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work on doc
[talweg.git]
/
pkg
/
R
/
J_Neighbors.R
diff --git
a/pkg/R/J_Neighbors.R
b/pkg/R/J_Neighbors.R
index
03d3340
..
12fc9d4
100644
(file)
--- a/
pkg/R/J_Neighbors.R
+++ b/
pkg/R/J_Neighbors.R
@@
-1,18
+1,20
@@
#' Obtain jump forecast by the Neighbors method
#'
#' Obtain jump forecast by the Neighbors method
#'
-#' @inheritParams
get
Forecast
+#' @inheritParams
compute
Forecast
#' @inheritParams getZeroJumpPredict
#' @inheritParams getZeroJumpPredict
+#'
getNeighborsJumpPredict = function(data, today, memory, horizon, params, ...)
{
first_day = max(1, today-memory)
getNeighborsJumpPredict = function(data, today, memory, horizon, params, ...)
{
first_day = max(1, today-memory)
- filter =
params$indices >= first_day
+ filter =
(params$indices >= first_day)
indices = params$indices[filter]
weights = params$weights[filter]
indices = params$indices[filter]
weights = params$weights[filter]
+
if (any(is.na(weights) | is.na(indices)))
return (NA)
gaps = sapply(indices, function(i) {
if (any(is.na(weights) | is.na(indices)))
return (NA)
gaps = sapply(indices, function(i) {
-
data$getSerie(i+1)[1] - tail(
data$getSerie(i), 1)
+
head( data$getSerie(i+1), 1) - tail(
data$getSerie(i), 1)
})
scal_product = weights * gaps
norm_fact = sum( weights[!is.na(scal_product)] )
})
scal_product = weights * gaps
norm_fact = sum( weights[!is.na(scal_product)] )