first tests for Neighbors2 after debug; TODO: some missing forecasts
[talweg.git] / pkg / R / computeForecast.R
index 1a7d8ba..3537e8a 100644 (file)
@@ -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)
 #'   #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$append(...) is slow; TODO: use R6 class
-               pred[[length(pred)+1]] = list(
-                       "serie" = forecaster$predict(today, memory, horizon, ...),
-                       "params" = forecaster$getParameters(),
-                       "index" = today
-               )
-       }
-       new("Forecast",pred=pred)
+       pred = Forecast$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()
+
+       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)
+
+#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
 }