}
# 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)
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) {
})
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: