X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FJ_Neighbors.R;h=2caedc58954a16721fd107e1b69647e37a272930;hb=9e0f25f6d5c73008c0ad59ea7b7e097b342f26b3;hp=7ca00035bdbd0c6a39797e6d28540a9b560b2d98;hpb=ee8b1b4e3c13f8dcf13a2c8da6a3bef1520c8252;p=talweg.git

diff --git a/pkg/R/J_Neighbors.R b/pkg/R/J_Neighbors.R
index 7ca0003..2caedc5 100644
--- a/pkg/R/J_Neighbors.R
+++ b/pkg/R/J_Neighbors.R
@@ -1,20 +1,28 @@
-#' Obtain jump forecast by the Neighbors method
+#' getNeighborsJumpPredict
+#'
+#' Apply optimized weights on gaps observed on selected neighbors.
+#' This jump prediction method can only be used in conjunction with the Neighbors
+#' Forecaster, because it makes use of the optimized parameters to re-apply the weights
+#' on the jumps observed at days interfaces of the past neighbors.
 #'
 #' @inheritParams computeForecast
 #' @inheritParams getZeroJumpPredict
 #'
-getNeighborsJumpPredict = function(data, today, memory, horizon, params, ...)
+#' @aliases J_Neighbors
+#'
+getNeighborsJumpPredict = function(data, today, memory, predict_from, 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)
+		if (predict_from >= 2)
+			data$getSerie(i)[predict_from] - data$getSerie(i)[predict_from-1]
+		else
+			head(data$getSerie(i),1) - tail(data$getSerie(i-1),1)
 	})
 	scal_product = weights * gaps
 	norm_fact = sum( weights[!is.na(scal_product)] )