/*!
* Original work Copyright (c) 2017 Microsoft Corporation. All rights reserved.
* Modified work Copyright (c) 2020 Fabio Sigrist. All rights reserved.
* Licensed under the Apache License Version 2.0 See LICENSE file in the project root for license information.
*/
#ifndef GPBOOST_R_H_
#define GPBOOST_R_H_

#include <LightGBM/c_api.h>

#define STRICT_R_HEADERS

#ifndef R_NO_REMAP
#define R_NO_REMAP
#endif

#ifndef R_USE_C99_IN_CXX
#define R_USE_C99_IN_CXX
#endif

#include <Rinternals.h>

inline double* R_REAL_PTR(SEXP x) {
	if (Rf_isNull(x)) {
		return nullptr;
	}
	else {
		return REAL(x);
	}
}

inline int* R_INT_PTR(SEXP x) {
	if (Rf_isNull(x)) {
		return nullptr;
	}
	else {
		return INTEGER(x);
	}
}

inline const char* R_CHAR_PTR_FROM_RAW(SEXP x) {
	if (Rf_isNull(x)) {
		return nullptr;
	}
	else {
		return (reinterpret_cast<const char*>(RAW(x)));
	}
}

/*!
* \brief check if an R external pointer (like a Booster or Dataset handle) is a null pointer
* \param handle handle for a Booster, Dataset, or Predictor
* \return R logical, TRUE if the handle is a null pointer
*/
GPBOOST_C_EXPORT SEXP LGBM_HandleIsNull_R(
	SEXP handle
);

// --- start Dataset interface

/*!
* \brief load data set from file like the command_line LightGBM does
* \param filename the name of the file
* \param parameters additional parameters
* \param reference used to align bin mapper with other dataset, nullptr means not used
* \return Dataset handle
*/
GPBOOST_C_EXPORT SEXP LGBM_DatasetCreateFromFile_R(
	SEXP filename,
	SEXP parameters,
	SEXP reference
);

/*!
* \brief create a dataset from CSC format
* \param indptr pointer to row headers
* \param indices findex
* \param data fvalue
* \param num_indptr number of cols in the matrix + 1
* \param nelem number of nonzero elements in the matrix
* \param num_row number of rows
* \param parameters additional parameters
* \param reference used to align bin mapper with other dataset, nullptr means not used
* \return Dataset handle
*/
GPBOOST_C_EXPORT SEXP LGBM_DatasetCreateFromCSC_R(
	SEXP indptr,
	SEXP indices,
	SEXP data,
	SEXP num_indptr,
	SEXP nelem,
	SEXP num_row,
	SEXP parameters,
	SEXP reference
);

/*!
* \brief create dataset from dense matrix
* \param data matric data
* \param num_row number of rows
* \param ncol number columns
* \param parameters additional parameters
* \param reference used to align bin mapper with other dataset, nullptr means not used
* \return Dataset handle
*/
GPBOOST_C_EXPORT SEXP LGBM_DatasetCreateFromMat_R(
	SEXP data,
	SEXP num_row,
	SEXP ncol,
	SEXP parameters,
	SEXP reference
);

/*!
* \brief Create subset of a data
* \param handle handle of full dataset
* \param used_row_indices Indices used in subset
* \param len_used_row_indices length of Indices used in subset
* \param parameters additional parameters
* \return Dataset handle
*/
GPBOOST_C_EXPORT SEXP LGBM_DatasetGetSubset_R(
	SEXP handle,
	SEXP used_row_indices,
	SEXP len_used_row_indices,
	SEXP parameters
);

/*!
* \brief save feature names to Dataset
* \param handle handle
* \param feature_names feature names
* \return R character vector of feature names
*/
GPBOOST_C_EXPORT SEXP LGBM_DatasetSetFeatureNames_R(
	SEXP handle,
	SEXP feature_names
);

/*!
* \brief get feature names from Dataset
* \param handle Dataset handle
* \return an R character vector with feature names from the Dataset or NULL if no feature names
*/
GPBOOST_C_EXPORT SEXP LGBM_DatasetGetFeatureNames_R(
	SEXP handle
);

/*!
* \brief save dataset to binary file
* \param handle an instance of dataset
* \param filename file name
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_DatasetSaveBinary_R(
	SEXP handle,
	SEXP filename
);

/*!
* \brief free dataset
* \param handle an instance of dataset
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_DatasetFree_R(
	SEXP handle
);

