R/pwlquant.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

pwlquant <- function(Forecast_quantiles, q_vals, num_q_vals, time_point, p){ # set up as piece wise linear from input.
  
  res <- numeric(length(p))
  
  for (i in seq(1, length(p))){

    for(j in seq(1, num_q_vals - 1, 1)) {
      
      res[i][p[i] >= q_vals[j] & p[i] < q_vals[j + 1]] = Forecast_quantiles[time_point, j] + 
        (Forecast_quantiles[time_point, j + 1] - 
           Forecast_quantiles[time_point, j])*(p[i] - q_vals[j]) / (q_vals[j + 1] - q_vals[j])
      
    }
    
    res[i][p[i] >= q_vals[num_q_vals]] = Forecast_quantiles[time_point, num_q_vals]
  }
  return(res)
}