X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;h=a3d44a3916cc8b27195ddd693fc35f6dbcceb2b1;hb=546b0cb65870355a2a2c3705c91418570499d3a6;hp=238274bd5f8b1202ab601c8ecea5aad83fc4b578;hpb=98e958cab563866f8e00886b54336018a2e8bc97;p=talweg.git

diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R
index 238274b..a3d44a3 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,
 
@@ -13,6 +14,10 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 			# (re)initialize computed parameters
 			private$.params <- list("weights"=NA, "indices"=NA, "window"=NA)
 
+			# Do not forecast on days with NAs (TODO: softer condition...)
+			if (any(is.na(data$getCenteredSerie(today))))
+				return (NA)
+
 			# Determine indices of no-NAs days followed by no-NAs tomorrows
 			fdays = getNoNA2(data, max(today-memory,1), today-1)
 
@@ -96,17 +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)
 				}
 
 				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
@@ -134,10 +144,17 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 				}
 
 				sd_dist = sd(distances2)
+				if (sd_dist < .Machine$double.eps)
+				{
+					warning("All computed distances are very close: stdev too small")
+					sd_dist = 1 #mostly for tests... FIXME:
+				}
 				simils_exo =
 					if (kernel=="Gauss")
 						exp(-distances2/(sd_dist*h_exo^2))
-					else { #Epanechnikov
+					else
+					{
+						# Epanechnikov
 						u = 1 - distances2/(sd_dist*h_exo^2)
 						u[abs(u)>1] = 0.
 						u
@@ -162,13 +179,12 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 				private$.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)