/*!
* \brief set vector to a content in info
*        Note: group and group_id only work for C_API_DTYPE_INT32
*              label and weight only work for C_API_DTYPE_FLOAT32
* \param handle an instance of dataset
* \param field_name field name, can be label, weight, group, group_id
* \param field_data pointer to vector
* \param num_element number of element in field_data
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_DatasetSetField_R(
	SEXP handle,
	SEXP field_name,
	SEXP field_data,
	SEXP num_element
);

/*!
* \brief get size of info vector from dataset
* \param handle an instance of dataset
* \param field_name field name
* \param out size of info vector from dataset
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_DatasetGetFieldSize_R(
	SEXP handle,
	SEXP field_name,
	SEXP out
);

/*!
* \brief get info vector from dataset
* \param handle an instance of dataset
* \param field_name field name
* \param field_data pointer to vector
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_DatasetGetField_R(
	SEXP handle,
	SEXP field_name,
	SEXP field_data
);

/*!
 * \brief Raise errors for attempts to update dataset parameters
 * \param old_params Current dataset parameters
 * \param new_params New dataset parameters
 * \return 0 when succeed, -1 when failure happens
 */
GPBOOST_C_EXPORT SEXP LGBM_DatasetUpdateParamChecking_R(
	SEXP old_params,
	SEXP new_params
);

/*!
* \brief get number of data.
* \param handle the handle to the dataset
* \param out The address to hold number of data
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_DatasetGetNumData_R(
	SEXP handle,
	SEXP out
);

/*!
* \brief get number of features
* \param handle the handle to the dataset
* \param out The output of number of features
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_DatasetGetNumFeature_R(
	SEXP handle,
	SEXP out
);

// --- start Booster interfaces

/*!
* \brief create a new boosting learner
* \param train_data training data set
* \param parameters format: 'key1=value1 key2=value2'
* \return Booster handle
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterCreate_R(
	SEXP train_data,
	SEXP parameters
);

/*!
* \brief create a new boosting learner
* \param train_data training data set
* \param parameters format: 'key1=value1 key2=value2'
* \param re_model Gaussian process model
* \return Booster handle
*/
GPBOOST_C_EXPORT SEXP LGBM_GPBoosterCreate_R(
	SEXP train_data,
	SEXP parameters,
	SEXP re_model
);

/*!
* \brief free obj in handle
* \param handle handle to be freed
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterFree_R(
	SEXP handle
);

/*!
* \brief load an existing boosting from model file
* \param filename filename of model
* \return Booster handle
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterCreateFromModelfile_R(
	SEXP filename
);

/*!
* \brief load an existing boosting from model_str
* \param model_str string containing the model
* \return Booster handle
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterLoadModelFromString_R(
	SEXP model_str
);

/*!
* \brief Merge model in two boosters to first handle
* \param handle handle, will merge other handle to this
* \param other_handle
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterMerge_R(
	SEXP handle,
	SEXP other_handle
);

/*!
* \brief Add new validation to booster
* \param handle handle
* \param valid_data validation data set
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterAddValidData_R(
	SEXP handle,
	SEXP valid_data
);

/*!
* \brief Reset training data for booster
* \param handle handle
* \param train_data training data set
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterResetTrainingData_R(
	SEXP handle,
	SEXP train_data
);

/*!
* \brief Reset config for current booster
* \param handle handle
* \param parameters format: 'key1=value1 key2=value2'
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterResetParameter_R(
	SEXP handle,
	SEXP parameters
);

/*!
* \brief Get number of classes
* \param handle handle
* \param out number of classes
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterGetNumClasses_R(
	SEXP handle,
	SEXP out
);

/*!
* \brief update the model in one round
* \param handle handle
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterUpdateOneIter_R(
	SEXP handle
);

/*!
* \brief update the model, by directly specify gradient and second order gradient,
*       this can be used to support customized loss function
* \param handle handle
* \param grad gradient statistics
* \param hess second order gradient statistics
* \param len length of grad/hess
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterUpdateOneIterCustom_R(
	SEXP handle,
	SEXP grad,
	SEXP hess,
	SEXP len
);

/*!
* \brief Rollback one iteration
* \param handle handle
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterRollbackOneIter_R(
	SEXP handle
);

/*!
* \brief Get iteration of current boosting rounds
* \param out iteration of boosting rounds
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterGetCurrentIteration_R(
	SEXP handle,
	SEXP out
);

/*!
* \brief Get model upper bound value.
* \param handle Handle of booster
* \param[out] out_results Result pointing to max value
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterGetUpperBoundValue_R(
	SEXP handle,
	SEXP out_result
);

/*!
* \brief Get model lower bound value.
* \param handle Handle of booster
* \param[out] out_results Result pointing to min value
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterGetLowerBoundValue_R(
	SEXP handle,
	SEXP out_result
);

