X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FcomputeForecast.R;h=bd19b8d1297831fda59b3b0da354c2f9576349ec;hb=a866acb3c0ae138b22df9dae9ec576b866794417;hp=1a7d8bac78f80ddb6b6e68109291a41cc52e81ed;hpb=99f83c9af27492f6fb9b10f51fb8704ed588f5c1;p=talweg.git

diff --git a/pkg/R/computeForecast.R b/pkg/R/computeForecast.R
index 1a7d8ba..bd19b8d 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 +38,57 @@
 #'   #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"))
+
+#oo = forecaster$predictSerie(data, integer_indices[1], memory, horizon, ...)
+#browser()
+
+	parll=TRUE #FALSE
+	if (parll)
+	{
+		library(parallel)
+		ppp <- parallel::mclapply(seq_along(integer_indices), function(i) {
+			list(
+				"forecast" = forecaster$predictSerie(data, integer_indices[i], memory, horizon, ...),
+				"params"= forecaster$getParameters(),
+				"index" = integer_indices[i] )
+			}, mc.cores=3)
+	}
+	else
 	{
-		#pred$append(...) is slow; TODO: use R6 class
-		pred[[length(pred)+1]] = list(
-			"serie" = forecaster$predict(today, memory, horizon, ...),
-			"params" = forecaster$getParameters(),
-			"index" = today
-		)
+		ppp <- lapply(seq_along(integer_indices), function(i) {
+			list(
+				"forecast" = forecaster$predictSerie(data, integer_indices[i], memory, horizon, ...),
+				"params"= forecaster$getParameters(),
+				"index" = integer_indices[i] )
+			})
 	}
-	new("Forecast",pred=pred)
+#browser()
+
+for (i in seq_along(integer_indices))
+{
+	pred$append(
+			new_serie = ppp[[i]]$forecast,
+			new_params = ppp[[i]]$params,
+			new_index_in_data = ppp[[i]]$index
+	)
+}
+
+	pred
 }