R/pwlcdf.R

In CDU-data-science-team/phaRmacyForecasting: Putting the R in pharmacy- a Shiny application to make forecasts of medication use in pharmacies in Nottinghamshire Healthcare NHS Trust

pwlcdf <- function(Forecast_quantiles, q_vals, num_q_vals, time_point, x){ # set up as piece wise linear from input.
  
  res <- numeric(length(x))
  
  for(i in seq(1:length(x))){
    
    low_cut <- Forecast_quantiles[time_point,1]
    high_cut <- Forecast_quantiles[time_point, num_q_vals]
    
    res[i][x[i] >= high_cut] = 1
    
    for(j in seq(1, num_q_vals - 1, 1)) {
      res[i][x[i] >= Forecast_quantiles[time_point,j] & 
               x[i] < Forecast_quantiles[time_point,j+1]] = 
        q_vals[j] + (q_vals[j+1] - q_vals[j]) * (x[i] - Forecast_quantiles[time_point, j]) / 
        (Forecast_quantiles[time_point,j+1] - Forecast_quantiles[time_point, j])
      
    }
    
    res[i][x[i] <= low_cut] = 0
    
  }
  return(res)
}