NNS 10.3 Beta

OVVO-Financial · Nov 9, 2023 · a7af812 · a7af812
1 parent 043c9d6
commit a7af812
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Showing 5 changed files with 5 additions and 6 deletions.
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -2,7 +2,7 @@ Package: NNS
 Type: Package
 Title: Nonlinear Nonparametric Statistics
 Version: 10.3
-Date: 2023-11-07
+Date: 2023-11-09
 Authors@R: c(
   person("Fred", "Viole", role=c("aut","cre"), email="ovvo.financial.systems@gmail.com"),
   person("Roberto", "Spadim", role=c("ctb"))

diff --git a/NNS_10.3.tar.gz b/NNS_10.3.tar.gz
diff --git a/NNS_10.3.zip b/NNS_10.3.zip
diff --git a/R/Multivariate_Regression.R b/R/Multivariate_Regression.R
@@ -237,7 +237,7 @@ NNS.M.reg <- function (X_n, Y, factor.2.dummy = TRUE, order = NULL, stn = NULL,
         foreach::registerDoSEQ()
         invisible(data.table::setDTthreads(0, throttle = NULL))
       } else {
-        distances <- distances[, DISTANCES :=  NNS.distance(rpm = REGRESSION.POINT.MATRIX,  dist.estimate = .SD, type = dist, k = n.best, class = type)[1], by = 1:nrow(point.est)]
+        distances <- distances[, DISTANCES :=  NNS.distance(rpm = REGRESSION.POINT.MATRIX, dist.estimate = .SD, type = dist, k = n.best, class = type)[1], by = 1:nrow(point.est)]
 
         DISTANCES <- as.numeric(unlist(distances$DISTANCES))
       }

diff --git a/R/NNS_Distance.R b/R/NNS_Distance.R
@@ -25,8 +25,7 @@ NNS.distance <- function(rpm, dist.estimate, type, k, class){
 
   if(type!="FACTOR"){
     rpm <- rbind(as.list(t(dist.estimate)), rpm[, .SD, .SDcols = 1:n])
-    rpm <- rpm[, names(rpm) := lapply(.SD, function(b) ((((b - min(b))^2) / max(1e-10, (max(b) - min(b))^2)) + (((b - min(b))) / max(1e-10, (max(b) - min(b)))))/2),
-               .SDcols = 1:n]
+    rpm <- rpm[, names(rpm) := lapply(.SD, function(b) NNS.rescale(b, 0, 1)), .SDcols = 1:n]
     dist.estimate <- unlist(rpm[1, ])
     rpm <- rpm[-1,]
   }
@@ -35,11 +34,11 @@ NNS.distance <- function(rpm, dist.estimate, type, k, class){
   M2 <- matrix(rep(raw.dist.estimate, l), byrow = T, ncol = n)
 
   if(type=="L2"){
-    rpm$Sum <- Rfast::rowsums( ((t(t(rpm[, 1:n])) - M)^2) * ((1 - (raw.rpm == M2))/1), parallel = parallel)
+    rpm$Sum <- Rfast::rowsums( ((t(t(rpm[, 1:n])) - M)^2) * ((1 - (raw.rpm == M2))), parallel = parallel)
   }
 
   if(type=="L1"){
-    rpm$Sum <- Rfast::rowsums(abs(t(t(rpm[, 1:n])) - M) * ((1 - (raw.rpm == M2))/1), parallel = parallel)
+    rpm$Sum <- Rfast::rowsums(abs(t(t(rpm[, 1:n])) - M) * ((1 - (raw.rpm == M2))), parallel = parallel)
   }
 
   if(type=="FACTOR"){