X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FcomputeForecast.R;h=bd19b8d1297831fda59b3b0da354c2f9576349ec;hb=a866acb3c0ae138b22df9dae9ec576b866794417;hp=f43019074fbdaae2aa0ae2e1097e71663f38aedc;hpb=af3b84f4cacade7d83221ca0249b546c50ddf340;p=talweg.git

diff --git a/pkg/R/computeForecast.R b/pkg/R/computeForecast.R
index f430190..bd19b8d 100644
--- a/pkg/R/computeForecast.R
+++ b/pkg/R/computeForecast.R
@@ -45,23 +45,50 @@ computeForecast = function(data, indices, forecaster, pjump,
 	horizon = as.integer(horizon)[1]
 	if (horizon<=0 || horizon>length(data$getCenteredSerie(2)))
 		stop("Horizon too short or too long")
-	integer_indices = sapply(seq_along(indices), function(i) dateIndexToInteger(indices[i],data))
+	integer_indices = sapply(indices, function(i) dateIndexToInteger(i,data))
 	if (any(integer_indices<=0 | integer_indices>data$getSize()))
 		stop("Indices out of range")
 	if (!is.character(forecaster) || !is.character(pjump))
 		stop("forecaster (name) and pjump (function) should be of class character")
 
-	pred = Forecast$new( dates=sapply( indices, integerIndexToDate, data ) )
+	pred = Forecast$new( sapply(indices, function(i) integerIndexToDate(i,data)) )
 	forecaster_class_name = getFromNamespace(paste(forecaster,"Forecaster",sep=""), "talweg")
-	forecaster = forecaster_class_name$new(.data=data,
-		.pjump = getFromNamespace(paste("get",pjump,"JumpPredict",sep=""), "talweg"))
-	for (today in integer_indices)
+	forecaster = forecaster_class_name$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(
-			new_serie = forecaster$predictSerie(today, memory, horizon, ...),
-			new_params = forecaster$getParameters(),
-			new_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] )
+			})
 	}
+#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
 }