/*!
* \brief Get names of eval metrics
* \param handle Handle of booster
* \return R character vector with names of eval metrics
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterGetEvalNames_R(
	SEXP handle
);

/*!
* \brief get evaluation for training data and validation data
* \param handle handle
* \param data_idx 0:training data, 1: 1st valid data, 2:2nd valid data ...
* \param out_result float array contains result
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterGetEval_R(
	SEXP handle,
	SEXP data_idx,
	SEXP out_result
);

/*!
* \brief Get number of prediction for training data and validation data
* \param handle handle
* \param data_idx 0:training data, 1: 1st valid data, 2:2nd valid data ...
* \param out size of predict
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterGetNumPredict_R(
	SEXP handle,
	SEXP data_idx,
	SEXP out
);

/*!
* \brief Get prediction for training data and validation data.
*        This can be used to support customized eval function
* \param handle handle
* \param data_idx 0:training data, 1: 1st valid data, 2:2nd valid data ...
* \param out_result, used to store predict result, should pre-allocate memory
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterGetPredict_R(
	SEXP handle,
	SEXP data_idx,
	SEXP out_result
);

/*!
* \brief make prediction for file
* \param handle handle
* \param data_filename filename of data file
* \param data_has_header data file has header or not
* \param is_rawscore
* \param is_leafidx
* \param num_iteration number of iteration for prediction, <= 0 means no limit
* \return 0 when succeed, -1 when failure happens
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterPredictForFile_R(
	SEXP handle,
	SEXP data_filename,
	SEXP data_has_header,
	SEXP is_rawscore,
	SEXP is_leafidx,
	SEXP is_predcontrib,
	SEXP start_iteration,
	SEXP num_iteration,
	SEXP parameter,
	SEXP result_filename
);

/*!
* \brief Get number of prediction
* \param handle handle
* \param num_row
* \param is_rawscore
* \param is_leafidx
* \param num_iteration number of iteration for prediction, <= 0 means no limit
* \param out_len length of prediction
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterCalcNumPredict_R(
	SEXP handle,
	SEXP num_row,
	SEXP is_rawscore,
	SEXP is_leafidx,
	SEXP is_predcontrib,
	SEXP start_iteration,
	SEXP num_iteration,
	SEXP out_len
);

/*!
* \brief make prediction for a new data set
*        Note:  should pre-allocate memory for out_result,
*               for normal and raw score: its length is equal to num_class * num_data
*               for leaf index, its length is equal to num_class * num_data * num_iteration
* \param handle handle
* \param indptr pointer to row headers
* \param indices findex
* \param data fvalue
* \param num_indptr number of cols in the matrix + 1
* \param nelem number of non-zero elements in the matrix
* \param num_row number of rows
* \param is_rawscore
* \param is_leafidx
* \param num_iteration number of iteration for prediction, <= 0 means no limit
* \param out prediction result
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterPredictForCSC_R(
	SEXP handle,
	SEXP indptr,
	SEXP indices,
	SEXP data,
	SEXP num_indptr,
	SEXP nelem,
	SEXP num_row,
	SEXP is_rawscore,
	SEXP is_leafidx,
	SEXP is_predcontrib,
	SEXP start_iteration,
	SEXP num_iteration,
	SEXP parameter,
	SEXP out_result
);

/*!
* \brief make prediction for a new data set
*        Note:  should pre-allocate memory for out_result,
*               for normal and raw score: its length is equal to num_class * num_data
*               for leaf index, its length is equal to num_class * num_data * num_iteration
* \param handle handle
* \param data pointer to the data space
* \param num_row number of rows
* \param ncol number columns
* \param is_rawscore
* \param is_leafidx
* \param num_iteration number of iteration for prediction, <= 0 means no limit
* \param out prediction result
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterPredictForMat_R(
	SEXP handle,
	SEXP data,
	SEXP num_row,
	SEXP ncol,
	SEXP is_rawscore,
	SEXP is_leafidx,
	SEXP is_predcontrib,
	SEXP start_iteration,
	SEXP num_iteration,
	SEXP parameter,
	SEXP out_result
);

/*!
* \brief save model into file
* \param handle handle
* \param num_iteration, <= 0 means save all
* \param filename file name
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterSaveModel_R(
	SEXP handle,
	SEXP num_iteration,
	SEXP feature_importance_type,
	SEXP filename
);

/*!
* \brief create string containing model
* \param handle Booster handle
* \param start_iteration Start index of the iteration that should be saved
* \param num_iteration, <= 0 means save all
* \param feature_importance_type type of feature importance, 0: split, 1: gain
* \return R character vector (length=1) with model string
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterSaveModelToString_R(
	SEXP handle,
	SEXP start_iteration,
	SEXP num_iteration,
	SEXP feature_importance_type
);

