X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FcomputeForecast.R;h=d6355602e211bb0245000ce90c9f10c2bf63bed5;hb=ee8b1b4e3c13f8dcf13a2c8da6a3bef1520c8252;hp=8cf8861a39b33909aed575c2d587f6c12a05feaa;hpb=98e958cab563866f8e00886b54336018a2e8bc97;p=talweg.git

diff --git a/pkg/R/computeForecast.R b/pkg/R/computeForecast.R
index 8cf8861..d635560 100644
--- a/pkg/R/computeForecast.R
+++ b/pkg/R/computeForecast.R
@@ -19,6 +19,7 @@
 #' }
 #' @param memory Data depth (in days) to be used for prediction
 #' @param horizon Number of time steps to predict
+#' @param ncores Number of cores for parallel execution (1 to disable)
 #' @param ... Additional parameters for the forecasting models
 #'
 #' @return An object of class Forecast
@@ -39,7 +40,7 @@
 #' }}
 #' @export
 computeForecast = function(data, indices, forecaster, pjump,
-	memory=Inf, horizon=data$getStdHorizon(), ...)
+	memory=Inf, horizon=data$getStdHorizon(), ncores=3, ...)
 {
 	# (basic) Arguments sanity checks
 	horizon = as.integer(horizon)[1]
@@ -55,12 +56,33 @@ computeForecast = function(data, indices, forecaster, pjump,
 	forecaster_class_name = getFromNamespace(paste(forecaster,"Forecaster",sep=""), "talweg")
 	forecaster = forecaster_class_name$new( #.pjump =
 		getFromNamespace(paste("get",pjump,"JumpPredict",sep=""), "talweg"))
-	for (today in integer_indices)
+
+	if (ncores > 1 && requireNamespace("parallel",quietly=TRUE))
+	{
+		p <- parallel::mclapply(seq_along(integer_indices), function(i) {
+			list(
+				"forecast" = forecaster$predictSerie(data, integer_indices[i], memory, horizon, ...),
+				"params"= forecaster$getParameters(),
+				"index" = integer_indices[i] )
+			}, mc.cores=ncores)
+	}
+	else
+	{
+		p <- lapply(seq_along(integer_indices), function(i) {
+			list(
+				"forecast" = forecaster$predictSerie(data, integer_indices[i], memory, horizon, ...),
+				"params"= forecaster$getParameters(),
+				"index" = integer_indices[i] )
+			})
+	}
+
+	# TODO: find a way to fill pred in //...
+	for (i in seq_along(integer_indices))
 	{
 		pred$append(
-			new_serie = forecaster$predictSerie(data, today, memory, horizon, ...),
-			new_params = forecaster$getParameters(),
-			new_index_in_data = today
+			new_serie = p[[i]]$forecast,
+			new_params = p[[i]]$params,
+			new_index_in_data = p[[i]]$index
 		)
 	}
 	pred