zeros(size(La));
          %Lav(tstind) = Kv_ff-Qv_ff;
          Lav = Kv_ff-Qv_ff;
          Eft(tstind) = Eft(tstind) + Lav.*deriv;
        end
        
        
        % Evaluate the variance
        if nargout > 1
          % re-evaluate matrices with training components
          Kfu_tr = gp_cov(gp, x, u);
          Kuu_tr = gp_trcov(gp, u);
          Kuu_tr = (K_uu+K_uu')./2;
          
          W = -gp.lik.fh.llg2(gp.lik, y, f, 'latent', z);
          kstarstar = gp_trvar(gp,xt,predcf);
          La = W.*La2;
          Lahat = 1 + La;
          B = (repmat(sqrt(W),1,m).*Kfu_tr);
          
          % Components for (I + W^(1/2)*(Qff + La2)*W^(1/2))^(-1) = Lahat^(-1) - L2*L2'
          B2 = repmat(Lahat,1,m).\B;
          A2 = Kuu_tr + B'*B2; A2=(A2+A2)/2;
          L2 = B2/chol(A2);
          
          
          % NOTE!                                             % MUUTETTU
          % This is done with full matrices at the moment.
          % Needs to be rewritten.
          if isempty(tstind)
            error('tstind not provided.');
          end
          [Knn_v, Cnn_v] = gp_trvar(gp,xt,predcf);
          Luu = chol(K_uu)';
          B=Luu\(K_fu');
          B2 = Luu\(K_nu');
          Lav_n = Knn_v - sum(B2.^2)';
          BL = B*L;
          
          K_nf = B2'*B + diag(Lav);
          K = B2'*B2 + diag(Lav_n);
          C = B'*B + diag(Lav);
          W = diag(W);
          B = eye(size(C)) + sqrt(W)*C*sqrt(W);
          L = chol(B)';
          
          V = L\(sqrt(W)*K_nf');
          Covft = K - V'*V;
          
          %             % Set params for K_nf
          %             BB=Luu\(B');
          %             BB2=Luu\(K_nu');
          %             Covft = kstarstar - sum(BB2'.*(BB*(repmat(Lahat,1,m).\BB')*BB2)',2)  + sum((K_nu*(K_uu\(B'*L2))).^2, 2);
          %
          %             % if the prediction is made for training set, evaluate Lav also for prediction points
          %             if ~isempty(tstind)
          %                 LavsW = Lav.*sqrt(W);
          %                     Covft(tstind) = Covft(tstind) - (LavsW./sqrt(Lahat)).^2 + sum((repmat(LavsW,1,m).*L2).^2, 2) ...
          %                            - 2.*sum((repmat(LavsW,1,m).*(repmat(Lahat,1,m).\B)).*(K_uu\K_nu(tstind,:)')',2)...
          %                            + 2.*sum((repmat(LavsW,1,m).*L2).*(L2'*B*(K_uu\K_nu(tstind,:)'))' ,2);
          %             end
        end
        
      case {'PIC' 'PIC_BLOCK'}
        % ============================================================
        % PIC
        % ============================================================
        % Predictions with PIC sparse approximation for GP
        u = gp.X_u;
        K_fu = gp_cov(gp, x, u, predcf);         % f x u
        K_uu = gp_trcov(gp, u, predcf);          % u x u, noiseles covariance K_uu
        K_uu = (K_uu+K_uu')./2;                  % ensure the symmetry of K_uu
        K_nu=gp_cov(gp,xt,u,predcf);
        
        ind = gp.tr_index;
        ntest = size(xt,1);
        m = size(u,1);
        Luu = chol(K_uu)';
        B=Luu\(K_fu');
        B2 = Luu\(K_nu');
        
        %[e, edata, eprior, f, L, a, La2] = gpla_e(gp_pak(gp), gp, x, y, 'z', z);
        [e, edata, eprior, p] = gpla_e(gp_pak(gp), gp, x, y, 'z', z);
        [f, La2] = deal(p.f, p.La2);
        
        deriv = gp.lik.fh.llg(gp.lik, y, f, 'latent', z);
        
        iKuuKuf = K_uu\K_fu';
        w_bu=zeros(length(xt),length(u));
        w_n=zeros(length(xt),1);
        for i=1:length(ind)
          w_bu(tstind{i},:) = repmat((iKuuKuf(:,ind{i})*deriv(ind{i},:))', length(tstind{i}),1);
          K_nf = gp_cov(gp, xt(tstind{i},:), x(ind{i},:), predcf);              % n x u
          w_n(tstind{i},:) = K_nf*deriv(ind{i},:);
        end
        
