From: Benjamin Auder Date: Mon, 27 Feb 2017 16:43:56 +0000 (+0100) Subject: Fix R6 classes X-Git-Url: https://git.auder.net/%7B%7B%20asset%28%27mixstore/css/doc/html/index.html?a=commitdiff_plain;h=5d83d8150dc135347d5ef39e5015b88f33fa9ee3;p=talweg.git Fix R6 classes --- diff --git a/pkg/R/Data.R b/pkg/R/Data.R index 677d906..e33e480 100644 --- a/pkg/R/Data.R +++ b/pkg/R/Data.R @@ -30,7 +30,7 @@ #' \item{\code{getExo(index)}} #' {Get exogenous variables at specified index.} #' \item{\code{getExoHat(index)}} -#' {Get estimated exogenous variables at specified index.} } +#' {Get estimated exogenous variables at specified index.}} Data = R6::R6Class("Data", private = list( .data = list() @@ -42,7 +42,7 @@ Data = R6::R6Class("Data", getStdHorizon = function() 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 , - append = function( + append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat) { private$.data[[length(private$.data)+1]] <- list( "time"=new_time, "centered_serie"=new_centered_serie, "level"=new_level, diff --git a/pkg/R/Forecast.R b/pkg/R/Forecast.R index f1b92ce..783e352 100644 --- a/pkg/R/Forecast.R +++ b/pkg/R/Forecast.R @@ -14,14 +14,19 @@ #' @section Methods: \describe{ #' \item{\code{initialize(dates)}} #' {Initialize a Forecast object with a series of date indices.} -#' \item{\code{predictSerie(today,memory,horizon,...)}} -#' {Predict a new serie of \code{horizon} values at day index \code{today} using \code{memory} -#' days in the past.} TODO: continue ####################################### -#' \item{\code{predictShape(today,memory,horizon,...)}} -#' {Predict a new shape of \code{horizon} values at day index \code{today} using \code{memory} -#' days in the past.} -#' \item{\code{getParameters()}} -#' {Return (internal) parameters.} } +#' \item{\code{getSize()}} +#' {Return number of individual forecasts.} +#' \item{\code{append(new_serie, new_params, new_index_in_data)}} +#' {Acquire a new individual forecast, with its (optimized) parameters and the corresponding +#' index in the dataset.} +#' \item{\code{getDates()}} +#' {Get dates where forecast occurs.} +#' \item{\code{getSerie(index)}} +#' {Get forecasted serie at specified index.} +#' \item{\code{getParams(index)}} +#' {Get parameters at specified index (for 'Neighbors' method).} +#' \item{\code{getIndexInData(index)}} +#' {Get index in data which corresponds to current forecast.}} Forecast = R6::R6Class("Forecast", private = list( .pred = list(), @@ -29,90 +34,38 @@ Forecast = R6::R6Class("Forecast", ), public = list( initialize = function(dates) - initializeForecast(self, private, dates) - , + { + private$.dates <- dates + invisible(self) + }, getSize = function() - getSizeForecast(private) - , - append = function(new_serie, new_params, new_index) - appendForecast(private, new_serie, new_params, new_index) + length(private$.pred) , + append = function(new_serie, new_params, new_index_in_data) + { + private$.pred[[length(private$.pred)+1]] <- + list("serie"=new_serie, "params"=new_params, "index_in_data"=new_index_in_data) + }, getDates = function() - getDatesForecast(private) + private$.dates , getSerie = function(index) - getSerieForecast(private, index) - , + { + if (is(index,"Date")) + index = match(index, private$.dates) + private$.pred[[index]]$serie + }, getParams = function(index) - getParamsForecast(private, index) - , + { + if (is(index,"Date")) + index = match(index, private$.dates) + private$.pred[[index]]$params + }, getIndexInData = function(index) - getIndexInDataForecast(private, index) + { + if (is(index,"Date")) + index = match(index, private$.dates) + private$.pred[[index]]$index_in_data + } ) ) - -#' Initialize empty Forecast object -#' -#' @param o Object of class Forecast -#' @param private List of private members in o -#' @param dates vector of dates where forecast occurs -initializeForecast = function(o, private, dates) -{ - private$.dates <- dates - invisible(o) -} - -#' Number of individual forecasts" -#' -#' @inheritParams initializeForecast -getSizeForecast = function(private) - length(private$.pred) - -#' Obtain a new pair (serie, params)" -#' -#' @inheritParams initializeForecast -#' @param new_serie Values of a new serie -#' @param new_params Associated (optimized) parameters -#' @param new_index_in_data Corresponding index in data -appendForecast = function(private, new_serie, new_params, new_index_in_data) -{ - private$.pred[[length(private$.pred)+1]] <- - list("serie"=new_serie, "params"=new_params, "index_in_data"=new_index_in_data) -} - -#' Dates where prediction occurs -#' -#' inheritParams initializeForecast -getDatesForecast = function(private) - private$.dates - -#' Serie values at specified index" -#' -#' @inheritParams initializeForecast -#' @param index Return value at this index -getSerieForecast = function(index) -{ - if (is(index,"Date")) - index = match(index, private$.dates) - private$.pred[[index]]$serie -} - -#' Params at specified index" -#' -#' @inheritParams getSerieForecast -getParamsForecast = function(index) -{ - if (is(index,"Date")) - index = match(index, private$.dates) - private$.pred[[index]]$params -} - -#' (day) Index in data where prediction took place" -#' -#' @inheritParams getSerieForecast -getIndexInDataForecast = function(index) -{ - if (is(index,"Date")) - index = match(index, private$.dates) - private$.pred[[index]]$index_in_data -} diff --git a/pkg/R/Forecaster.R b/pkg/R/Forecaster.R index 2bd2e4e..47160b5 100644 --- a/pkg/R/Forecaster.R +++ b/pkg/R/Forecaster.R @@ -19,7 +19,7 @@ #' {Predict a new shape of \code{horizon} values at day index \code{today} using \code{memory} #' days in the past.} #' \item{\code{getParameters()}} -#' {Return (internal) parameters.} } +#' {Return (internal) parameters.}} Forecaster = R6::R6Class("Forecaster", private = list( .params = list(), @@ -36,13 +36,13 @@ Forecaster = R6::R6Class("Forecaster", predictSerie = function(today, memory, horizon, ...) { # Parameters (potentially) computed during shape prediction stage - predicted_shape = o$predictShape(today, memory, horizon, ...) + predicted_shape = self$predictShape(today, memory, horizon, ...) predicted_delta = private$.pjump(private$.data,today,memory,horizon,private$.params,...) # Predicted shape is aligned it on the end of current day + jump predicted_shape+tail(private$.data$getSerie(today),1)-predicted_shape[1]+predicted_delta }, predictShape = function(today, memory, horizon, ...) - #empty default implementation: to implement in inherited classes + NULL #empty default implementation: to implement in inherited classes , getParameters = function() private$.params