X-Git-Url: https://git.auder.net/variants/%24%7Bvname%7D/style.css?a=blobdiff_plain;f=pkg%2FR%2FJ_Neighbors.R;fp=pkg%2FR%2FJ_Neighbors.R;h=0000000000000000000000000000000000000000;hb=e64fcae579a969d17da0c05f02a8c67a626b9102;hp=33ba00d1dbad97d5405b9854b0ec8eb2d7eae514;hpb=1c74a8eca74347b98d6cf4d0e53c02687dda7422;p=talweg.git diff --git a/pkg/R/J_Neighbors.R b/pkg/R/J_Neighbors.R deleted file mode 100644 index 33ba00d..0000000 --- a/pkg/R/J_Neighbors.R +++ /dev/null @@ -1,21 +0,0 @@ -#' 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 -}