days_in=tdays_cut, operational=opera)
nb_neighbs <- round( window[length(window)] )
# TODO: 10 == magic number
- tdays <- .getConstrainedNeighbs(today, data, tdays, min_neighbs=nb_neighbs)
+ tdays <- .getConstrainedNeighbs(today, data, tdays, nb_neighbs, opera)
if (length(tdays) == 1)
{
if (final_call)
if (simtype == "exo" || simtype == "mix")
{
- distances2 <- .computeDistsExo(data, today, tdays)
+ distances2 <- .computeDistsExo(data, today, tdays, opera)
# Compute exogen similarities using the given window
window_exo = ifelse(simtype=="mix", window[2], window[1])
# @param min_neighbs Minimum number of points in a neighborhood
# @param max_neighbs Maximum number of points in a neighborhood
#
-.getConstrainedNeighbs = function(today, data, tdays, min_neighbs=10)
+.getConstrainedNeighbs = function(today, data, tdays, min_neighbs, opera)
{
- levelToday = data$getLevelHat(today)
+ levelToday = ifelse(opera, tail(data$getLevelHat(today),1), data$getLevel(today))
distances = sapply( tdays, function(i) abs(data$getLevel(i) - levelToday) )
#TODO: 1, +1, +3 : magic numbers
dist_thresh = 1
})
}
-.computeDistsExo <- function(data, today, tdays)
+.computeDistsExo <- function(data, today, tdays, opera)
{
M = matrix( ncol=1+length(tdays), nrow=1+length(data$getExo(1)) )
- M[,1] = c( data$getLevelHat(today), as.double(data$getExoHat(today)) )
+ if (opera)
+ M[,1] = c( tail(data$getLevelHat(today),1), as.double(data$getExoHat(today)) )
+ else
+ M[,1] = c( data$getLevel(today), as.double(data$getExo(today)) )
for (i in seq_along(tdays))
M[,i+1] = c( data$getLevel(tdays[i]), as.double(data$getExo(tdays[i])) )