/*!
* \brief dump model to JSON
* \param handle Booster handle
* \param num_iteration, <= 0 means save all
* \param feature_importance_type type of feature importance, 0: split, 1: gain
* \return R character vector (length=1) with model JSON
*/
GPBOOST_C_EXPORT SEXP LGBM_BoosterDumpModel_R(
	SEXP handle,
	SEXP num_iteration,
	SEXP feature_importance_type
);

// Below here are REModel / GPModel related functions

/*!
* \brief Create REModel
* \param ndata Number of data points
* \param cluster_ids_data IDs / labels indicating independent realizations of random effects / Gaussian processes (same values = same process realization)
* \param re_group_data Labels of group levels for the grouped random effects in column-major format (i.e. first the levels for the first effect, then for the second, etc.). Every group label needs to end with the null character '\0'
* \param num_re_group Number of grouped random effects
* \param re_group_rand_coef_data Covariate data for grouped random coefficients
* \param ind_effect_group_rand_coef Indices that relate every random coefficients to a "base" intercept grouped random effect. Counting starts at 1.
* \param num_re_group_rand_coef Number of grouped random coefficients
* \param drop_intercept_group_rand_effect Indicates whether intercept random effects are dropped (only for random coefficients). If drop_intercept_group_rand_effect[k] > 0, the intercept random effect number k is dropped. Only random effects with random slopes can be dropped.
* \param num_gp Number of Gaussian processes (intercept only, random coefficients not counting)
* \param gp_coords_data Coordinates (features) for Gaussian process
* \param dim_gp_coords Dimension of the coordinates (=number of features) for Gaussian process
* \param gp_rand_coef_data Covariate data for Gaussian process random coefficients
* \param num_gp_rand_coef Number of Gaussian process random coefficients
* \param cov_fct Type of covariance function for Gaussian process (GP)
* \param cov_fct_shape Shape parameter of covariance function (=smoothness parameter for Matern and Wendland covariance. This parameter is irrelevant for some covariance functions such as the exponential or Gaussian
* \param gp_approx Type of GP-approximation for handling large data
* \param cov_fct_taper_range Range parameter of the Wendland covariance function and Wendland correlation taper function. We follow the notation of Bevilacqua et al. (2019, AOS)
* \param cov_fct_taper_shape Shape parameter of the Wendland covariance function and Wendland correlation taper function. We follow the notation of Bevilacqua et al. (2019, AOS)
* \param num_neighbors The number of neighbors used in the Vecchia approximation
* \param vecchia_ordering Ordering used in the Vecchia approximation. "none" = no ordering, "random" = random ordering
* \param num_ind_points Number of inducing points / knots for, e.g., a predictive process approximation
* \param cover_tree_radius Radius (= "spatial resolution") for the cover tree algorithm
* \param ind_points_selection Method for choosing inducing points
* \param likelihood Likelihood function for the observed response variable
* \param likelihood_additional_param Additional parameter for the likelihood which cannot be estimated (e.g., degrees of freedom for likelihood = "t")
* \param matrix_inversion_method Method which is used for matrix inversion
* \param seed Seed used for model creation (e.g., random ordering in Vecchia approximation)
* \param num_parallel_threads Number of parallel threads for OMP
* \param GPU_use If TRUE, GPU acceleration will be used if supported.
* \param has_weights True, if sample weights should be used
* \param weights Sample weights
* \param likelihood_learning_rate Likelihood learning rate for generalized Bayesian inference (only non-Gaussian likelihoods)
* \return REModel handle
*/
GPBOOST_C_EXPORT SEXP GPB_CreateREModel_R(
	SEXP ndata,
	SEXP cluster_ids_data,
	SEXP re_group_data,
	SEXP num_re_group,
	SEXP re_group_rand_coef_data,
	SEXP ind_effect_group_rand_coef,
	SEXP num_re_group_rand_coef,
	SEXP drop_intercept_group_rand_effect,
	SEXP num_gp,
	SEXP gp_coords_data,
	SEXP dim_gp_coords,
	SEXP gp_rand_coef_data,
	SEXP num_gp_rand_coef,
	SEXP cov_fct,
	SEXP cov_fct_shape,
	SEXP gp_approx,
	SEXP cov_fct_taper_range,
	SEXP cov_fct_taper_shape,
	SEXP num_neighbors,
	SEXP vecchia_ordering,
	SEXP num_ind_points,
	SEXP cover_tree_radius,
	SEXP ind_points_selection,
	SEXP likelihood,
	SEXP likelihood_additional_param,
	SEXP matrix_inversion_method,
	SEXP seed,
	SEXP num_parallel_threads,
	SEXP GPU_use,
	SEXP has_weights,
	SEXP weights,
	SEXP likelihood_learning_rate
);

