[talweg.git] / talweg / R / J_Neighbors.R

#' Obtain jump forecast by the Neighbors method
#'
#' @inheritParams computeForecast
#' @inheritParams getZeroJumpPredict
getNeighborsJumpPredict = function(data, today, memory, horizon, params, ...)
{
	first_day = max(1, today-memory)
	filter = params$indices >= first_day
	indices = params$indices[filter]
	weights = params$weights[filter]

	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)
	})
	scal_product = weights * gaps
	norm_fact = sum( weights[!is.na(scal_product)] )
	sum(scal_product, na.rm=TRUE) / norm_fact
}
Commit	Line	Data
e030a6e3	1	#' Obtain jump forecast by the Neighbors method
3d69ff21	2	#'
99f83c9a	3	#' @inheritParams computeForecast
e030a6e3 BA	4	#' @inheritParams getZeroJumpPredict
e030a6e3 BA	5	getNeighborsJumpPredict = function(data, today, memory, horizon, params, ...)
3d69ff21	6	{
09cf9c19	7	first_day = max(1, today-memory)
e030a6e3 BA	8	filter = params$indices >= first_day
	9	indices = params$indices[filter]
	10	weights = params$weights[filter]
99f83c9a	11
09cf9c19	12	if (any(is.na(weights) \| is.na(indices)))
3d69ff21 BA	13	return (NA)
3d69ff21 BA	14
09cf9c19	15	gaps = sapply(indices, function(i) {
3d69ff21 BA	16	data$getSerie(i+1)[1] - tail(data$getSerie(i), 1)
3d69ff21 BA	17	})
09cf9c19 BA	18	scal_product = weights * gaps
09cf9c19 BA	19	norm_fact = sum( weights[!is.na(scal_product)] )
3d69ff21 BA	20	sum(scal_product, na.rm=TRUE) / norm_fact
3d69ff21 BA	21	}