X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FJ_Neighbors.R;h=7f6683013bcd8fb9eea66a1ab3855e1703f693ee;hb=3ddf1c12af0c167fe7d3bb59e63258550270cfc5;hp=7ca00035bdbd0c6a39797e6d28540a9b560b2d98;hpb=ee8b1b4e3c13f8dcf13a2c8da6a3bef1520c8252;p=talweg.git

diff --git a/pkg/R/J_Neighbors.R b/pkg/R/J_Neighbors.R
index 7ca0003..7f66830 100644
--- a/pkg/R/J_Neighbors.R
+++ b/pkg/R/J_Neighbors.R
@@ -1,8 +1,15 @@
-#' 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
 #'
+#' @aliases J_Neighbors
+#'
 getNeighborsJumpPredict = function(data, today, memory, horizon, params, ...)
 {
 	first_day = max(1, today-memory)
@@ -14,7 +21,7 @@ getNeighborsJumpPredict = function(data, today, memory, horizon, params, ...)
 		return (NA)
 
 	gaps = sapply(indices, function(i) {
-		data$getSerie(i+1)[1] - tail(data$getSerie(i), 1)
+		head( data$getSerie(i+1), 1) - tail( data$getSerie(i), 1)
 	})
 	scal_product = weights * gaps
 	norm_fact = sum( weights[!is.na(scal_product)] )