X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FJ_Neighbors.R;fp=pkg%2FR%2FJ_Neighbors.R;h=33ba00d1dbad97d5405b9854b0ec8eb2d7eae514;hb=ff5df8e310b73883565761ab4b1aa5a0672e9f27;hp=0000000000000000000000000000000000000000;hpb=63ff1ecbd80adfe347faa0d954f526d15f033c22;p=talweg.git

diff --git a/pkg/R/J_Neighbors.R b/pkg/R/J_Neighbors.R
new file mode 100644
index 0000000..33ba00d
--- /dev/null
+++ b/pkg/R/J_Neighbors.R
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+#' Obtain jump forecast by the Neighbors method
+#'
+#' @inheritParams computeForecast
+#' @inheritParams getZeroJumpPredict
+getNeighborsJumpPredict = function(data, today, memory, horizon, params, ...)
+{
+	first_day = max(1, today-memory)
+	filter = params$indices >= first_day
+	indices = params$indices[filter]
+	weights = params$weights[filter]
+
+	if (any(is.na(weights) | is.na(indices)))
+		return (NA)
+
+	gaps = sapply(indices, function(i) {
+		data$getSerie(i+1)[1] - tail(data$getSerie(i), 1)
+	})
+	scal_product = weights * gaps
+	norm_fact = sum( weights[!is.na(scal_product)] )
+	sum(scal_product, na.rm=TRUE) / norm_fact
+}