/*!
* This file is part of GPBoost a C++ library for combining
*	boosting with Gaussian process and mixed effects models
*
* 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 GPB_RE_COMP_H_
#define GPB_RE_COMP_H_

#include <GPBoost/type_defs.h>
#include <GPBoost/cov_fcts.h>
#include <GPBoost/GP_utils.h>

#include <memory>
#include <mutex>
#include <vector>
#include <type_traits>
#include <random>

#include <LightGBM/utils/log.h>
using LightGBM::Log;

namespace GPBoost {

	/*!
	* \brief This class models the random effects components
	*
	*        Some details:
	*		 1. The template parameter <T_mat> can be <den_mat_t>, <sp_mat_t>, <sp_mat_rm_t>
	*/
	template<typename T_mat>
	class RECompBase {
	public:
		/*! \brief Virtual destructor */
		virtual ~RECompBase() {};

		virtual std::shared_ptr<RECompBase> clone() const = 0;

		/*!
		* \brief Create and adds the matrix Z_
		*			Note: this is currently only used when changing the likelihood in the re_model
		*/
		virtual void AddZ() = 0;

		/*!
		* \brief Drop the matrix Z_
		*			Note: this is currently only used when changing the likelihood in the re_model
		*/
		virtual void DropZ() = 0;

		/*!
		* \brief Function that sets the covariance parameters
		* \param pars Vector with covariance parameters
		*/
		virtual void SetCovPars(const vec_t& pars) = 0;

		/*!
		* \brief Transform the covariance parameters
		* \param sigma2 Nugget effect / error variance for Gaussian likelihoods
		* \param pars Vector with covariance parameters on orignal scale
		* \param[out] pars_trans Transformed covariance parameters
		*/
		virtual void TransformCovPars(const double sigma2, const vec_t& pars, vec_t& pars_trans) = 0;

		/*!
		* \brief Back-transform the covariance parameters to the original scale
		* \param sigma2  Nugget effect / error variance for Gaussian likelihoods
		* \param pars Vector with covariance parameters
		* \param[out] pars_orig Back-transformed, original covariance parameters
		*/
		virtual void TransformBackCovPars(const double sigma2, const vec_t& pars, vec_t& pars_orig) = 0;

		/*!
		* \brief Find "reasonable" default values for the intial values of the covariance parameters (on transformed scale)
		* \param rng Random number generator
		* \param[out] pars Vector with covariance parameters
		* \param marginal_variance Initial value for marginal variance
		*/
		virtual void FindInitCovPar(RNG_t& rng,
			vec_t& pars,
			double marginal_variance) const = 0;

		/*!
		* \brief Virtual function that calculates Sigma (not needed for grouped REs, at unique locations for GPs)
		*/
		virtual void CalcSigma() = 0;

		/*!
		* \brief Virtual function that calculates the covariance matrix Z*Sigma*Z^T
		* \return Covariance matrix Z*Sigma*Z^T of this component
		*/
		virtual std::shared_ptr<T_mat> GetZSigmaZt() const = 0;

		/*!
		* \brief Virtual function that calculates entry (i,j) of the covariance matrix Z*Sigma*Z^T
		* \return Entry (i,j) of the covariance matrix Z*Sigma*Z^T of this component
		*/
		virtual double GetZSigmaZtij(int i, int j) const = 0;

		/*!
		* \brief Get the marginal variance
		* \return marginal variance
		*/
		double GetMarginalVariance() const {
			return(this->cov_pars_[0]);
		}

		/*!
		* \brief Virtual function that calculates the derivatives of the covariance matrix Z*Sigma*Z^T
		* \param ind_par Index for parameter
		* \param transf_scale If true, the derivative is taken on the transformed scale otherwise on the original scale. Default = true
		* \param nugget_var Nugget effect variance parameter sigma^2 (used only if transf_scale = false to transform back)
		* \return Derivative of covariance matrix Z*Sigma*Z^T with respect to the parameter number ind_par
		*/
		virtual std::shared_ptr<T_mat> GetZSigmaZtGrad(int ind_par,
			bool transf_scale,
			double nugget_var) const = 0;

		/*!
		* \brief Virtual function that returns the matrix Z
		* \return A pointer to the matrix Z
		*/
		virtual sp_mat_t* GetZ() = 0;

		/*!
		* \brief Virtual function that returns the number of unique random effects
		* \return Number of unique random effects
		*/
		virtual data_size_t GetNumUniqueREs() const = 0;

		/*!
		* \brief Returns number of covariance parameters
		* \return Number of covariance parameters
		*/
		int NumCovPar() const {
			return(num_cov_par_);
		}

		/*!
		* \brief Returns number of data points
		* \return Number of data points
		*/
		int NumData() const {
			return(num_data_);
		}

		/*!
		* \brief Returns has_Z_
		* \return True if has_Z_
		*/
		bool HasZ() const {
			return(has_Z_);
		}

		/*!
		* \brief Calculate and add unconditional predictive variances
		* \param[out] pred_uncond_var Array of unconditional predictive variances to which the variance of this component is added
		* \param num_data_pred Number of prediction points
		* \param rand_coef_data_pred Covariate data for varying coefficients
		*/
		void AddPredUncondVar(double* pred_uncond_var,
			int num_data_pred,
			const double* const rand_coef_data_pred) const {
			if (this->is_rand_coef_) {
#pragma omp for schedule(static)
				for (int i = 0; i < num_data_pred; ++i) {
					pred_uncond_var[i] += this->cov_pars_[0] * rand_coef_data_pred[i] * rand_coef_data_pred[i];
				}
			}
			else {
#pragma omp for schedule(static)
				for (int i = 0; i < num_data_pred; ++i) {
					pred_uncond_var[i] += this->cov_pars_[0];
				}
			}
		}

		bool IsRandCoef() const {
			return(is_rand_coef_);
		}

		const std::vector<double>& RandCoefData() const {
			CHECK(is_rand_coef_);
			return(rand_coef_data_);
		}

		const vec_t& CovPars() const {
			return(cov_pars_);
		}

		/*!
		* \brief Make a warning of some parameters are e.g. too large
		* \param cov_pars Covariance parameters (on transformed scale)
		*/
		virtual void CovarianceParameterRangeWarning(const vec_t& pars) = 0;

	protected:
		/*! \brief Number of data points */
		data_size_t num_data_;
		/*! \brief Number of parameters */
		int num_cov_par_;
		/*! \brief Incidence matrix Z */
		sp_mat_t Z_;
		/*! \brief Indicates whether the random effect component has a (non-identity) incidence matrix Z */
		bool has_Z_;
		/*! \brief Covariate data for varying coefficients */
		std::vector<double> rand_coef_data_;
		/*! \brief true if this is a random coefficient */
		bool is_rand_coef_;
		/*! \brief Covariance parameters (on transformed scale, but not logarithmic) */
		vec_t cov_pars_;
		/*! \brief Indices that indicate to which random effect every data point is related (random_effects_indices_of_data_[i] is the random effect for observation number i) */
		std::vector<data_size_t> random_effects_indices_of_data_;

		template<typename T_mat_aux, typename T_chol_aux>
		friend class REModelTemplate;
	};

	/*!
	* \brief Class for the grouped random effect components
	*
	*        Some details:
	*/
	template<typename T_mat>
	class RECompGroup : public RECompBase<T_mat> {
	public:
		/*! \brief Constructor */
		RECompGroup();

		/*! \brief Copy constructor */
		RECompGroup(const RECompGroup& other)
			: RECompBase<T_mat>(other), // copy base class
			num_group_(other.num_group_),
			map_group_label_index_(std::make_shared<std::map<re_group_t, int>>(*other.map_group_label_index_)),
			ZZt_(other.ZZt_),
			has_ZZt_(other.has_ZZt_)
		{
			// No need to copy members of base class manually; base class copy constructor handles that.
		}

		std::shared_ptr<RECompBase<T_mat>> clone() const override {
			return std::make_shared<RECompGroup<T_mat>>(*this);
		}

		/*!
		* \brief Constructor without random coefficient data
		* \param group_data Group data: factorial variable between 1 and the number of different groups
		* \param calculateZZt If true, the matrix Z*Z^T is calculated and saved (not needed if Woodbury identity is used)
		* \param save_Z If true, the matrix Z_ is constructed and saved
		*/
		RECompGroup(std::vector<re_group_t>& group_data,
			bool calculateZZt,
			bool save_Z) {
			this->has_Z_ = save_Z;
			this->num_data_ = (data_size_t)group_data.size();
			this->is_rand_coef_ = false;
			this->num_cov_par_ = 1;
			num_group_ = 0;
			std::map<re_group_t, int> map_group_label_index;
			for (const auto& el : group_data) {
				if (map_group_label_index.find(el) == map_group_label_index.end()) {
					map_group_label_index.insert({ el, num_group_ });
					num_group_ += 1;
				}
			}
			this->random_effects_indices_of_data_ = std::vector<data_size_t>(this->num_data_);
#pragma omp parallel for schedule(static)
			for (int i = 0; i < this->num_data_; ++i) {
				this->random_effects_indices_of_data_[i] = map_group_label_index[group_data[i]];
			}
			if (save_Z) {
				CreateZ();// Create incidence matrix Z
			}
			has_ZZt_ = calculateZZt;
			if (has_ZZt_) {
				ConstructZZt<T_mat>();
			}
			map_group_label_index_ = std::make_shared<std::map<re_group_t, int>>(map_group_label_index);
		}

		/*!
		* \brief Constructor for random coefficient effects
		* \param group_data Reference to group data of random intercept corresponding to this effect
		* \param num_group Number of groups / levels
		* \param rand_coef_data Covariate data for varying coefficients
		* \param calculateZZt If true, the matrix Z*Z^T is calculated and saved (not needed if Woodbury identity is used)
		*/
		RECompGroup(const data_size_t* random_effects_indices_of_data,
			const data_size_t num_data,
			std::shared_ptr<std::map<re_group_t, int>> map_group_label_index,
			data_size_t num_group,
			std::vector<double>& rand_coef_data,
			bool calculateZZt) {
			this->num_data_ = num_data;
			num_group_ = num_group;
			//group_data_ = group_data;
			map_group_label_index_ = map_group_label_index;
			this->rand_coef_data_ = rand_coef_data;
			this->is_rand_coef_ = true;
			this->num_cov_par_ = 1;
			this->Z_ = sp_mat_t(this->num_data_, num_group_);
			std::vector<Triplet_t> triplets(this->num_data_);
#pragma omp parallel for schedule(static)
			for (int i = 0; i < this->num_data_; ++i) {
				triplets[i] = Triplet_t(i, random_effects_indices_of_data[i], this->rand_coef_data_[i]);
			}
			this->Z_.setFromTriplets(triplets.begin(), triplets.end());
			//// Alternative version: inserting elements directly (see constructor above)
			//for (int i = 0; i < this->num_data_; ++i) {
			//	this->Z_.insert(i, (*map_group_label_index_)[(*group_data_)[i]]) = this->rand_coef_data_[i];
			//}
			this->has_Z_ = true;
			has_ZZt_ = calculateZZt;
			if (has_ZZt_) {
				ConstructZZt<T_mat>();
			}
		}

		/*! \brief Destructor */
		~RECompGroup() {
		}

		/*!
		* \brief Create and adds the matrix Z_
		*			Note: this is currently only used when changing the likelihood in the re_model
		*/
		void AddZ() override {
			CHECK(!this->is_rand_coef_);//not intended for random coefficient models
			if (!this->has_Z_) {
				CreateZ();
				this->has_Z_ = true;
				if (has_ZZt_) {
					ConstructZZt<T_mat>();
				}
			}
		}

		/*!
		* \brief Drop the matrix Z_
		*			Note: this is currently only used when changing the likelihood in the re_model
		*/
		void DropZ() override {
			CHECK(!this->is_rand_coef_);//not intended for random coefficient models
			if (this->has_Z_) {
				this->Z_.resize(0, 0);
				this->has_Z_ = false;
				if (has_ZZt_) {
					ConstructZZt<T_mat>();
				}
			}
		}

		/*!
		* \brief Create the matrix Z_
		*/
		void CreateZ() {
			CHECK(!this->is_rand_coef_);//not intended for random coefficient models
			this->Z_ = sp_mat_t(this->num_data_, num_group_);
			std::vector<Triplet_t> triplets(this->num_data_);
#pragma omp parallel for schedule(static)
			for (int i = 0; i < this->num_data_; ++i) {
				triplets[i] = Triplet_t(i, this->random_effects_indices_of_data_[i], 1.);
			}
			this->Z_.setFromTriplets(triplets.begin(), triplets.end());
			// Alternative version: inserting elements directly
			// Note: compared to using triples, this is much slower when group_data is not ordered (e.g. [1,2,3,1,2,3]), otherwise if group_data is ordered (e.g. [1,1,2,2,3,3]) there is no big difference
			////this->Z_.reserve(Eigen::VectorXi::Constant(this->num_data_, 1));//don't use this, it makes things much slower
			//for (int i = 0; i < this->num_data_; ++i) {
			//	this->Z_.insert(i, this->random_effects_indices_of_data_[i]) = 1.;
			//}
		}

		/*!
		* \brief Function that sets the covariance parameters
		* \param pars Vector of length 1 with variance of the grouped random effect
		*/
		void SetCovPars(const vec_t& pars) override {
			CHECK((int)pars.size() == 1);
			this->cov_pars_ = pars;
		}

		/*!
		* \brief Transform the covariance parameters
		* \param sigma2 Nugget effect / error variance for Gaussian likelihoods
		* \param pars Vector of length 1 with variance of the grouped random effect
		* \param[out] pars_trans Transformed covariance parameters
		*/
		void TransformCovPars(const double sigma2, const vec_t& pars, vec_t& pars_trans) override {
			pars_trans = pars / sigma2;
		}

		/*!
		* \brief Back-transform the covariance parameters to the original scale
		* \param sigma2 Nugget effect / error variance for Gaussian likelihoods
		* \param pars Vector of length 1 with variance of the grouped random effect
		* \param[out] pars_orig Back-transformed, original covariance parameters
		*/
		void TransformBackCovPars(const double sigma2, const vec_t& pars, vec_t& pars_orig) override {
			pars_orig = sigma2 * pars;
		}

		/*!
		* \brief Find "reasonable" default values for the intial values of the covariance parameters (on transformed scale)
		* \param rng Random number generator
		* \param[out] pars Vector of length 1 with variance of the grouped random effect
		* \param marginal_variance Initial value for marginal variance
		*/
		void FindInitCovPar(RNG_t&,
			vec_t& pars,
			double marginal_variance) const override {
			pars[0] = marginal_variance;
		}

		/*!
		* \brief Calculate covariance matrix Sigma (not needed for grouped REs)
		*/
		void CalcSigma() override {
		}

		/*!
		* \brief Calculate covariance matrix Z*Sigma*Z^T
		* \param pars Vector of length 1 with covariance parameter sigma_j for grouped RE component number j
		* \return Covariance matrix Z*Sigma*Z^T of this component
		*/
		std::shared_ptr<T_mat> GetZSigmaZt() const override {
			if (this->cov_pars_.size() == 0) {
				Log::REFatal("Covariance parameters are not specified. Call 'SetCovPars' first.");
			}
			if (this->ZZt_.cols() == 0) {
				Log::REFatal("Matrix ZZt_ not defined");
			}
			return(std::make_shared<T_mat>(this->cov_pars_[0] * ZZt_));
		}

		/*!
		* \brief Function that calculates entry (i,j) of the covariance matrix Z*Sigma*Z^T
		* \return Entry (i,j) of the covariance matrix Z*Sigma*Z^T of this component
		*/
		double GetZSigmaZtij(int i, int j) const override {
			if (this->cov_pars_.size() == 0) {
				Log::REFatal("Covariance parameters are not specified. Call 'SetCovPars' first.");
			}
			if (this->ZZt_.cols() == 0) {
				Log::REFatal("Matrix ZZt_ not defined");
			}
			return(this->cov_pars_[0] * ZZt_.coeff(i, j));
		}

		/*!
		* \brief Calculate derivative of covariance matrix Z*Sigma*Z^T with respect to the parameter
		* \param ind_par Index for parameter (0=variance, 1=inverse range)
		* \param transf_scale If true, the derivative is taken on the transformed scale otherwise on the original scale. Default = true
		* \param nugget_var Nugget effect variance parameter sigma^2 (not use here)
		* \return Derivative of covariance matrix Z*Sigma*Z^T with respect to the parameter number ind_par
		*/
		std::shared_ptr<T_mat> GetZSigmaZtGrad(int ind_par,
			bool transf_scale,
			double) const override {
			if (this->cov_pars_.size() == 0) {
				Log::REFatal("Covariance parameters are not specified. Call 'SetCovPars' first.");
			}
			if (this->ZZt_.cols() == 0) {
				Log::REFatal("Matrix ZZt_ not defined");
			}
			if (ind_par != 0) {
				Log::REFatal("No covariance parameter for index number %d", ind_par);
			}
			double cm = transf_scale ? this->cov_pars_[0] : 1.;
			return(std::make_shared<T_mat>(cm * ZZt_));
		}

		/*!
		* \brief Function that returns the matrix Z
		* \return A pointer to the matrix Z
		*/
		sp_mat_t* GetZ() override {
			CHECK(this->has_Z_);
			return(&(this->Z_));
		}

