X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;h=d889a34ce64b82c51889a5a81322a1a7dec25b2c;hp=5b2c8990a850d2dff0d75c23d67815e7393ccd07;hb=ee8b1b4e3c13f8dcf13a2c8da6a3bef1520c8252;hpb=a866acb3c0ae138b22df9dae9ec576b866794417 diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R index 5b2c899..d889a34 100644 --- a/pkg/R/F_Neighbors.R +++ b/pkg/R/F_Neighbors.R @@ -31,7 +31,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", } # Indices of similar days for cross-validation; TODO: 45 = magic number - sdays = getSimilarDaysIndices(today, limit=45, same_season=FALSE) + sdays = getSimilarDaysIndices(today, data, limit=45, same_season=FALSE) cv_days = intersect(fdays,sdays) # Limit to 20 most recent matching days (TODO: 20 == magic number) @@ -134,7 +134,12 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", M[i+1,] = c( data$getLevel(fdays[i]), as.double(data$getExo(fdays[i])) ) sigma = cov(M) #NOTE: robust covariance is way too slow - sigma_inv = solve(sigma) #TODO: use pseudo-inverse if needed? + # TODO: 10 == magic number; more robust way == det, or always ginv() + sigma_inv = + if (length(fdays) > 10) + solve(sigma) + else + MASS::ginv(sigma) # Distances from last observed day to days in the past distances2 = sapply(seq_along(fdays), function(i) { @@ -143,7 +148,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", }) sd_dist = sd(distances2) - if (sd_dist < .Machine$double.eps) + if (sd_dist < .25 * sqrt(.Machine$double.eps)) { # warning("All computed distances are very close: stdev too small") sd_dist = 1 #mostly for tests... FIXME: