fix methods, update report generation

[talweg.git] / pkg / R / computeForecast.R

diff --git a/pkg/R/computeForecast.R b/pkg/R/computeForecast.R
index 8cf8861..d635560 100644 (file)
--- 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