		/*!
		* \brief Calculate and add covariance matrices from this component for prediction
		* \param group_data_pred Group data for predictions
		* \param[out] cross_cov Cross-covariance between prediction and observation points
		* \param[out] uncond_pred_cov Unconditional covariance for prediction points (used only if calc_uncond_pred_cov==true)
		* \param calc_cross_cov If true, the cross-covariance Ztilde*Sigma*Z^T required for the conditional mean is calculated
		* \param calc_uncond_pred_cov If true, the unconditional covariance for prediction points is calculated
		* \param dont_add_but_overwrite If true, the matrix 'cross_cov' is overwritten. Otherwise, the cross-covariance is just added to 'cross_cov'
		* \param data_duplicates_dropped_for_prediction If true, duplicate groups in group_data (of training data) are dropped for creating prediction matrices (they are added again in re_model_template)
		* \param rand_coef_data_pred Covariate data for varying coefficients (can be nullptr if this is not a random coefficient)
		*/
		void AddPredCovMatrices(const std::vector<re_group_t>& group_data_pred,
			T_mat& cross_cov,
			T_mat& uncond_pred_cov,
			bool calc_cross_cov,
			bool calc_uncond_pred_cov,
			bool dont_add_but_overwrite,
			bool data_duplicates_dropped_for_prediction,
			const double* rand_coef_data_pred) {
			int num_data_pred = (int)group_data_pred.size();
			if (data_duplicates_dropped_for_prediction) {
				// this is only used if there is only one grouped RE
				if (calc_cross_cov) {
					T_mat ZtildeZT(num_data_pred, num_group_);
					ZtildeZT.setZero();
					for (int i = 0; i < num_data_pred; ++i) {
						if (map_group_label_index_->find(group_data_pred[i]) != map_group_label_index_->end()) {//Group level 'group_data_pred[i]' exists in observed data
							ZtildeZT.coeffRef(i, (*map_group_label_index_)[group_data_pred[i]]) = 1.;
						}
					}
					if (dont_add_but_overwrite) {
						cross_cov = this->cov_pars_[0] * ZtildeZT;
					}
					else {
						cross_cov += this->cov_pars_[0] * ZtildeZT;
					}
				}
				if (calc_uncond_pred_cov) {
					T_mat ZstarZstarT(num_data_pred, num_data_pred);
					ZstarZstarT.setZero();
					T_mat ZtildeZtildeT(num_data_pred, num_data_pred);
					ZtildeZtildeT.setZero();
					for (int i = 0; i < num_data_pred; ++i) {
						if (map_group_label_index_->find(group_data_pred[i]) == map_group_label_index_->end()) {
							ZstarZstarT.coeffRef(i, i) = 1.;
						}
						else {
							ZtildeZtildeT.coeffRef(i, i) = 1.;
						}
					}
					uncond_pred_cov += (this->cov_pars_[0] * ZtildeZtildeT);
					uncond_pred_cov += (this->cov_pars_[0] * ZstarZstarT);
				}//end calc_uncond_pred_cov
			}//end data_duplicates_dropped_for_prediction
			else if (this->has_Z_) {
				// Note: Ztilde relates existing random effects to prediction samples and Zstar relates new / unobserved random effects to prediction samples
				sp_mat_t Ztilde(num_data_pred, num_group_);
				std::vector<Triplet_t> triplets(num_data_pred);
				bool has_ztilde = false;
				if (this->is_rand_coef_) {
#pragma omp parallel for schedule(static)
					for (int i = 0; i < num_data_pred; ++i) {
						if (map_group_label_index_->find(group_data_pred[i]) != map_group_label_index_->end()) {//Group level 'group_data_pred[i]' exists in observed data
							triplets[i] = Triplet_t(i, (*map_group_label_index_)[group_data_pred[i]], rand_coef_data_pred[i]);
							has_ztilde = true;
						}
					}
				}//end is_rand_coef_
				else {//not is_rand_coef_
#pragma omp parallel for schedule(static)
					for (int i = 0; i < num_data_pred; ++i) {
						if (map_group_label_index_->find(group_data_pred[i]) != map_group_label_index_->end()) {//Group level 'group_data_pred[i]' exists in observed data
							triplets[i] = Triplet_t(i, (*map_group_label_index_)[group_data_pred[i]], 1.);
							has_ztilde = true;
						}
					}
				}//end not is_rand_coef_
				if (has_ztilde) {
					Ztilde.setFromTriplets(triplets.begin(), triplets.end());
				}
				if (calc_cross_cov) {
					if (dont_add_but_overwrite) {
						CalculateZ1Z2T<T_mat>(Ztilde, this->Z_, cross_cov);
						cross_cov *= this->cov_pars_[0];
					}
					else {
						T_mat ZtildeZT;
						CalculateZ1Z2T<T_mat>(Ztilde, this->Z_, ZtildeZT);
						cross_cov += (this->cov_pars_[0] * ZtildeZT);
					}
				}
				if (calc_uncond_pred_cov) {
					//Count number of new group levels (i.e. group levels not in observed data)
					int num_group_pred_new = 0;
					std::map<re_group_t, int> map_group_label_index_pred_new; //Keys: Group labels, values: index number (integer value) for every label  
					for (auto& el : group_data_pred) {
						if (map_group_label_index_->find(el) == map_group_label_index_->end()) {
							if (map_group_label_index_pred_new.find(el) == map_group_label_index_pred_new.end()) {
								map_group_label_index_pred_new.insert({ el, num_group_pred_new });
								num_group_pred_new += 1;
							}
						}
					}
					sp_mat_t Zstar(num_data_pred, num_group_pred_new);
					std::vector<Triplet_t> triplets_zstar(num_data_pred);
					bool has_zstar = false;
					if (this->is_rand_coef_) {
#pragma omp parallel for schedule(static)
						for (int i = 0; i < num_data_pred; ++i) {
							if (map_group_label_index_->find(group_data_pred[i]) == map_group_label_index_->end()) {
								triplets_zstar[i] = Triplet_t(i, map_group_label_index_pred_new[group_data_pred[i]], rand_coef_data_pred[i]);
								has_zstar = true;
							}
						}
					}//end is_rand_coef_
					else {//not is_rand_coef_
#pragma omp parallel for schedule(static)
						for (int i = 0; i < num_data_pred; ++i) {
							if (map_group_label_index_->find(group_data_pred[i]) == map_group_label_index_->end()) {
								triplets_zstar[i] = Triplet_t(i, map_group_label_index_pred_new[group_data_pred[i]], 1.);
								has_zstar = true;
							}
						}
					}//end not is_rand_coef_
					if (has_zstar) {
						Zstar.setFromTriplets(triplets_zstar.begin(), triplets_zstar.end());
					}
					T_mat ZtildeZtildeT;
					CalculateZ1Z2T<T_mat>(Ztilde, Ztilde, ZtildeZtildeT);
					uncond_pred_cov += (this->cov_pars_[0] * ZtildeZtildeT);
					T_mat ZstarZstarT;
					CalculateZ1Z2T<T_mat>(Zstar, Zstar, ZstarZstarT);
					uncond_pred_cov += (this->cov_pars_[0] * ZstarZstarT);
				}//end calc_uncond_pred_cov
			}//end this->has_Z_
			else {
				Log::REFatal("Need to have either 'Z_' or enable 'data_duplicates_dropped_for_prediction' for calling 'AddPredCovMatrices'");
			}
		}// end AddPredCovMatrices

		/*!
		* \brief Calculate matrix Ztilde which relates existing random effects to prediction samples and insert it into the corresponding matrix for all components
		* \param group_data_pred Group data for predictions
		* \param rand_coef_data_pred Covariate data for varying coefficients (can be nullptr if this is not a random coefficient)
		* \param start_ind_col First column of this component in joint matrix Ztilde
		* \param comp_nb Random effects component number
		* \param[out] Ztilde Matrix for all random effect components which relates existing random effects to prediction samples
		* \param[out] has_ztilde Set to true if at least on level in group_data_pred is found in map_group_label_index_ (i.e. if predictions are made for at least on existing random effect)
		*/
		void CalcInsertZtilde(const std::vector<re_group_t>& group_data_pred,
			const double* rand_coef_data_pred,
			int start_ind_col,
			int comp_nb,
			std::vector<Triplet_t>& triplets,
			bool& has_ztilde) const {
			int num_data_pred = (int)group_data_pred.size();
			int any = 0;
			if (this->is_rand_coef_) {				
#pragma omp parallel for schedule(static) reduction(|:any)
				for (int i = 0; i < num_data_pred; ++i) {
					if (map_group_label_index_->find(group_data_pred[i]) != map_group_label_index_->end()) {//Group level 'group_data_pred[i]' exists in observed data
						triplets[i + comp_nb * num_data_pred] = Triplet_t(i, start_ind_col + (*map_group_label_index_)[group_data_pred[i]], rand_coef_data_pred[i]);
						any |= 1;
					}
				}
				
			}//end is_rand_coef_
			else {//not is_rand_coef_
#pragma omp parallel for schedule(static) reduction(|:any)
				for (int i = 0; i < num_data_pred; ++i) {
					if (map_group_label_index_->find(group_data_pred[i]) != map_group_label_index_->end()) {//Group level 'group_data_pred[i]' exists in observed data
						triplets[i + comp_nb * num_data_pred] = Triplet_t(i, start_ind_col + (*map_group_label_index_)[group_data_pred[i]], 1.);
						any |= 1;
					}
				}
			}//end not is_rand_coef_
			has_ztilde = has_ztilde || (any != 0);
		}//end CalcInsertZtilde

		/*!
		* \brief Calculate matrix Ztilde which relates existing random effects to prediction samples and insert it into the corresponding matrix for all components
		* \param group_data_pred Group data for predictions
		* \param[out] random_effects_indices_of_pred Indices that indicate to which training data random effect every prediction point is related. -1 means to none in the training data
		*/
		void RandomEffectsIndicesPred(const std::vector<re_group_t>& group_data_pred,
			data_size_t* random_effects_indices_of_pred) const {
			int num_data_pred = (int)group_data_pred.size();
			CHECK(!this->is_rand_coef_);
#pragma omp parallel for schedule(static)
			for (int i = 0; i < num_data_pred; ++i) {
				if (map_group_label_index_->find(group_data_pred[i]) != map_group_label_index_->end()) {//Group level 'group_data_pred[i]' exists in observed data
					random_effects_indices_of_pred[i] = (*map_group_label_index_)[group_data_pred[i]];
				}
				else {
					random_effects_indices_of_pred[i] = -1;
				}
			}
		}//end RandomEffectsIndicesPred

		/*!
		* \brief Calculate and add unconditional predictive variances only for new groups that do not appear in training data
		* \param[out] pred_uncond_var Array of unconditional predictive variances to which the variance of this component is added
		* \param num_data_pred Number of prediction points
		* \param rand_coef_data_pred Covariate data for varying coefficients
		* \param group_data_pred Group data for predictions
		*/
		void AddPredUncondVarNewGroups(double* pred_uncond_var,
			int num_data_pred,
			const double* const rand_coef_data_pred,
			const std::vector<re_group_t>& group_data_pred) const {
			CHECK(num_data_pred == (int)group_data_pred.size());
			if (this->is_rand_coef_) {
#pragma omp parallel for schedule(static)
				for (int i = 0; i < num_data_pred; ++i) {
					if (map_group_label_index_->find(group_data_pred[i]) == map_group_label_index_->end()) {//Group level 'group_data_pred[i]' does not exist in observed data
						pred_uncond_var[i] += this->cov_pars_[0] * rand_coef_data_pred[i] * rand_coef_data_pred[i];
					}
				}
			}//end is_rand_coef_
			else {//not is_rand_coef_
#pragma omp parallel for schedule(static)
				for (int i = 0; i < num_data_pred; ++i) {
					if (map_group_label_index_->find(group_data_pred[i]) == map_group_label_index_->end()) {//Group level 'group_data_pred[i]' does not exist in observed data
						pred_uncond_var[i] += this->cov_pars_[0];
					}
				}
			}//end not is_rand_coef_
		}//end AddPredUncondVarNewGroups

		data_size_t GetNumUniqueREs() const override {
			return(num_group_);
		}

		void CovarianceParameterRangeWarning(const vec_t& ) override { }

	private:
		/*! \brief Number of groups */
		data_size_t num_group_;
		/*! \brief Keys: Group labels, values: index number (integer value) for every group level. I.e., maps string labels to numbers */
		std::shared_ptr<std::map<re_group_t, int>> map_group_label_index_;
		/*! \brief Matrix Z*Z^T */
		T_mat ZZt_;
		/*! \brief Indicates whether component has a matrix ZZt_ */
		bool has_ZZt_;

