R/measure.bias.circ.R

Defines functions measure.bias.circ

Documented in measure.bias.circ

#' @title Circular bias
#' @description Function to compute the bias considering circular series
#' @template templateMeasureParams
#' @param dates dates
#' @return A float number corresponding to the circular bias.
#' @author D. San-Martin
#' @export

measure.bias.circ <- function(indexObs = NULL, indexPrd = NULL, obs = NULL, prd = NULL, dates) {
    if (is.null(indexObs) | is.null(indexPrd)) {
        return(NA)
    }
    if (is.na(indexObs) | is.na(indexPrd)) {
        return(NA)
    }
    distance <- abs(indexPrd - indexObs) %% 365
    if (distance > 365/2) {
        distance = 365 - distance
    }
    if (indexObs < indexPrd) {
        distance <- distance * -1
    }
    return(distance)
}
SantanderMetGroup/VALUE documentation built on July 8, 2023, 7:03 a.m.