        Eft = K_nu*(iKuuKuf*deriv) - sum(K_nu.*w_bu,2) + w_n;
        
        % Evaluate the variance
        if nargout > 1
          W = -gp.lik.fh.llg2(gp.lik, y, f, 'latent', z);
          kstarstar = gp_trvar(gp,xt,predcf);
          sqrtW = sqrt(W);
          % Components for (I + W^(1/2)*(Qff + La2)*W^(1/2))^(-1) = Lahat^(-1) - L2*L2'
          for i=1:length(ind)
            La{i} = diag(sqrtW(ind{i}))*La2{i}*diag(sqrtW(ind{i}));
            Lahat{i} = eye(size(La{i})) + La{i};
          end
          %             B = (repmat(sqrt(W),1,m).*K_fu);
          sKfu = (repmat(sqrt(W),1,m).*K_fu);
          for i=1:length(ind)
            iLasKfu(ind{i},:) = Lahat{i}\sKfu(ind{i},:);
          end
          A2 = K_uu + sKfu'*iLasKfu; A2=(A2+A2)/2;
          L2 = iLasKfu/chol(A2);
          
          % NOTE!
          % This is done with full matrices at the moment.
          % Needs to be rewritten.
          Knn = B2'*B2;
          Knf = B2'*B;
          C = -L2*L2';
          for i=1:length(ind)
            La = gp_trcov(gp, xt(tstind{i},:), predcf) - B2(:,tstind{i})'*B2(:,tstind{i});
            Knn(ind{i},ind{i}) =  Knn(ind{i},ind{i}) + La;
            Laa = gp_cov(gp, xt(tstind{i},:), x(ind{i},:),predcf) - B2(:,tstind{i})'*B(:,ind{i});
            Knf(tstind{i},ind{i}) =  Knf(tstind{i},ind{i}) + Laa;
            C(ind{i},ind{i}) =  C(ind{i},ind{i}) + inv(Lahat{i});
          end
          C = diag(sqrtW)*C*diag(sqrtW);
          
          Covft = Knn - Knf * C * Knf';
        end
        
      case 'CS+FIC'
        % ============================================================
        % CS+FIC
        % ============================================================
        % Predictions with CS+FIC sparse approximation for GP
        % Here tstind = 1 if the prediction is made for the training set
        if nargin > 6
          if ~isempty(tstind) && length(tstind) ~= size(x,1)
            error('tstind (if provided) has to be of same length as x.')
          end
          %         else
          %              tstind = [];
        end
        
        n = size(x,1);
        n2 = size(xt,1);
        u = gp.X_u;
        m = length(u);
        
        %[e, edata, eprior, f, L, a, La2] = gpla_e(gp_pak(gp), gp, x, y, 'z', z);
        [e, edata, eprior, p] = gpla_e(gp_pak(gp), gp, x, y, 'z', z);
        [f, La2] = deal(p.f, p.La2);
        
        % Indexes to all non-compact support and compact support covariances.
        cf1 = [];
        cf2 = [];
        % Indexes to non-CS and CS covariances, which are used for predictions
        predcf1 = [];
        predcf2 = [];
        
        ncf = length(gp.cf);
        % Loop through all covariance functions
        for i = 1:ncf
          % Non-CS covariances
          if ~isfield(gp.cf{i},'cs')
            cf1 = [cf1 i];
            % If used for prediction
            if ~isempty(find(predcf==i))
              predcf1 = [predcf1 i];
            end
            % CS-covariances
          else
            cf2 = [cf2 i];
            % If used for prediction
            if ~isempty(find(predcf==i))
              predcf2 = [predcf2 i];
            end
          end
        end
        if isempty(predcf1) && isempty(predcf2)
          predcf1 = cf1;
          predcf2 = cf2;
        end
        
        % Determine the types of the covariance functions used
        % in making the prediction.
        if ~isempty(predcf1) && isempty(predcf2)       % Only non-CS covariances
          ptype = 1;
          predcf2 = cf2;
        elseif isempty(predcf1) && ~isempty(predcf2)   % Only CS covariances
          ptype = 2;
          predcf1 = cf1;
        else                                           % Both non-CS and CS covariances
          ptype = 3;
        end
        