		/*! \brief Constructs the matrix ZZt_ if sparse matrices are used */
		template <class T3, typename std::enable_if <std::is_same<sp_mat_t, T3>::value ||
			std::is_same<sp_mat_rm_t, T3>::value>::type* = nullptr >
		void ConstructZZt() {
			if (this->has_Z_) {
				ZZt_ = this->Z_ * this->Z_.transpose();
			}
			else {
				ZZt_ = T_mat(num_group_, num_group_);
				ZZt_.setIdentity();
				//Note: If has_Z_==false, ZZt_ is only used for making predictiosn of new independet clusters when only_one_grouped_RE_calculations_on_RE_scale_==true
			}
		}

		/*! \brief Constructs the matrix ZZt_ if dense matrices are used */
		template <class T3, typename std::enable_if <std::is_same<den_mat_t, T3>::value>::type* = nullptr >
		void ConstructZZt() {
			if (this->has_Z_) {
				ZZt_ = den_mat_t(this->Z_ * this->Z_.transpose());
			}
			else {
				ZZt_ = T_mat(num_group_, num_group_);
				ZZt_.setIdentity();
				//Note: If has_Z_==false, ZZt_ is only used for making predictiosn of new independet clusters when only_one_grouped_RE_calculations_on_RE_scale_==true
			}
		}

		/*!
		* \brief Calculates the matrix Z1*Z2^T if sparse matrices are used
		* \param Z1 Matrix
		* \param Z2 Matrix
		* \param[out] Z1Z2T Matrix Z1*Z2^T
		*/
		template <class T3, typename std::enable_if <std::is_same<sp_mat_t, T3>::value ||
			std::is_same<sp_mat_rm_t, T3>::value>::type* = nullptr >
		void CalculateZ1Z2T(sp_mat_t& Z1, sp_mat_t& Z2, T3& Z1Z2T) {
			Z1Z2T = Z1 * Z2.transpose();
		}

		/*!
		* \brief Calculates the matrix Z1*Z2^T if sparse matrices are used
		* \param Z1 Matrix
		* \param Z2 Matrix
		* \param[out] Z1Z2T Matrix Z1*Z2^T
		*/
		template <class T3, typename std::enable_if <std::is_same<den_mat_t, T3>::value>::type* = nullptr >
		void CalculateZ1Z2T(sp_mat_t& Z1, sp_mat_t& Z2, T3& Z1Z2T) {
			Z1Z2T = den_mat_t(Z1 * Z2.transpose());
		}

		template<typename T_mat_aux, typename T_chol_aux>
		friend class REModelTemplate;
	};

	/*!
	* \brief Class for the Gaussian process components
	*
	*        Some details:
	*        ...
	*/
	template<typename T_mat>
	class RECompGP : public RECompBase<T_mat> {
	public:
		/*! \brief Constructor */
		RECompGP();

		/*! \brief Copy constructor */
		RECompGP(const RECompGP& other)
			: RECompBase<T_mat>(other),  // copy base members
			coords_(other.coords_),
			coords_ind_point_(other.coords_ind_point_),
			dist_(other.dist_ ? std::make_shared<T_mat>(*other.dist_) : nullptr),
			dist_saved_(other.dist_saved_),
			coord_saved_(other.coord_saved_),
			cov_function_(other.cov_function_ ? std::make_shared<CovFunction<T_mat>>(*other.cov_function_) : nullptr),
			sigma_(other.sigma_),
			sigma_defined_(other.sigma_defined_),
			is_cross_covariance_IP_(other.is_cross_covariance_IP_),
			num_random_effects_(other.num_random_effects_),
			apply_tapering_(other.apply_tapering_),
			apply_tapering_manually_(other.apply_tapering_manually_),
			tapering_has_been_applied_(other.tapering_has_been_applied_),
			has_compact_cov_fct_(other.has_compact_cov_fct_)
		{
		}

		std::shared_ptr<RECompBase<T_mat>> clone() const override {
			return std::make_shared<RECompGP<T_mat>>(*this);
		}

		/*!
		* \brief Constructor for Gaussian process
		* \param coords Coordinates (features) for Gaussian process
		* \param cov_fct Type of covariance function
		* \param 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 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 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 apply_tapering If true, tapering is applied to the covariance function (element-wise multiplication with a compactly supported Wendland correlation function)
		* \param apply_tapering_manually If true, tapering is applied to the covariance function manually and not directly in 'CalcSigma'
		* \param save_dist If true, distances are calculated and saved here.
		*					save_dist = false is used for the Vecchia approximation which saves the required distances in the REModel (REModelTemplate)
		* \param use_Z_for_duplicates If true, an incidendce matrix Z_ is used for duplicate locations
		* \param save_random_effects_indices_of_data_and_no_Z If true a vector random_effects_indices_of_data_, which relates random effects b to samples Zb, is used (the matrix Z_ is then not constructed)
		*           save_random_effects_indices_of_data_and_no_Z = true is currently only used when doing calculations on the random effects scale b and not on the "data scale" Zb for non-Gaussian data
		*			This option can only be selected when save_dist_use_Z_for_duplicates = true
		* \param use_precomputed_dist_for_calc_cov If true, precomputed distances ('dist') are used for calculating covariances, otherwise the coordinates are used ('coords' and 'coords_pred'). 
		*			This is currently only false for Vecchia approximations
		*/
		RECompGP(const den_mat_t& coords,
			string_t cov_fct,
			double shape,
			double taper_range,
			double taper_shape,
			bool apply_tapering,
			bool apply_tapering_manually,
			bool save_dist,
			bool use_Z_for_duplicates,
			bool save_random_effects_indices_of_data_and_no_Z,
			bool use_precomputed_dist_for_calc_cov) {
			if (save_random_effects_indices_of_data_and_no_Z && !use_Z_for_duplicates) {
				Log::REFatal("RECompGP: 'use_Z_for_duplicates' cannot be 'false' when 'save_random_effects_indices_of_data_and_no_Z' is 'true'");
			}
			this->num_data_ = (data_size_t)coords.rows();
			this->is_rand_coef_ = false;
			this->has_Z_ = false;
			double taper_mu = 2.;
			if (cov_fct == "wendland" || apply_tapering) {
				taper_mu = GetTaperMu((int)coords.cols(), taper_shape);
			}
			is_cross_covariance_IP_ = false;
			apply_tapering_ = apply_tapering;
			apply_tapering_manually_ = apply_tapering_manually;
			cov_function_ = std::shared_ptr<CovFunction<T_mat>>(new CovFunction<T_mat>(cov_fct, shape, taper_range, taper_shape, taper_mu, apply_tapering, (int)coords.cols(), use_precomputed_dist_for_calc_cov));
			has_compact_cov_fct_ = (COMPACT_SUPPORT_COVS_.find(cov_function_->cov_fct_type_) != COMPACT_SUPPORT_COVS_.end()) || apply_tapering_;
			this->num_cov_par_ = cov_function_->num_cov_par_;
			if (use_Z_for_duplicates) {
				std::vector<int> uniques;//unique points
				std::vector<int> unique_idx;//used for constructing incidence matrix Z_ if there are duplicates
				DetermineUniqueDuplicateCoordsFast(coords, this->num_data_, uniques, unique_idx);
				if ((data_size_t)uniques.size() == this->num_data_) {//no multiple observations at the same locations -> no incidence matrix needed
					coords_ = coords;
				}
				else {//there are multiple observations at the same locations
					coords_ = coords(uniques, Eigen::all);
				}
				num_random_effects_ = (data_size_t)coords_.rows();
				if (save_random_effects_indices_of_data_and_no_Z) {// create random_effects_indices_of_data_
					this->random_effects_indices_of_data_ = std::vector<data_size_t>(this->num_data_);
#pragma omp for schedule(static)
					for (int i = 0; i < this->num_data_; ++i) {
						this->random_effects_indices_of_data_[i] = unique_idx[i];
					}
					this->has_Z_ = false;
				}
				else if (num_random_effects_ != this->num_data_) {// create incidence matrix Z_
					if (this->num_data_ > 2000) {
						Log::REWarning("The sparse matrix Z_ is created very inefficiently for this GP. This should be implemented more efficiently if n is large ");
					}
					this->Z_ = sp_mat_t(this->num_data_, num_random_effects_);
					for (int i = 0; i < this->num_data_; ++i) {
						this->Z_.insert(i, unique_idx[i]) = 1.;
					}
					this->has_Z_ = true;
				}
			}//end use_Z_for_duplicates
			else {//not use_Z_for_duplicates (ignore duplicates)
				//this option is used for, e.g., the Vecchia approximation for a Gaussian likelihood
				coords_ = coords;
				num_random_effects_ = (data_size_t)coords_.rows();
			}
			if ((save_dist && cov_function_->IsIsotropic()) || apply_tapering_ || apply_tapering_manually_) {
				//Calculate distances
				T_mat dist;
				if (has_compact_cov_fct_) {//compactly suported covariance
					CalculateDistancesTapering<T_mat>(coords_, coords_, true, cov_function_->taper_range_, true, dist);
				}
				else {
					CalculateDistances<T_mat>(coords_, coords_, true, dist);
				}
				dist_ = std::make_shared<T_mat>(dist);
				dist_saved_ = true;
			}
			else {
				dist_saved_ = false;
			}
			coord_saved_ = true;
		}