/*!
* \brief free obj in handle
* \param handle handle of REModel
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_REModelFree_R(
	SEXP handle
);

/*!
* \brief Set configuration parameters for the optimizer
* \param handle Handle of REModel
* \param init_cov_pars Initial values for covariance parameters of RE components
* \param lr Learning rate. If <= 0, default values are used. Default value = 0.01 for "gradient_descent" and 1. for "fisher_scoring"
* \param acc_rate_cov Acceleration rate for covariance parameters for Nesterov acceleration (only relevant if nesterov_schedule_version == 0).
* \param max_iter Maximal number of iterations
* \param delta_rel_conv Convergence tolerance. The algorithm stops if the relative change in eiher the log-likelihood or the parameters is below this value. For "bfgs", the L2 norm of the gradient is used instead of the relative change in the log-likelihood
* \param use_nesterov_acc Indicates whether Nesterov acceleration is used in the gradient descent for finding the covariance parameters. Default = true
* \param nesterov_schedule_version Which version of Nesterov schedule should be used. Default = 0
* \param trace If true, the value of the gradient is printed for some iterations. Default = false
* \param optimizer Options: "gradient_descent" or "fisher_scoring"
* \param momentum_offset Number of iterations for which no mometum is applied in the beginning
* \param convergence_criterion The convergence criterion used for terminating the optimization algorithm. Options: "relative_change_in_log_likelihood" (default) or "relative_change_in_parameters"
* \param num_covariates Number of covariates
* \param init_coef Initial values for the regression coefficients
* \param lr_coef Learning rate for fixed-effect linear coefficients
* \param acc_rate_coef Acceleration rate for coefficients for Nesterov acceleration (only relevant if nesterov_schedule_version == 0)
* \param optimizer_coef Optimizer for linear regression coefficients
* \param cg_max_num_it Maximal number of iterations for conjugate gradient algorithm
* \param cg_max_num_it_tridiag Maximal number of iterations for conjugate gradient algorithm when being run as Lanczos algorithm for tridiagonalization
* \param cg_delta_conv Tolerance level for L2 norm of residuals for checking convergence in conjugate gradient algorithm when being used for parameter estimation
* \param num_rand_vec_trace Number of random vectors (e.g. Rademacher) for stochastic approximation of the trace of a matrix
* \param reuse_rand_vec_trace If true, random vectors (e.g. Rademacher) for stochastic approximation of the trace of a matrix are sampled only once at the beginning and then reused in later trace approximations, otherwise they are sampled everytime a trace is calculated
* \param cg_preconditioner_type Type of preconditioner used for the conjugate gradient algorithm
* \param seed_rand_vec_trace Seed number to generate random vectors (e.g. Rademacher) for stochastic approximation of the trace of a matrix
* \param piv_chol_rank Rank of the pivoted cholseky decomposition used as preconditioner of the conjugate gradient algorithm
* \param init_aux_pars Initial values for values for aux_pars_ (e.g., shape parameter of gamma likelihood)
* \param estimate_aux_pars If true, any additional parameters for non-Gaussian likelihoods are also estimated (e.g., shape parameter of gamma likelihood)
* \param estimate_cov_par_index If estimate_cov_par_index[0] >= 0, some covariance parameters might not be estimated, estimate_cov_par_index[i] is then bool and indicates which ones are estimated
* \param m_lbfgs Number of corrections to approximate the inverse Hessian matrix for the lbfgs optimizer
* \param delta_conv_mode_finding Used for checking convergence in mode finding algorithm for non-Gaussian likelihoods
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_SetOptimConfig_R(
	SEXP handle,
	SEXP init_cov_pars,
	SEXP lr,
	SEXP acc_rate_cov,
	SEXP max_iter,
	SEXP delta_rel_conv,
	SEXP use_nesterov_acc,
	SEXP nesterov_schedule_version,
	SEXP trace,
	SEXP optimizer,
	SEXP momentum_offset,
	SEXP convergence_criterion,
	SEXP num_covariates,
	SEXP init_coef,
	SEXP lr_coef,
	SEXP acc_rate_coef,
	SEXP optimizer_coef,
	SEXP cg_max_num_it,
	SEXP cg_max_num_it_tridiag,
	SEXP cg_delta_conv,
	SEXP num_rand_vec_trace,
	SEXP reuse_rand_vec_trace,
	SEXP cg_preconditioner_type,
	SEXP seed_rand_vec_trace,
	SEXP piv_chol_rank,
	SEXP init_aux_pars,
	SEXP estimate_aux_pars,
	SEXP estimate_cov_par_index,
	SEXP m_lbfgs,
	SEXP delta_conv_mode_finding
);

