X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;h=ffb6d371df57a910451f0a79ffeed340886132ff;hp=3abd0fffa7919b04a9540c1ce438042bdf144d1b;hb=99f83c9af27492f6fb9b10f51fb8704ed588f5c1;hpb=defcae035f2e26fd8568cedb27040b173811b246

diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R
index 3abd0ff..ffb6d37 100644
--- a/pkg/R/F_Neighbors.R
+++ b/pkg/R/F_Neighbors.R
@@ -61,19 +61,20 @@ NeighborsForecaster = setRefClass(
 
 			#GET OPTIONAL PARAMS
 			# Similarity computed with exogenous variables ? endogenous ? both ? ("exo","endo","mix")
-			simtype = ifelse(hasArg("simtype"), list(...)$simtype, "exo")
+			simtype = ifelse(hasArg("simtype"), list(...)$simtype, "mix")
 			simthresh = ifelse(hasArg("simthresh"), list(...)$simthresh, 0.)
-			kernel = ifelse(hasArg("kernel"), list(...)$kernel, "Gauss")
-			mix_strategy = ifelse(hasArg("mix_strategy"), list(...)$mix_strategy, "neighb") #or "mult"
-			same_season = ifelse(hasArg("same_season"), list(...)$same_season, TRUE)
+			kernel = ifelse(hasArg("kernel"), list(...)$kernel, "Gauss") #or "Epan"
+			mix_strategy = ifelse(hasArg("mix_strategy"), list(...)$mix_strategy, "mult") #or "neighb"
+			same_season = ifelse(hasArg("same_season"), list(...)$same_season, FALSE)
 			if (hasArg(h_window))
 				return (.predictShapeAux(fdays_indices, today, horizon, list(...)$h_window, kernel,
-					simtype, simthresh, mix_strategy, FALSE))
+					simtype, simthresh, mix_strategy, TRUE))
 			#END GET
 
 			# Indices for cross-validation; TODO: 45 = magic number
 			indices = getSimilarDaysIndices(today, limit=45, same_season=same_season)
-			#indices = (end_index-45):(end_index-1)
+			if (tail(indices,1) == 1)
+				indices = head(indices,-1)
 
 			# Function to optimize h : h |--> sum of prediction errors on last 45 "similar" days
 			errorOnLastNdays = function(h, kernel, simtype)
@@ -150,10 +151,12 @@ NeighborsForecaster = setRefClass(
 				}
 
 				sd_dist = sd(distances2)
+				if (sd_dist < .Machine$double.eps)
+					sd_dist = 1 #mostly for tests... FIXME:
 				simils_endo =
-					if (kernel=="Gauss") {
+					if (kernel=="Gauss")
 						exp(-distances2/(sd_dist*h_endo^2))
-					} else { #Epanechnikov
+					else { #Epanechnikov
 						u = 1 - distances2/(sd_dist*h_endo^2)
 						u[abs(u)>1] = 0.
 						u
@@ -202,10 +205,9 @@ NeighborsForecaster = setRefClass(
 					#TODO: 60 = magic number
 					keep_indices = sort(simils_exo, index.return=TRUE)$ix[1:(min(60,length(simils_exo)))]
 					simils_endo[-keep_indices] = 0.
-				} else #mix_strategy == "mult"
-				{
-					simils_endo = simils_endo * simils_exo
 				}
+				else #mix_strategy == "mult"
+					simils_endo = simils_endo * simils_exo
 			}
 
 			similarities =
@@ -235,8 +237,8 @@ NeighborsForecaster = setRefClass(
 			prediction = rep(0, horizon)
 			for (i in seq_along(fdays_indices))
 				prediction = prediction + similarities[i] * dat[[ fdays_indices[i]+1 ]]$serie[1:horizon]
-
 			prediction = prediction / sum(similarities, na.rm=TRUE)
+
 			if (final_call)
 			{
 				params$weights <<- similarities
@@ -250,6 +252,7 @@ NeighborsForecaster = setRefClass(
 						c(h_endo,h_exo)
 					}
 			}
+
 			return (prediction)
 		}
 	)