		/*!
		* \brief Constructor for random coefficient Gaussian processes
		* \param dist Pointer to distance matrix of corresponding base intercept GP
		* \param base_effect_has_Z Indicate whether the corresponding base GP has an incidence matrix Z or not
		* \param Z Pointer to incidence matrix Z of corresponding base intercept GP
		* \param rand_coef_data Covariate data for random coefficient
		* \param cov_fct Type of covariance function
		* \param 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 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 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 taper_mu Parameter \mu of the Wendland covariance function and Wendland correlation taper function. We follow the notation of Bevilacqua et al. (2019, AOS)
		* \param apply_tapering If true, tapering is applied to the covariance function (element-wise multiplication with a compactly supported Wendland correlation function)
		* \param apply_tapering_manually If true, tapering is applied to the covariance function manually and not directly in 'CalcSigma'
		* \param dim_coordinates Dimension of input coordinates / features
		*/
		RECompGP(std::shared_ptr<T_mat> dist,
			bool base_effect_has_Z,
			sp_mat_t* Z,
			const std::vector<double>& rand_coef_data,
			string_t cov_fct,
			double shape,
			double taper_range,
			double taper_shape,
			double taper_mu,
			bool apply_tapering,
			bool apply_tapering_manually,
			int dim_coordinates) {
			this->num_data_ = (data_size_t)rand_coef_data.size();
			dist_ = dist;
			dist_saved_ = true;
			this->rand_coef_data_ = rand_coef_data;
			this->is_rand_coef_ = true;
			this->has_Z_ = true;
			is_cross_covariance_IP_ = false;
			apply_tapering_ = apply_tapering;
			apply_tapering_manually_ = apply_tapering_manually;
			cov_function_ = std::shared_ptr<CovFunction<T_mat>>(new CovFunction<T_mat>(cov_fct, shape, taper_range, taper_shape, taper_mu, apply_tapering, dim_coordinates, true));
			has_compact_cov_fct_ = (COMPACT_SUPPORT_COVS_.find(cov_function_->cov_fct_type_) != COMPACT_SUPPORT_COVS_.end()) || apply_tapering_;
			this->num_cov_par_ = cov_function_->num_cov_par_;
			sp_mat_t coef_W(this->num_data_, this->num_data_);
			for (int i = 0; i < this->num_data_; ++i) {
				coef_W.insert(i, i) = this->rand_coef_data_[i];
			}
			if (base_effect_has_Z) {//"Base" intercept GP has a (non-identity) incidence matrix (i.e., there are multiple observations at the same locations)
				this->Z_ = coef_W * *Z;
			}
			else {
				this->Z_ = coef_W;
			}
			coord_saved_ = false;
			num_random_effects_ = (data_size_t)this->Z_.cols();
		}

		/*!
		* \brief Constructor for random coefficient Gaussian process when multiple locations are not modelled using an incidence matrix.
		*		This is used for the Vecchia approximation.
		* \param rand_coef_data Covariate data for random coefficient
		* \param cov_fct Type of covariance function
		* \param shape Shape parameter of covariance function (=smoothness parameter for Matern covariance, irrelevant for some covariance functions such as the exponential or Gaussian)
		* \param 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 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 taper_mu Parameter \mu of the Wendland covariance function and Wendland correlation taper function. We follow the notation of Bevilacqua et al. (2019, AOS)
		* \param apply_tapering If true, tapering is applied to the covariance function (element-wise multiplication with a compactly supported Wendland correlation function)
		* \param apply_tapering_manually If true, tapering is applied to the covariance function manually and not directly in 'CalcSigma'
		* \param dim_coordinates Dimension of input coordinates / features
		* \param use_precomputed_dist_for_calc_cov If true, precomputed distances ('dist') are used for calculating covariances, otherwise the coordinates are used ('coords' and 'coords_pred'). 
		*			This is currently only false for Vecchia approximations
		*/
		RECompGP(const std::vector<double>& rand_coef_data,
			string_t cov_fct,
			double shape,
			double taper_range,
			double taper_shape,
			double taper_mu,
			bool apply_tapering,
			bool apply_tapering_manually,
			int dim_coordinates,
			bool use_precomputed_dist_for_calc_cov) {
			this->rand_coef_data_ = rand_coef_data;
			this->is_rand_coef_ = true;
			this->num_data_ = (data_size_t)rand_coef_data.size();
			this->has_Z_ = true;
			is_cross_covariance_IP_ = false;
			apply_tapering_ = apply_tapering;
			apply_tapering_manually_ = apply_tapering_manually;
			cov_function_ = std::shared_ptr<CovFunction<T_mat>>(new CovFunction<T_mat>(cov_fct, shape, taper_range, taper_shape, taper_mu, apply_tapering, dim_coordinates, use_precomputed_dist_for_calc_cov));
			has_compact_cov_fct_ = (COMPACT_SUPPORT_COVS_.find(cov_function_->cov_fct_type_) != COMPACT_SUPPORT_COVS_.end()) || apply_tapering_;
			this->num_cov_par_ = cov_function_->num_cov_par_;
			dist_saved_ = false;
			coord_saved_ = false;
			this->Z_ = sp_mat_t(this->num_data_, this->num_data_);
			for (int i = 0; i < this->num_data_; ++i) {
				this->Z_.insert(i, i) = this->rand_coef_data_[i];
			}
			num_random_effects_ = this->num_data_;
		}

		/*!
		* \brief Constructor for cross-covariance Gaussian process used, e.g., in predictive processes
		* \param coords Coordinates of all data points
		* \param coords_ind_point Coordinates of inducing points
		* \param cov_fct Type of covariance function
		* \param shape Shape parameter of covariance function (=smoothness parameter for Matern and Wendland covariance. For the Wendland covariance function, we follow the notation of Bevilacqua et al. (2019, AOS)). This parameter is irrelevant for some covariance functions such as the exponential or Gaussian.
				* \param 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 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 apply_tapering If true, tapering is applied to the covariance function (element-wise multiplication with a compactly supported Wendland correlation function)
		* \param apply_tapering_manually If true, tapering is applied to the covariance function manually and not directly in 'CalcSigma'
		* \param use_Z_for_duplicates If true, an incidendce matrix Z_ is used for duplicate locations
		*/
		RECompGP(const den_mat_t& coords,
			const den_mat_t& coords_ind_point,
			string_t cov_fct,
			double shape,
			double taper_range,
			double taper_shape,
			bool apply_tapering,
			bool apply_tapering_manually,
			bool use_Z_for_duplicates) {
			this->num_data_ = (data_size_t)coords.rows();
			this->is_rand_coef_ = false;
			this->has_Z_ = false;
			double taper_mu = 2.;
			if (cov_fct == "wendland" || apply_tapering) {
				taper_mu = GetTaperMu((int)coords.cols(), taper_shape);
			}
			is_cross_covariance_IP_ = true;
			apply_tapering_ = apply_tapering;
			apply_tapering_manually_ = apply_tapering_manually;
			bool save_distances = false;
			cov_function_ = std::shared_ptr<CovFunction<T_mat>>(new CovFunction<T_mat>(cov_fct, shape, taper_range, taper_shape, taper_mu, apply_tapering, (int)coords.cols(), save_distances));
			has_compact_cov_fct_ = (COMPACT_SUPPORT_COVS_.find(cov_function_->cov_fct_type_) != COMPACT_SUPPORT_COVS_.end()) || apply_tapering_;
			this->num_cov_par_ = cov_function_->num_cov_par_;
			coords_ind_point_ = coords_ind_point;
			if (use_Z_for_duplicates) {
				std::vector<int> uniques;//unique points
				std::vector<int> unique_idx;//used for constructing incidence matrix Z_ if there are duplicates
				DetermineUniqueDuplicateCoordsFast(coords, this->num_data_, uniques, unique_idx);
				if ((data_size_t)uniques.size() == this->num_data_) {//no multiple observations at the same locations -> no incidence matrix needed
					coords_ = coords;
				}
				else {//there are multiple observations at the same locations
					coords_ = coords(uniques, Eigen::all);
				}
				this->random_effects_indices_of_data_ = std::vector<data_size_t>(this->num_data_);
#pragma omp for schedule(static)
				for (int i = 0; i < this->num_data_; ++i) {
					this->random_effects_indices_of_data_[i] = unique_idx[i];
				}
				this->has_Z_ = false;
			}//end use_Z_for_duplicates
			else {//not use_Z_for_duplicates (ignore duplicates)
				coords_ = coords;
			}
			num_random_effects_ = (data_size_t)coords_.rows();
			if ((save_distances && cov_function_->IsIsotropic()) || apply_tapering_ || apply_tapering_manually_) {
				//Calculate distances
				T_mat dist;
				if (has_compact_cov_fct_) {//compactly suported covariance
					CalculateDistancesTapering<T_mat>(coords_ind_point_, coords_, false, cov_function_->taper_range_, false, dist);
				}
				else {
					CalculateDistances<T_mat>(coords_ind_point_, coords_, false, dist);
				}
				dist_ = std::make_shared<T_mat>(dist);
				dist_saved_ = true;
			}
			else {
				dist_saved_ = false;
			}
			coord_saved_ = true;
		}

		/*! \brief Destructor */
		~RECompGP() {
		}

		string_t CovFunctionName() const {
			return(cov_function_->CovFunctionName());
		}

		double CovFunctionShape() const {
			return(cov_function_->CovFunctionShape());
		}

		double CovFunctionTaperRange() const {
			return(cov_function_->CovFunctionTaperRange());
		}

		double CovFunctionTaperShape() const {
			return(cov_function_->CovFunctionTaperShape());
		}

		/*! \brief Dimension of coordinates */
		int GetDimCoords() const {
			CHECK(coord_saved_);
			return((int)coords_.cols());
		}

		/*!
		* \brief Scale / transform coordinates for anisotropic covariance functions
		* \param pars Vector with covariance parameters
		* \param coords Original coordinates
		* \param[out] coords_scaled Scaled coordinates
		*/
		void ScaleCoordinates(const vec_t& pars,
			const den_mat_t& coords,
			den_mat_t& coords_scaled) const {
			cov_function_->ScaleCoordinates(pars, coords, coords_scaled);
		}

		/*!
		* \brief Scale / transform saved coordinates for anisotropic covariance functions
		* \param[out] coords_scaled Scaled coordinates
		*/
		void GetScaledCoordinates(den_mat_t& coords_scaled) const {
			CHECK(coord_saved_);
			cov_function_->ScaleCoordinates(this->cov_pars_, coords_, coords_scaled);
		}

		/*!
		* \brief True if the covariance function is isotropic. If false, neighbors are selected dynamically based on scaled distances for the Vecchia approximation
		*/
		bool HasIsotropicCovFct() const {
			return(cov_function_->IsIsotropic());
		}

		bool UseScaledCoordinates() const {
			return(cov_function_->UseScaledCoordinates());
		}

		bool RedetermineVecchiaNeighborsInTransformedSpace() const {
			return(cov_function_->RedetermineVecchiaNeighborsInTransformedSpace());
		}

		bool IsSpaceTimeModel() const {
			return(cov_function_->IsSpaceTimeModel());
		}