/*!
* \brief Find parameters that minimize the negative log-ligelihood (=MLE)
* \param handle Handle of REModel
* \param y_data Response variable data
* \param fixed_effects Fixed effects component F of location parameter (only used for non-Gaussian data). For Gaussian data, this is ignored
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_OptimCovPar_R(
	SEXP handle,
	SEXP y_data,
	SEXP fixed_effects
);

/*!
* \brief Find parameters that minimize the negative log-ligelihood (=MLE)
*		 Note: You should pre-allocate memory for optim_pars. Its length equals 1 + number of covariance parameters + number of linear regression coefficients and 1
* \param handle Handle of REModel
* \param y_data Response variable data
* \param covariate_data Covariate (=independent variable, feature) data
* \param num_covariates Number of covariates
* \param fixed_effects Additional fixed effects that are added to the linear predictor (= offset)
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_OptimLinRegrCoefCovPar_R(
	SEXP handle,
	SEXP y_data,
	SEXP covariate_data,
	SEXP num_covariates,
	SEXP fixed_effects
);

/*!
* \brief Calculate the value of the negative log-likelihood
* \param handle Handle of REModel
* \param y_data Response variable data
* \param cov_pars Values for covariance parameters of RE components
* \param fixed_effects Fixed effects component of location parameter for observed data (only used for non-Gaussian data). For Gaussian data, this is ignored
* \param[out] negll Negative log-likelihood
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_EvalNegLogLikelihood_R(
	SEXP handle,
	SEXP y_data,
	SEXP cov_pars,
	SEXP fixed_effects,
	SEXP negll
);

/*!
* \brief Get the current value of the negative log-likelihood
* \param handle Handle of REModel
* \param[out] negll Negative log-likelihood
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_GetCurrentNegLogLikelihood_R(
	SEXP handle,
	SEXP negll
);

GPBOOST_C_EXPORT SEXP GPB_CanCalculateStandardErrorsCovPars_R(
	SEXP handle,
	SEXP out
);

/*!
* \brief Get covariance parameters
*		 Note: You should pre-allocate memory for optim_cov_pars. Its length equals the number of covariance parameters (num_cov_pars) or twice this if calc_std_dev = true
* \param handle Handle of REModel
* \param calc_std_dev If true, standard deviations are also exported
* \param[out] optim_cov_pars Optimal covariance parameters
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_GetCovPar_R(
	SEXP handle,
	SEXP calc_std_dev,
	SEXP optim_cov_pars
);

/*!
* \brief Get initial values for covariance parameters
*		 Note: You should pre-allocate memory for optim_cov_pars. Its length equals the number of covariance parameters (num_cov_pars) or twice this if calc_std_dev = true
* \param handle Handle of REModel
* \param[out] init_cov_pars Initial covariance parameters
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_GetInitCovPar_R(
	SEXP handle,
	SEXP init_cov_pars
);

/*!
* \brief Get / export regression coefficients
*		 Note: You should pre-allocate memory for optim_cov_pars. Its length equals the number of covariates or twice this if calc_std_dev = true
* \param handle Handle of REModel
* \param calc_std_dev If true, standard deviations are also exported
* \param[out] optim_coef Optimal regression coefficients
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_GetCoef_R(
	SEXP handle,
	SEXP calc_std_dev,
	SEXP optim_coef
);

/*!
* \brief Get / export the number of iterations until convergence
*   Note: You should pre-allocate memory for num_it (length = 1)
* \param handle Handle of REModel
* \param[out] num_it Number of iterations for convergence
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_GetNumIt_R(
	SEXP handle,
	SEXP num_it
);

/*!
* \brief Set the data used for making predictions (useful if the same data is used repeatedly, e.g., in validation of GPBoost)
* \param handle Handle of REModel
* \param num_data_pred Number of data points for which predictions are made
* \param cluster_ids_data_pred IDs / labels indicating independent realizations of Gaussian processes (same values = same process realization) for which predictions are to be made
* \param re_group_data_pred Labels of group levels for the grouped random effects in column-major format (i.e. first the levels for the first effect, then for the second, etc.). Every group label needs to end with the null character '\0'
* \param re_group_rand_coef_data_pred Covariate data for grouped random coefficients
* \param gp_coords_data_pred Coordinates (features) for Gaussian process
* \param gp_rand_coef_data_pred Covariate data for Gaussian process random coefficients
* \param covariate_data_pred Covariate data (=independent variables, features) for prediction
* \param vecchia_pred_type Type of Vecchia approximation for making predictions. "order_obs_first_cond_obs_only" = observed data is ordered first and neighbors are only observed points, "order_obs_first_cond_all" = observed data is ordered first and neighbors are selected among all points (observed + predicted), "order_pred_first" = predicted data is ordered first for making predictions, "latent_order_obs_first_cond_obs_only"  = Vecchia approximation for the latent process and observed data is ordered first and neighbors are only observed points, "latent_order_obs_first_cond_all"  = Vecchia approximation for the latent process and observed data is ordered first and neighbors are selected among all points
* \param num_neighbors_pred The number of neighbors used in the Vecchia approximation for making predictions (-1 means that the value already set at initialization is used)
* \param cg_delta_conv_pred Tolerance level for L2 norm of residuals for checking convergence in conjugate gradient algorithm when being used for prediction
* \param nsim_var_pred Number of samples when simulation is used for calculating predictive variances
* \param rank_pred_approx_matrix_lanczos Rank of the matrix for approximating predictive covariances obtained using the Lanczos algorithm
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_SetPredictionData_R(
	SEXP handle,
	SEXP num_data_pred,
	SEXP cluster_ids_data_pred,
	SEXP re_group_data_pred,
	SEXP re_group_rand_coef_data_pred,
	SEXP gp_coords_data_pred,
	SEXP gp_rand_coef_data_pred,
	SEXP covariate_data_pred,
	SEXP vecchia_pred_type,
	SEXP num_neighbors_pred,
	SEXP cg_delta_conv_pred,
	SEXP nsim_var_pred,
	SEXP rank_pred_approx_matrix_lanczos
);

/*!
* \brief Make predictions: calculate conditional mean and variances or covariance matrix
*		 Note: You should pre-allocate memory for out_predict
*			   Its length is equal to num_data_pred if only the conditional mean is predicted (predict_cov_mat==false && predict_var==false)
*			   or num_data_pred * (1 + num_data_pred) if the predictive covariance matrix is also calculated (predict_cov_mat==true)
*			   or num_data_pred * 2 if predictive variances are also calculated (predict_var==true)
* \param handle Handle of REModel
* \param y_data Response variable for observed data
* \param num_data_pred Number of data points for which predictions are made
* \param predict_cov_mat If true, the predictive/conditional covariance matrix is calculated (default=false) (predict_var and predict_cov_mat cannot be both true)
* \param predict_var If true, the predictive/conditional variances are calculated (default=false) (predict_var and predict_cov_mat cannot be both true)
* \param predict_response If true, the response variable (label) is predicted, otherwise the latent random effects
* \param sample_posterior If true, posterior samples are generated
* \param sample_prior If true, prior samples are generated
* \param num_post_samples Number of posterior samples
* \param num_prior_samples Number of prior samples
* \param cluster_ids_data_pred IDs / labels indicating independent realizations of Gaussian processes (same values = same process realization) for which predictions are to be made
* \param re_group_data_pred Labels of group levels for the grouped random effects in column-major format (i.e. first the levels for the first effect, then for the second, etc.). Every group label needs to end with the null character '\0'
* \param re_group_rand_coef_data_pred Covariate data for grouped random coefficients
* \param gp_coords_data_pred Coordinates (features) for Gaussian process
* \param gp_rand_coef_data_pred Covariate data for Gaussian process random coefficients
* \param cov_pars Covariance parameters of RE components
* \param covariate_data_pred Covariate data (=independent variables, features) for prediction
* \param use_saved_data If true previusly set data on groups, coordinates, and covariates are used and some arguments of this function are ignored
* \param fixed_effects Fixed effects component of location parameter for observed data (only used for non-Gaussian data)
* \param fixed_effects_pred Fixed effects component of location parameter for predicted data (only used for non-Gaussian data)
* \param[out] out_predict Predictive/conditional mean at prediciton points followed by the predictive covariance matrix in column-major format (if predict_cov_mat==true) or the predictive variances (if predict_var==true)
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_PredictREModel_R(
	SEXP handle,
	SEXP y_data,
	SEXP num_data_pred,
	SEXP predict_cov_mat,
	SEXP predict_var,
	SEXP predict_response,
	SEXP sample_posterior,
	SEXP sample_prior,
	SEXP num_post_samples,
	SEXP num_prior_samples,
	SEXP cluster_ids_data_pred,
	SEXP re_group_data_pred,
	SEXP re_group_rand_coef_data_pred,
	SEXP gp_coords_pred,
	SEXP gp_rand_coef_data_pred,
	SEXP cov_pars,
	SEXP covariate_data_pred,
	SEXP use_saved_data,
	SEXP fixed_effects,
	SEXP fixed_effects_pred,
	SEXP out_predict
);