        K_fu = gp_cov(gp,x,u,predcf1);          % f x u
        K_uu = gp_trcov(gp,u,predcf1);          % u x u, noiseles covariance K_uu
        K_uu = (K_uu+K_uu')./2;                 % ensure the symmetry of K_uu
        K_nu=gp_cov(gp,xt,u,predcf1);
        
        Kcs_nf = gp_cov(gp, xt, x, predcf2);
        Kcs_nn = gp_trcov(gp, xt, predcf2);
        
        deriv = gp.lik.fh.llg(gp.lik, y, f, 'latent', z);
        ntest=size(xt,1);
        
        % Calculate the predictive mean according to the type of
        % covariance functions used for making the prediction
        if ptype == 1
          Eft = K_nu*(K_uu\(K_fu'*deriv));
        elseif ptype == 2
          Eft = Kcs_nf*deriv;
        else
          Eft = K_nu*(K_uu\(K_fu'*deriv)) + Kcs_nf*deriv;
        end
        
        % evaluate also Lav if the prediction is made for training set
        if ~isempty(tstind)
          [Kv_ff, Cv_ff] = gp_trvar(gp, xt(tstind,:), predcf1);
          Luu = chol(K_uu)';
          B=Luu\(K_fu');
          Qv_ff=sum(B.^2)';
          %Lav = zeros(size(Eft));
          %Lav(tstind) = Kv_ff-Qv_ff;
          Lav = Kv_ff-Qv_ff;
        end
        
        % Add also Lav if the prediction is made for training set
        % and non-CS covariance function is used for prediction
        if ~isempty(tstind) && (ptype == 1 || ptype == 3)
          Eft(tstind) = Eft(tstind) + Lav.*deriv;
        end
        
        % Evaluate the variance
        if nargout > 1
          W = -gp.lik.fh.llg2(gp.lik, y, f, 'latent', z);
          sqrtW = sparse(1:tn,1:tn,sqrt(W),tn,tn);
          kstarstar = gp_trvar(gp,xt,predcf);
          Luu = chol(K_uu)';
          Lahat = sparse(1:tn,1:tn,1,tn,tn) + sqrtW*La2*sqrtW;
          B = sqrtW*K_fu;
          
          % Components for (I + W^(1/2)*(Qff + La2)*W^(1/2))^(-1) = Lahat^(-1) - L2*L2'
          B2 = Lahat\B;
          A2 = K_uu + B'*B2; A2=(A2+A2)/2;
          L2 = B2/chol(A2);
          
          % Set params for K_nf
          BB=Luu\(B)';    % sqrtW*K_fu
          BB2=Luu\(K_nu');
          iLaKfu = La2\K_fu;
          
          [Knn_v, Cnn_v] = gp_trvar(gp,xt,predcf1);
          % Calculate the predictive variance according to the type
          % of covariance functions used for making the prediction
          
          % NOTE! We form full matrices below. Needs to be rewritten so that at most nxm matrices are formed
          
          % Check results with full matrices
          Lav_pr = Kv_ff-Qv_ff;
          B=Luu\(K_fu');
          B2=Luu\(K_nu');
          
          K = B2'*B2 + Kcs_nn + diag(Knn_v - sum(B2.^2)');
          C = B'*B + Kcs_nn + diag(Lav);
          K_nf = B2'*B + Kcs_nf + diag(Lav_pr);
          
          W = diag(W);
          B = eye(size(C)) + sqrt(W)*C*sqrt(W);
          L = chol(B)';
          
          V = L\(sqrt(W)*K_nf');
          Covft = K - V'*V;
          
        end
    end
  end
  
  
  if nargout > 2
    [sampft] = gp_rnd(gp,x,y, xt, 'z', z, 'zt', zt, 'nsamp', 500);
    lpyt = zeros(500,1);
    for i=1:size(sampft,2)
      lpyt(i) = gp.lik.fh.ll(gp.lik, y, sampft(:,i), z);
    end
    ljpyt = sumlogs(lpyt);
  end
  
  if nargout > 3
    error('Too many output arguments for GPLA_JPRED.')
  end
end