		/*!
		* \brief Create and adds the matrix Z_
		*			Note: this is currently only used when changing the likelihood in the re_model
		*/
		void AddZ() override {
			CHECK(!this->is_rand_coef_);//not intended for random coefficient models
			if (!this->has_Z_) {
				if (num_random_effects_ != this->num_data_) {// create incidence matrix Z_
					CHECK((data_size_t)(this->random_effects_indices_of_data_.size()) == this->num_data_);
					this->Z_ = sp_mat_t(this->num_data_, num_random_effects_);
					for (int i = 0; i < this->num_data_; ++i) {
						this->Z_.insert(i, this->random_effects_indices_of_data_[i]) = 1.;
					}
					this->has_Z_ = true;
				}
			}
		}

		/*!
		* \brief Drop the matrix Z_
		*			Note: this is currently only used when changing the likelihood in the re_model
		*/
		void DropZ() override {
			CHECK(!this->is_rand_coef_);//not intended for random coefficient models			
			if (this->has_Z_) {
				this->random_effects_indices_of_data_ = std::vector<data_size_t>(this->num_data_);
				for (int k = 0; k < this->Z_.outerSize(); ++k) {
					for (sp_mat_t::InnerIterator it(this->Z_, k); it; ++it) {
						this->random_effects_indices_of_data_[(int)it.row()] = (data_size_t)it.col();
					}
				}
				this->has_Z_ = false;
				this->Z_.resize(0, 0);
			}
			else if (this->random_effects_indices_of_data_.size() == 0) {
				this->random_effects_indices_of_data_ = std::vector<data_size_t>(this->num_data_);
				// always add 'random_effects_indices_of_data_' to avoid problems when switching between likelihoods
#pragma omp parallel for schedule(static)
				for (data_size_t i = 0; i < this->num_data_; ++i) {
					this->random_effects_indices_of_data_[i] = i;
				}
			}
		}

		/*!
		* \brief Function that sets the covariance parameters
		* \param pars Vector of length 2 with covariance parameters (variance and inverse range)
		*/
		void SetCovPars(const vec_t& pars_in) override {
			vec_t pars = pars_in;
			CHECK((int)pars.size() == this->num_cov_par_);
			cov_function_->CapPars(pars);
			cov_function_->CheckPars(pars);
			this->cov_pars_ = pars;
		}

		/*!
		* \brief Transform the covariance parameters
		* \param sigma2 Nugget effect / error variance for Gaussian likelihoods
		* \param pars Vector with covariance parameters on orignal scale
		* \param[out] pars_trans Transformed covariance parameters
		*/
		void TransformCovPars(const double sigma2,
			const vec_t& pars,
			vec_t& pars_trans) override {
			cov_function_->TransformCovPars(sigma2, pars, pars_trans);
		}

		/*!
		* \brief Function that sets the covariance parameters
		* \param sigma2 Nugget effect / error variance for Gaussian likelihoods
		* \param pars Vector with covariance parameters
		* \param[out] pars_orig Back-transformed, original covariance parameters
		*/
		void TransformBackCovPars(const double sigma2,
			const vec_t& pars,
			vec_t& pars_orig) override {
			cov_function_->TransformBackCovPars(sigma2, pars, pars_orig);
		}

		/*!
		* \brief Find "reasonable" default values for the intial values of the covariance parameters (on transformed scale)
		* \param rng Random number generator
		* \param[out] pars Vector with covariance parameters
		* \param marginal_variance Initial value for marginal variance
		*/
		void FindInitCovPar(RNG_t& rng,
			vec_t& pars,
			double marginal_variance) const override {
			if (!dist_saved_ && !coord_saved_) {
				Log::REFatal("Cannot determine initial covariance parameters if neither distances nor coordinates are given");
			}
			if (apply_tapering_ || apply_tapering_manually_) {
				cov_function_->FindInitCovPar(*dist_, coords_, false, rng, pars, marginal_variance);
			}
			else {
				cov_function_->FindInitCovPar(*dist_, coords_, dist_saved_, rng, pars, marginal_variance);
			}
		}//end FindInitCovPar

		/*!
		* \brief Calculate covariance matrix at unique locations
		*/
		void CalcSigma() override {
			if (this->cov_pars_.size() == 0) { Log::REFatal("Covariance parameters are not specified. Call 'SetCovPars' first."); }
			if (is_cross_covariance_IP_) {
				(*cov_function_).template CalculateCovMat<T_mat>(*dist_, coords_ind_point_, coords_, this->cov_pars_, sigma_, false);
			}
			else {
				(*cov_function_).template CalculateCovMat<T_mat>(*dist_, coords_, coords_, this->cov_pars_, sigma_, true);
			}
			sigma_defined_ = true;
			if (apply_tapering_) {
				tapering_has_been_applied_ = false;
				if (!apply_tapering_manually_) {
					ApplyTaper();
				}
			}
		}

		/*!
		* \brief Subtract the predicitive process covariance matrix to get the residual covariance matrix in the full scale approximation with tapering
		* \param sigma_ip_Ihalf_sigma_cross_cov Matrix (sigma_{IP}^{-0.5}Sigma_{cros_cov}^T
		*/
		void SubtractPredProcFromSigmaForResidInFullScale(const den_mat_t& sigma_ip_Ihalf_sigma_cross_cov,
			const bool only_triangular) {
			CHECK(sigma_defined_);
			SubtractInnerProdFromMat<T_mat>(sigma_, sigma_ip_Ihalf_sigma_cross_cov, only_triangular);
		}

		/*!
		* \brief Subtract matrix to get the residual covariance matrix in the full scale approximation with tapering
		* \param M Matrix sigma_cross_cov * sigma_ip^-1 * sigma_cross_cov
		*/
		void SubtractMatFromSigmaForResidInFullScale(const den_mat_t& M) {
			CHECK(sigma_defined_);
			SubtractMatFromMat<T_mat>(sigma_, M);
		}

		/*!
		* \brief Add a constant to the diagonal of the covariamce matrix
		* \param c Constant which is added
		*/
		void AddConstantToDiagonalSigma(const double c) {
			CHECK(sigma_defined_);
			CHECK(c >= 0.);
			sigma_.diagonal().array() += c;
		}

		/*!
		* \brief Multiply covariance with taper function (only relevant for tapered covariance functions)
		*/
		void ApplyTaper() {
			CHECK(sigma_defined_);
			CHECK(apply_tapering_);
			CHECK(!tapering_has_been_applied_);
			CHECK(dist_saved_);
			(*cov_function_).template MultiplyWendlandCorrelationTaper<T_mat>(*dist_, sigma_, !is_cross_covariance_IP_);
			tapering_has_been_applied_ = true;
		}

		/*!
		* \brief Multiply covariance with taper function for externally provided covariance and distance matrices
		* \param dist Distance matrix
		* \param sigma Covariance matrix to which tapering is applied
		*/
		void ApplyTaper(const T_mat& dist,
			T_mat& sigma) {
			CHECK(apply_tapering_);
			(*cov_function_).template MultiplyWendlandCorrelationTaper<T_mat>(dist, sigma, false);
		}

		const T_mat* GetSigmaPtr() const {
			return(&sigma_);
		}

		/*!
		* \brief Calculate covariance matrix
		* \return Covariance matrix Z*Sigma*Z^T of this component
		*/
		std::shared_ptr<T_mat> GetZSigmaZt() const override {
			if (!sigma_defined_) {
				Log::REFatal("Sigma has not been calculated");
			}
			if (this->is_rand_coef_ || this->has_Z_) {
				return(std::make_shared<T_mat>(this->Z_ * sigma_ * this->Z_.transpose()));
			}
			else {
				return(std::make_shared<T_mat>(sigma_));
			}
		}

		/*!
		* \brief Function that calculates entry (i,j) of the covariance matrix Z*Sigma*Z^T
		* \return Entry (i,j) of the covariance matrix Z*Sigma*Z^T of this component
		*/
		double GetZSigmaZtij(int i, int j) const override {
			if (this->has_Z_) {
				Log::REFatal("The function 'GetZSigmaZtij' is currently not implemented when 'has_Z_' is true.");
			}
			if (this->cov_pars_.size() == 0) { Log::REFatal("Covariance parameters are not specified. Call 'SetCovPars' first."); }
			CHECK(i >= 0);
			CHECK(j >= 0);
			CHECK(i < num_random_effects_);
			CHECK(j < num_random_effects_);
			if (i == j && cov_function_->variance_on_the_diagonal_) {
				return (this->cov_pars_)[0];
			}
			else {
				double dij = 0.;
				vec_t coords, coords_pred;
				if (this->coord_saved_) {
					coords = this->coords_.row(i);
					coords_pred = this->coords_.row(j);
				}
				else if (dist_saved_) {
					dij = (*(this->dist_)).coeffRef(i, j);
				}
				else {
					Log::REFatal("The function 'GetZSigmaZtij' is currently only implemented when 'coord_saved_' or 'dist_saved_' ");
				}
				const double covij = cov_function_->CalculateCovarianceOneEntry(dij, coords, coords_pred, this->cov_pars_);
				return(covij);
			}
		} // end GetZSigmaZtij

		double CalculateCovarianceOneEntry(const vec_t& coords,
			const vec_t& coords_pred) const {
			const double dist = 0.;
			return cov_function_->CalculateCovarianceOneEntry(dist, coords, coords_pred, this->cov_pars_);
		}

		bool VarianceOnDiagonal() {
			return cov_function_->variance_on_the_diagonal_;
		}

