X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FcomputeForecast.R;h=8cf8861a39b33909aed575c2d587f6c12a05feaa;hb=ff5df8e310b73883565761ab4b1aa5a0672e9f27;hp=1a7d8bac78f80ddb6b6e68109291a41cc52e81ed;hpb=99f83c9af27492f6fb9b10f51fb8704ed588f5c1;p=talweg.git diff --git a/pkg/R/computeForecast.R b/pkg/R/computeForecast.R index 1a7d8ba..8cf8861 100644 --- a/pkg/R/computeForecast.R +++ b/pkg/R/computeForecast.R @@ -1,6 +1,6 @@ -#' @title get Forecast +#' Compute forecast #' -#' @description Predict time-series curves for the selected days indices (lines in data). +#' Predict time-series curves for the selected days indices (lines in data). #' #' @param data Dataset, object of type \code{Data} output of \code{getData} #' @param indices Days indices where to forecast (the day after) @@ -38,35 +38,30 @@ #' #do_something_with_pred #' }} #' @export -computeForecast = function(data, indices, forecaster, pjump=NULL, +computeForecast = function(data, indices, forecaster, pjump, memory=Inf, horizon=data$getStdHorizon(), ...) { # (basic) Arguments sanity checks horizon = as.integer(horizon)[1] if (horizon<=0 || horizon>length(data$getCenteredSerie(2))) stop("Horizon too short or too long") - indices = sapply( seq_along(indices), function(i) dateIndexToInteger(indices[i], data) ) - if (any(indices<=0 | indices>data$getSize())) + integer_indices = sapply(indices, function(i) dateIndexToInteger(i,data)) + if (any(integer_indices<=0 | integer_indices>data$getSize())) stop("Indices out of range") - indices = sapply(indices, dateIndexToInteger, data) - if (!is.character(forecaster)) - stop("forecaster (name) should be of class character") #pjump could be NULL + if (!is.character(forecaster) || !is.character(pjump)) + stop("forecaster (name) and pjump (function) should be of class character") - pred = list() - forecaster = new(paste(forecaster,"Forecaster",sep=""), data=data, - pjump = - if (is.null(pjump)) - function() {} - else - getFromNamespace(paste("get",pjump,"JumpPredict",sep=""), "talweg")) - for (today in indices) + pred = Forecast$new( sapply(indices, function(i) integerIndexToDate(i,data)) ) + forecaster_class_name = getFromNamespace(paste(forecaster,"Forecaster",sep=""), "talweg") + forecaster = forecaster_class_name$new( #.pjump = + getFromNamespace(paste("get",pjump,"JumpPredict",sep=""), "talweg")) + for (today in integer_indices) { - #pred$append(...) is slow; TODO: use R6 class - pred[[length(pred)+1]] = list( - "serie" = forecaster$predict(today, memory, horizon, ...), - "params" = forecaster$getParameters(), - "index" = today + pred$append( + new_serie = forecaster$predictSerie(data, today, memory, horizon, ...), + new_params = forecaster$getParameters(), + new_index_in_data = today ) } - new("Forecast",pred=pred) + pred }