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

#' Obtain jump forecast by the Persistence method
#'
#' @inheritParams getForecast
#' @inheritParams getZeroJumpPredict
getPersistenceJumpPredict = function(data, today, memory, horizon, params, ...)
{
	#return gap between end of similar day curve and first day of tomorrow (in the past)
	first_day = max(1, today-memory)
	same_day = ifelse(hasArg("same_day"), list(...)$same_day, TRUE)
	index = today - ifelse(same_day,7,1)
	repeat
	{
		{
			last_serie_end = tail( data$getSerie(index), 1)
			last_tomorrow_begin = data$getSerie(index+1)[1]
			index = index - ifelse(same_day,7,1)
		};
		if (!is.na(last_serie_end) && !is.na(last_tomorrow_begin))
			return (last_tomorrow_begin - last_serie_end);
		if (index < first_day)
			return (NA)
	}
}
Commit	Line	Data
	1	#' Obtain jump forecast by the Persistence method
	2	#'
	3	#' @inheritParams getForecast
	4	#' @inheritParams getZeroJumpPredict
	5	getPersistenceJumpPredict = function(data, today, memory, horizon, params, ...)
	6	{
	7	#return gap between end of similar day curve and first day of tomorrow (in the past)
	8	first_day = max(1, today-memory)
	9	same_day = ifelse(hasArg("same_day"), list(...)$same_day, TRUE)
	10	index = today - ifelse(same_day,7,1)
	11	repeat
	12	{
	13	{
	14	last_serie_end = tail( data$getSerie(index), 1)
	15	last_tomorrow_begin = data$getSerie(index+1)[1]
	16	index = index - ifelse(same_day,7,1)
	17	};
	18	if (!is.na(last_serie_end) && !is.na(last_tomorrow_begin))
	19	return (last_tomorrow_begin - last_serie_end);
	20	if (index < first_day)
	21	return (NA)
	22	}
	23	}