		/*!
		* \brief Calculate derivatives of covariance matrix with respect to the parameters
		* \param ind_par Index for parameter (0=variance, 1=inverse range)
		* \param transf_scale If true, the derivative is taken on the transformed scale otherwise on the original scale. Default = true
		* \param nugget_var Nugget effect variance parameter sigma^2 (used only if transf_scale = false to transform back)
		* \return Derivative of covariance matrix Z*Sigma*Z^T with respect to the parameter number ind_par
		*/
		std::shared_ptr<T_mat> GetZSigmaZtGrad(int ind_par,
			bool transf_scale,
			double nugget_var) const override {
			CHECK(ind_par >= 0);
			CHECK(ind_par < this->num_cov_par_);
			if (!sigma_defined_) {
				Log::REFatal("Sigma has not been calculated");
			}
			if (ind_par == 0) {//variance
				if (transf_scale) {
					return(GetZSigmaZt());
				}
				else {
					double correct = 1. / this->cov_pars_[0];//divide sigma_ by cov_pars_[0]
					if (this->is_rand_coef_ || this->has_Z_) {
						return(std::make_shared<T_mat>(correct * this->Z_ * sigma_ * this->Z_.transpose()));
					}
					else {
						return(std::make_shared<T_mat>(correct * sigma_));
					}
				}
			}
			else {//other parameters
				CHECK(cov_function_->num_cov_par_ > 1);
				T_mat Z_sigma_grad_Zt;
				if (this->has_Z_) {
					T_mat sigma_grad;
					if (is_cross_covariance_IP_) {
						(*cov_function_).template CalculateGradientCovMat<T_mat>(*dist_, coords_ind_point_, coords_, sigma_, this->cov_pars_, 
							sigma_grad, transf_scale, nugget_var, ind_par - 1, false);
					}
					else {
						(*cov_function_).template CalculateGradientCovMat<T_mat>(*dist_, coords_, coords_, sigma_, this->cov_pars_, 
							sigma_grad, transf_scale, nugget_var, ind_par - 1, true);
					}
					Z_sigma_grad_Zt = this->Z_ * sigma_grad * this->Z_.transpose();
				}
				else {
					if (is_cross_covariance_IP_) {
						(*cov_function_).template CalculateGradientCovMat<T_mat>(*dist_, coords_ind_point_, coords_, sigma_, this->cov_pars_, 
							Z_sigma_grad_Zt, transf_scale, nugget_var, ind_par - 1, false);
					}
					else {
						(*cov_function_).template CalculateGradientCovMat<T_mat>(*dist_, coords_, coords_, sigma_, this->cov_pars_, 
							Z_sigma_grad_Zt, transf_scale, nugget_var, ind_par - 1, true);
					}
				}
				return(std::make_shared<T_mat>(Z_sigma_grad_Zt));
			}
		}//end GetZSigmaZtGrad

		//Note: the following function is only called for T_mat == den_mat_t
		/*!
		* \brief Calculate covariance matrix and gradients with respect to covariance parameters (used for Vecchia approx.)
		* \param dist Distance matrix
		* \param coords Coordinate matrix
		* \param coords_pred Second set of coordinates for predictions
		* \param[out] cov_mat Covariance matrix Z*Sigma*Z^T
		* \param[out] cov_grad Gradient of covariance matrix with respect to parameters (marginal variance parameter, then range parameters)
		* \param calc_gradient If true, gradients are also calculated, otherwise not
		* \param transf_scale If true, the derivative are calculated on the transformed scale otherwise on the original scale. Default = true
		* \param nugget_var Nugget effect variance parameter sigma^2 (used only if transf_scale = false to transform back)
		* \param is_symmmetric Set to true if dist and cov_mat are symmetric
		* \param calc_grad_index Indicates for which parameters gradients are calculated (>0) and which not (<= 0)
		*/
		void CalcSigmaAndSigmaGradVecchia(const T_mat& dist,
			const den_mat_t& coords,
			const den_mat_t& coords_pred,
			T_mat& cov_mat,
			T_mat* cov_grad,
			bool calc_gradient,
			bool transf_scale,
			double nugget_var,
			bool is_symmmetric,
			const std::vector<int>& calc_grad_index) const {
			if (this->cov_pars_.size() == 0) { Log::REFatal("Covariance parameters are not specified. Call 'SetCovPars' first."); }
			(*cov_function_).template CalculateCovMat<T_mat>(dist, coords, coords_pred, this->cov_pars_, cov_mat, is_symmmetric);
			if (apply_tapering_ && !apply_tapering_manually_) {
				(*cov_function_).template MultiplyWendlandCorrelationTaper<T_mat>(dist, cov_mat, is_symmmetric);
			}
			if (calc_gradient) {
				CHECK((int)calc_grad_index.size() == this->num_cov_par_);
				if (calc_grad_index[0]) {
					//gradient wrt to variance parameter
					cov_grad[0] = cov_mat;
					if (!transf_scale) {
						cov_grad[0] /= this->cov_pars_[0];
					}
				}
				if (cov_function_->num_cov_par_ > 1) {
					//gradient wrt to range parameters
					for (int ipar = 1; ipar < this->num_cov_par_; ++ipar) {
						if (calc_grad_index[ipar]) {
							(*cov_function_).template CalculateGradientCovMat<T_mat>(dist, coords, coords_pred, cov_mat, this->cov_pars_,
								cov_grad[ipar], transf_scale, nugget_var, ipar - 1, is_symmmetric);
						}
					}
				}
			}
			if (!transf_scale) {
				cov_mat *= nugget_var;//transform back to original scale
			}
		}//end CalcSigmaAndSigmaGradVecchia

		/*!
		* \brief Function that calculates a diagonal entry (i,i) of the gradient of the covariance matrix Z*Sigma*Z^T
		* \param transf_scale If true, the derivative is taken on the transformed scale otherwise on the original scale. Default = true
		* \param nugget_var Nugget effect variance parameter sigma^2 (used only if transf_scale = false to transform back)
		* \return Entry (i,i) of the gradient of the covariance matrix Z*Sigma*Z^T of this component
		*/
		double GetZSigmaZtGradDiagonal_ii(int i, int ind_par, bool transf_scale, double nugget_var) const {
			if (this->has_Z_) {
				Log::REFatal("The function 'GetZSigmaZtGradij' is currently not implemented when 'has_Z_' is true.");
			}
			if (this->cov_pars_.size() == 0) { Log::REFatal("Covariance parameters are not specified. Call 'SetCovPars' first."); }
			CHECK(i >= 0);
			CHECK(i < num_random_effects_);
			if (ind_par == 0) {//variance
				if (cov_function_->variance_on_the_diagonal_) {
					if (transf_scale) {
						return (this->cov_pars_)[0];
					}
					else {
						return 1.;
					}
				}//end variance_on_the_diagonal_
				else {//!variance_on_the_diagonal_
					if (transf_scale) {
						return GetZSigmaZtij(i, i);
					}
					else {
						return GetZSigmaZtij(i, i) / (this->cov_pars_)[0];
					}
				}//end !variance_on_the_diagonal_
			}//end ind_par == 0
			else {//other parameters
				if (cov_function_->variance_on_the_diagonal_) {
					return 0.;
				}
				else {//!variance_on_the_diagonal_
					double dii = 0.;
					vec_t coords;
					if (this->coord_saved_) {
						coords = this->coords_.row(i);
					}
					else {
						Log::REFatal("The function 'GetZSigmaZtGradDiagonal_ii' is currently only implemented when 'coord_saved_' or 'dist_saved_' ");
					}
					const double gradii = cov_function_->CalculateGradientCovarianceOneEntry(dii, coords, coords, this->cov_pars_, transf_scale, nugget_var, ind_par - 1);
					return(gradii);
				}//end !variance_on_the_diagonal_
			}//end other parameters
		}//end GetZSigmaZtGradDiagonal_ii

		/*!
		* \brief Function that returns the matrix Z
		* \return A pointer to the matrix Z
		*/
		sp_mat_t* GetZ() override {
			if (!this->has_Z_) {
				Log::REFatal("Gaussian process has no matrix Z");
			}
			return(&(this->Z_));
		}

