X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;h=600c5c8ceeaae272a824a259c36f5075662c4b78;hb=5c49f6cecd547358b327e9363e62bcc8219e9e33;hp=202b7e2472a4901f75f471391cf956b52d0294f0;hpb=ff5df8e310b73883565761ab4b1aa5a0672e9f27;p=talweg.git

diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R
index 202b7e2..600c5c8 100644
--- a/pkg/R/F_Neighbors.R
+++ b/pkg/R/F_Neighbors.R
@@ -4,6 +4,7 @@
 #'
 #' Predict tomorrow as a weighted combination of "futures of the past" days.
 #' Inherits \code{\link{Forecaster}}
+#'
 NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 	inherit = Forecaster,
 
@@ -100,17 +101,22 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 				{
 					delta = data$getCenteredSerie(today) - data$getCenteredSerie(fdays[i])
 					# Require at least half of non-NA common values to compute the distance
-					if (sum(is.na(delta)) <= 0) #length(delta)/2)
-						distances2[i] = mean(delta^2) #, na.rm=TRUE)
-				}
+					if ( !any( is.na(delta) ) )
+						distances2[i] = mean(delta^2)
+				Centered}
 
 				sd_dist = sd(distances2)
 				if (sd_dist < .Machine$double.eps)
+				{
+#					warning("All computed distances are very close: stdev too small")
 					sd_dist = 1 #mostly for tests... FIXME:
+				}
 				simils_endo =
 					if (kernel=="Gauss")
 						exp(-distances2/(sd_dist*h_endo^2))
-					else { #Epanechnikov
+					else
+					{
+						# Epanechnikov
 						u = 1 - distances2/(sd_dist*h_endo^2)
 						u[abs(u)>1] = 0.
 						u
@@ -138,10 +144,17 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 				}
 
 				sd_dist = sd(distances2)
+				if (sd_dist < .Machine$double.eps)
+				{
+#					warning("All computed distances are very close: stdev too small")
+					sd_dist = 1 #mostly for tests... FIXME:
+				}
 				simils_exo =
 					if (kernel=="Gauss")
 						exp(-distances2/(sd_dist*h_exo^2))
-					else { #Epanechnikov
+					else
+					{
+						# Epanechnikov
 						u = 1 - distances2/(sd_dist*h_exo^2)
 						u[abs(u)>1] = 0.
 						u
@@ -158,7 +171,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 
 			prediction = rep(0, horizon)
 			for (i in seq_along(fdays))
-				prediction = prediction + similarities[i] * data$getSerie(fdays[i]+1)[1:horizon]
+				prediction = prediction + similarities[i] * data$getCenteredSerie(fdays[i]+1)[1:horizon]
 			prediction = prediction / sum(similarities, na.rm=TRUE)
 
 			if (final_call)
@@ -166,13 +179,12 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 				private$.params$weights <- similarities
 				private$.params$indices <- fdays
 				private$.params$window <-
-					if (simtype=="endo") {
+					if (simtype=="endo")
 						h_endo
-					} else if (simtype=="exo") {
+					else if (simtype=="exo")
 						h_exo
-					} else { #mix
+					else #mix
 						c(h_endo,h_exo)
-					}
 			}
 
 			return (prediction)