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%define OT_SecondOrderModel_doc
"Second order model.

Notes
-----
We consider :math:`X: \\\\Omega \\\\times\\\\cD \\\\mapsto \\\\Rset^d` a multivariate
stochastic process of dimension :math:`d`, where :math:`\\\\omega \\\\in \\\\Omega`
is an event, :math:`\\\\cD` is a domain of :math:`\\\\Rset^n`,
:math:`\\\\vect{t}\\\\in \\\\cD` is a multivariate index and
:math:`X(\\\\omega, \\\\vect{t}) \\\\in \\\\Rset^d`.

We note :math:`X_{\\\\vect{t}}: \\\\Omega \\\\rightarrow \\\\Rset^d` the random variable at
index :math:`\\\\vect{t} \\\\in \\\\cD` defined by
:math:`X_{\\\\vect{t}}(\\\\omega)=X(\\\\omega, \\\\vect{t})` and
:math:`X(\\\\omega): \\\\cD  \\\\mapsto \\\\Rset^d` a realization of the process
:math:`X`, for a given :math:`\\\\omega \\\\in \\\\Omega` defined by
:math:`X(\\\\omega)(\\\\vect{t})=X(\\\\omega, \\\\vect{t})`.

The *SecondOrderModel* class enable to get both spectral information of such process thanks to the :class:`SpectralModel` class and spatial/temporal information using the :class:`CovarianceModel` information.

A SecondOrderModel object can be created only through its derived classes:
:class:`~openturns.ExponentialCauchy`"

%enddef
%feature("docstring") OT::SecondOrderModelImplementation
OT_SecondOrderModel_doc

// ---------------------------------------------------------------------

%define OT_SecondOrderModel_compute_covariance_doc
"Evaluate the covariance function.

Available usages:
    computeCovariance(s, t)

    computeCovariance(tau)

Parameters
----------
s, t : floats or sequence of floats.
    Inputs.
tau : float or sequence of floats.
    Input.

Returns
-------
covariance : CovarianceMatrix
    The evaluation of the covariance function.

Notes
-----
*computeCovariance* evaluates the covariance model
:math:`C : \\\\cD \\\\times \\\\cD \\\\mapsto  \\\\cM_{d \\\\times d}(\\\\Rset)` at
:math:`(s,t)\\\\in \\\\Rset^n`:

.. math::

    C(\\\\vect{s}, \\\\vect{t})=\\\\Expect{(X_{\\\\vect{s}}-m(\\\\vect{s}))\\\\Tr{(X_{\\\\vect{t}}-m(\\\\vect{t}))}}


We note that the first usage calls the second as model is stationary. Thus,
 :math:`C(\\\\vect{s}, \\\\vect{t})` = :math:`C^{stat}(\\\\vect{\\\\tau})` with
 :math:`\\\\vect{\\\\tau}=\\\\vect{s}-\\\\vect{t}`. "

%enddef
%feature("docstring") OT::SecondOrderModelImplementation::computeCovariance
OT_SecondOrderModel_compute_covariance_doc

// ---------------------------------------------------------------------

%define OT_SecondOrderModel_compute_spectral_density_doc
"Evaluate the spectral density function for a specific frequency.

Parameters
----------
f : float
    Frequency value.

Returns
-------
spd : HermitianMatrixs
    The evaluation of spectral density function at frequency f.

Notes
-----
*computeSpectralDensity* evaluates the spectral model :math:`S : \\\\Rset^n \\\\mapsto  \\\\cH^+_{d}` at :math:`f\\\\in \\\\Rset^n`:

.. math::

  \\\\forall \\\\vect{f} \\\\in \\\\Rset^n, \\\\cS(\\\\vect{f}) = \\\\prod_{k=1}^{n} \\\\vect{\\\\theta}_k \\\\mat{\\\\Sigma} \\\\rho(\\\\vect{f} \\\\odot \\\\vect{\\\\theta})

where :math:`\\\\mat{\\\\Sigma}` is a covariance matrix that explains the covariance structure and
:math:`(\\\\vect{f} \\\\odot \\\\vect{\\\\theta})_k = \\\\vect{f}_k \\\\vect{\\\\theta}_k`"

%enddef
%feature("docstring") OT::SecondOrderModelImplementation::computeSpectralDensity
OT_SecondOrderModel_compute_spectral_density_doc

// ---------------------------------------------------------------------

%define OT_SecondOrderModel_discretize_doc
"Discretize the second order  on a given RegularGrid/Mesh model using its covariance function.

Parameters
----------
meshOrGrid : :class:`~openturns.Mesh` or :class:`~openturns.RegularGrid`
    Mesh or time grid of size :math:`N` associated with the process.

Returns
-------
covarianceMatrix : :class:`~openturns.CovarianceMatrix`
    Covariance matrix :math:`\\\\in\\\\cM_{nd\\\\times nd}(\\\\Rset)` (if the process is of
    dimension :math:`d`).

Notes
-----
This method makes a discretization of the covariance model on *meshOrGrid* composed of
the vertices :math:`(\\\\vect{t}_1, \\\\dots, \\\\vect{t}_{N-1})` and returns the
covariance matrix:

.. math ::

    \\\\mat{C}_{1,\\\\dots,k} = \\\\left(
        \\\\begin{array}{cccc}
        C(\\\\vect{t}_1, \\\\vect{t}_1) &C(\\\\vect{t}_1, \\\\vect{t}_2) & \\\\dots & C(\\\\vect{t}_1, \\\\vect{t}_{k}) \\\\\\\\
        \\\\dots & C(\\\\vect{t}_2, \\\\vect{t}_2)  & \\\\dots & C(\\\\vect{t}_2, \\\\vect{t}_{k}) \\\\\\\\
        \\\\dots & \\\\dots & \\\\dots & \\\\dots \\\\\\\\
        \\\\dots & \\\\dots & \\\\dots & C(\\\\vect{t}_{k}, \\\\vect{t}_{k})
        \\\\end{array} \\\\right)"
%enddef
%feature("docstring") OT::SecondOrderModelImplementation::discretize
OT_SecondOrderModel_discretize_doc

// ---------------------------------------------------------------------

%define OT_SecondOrderModel_get_covariance_model_doc
"Return the covariance model.

Returns
-------
covarianceModel : :class:`~openturns.CovarianceModel`
    The covariance model of the second order model."
%enddef
%feature("docstring") OT::SecondOrderModelImplementation::getCovarianceModel
OT_SecondOrderModel_get_covariance_model_doc

// ---------------------------------------------------------------------

%define OT_SecondOrderModel_getDimension_doc
"Get the dimension of the *SecondOrderModel*.

Returns
-------
dimension : int
    Dimension of the *SecondOrderModel*."
%enddef
%feature("docstring") OT::SecondOrderModelImplementation::getDimension
OT_SecondOrderModel_getDimension_doc

// ---------------------------------------------------------------------

%define OT_SecondOrderModel_get_spatial_dimension_doc
"Get the spatial dimension of the spectral density function.

Returns
-------
spatialDimension : int
    SpatialDimension of the *SecondOrderModel*."

%enddef
%feature("docstring") OT::SecondOrderModelImplementation::getSpatialDimension
OT_SecondOrderModel_get_spatial_dimension_doc

// ---------------------------------------------------------------------

%define OT_SecondOrderModel_get_spectral_model_doc
"Return the spectral model.

Returns
-------
spectralModel : :class:`~openturns.SpectralModel`
    The spectral model of the second order model."
%enddef
%feature("docstring") OT::SecondOrderModelImplementation::getSpectralModel
OT_SecondOrderModel_get_spectral_model_doc

// ---------------------------------------------------------------------

%define OT_SecondOrderModel_set_models_doc
"Set both the covariance and spectral models of a second order model.

Parameters
----------
covarianceModel : :class:`~openturns.CovarianceModel`
    The covariance model of the second order model.
spectralModel : :class:`~openturns.SpectralModel`
    The spectral model of the second order model."

%enddef
%feature("docstring") OT::SecondOrderModelImplementation::setModels
OT_SecondOrderModel_set_models_doc

// ---------------------------------------------------------------------