		/*!
		* \brief Calculate and add covariance matrices from this component for prediction
		* \param coords Coordinates for observed data
		* \param coords_pred Coordinates for predictions
		* \param[out] cross_cov Cross-covariance between prediction and observation points
		* \param[out] uncond_pred_cov Unconditional covariance for prediction points (used only if calc_uncond_pred_cov==true)
		* \param calc_cross_cov If true, the cross-covariance Ztilde*Sigma*Z^T required for the conditional mean is calculated
		* \param calc_uncond_pred_cov If true, the unconditional covariance for prediction points is calculated
		* \param dont_add_but_overwrite If true, the matrix 'cross_cov' is overwritten. Otherwise, the cross-covariance is just added to 'cross_cov'
		* \param rand_coef_data_pred Covariate data for varying coefficients (can be nullptr if this is not a random coefficient)
		* \param return_cross_dist If true, the cross distances are written on cross_dist otherwise not
		* \param[out] cross_dist Distances between prediction and training data
		*/
		void AddPredCovMatrices(const den_mat_t& coords,
			const den_mat_t& coords_pred,
			T_mat& cross_cov,
			T_mat& uncond_pred_cov,
			bool calc_cross_cov,
			bool calc_uncond_pred_cov,
			bool dont_add_but_overwrite,
			const double* rand_coef_data_pred,
			bool return_cross_dist,
			T_mat& cross_dist) {
			int num_data_pred = (int)coords_pred.rows();
			std::vector<int>  uniques_pred;//unique points
			std::vector<int>  unique_idx_pred;//used for constructing incidence matrix Zstar if there are duplicates
			bool has_duplicates, has_Zstar;
			if (!has_compact_cov_fct_) {
				DetermineUniqueDuplicateCoordsFast(coords_pred, num_data_pred, uniques_pred, unique_idx_pred);
				has_duplicates = (int)uniques_pred.size() != num_data_pred;
				has_Zstar = has_duplicates || this->is_rand_coef_;
			}
			else {
				has_duplicates = false;
				has_Zstar = this->is_rand_coef_;
			}
			sp_mat_t Zstar;
			den_mat_t coords_pred_unique;
			if (has_duplicates) {//Only keep unique coordinates if there are multiple observations with the same coordinates
				coords_pred_unique = coords_pred(uniques_pred, Eigen::all);
			}
			//Create matrix Zstar
			if (has_Zstar) {
				// Note: Ztilde relates existing random effects to prediction samples and Zstar relates new / unobserved random effects to prediction samples
				if (has_duplicates) {
					Zstar = sp_mat_t(num_data_pred, uniques_pred.size());
				}
				else {
					Zstar = sp_mat_t(num_data_pred, num_data_pred);
				}
				std::vector<Triplet_t> triplets(num_data_pred);
#pragma omp parallel for schedule(static)
				for (int i = 0; i < num_data_pred; ++i) {
					if (this->is_rand_coef_) {
						if (has_duplicates) {
							triplets[i] = Triplet_t(i, unique_idx_pred[i], rand_coef_data_pred[i]);
						}
						else {
							triplets[i] = Triplet_t(i, i, rand_coef_data_pred[i]);
						}
					}
					else {
						triplets[i] = Triplet_t(i, unique_idx_pred[i], 1.);
					}
				}
				Zstar.setFromTriplets(triplets.begin(), triplets.end());
			}//end create Zstar
			if (calc_cross_cov) {
				//Calculate cross distances between "existing" and "new" points
				if (cov_function_->IsIsotropic() || apply_tapering_ || apply_tapering_manually_) {
					if (has_duplicates) {
						CalculateDistances<T_mat>(coords, coords_pred_unique, false, cross_dist);
					}
					else {
						if (has_compact_cov_fct_) {//compactly suported covariance
							CalculateDistancesTapering<T_mat>(coords, coords_pred, false, cov_function_->taper_range_, false, cross_dist);
						}
						else {
							CalculateDistances<T_mat>(coords, coords_pred, false, cross_dist);
						}
					}
				}
				T_mat ZstarSigmatildeTZT;
				if (has_Zstar || this->has_Z_) {
					T_mat Sigmatilde;
					if (has_duplicates) {
						(*cov_function_).template CalculateCovMat<T_mat>(cross_dist, coords, coords_pred_unique, this->cov_pars_, Sigmatilde, false);
					}
					else {
						(*cov_function_).template CalculateCovMat<T_mat>(cross_dist, coords, coords_pred, this->cov_pars_, Sigmatilde, false);
					}
					if (apply_tapering_ && !apply_tapering_manually_) {
						(*cov_function_).template MultiplyWendlandCorrelationTaper<T_mat>(cross_dist, Sigmatilde, false);
					}
					if (has_Zstar && this->has_Z_) {
						ZstarSigmatildeTZT = Zstar * Sigmatilde * this->Z_.transpose();
					}
					else if (has_Zstar && !(this->has_Z_)) {
						ZstarSigmatildeTZT = Zstar * Sigmatilde;
					}
					else if (!has_Zstar && this->has_Z_) {
						ZstarSigmatildeTZT = Sigmatilde * this->Z_.transpose();
					}
				}//end has_Zstar || this->has_Z_
				else { //no Zstar and no Z_
					(*cov_function_).template CalculateCovMat<T_mat>(cross_dist, coords, coords_pred, this->cov_pars_, ZstarSigmatildeTZT, false);
					if (apply_tapering_ && !apply_tapering_manually_) {
						(*cov_function_).template MultiplyWendlandCorrelationTaper<T_mat>(cross_dist, ZstarSigmatildeTZT, false);
					}
				}
				if (dont_add_but_overwrite) {
					cross_cov = ZstarSigmatildeTZT;
				}
				else {
					cross_cov += ZstarSigmatildeTZT;
				}
			}//end calc_cross_cov
			if (calc_uncond_pred_cov) {
				T_mat dist;
				if (cov_function_->IsIsotropic() || apply_tapering_ || apply_tapering_manually_) {
					if (has_duplicates) {
						CalculateDistances<T_mat>(coords_pred_unique, coords_pred_unique, false, dist);
					}
					else {
						if (has_compact_cov_fct_) {//compactly suported covariance
							CalculateDistancesTapering<T_mat>(coords_pred, coords_pred, true, cov_function_->taper_range_, false, dist);
						}
						else {
							CalculateDistances<T_mat>(coords_pred, coords_pred, true, dist);
						}
					}
				}
				T_mat ZstarSigmastarZstarT;
				if (has_Zstar) {
					T_mat Sigmastar;
					if (has_duplicates) {
						(*cov_function_).template CalculateCovMat<T_mat>(dist, coords_pred_unique, coords_pred_unique, this->cov_pars_, Sigmastar, true);
					}
					else {
						(*cov_function_).template CalculateCovMat<T_mat>(dist, coords_pred, coords_pred, this->cov_pars_, Sigmastar, true);
					}
					if (apply_tapering_ && !apply_tapering_manually_) {
						(*cov_function_).template MultiplyWendlandCorrelationTaper<T_mat>(dist, Sigmastar, true);
					}
					ZstarSigmastarZstarT = Zstar * Sigmastar * Zstar.transpose();
				}
				else {
					(*cov_function_).template CalculateCovMat<T_mat>(dist, coords_pred, coords_pred, this->cov_pars_, ZstarSigmastarZstarT, true);
					if (apply_tapering_ && !apply_tapering_manually_) {
						(*cov_function_).template MultiplyWendlandCorrelationTaper<T_mat>(dist, ZstarSigmastarZstarT, true);
					}
				}
				uncond_pred_cov += ZstarSigmastarZstarT;
			}//end calc_uncond_pred_cov
			if (!return_cross_dist) {
				cross_dist.resize(0, 0);
			}
		}//end AddPredCovMatrices

		data_size_t GetNumUniqueREs() const override {
			return(num_random_effects_);
		}

		double GetTaperMu() const {
			return(cov_function_->taper_mu_);
		}

		/*!
		* \brief Checks whether there are duplicates in the coordinates
		*/
		bool HasDuplicatedCoords() const {
			bool has_duplicates = false;
			if (this->has_Z_) {
				has_duplicates = (this->Z_).cols() != (this->Z_).rows();
			}
			else if (dist_saved_) {
#pragma omp for schedule(static)
				for (int i = 0; i < (int)dist_->rows(); ++i) {
					if (has_duplicates) continue;
					for (int j = i + 1; j < (int)dist_->cols(); ++j) {
						if (has_duplicates) continue;
						if ((*dist_).coeffRef(i, j) < EPSILON_NUMBERS) {
#pragma omp critical
							{
								has_duplicates = true;
							}
						}
					}
				}
			}//end dist_saved_
			else if (coord_saved_) {
#pragma omp for schedule(static)
				for (int i = 0; i < (int)coords_.rows(); ++i) {
					if (has_duplicates) continue;
					for (int j = i + 1; j < (int)coords_.rows(); ++j) {
						if (has_duplicates) continue;
						if ((coords_.row(i) - coords_.row(j)).norm() < EPSILON_NUMBERS) {
#pragma omp critical
							{
								has_duplicates = true;
							}
						}
					}
				}
			}//end coord_saved_
			else {
				Log::REFatal("HasDuplicatedCoords: not implemented if !has_Z_ && !dist_saved_ && !coord_saved_");
			}
			return(has_duplicates);
		}

		const den_mat_t& GetCoords() const {
			return(coords_);
		}

		/*!
		* \brief Get the coordinates for a subset of all coordinates
		* \param ind Index vector of data points
		* \param[out] coords_sub Subset of coordinates
		*/
		void GetSubSetCoords(std::vector<int> ind, 
			den_mat_t& coords_sub) const {
			coords_sub = coords_(ind, Eigen::all);
		}

		void CovarianceParameterRangeWarning(const vec_t& pars) override { 
			cov_function_->CovarianceParameterRangeWarning(pars);
		}

	private:
		/*! \brief Coordinates (=features) */
		den_mat_t coords_;
		/*! \brief Coordinates of inducing points */
		den_mat_t coords_ind_point_;
		/*! \brief Distance matrix (between unique coordinates in coords_) */
		std::shared_ptr<T_mat> dist_;
		/*! \brief If true, the distances among all observations are calculated and saved here (false for Vecchia approximation) */
		bool dist_saved_ = true;
		/*! \brief If true, the coordinates are saved (false for random coefficients GPs) */
		bool coord_saved_ = true;
		/*! \brief Covariance function */
		std::shared_ptr<CovFunction<T_mat>> cov_function_;
		/*! \brief Covariance matrix (for a certain choice of covariance parameters). This is saved for re-use at two locations in the code: GetZSigmaZt and GetZSigmaZtGrad) */
		T_mat sigma_;
		/*! \brief Indicates whether sigma_ has been defined or not */
		bool sigma_defined_ = false;
		/*! \brief If true, this is a cross-covariance component for inducint points and sigma_ is not symmetric, otherwise sigma_ is symmetric */
		bool is_cross_covariance_IP_ = false;
		/*! \brief Number of random effects (usually, number of unique random effects except for the Vecchia approximation where unique locations are not separately modelled) */
		data_size_t num_random_effects_;
		/*! \brief If true, tapering is applied to the covariance function (element-wise multiplication with a compactly supported Wendland correlation function) */
		bool apply_tapering_ = false;
		/*! \brief If true, tapering is applied to the covariance function manually and not directly in 'CalcSigma' */
		bool apply_tapering_manually_ = false;
		/*!\brief (only relevant for tapering) Keeps track whether 'ApplyTaper' has been called or not */
		bool tapering_has_been_applied_ = false;
		/*! \brief List of covariance functions wtih compact support */
		const std::set<string_t> COMPACT_SUPPORT_COVS_{ "wendland" };
		/*! \brief True if the GP has a compactly supported covariance function */
		bool has_compact_cov_fct_;

		/*!
		* \brief Chooses parameter taper_mu for Wendland covariance function and Wendland correlation tapering function
		*		Note: this chosen such that for dim_coords == 2, the Wendland covariance functions coincide with the ones from Furrer et al. (2006) (Table 1)
		* \param dim_coords Dimension of coordinates (number of input features for GP)
		* \param taper_shape Shape parameter of the Wendland covariance function and Wendland correlation taper function. We follow the notation of Bevilacqua et al. (2019, AOS)
		*/
		double GetTaperMu(const int dim_coords,
			const double taper_shape) const {
			return((1. + dim_coords) / 2. + taper_shape + 0.5);
		}

		template<typename T_mat_aux, typename T_chol_aux>
		friend class REModelTemplate;
	};

}  // namespace GPBoost

#endif   // GPB_RE_COMP_H_
