X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FJ_Persistence.R;h=8298a892a94a8f38c0a4a73a807fe27e17a628d9;hb=d2ab47a744d8fb29c03a76a7ca2368dae53f9a57;hp=5d156cc3f8c429cea4a89c14ce7cd546d0b9bfa4;hpb=546b0cb65870355a2a2c3705c91418570499d3a6;p=talweg.git

diff --git a/pkg/R/J_Persistence.R b/pkg/R/J_Persistence.R
index 5d156cc..8298a89 100644
--- a/pkg/R/J_Persistence.R
+++ b/pkg/R/J_Persistence.R
@@ -1,24 +1,34 @@
-#' Obtain jump forecast by the Persistence method
+#' getPersistenceJumpPredict
+#'
+#' Analog of the PersistenceForecaster: predict the jump after last observed value either
+#' by re-applying the last jump between similar day and its follower (if argument
+#' "same_day" is TRUE), or by re-using the very last observed jump (when "same_day" =
+#' FALSE).
 #'
 #' @inheritParams computeForecast
 #' @inheritParams getZeroJumpPredict
 #'
-getPersistenceJumpPredict = function(data, today, memory, horizon, params, ...)
+#' @aliases J_Persistence
+#'
+getPersistenceJumpPredict = function(data, today, memory, predict_from,
+	horizon, params, ...)
 {
 	#return gap between end of similar day curve and first day of tomorrow (in the past)
 	first_day = max(1, today-memory)
 	same_day = ifelse(hasArg("same_day"), list(...)$same_day, TRUE)
-	index = today - ifelse(same_day,7,1)
+	index <- today
 	repeat
 	{
-		{
-			last_serie_end = tail( data$getSerie(index), 1)
-			last_tomorrow_begin = data$getSerie(index+1)[1]
-			index = index - ifelse(same_day,7,1)
-		};
-		if (!is.na(last_serie_end) && !is.na(last_tomorrow_begin))
-			return (last_tomorrow_begin - last_serie_end);
+		# If 'same_day', get the last known future of similar day
+		index = index - ifelse(same_day,7,1)
 		if (index < first_day)
 			return (NA)
+		gap <-
+			if (predict_from >= 2)
+				data$getSerie(index)[predict_from] - data$getSerie(index)[predict_from-1]
+			else
+				head(data$getSerie(index),1) - tail(data$getSerie(index-1),1)
+		if (!is.na(gap))
+			return (gap)
 	}
 }