/*!
* \brief Predict ("estimate") training data random effects
* \param handle Handle of REModel
* \param cov_pars_pred Covariance parameters of components
* \param y_obs Response variable for observed data
* \param fixed_effects Fixed effects component of location parameter for observed data (only used for non-Gaussian data)
* \param calc_var If true, variances are also calculated
* \param[out] out_predict Predicted training data random effects and variances if calc_var
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_PredictREModelTrainingDataRandomEffects_R(
	SEXP handle,
	SEXP cov_pars,
	SEXP y_obs,
	SEXP fixed_effects,
	SEXP calc_var,
	SEXP out_predict
);

/*!
* \brief Get name of likelihood
* \return R character vector (length=1) with likelihood name
*/
GPBOOST_C_EXPORT SEXP GPB_GetLikelihoodName_R(
	SEXP handle
);

/*!
* \brief Get name of covariance parameter optimizer
* \return R character vector (length=1) with optimizer name
*/
GPBOOST_C_EXPORT SEXP GPB_GetOptimizerCovPars_R(
	SEXP handle
);

/*!
* \brief Get name of linear regression coefficients optimizer
* \return R character vector (length=1) with optimizer name
*/
GPBOOST_C_EXPORT SEXP GPB_GetOptimizerCoef_R(
	SEXP handle
);

/*!
* \brief Get name of preconditioner for conjugate gradient algorithm
* \return R character vector (length=1) with optimizer name
*/
GPBOOST_C_EXPORT SEXP GPB_GetCGPreconditionerType_R(
	SEXP handle
);

/*!
* \brief Returns the number of CG steps when the CG method was last run
* \param handle Handle of booster
* \param[out] num_cg_steps Number of CG steps
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_GetNumCGSteps_R(
	SEXP handle,
	SEXP num_cg_steps
);

/*!
* \brief Returns the number of CG steps when the CG method was last run for the SLQ method
* \param handle Handle of booster
* \param[out] num_cg_steps Number of CG steps
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_GetNumCGStepsTridiag_R(
	SEXP handle,
	SEXP num_cg_steps
);

/*!
* \brief Returns the number of mode finding steps from the last mode finding in a Laplace approximation
* \param handle Handle of booster
* \param[out] num_cg_steps Number of steps
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_GetNumModeFindingSteps_R(
	SEXP handle,
	SEXP num_cg_steps
);

/*!
* \brief Set the type of likelihood
* \param likelihood Likelihood name
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_SetLikelihood_R(
	SEXP handle,
	SEXP likelihood
);

/*!
* \brief Return (last used) response variable data
* \param handle Handle of REModel
* \param[out] response_data Response variable data (memory needs to be preallocated)
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_GetResponseData_R(
	SEXP handle,
	SEXP response_data
);

/*!
* \brief Return covariate data
* \param handle Handle of REModel
* \param[out] covariate_data covariate data
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_GetCovariateData_R(
	SEXP handle,
	SEXP covariate_data
);

/*!
* \brief Return offset data
* \param handle Handle of REModel
* \param[out] fixed_effects offset data
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_GetOffsetData_R(
	SEXP handle,
	SEXP fixed_effects
);

/*!
* \brief Set offset data
* \param handle Handle of REModel
* \param fixed_effects offset data
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_SetOffsetData_R(
	SEXP handle,
	SEXP fixed_effects
);

/*!
* \brief Get additional likelihood parameters (e.g., shape parameter for a gamma likelihood)
* \param handle Handle of REModel
* \param[out] aux_pars Additional likelihood parameters (aux_pars_). This vector needs to be pre-allocated
* \return R character vector (length=1) with the name of the first parameter
*/
GPBOOST_C_EXPORT SEXP GPB_GetAuxPars_R(
	SEXP handle,
	SEXP aux_pars
);

/*!
* \brief Get number of additional likelihood parameters (e.g., shape parameter for a gamma likelihood)
* \param handle Handle of booster
* \param[out] num_aux_pars Number of additional likelihood parameters
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_GetNumAuxPars_R(
	SEXP handle,
	SEXP num_aux_pars
);

/*!
* \brief Get initial values for additional likelihood parameters (e.g., shape parameter for a gamma likelihood)
* \param handle Handle of booster
* \param[out] aux_pars Initial values for additional likelihood parameters
* \return 0 when succeed, -1 when failure happens
*/
GPBOOST_C_EXPORT SEXP GPB_GetInitAuxPars_R(
	SEXP handle,
	SEXP aux_pars
);

#endif  // GPBOOST_R_H_
