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[talweg.git] / pkg / R / plot.R
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1#' Plot curves
2#'
3#' Plot a range of curves in data.
4#'
5#' @inheritParams computeError
6#' @param indices Range of indices (integers or dates)
7#'
8#' @export
9plotCurves <- function(data, indices=seq_len(data$getSize()))
10{
11 series = data$getSeries(indices)
12 yrange = quantile(series, probs=c(0.025,0.975), na.rm=TRUE)
13 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
14 for (i in seq_along(indices))
15 {
16 plot(series[,i], type="l", ylim=yrange,
17 xlab=ifelse(i==1,"Time (hours)",""), ylab=ifelse(i==1,"PM10",""))
18 if (i < length(indices))
19 par(new=TRUE)
20 }
21}
22
23#' Plot error
24#'
25#' Draw error graphs, potentially from several runs of \code{computeForecast()}.
26#'
27#' @param err Error as returned by \code{computeError()}
28#' @param cols Colors for each error (default: 1,2,3,...)
29#'
30#' @seealso \code{\link{plotCurves}}, \code{\link{plotPredReal}},
31#' \code{\link{plotSimils}}, \code{\link{plotFbox}}, \code{\link{computeFilaments}},
32#' \code{\link{plotFilamentsBox}}, \code{\link{plotRelVar}}
33#'
34#' @export
35plotError <- function(err, cols=seq_along(err))
36{
37 if (!is.null(err$abs))
38 err = list(err)
39 par(mfrow=c(2,2), mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2)
40 L = length(err)
41 yrange = range( sapply(1:L, function(i) ( err[[i]]$abs$day ) ), na.rm=TRUE )
42 for (i in seq_len(L))
43 {
44 plot(err[[i]]$abs$day, type="l", xlab=ifelse(i==1,"Time (hours)",""),
45 ylab=ifelse(i==1,"Mean |y - y_hat|",""), ylim=yrange, col=cols[i])
46 if (i < L)
47 par(new=TRUE)
48 }
49 yrange = range( sapply(1:L, function(i) ( err[[i]]$abs$indices ) ), na.rm=TRUE )
50 for (i in seq_len(L))
51 {
52 plot(err[[i]]$abs$indices, type="l", xlab=ifelse(i==1,"Time (days)",""),
53 ylab=ifelse(i==1,"Mean |y - y_hat|",""), ylim=yrange, col=cols[i])
54 if (i < L)
55 par(new=TRUE)
56 }
57 yrange = range( sapply(1:L, function(i) ( err[[i]]$MAPE$day ) ), na.rm=TRUE )
58 for (i in seq_len(L))
59 {
60 plot(err[[i]]$MAPE$day, type="l", xlab=ifelse(i==1,"Time (hours)",""),
61 ylab=ifelse(i==1,"Mean MAPE",""), ylim=yrange, col=cols[i])
62 if (i < L)
63 par(new=TRUE)
64 }
65 yrange = range( sapply(1:L, function(i) ( err[[i]]$MAPE$indices ) ), na.rm=TRUE )
66 for (i in seq_len(L))
67 {
68 plot(err[[i]]$MAPE$indices, type="l", xlab=ifelse(i==1,"Time (days)",""),
69 ylab=ifelse(i==1,"Mean MAPE",""), ylim=yrange, col=cols[i])
70 if (i < L)
71 par(new=TRUE)
72 }
73}
74
75#' Plot measured / predicted
76#'
77#' Plot measured curve (in black) and predicted curve (in blue).
78#'
79#' @inheritParams computeError
80#' @param index Index in forecasts (integer or date)
81#'
82#' @export
83plotPredReal <- function(data, pred, index)
84{
85 horizon = length(pred$getForecast(1))
86 measure = data$getSerie( pred$getIndexInData(index)+1 )[1:horizon]
87 prediction = pred$getForecast(index)
88 yrange = range(measure, prediction)
89 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=3)
90 plot(measure, type="l", ylim=yrange, xlab="Time (hours)", ylab="PM10")
91 par(new=TRUE)
92 plot(prediction, type="l", col="#0000FF", ylim=yrange, xlab="", ylab="")
93}
94
95#' Plot similarities
96#'
97#' Plot histogram of similarities (weights), for 'Neighbors' method.
98#'
99#' @inheritParams computeError
100#' @param index Index in forecasts (integer or date)
101#'
102#' @export
103plotSimils <- function(pred, index)
104{
105 weights = pred$getParams(index)$weights
106 if (is.null(weights))
107 stop("plotSimils only works on 'Neighbors' forecasts")
108 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
109 hist(pred$getParams(index)$weights, nclass=20, main="", xlab="Weight", ylab="Count")
110}
111
112#' Functional boxplot
113#'
114#' Draw the functional boxplot on the left, and bivariate plot on the right.
115#'
116#' @inheritParams computeError
117#' @inheritParams plotCurves
118#'
119#' @export
120plotFbox <- function(data, indices=seq_len(data$getSize()))
121{
122 if (!requireNamespace("rainbow", quietly=TRUE))
123 stop("Functional boxplot requires the rainbow package")
124
125 series_matrix = data$getSeries(indices)
126 # Remove series with NAs
127 no_NAs_indices = sapply( 1:ncol(series_matrix),
128 function(i) all(!is.na(series_matrix[,i])) )
129 series_matrix = series_matrix[,no_NAs_indices]
130
131 series_fds = rainbow::fds(seq_len(nrow(series_matrix)), series_matrix)
132 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
133 rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Time (hours)", ylab="PM10",
134 plotlegend=FALSE, lwd=2)
135 rainbow::fboxplot(series_fds, "bivariate", "hdr", plotlegend=FALSE)
136}
137
138#' Compute filaments
139#'
140#' Obtain similar days in the past, and (optionally) plot them -- as black as distances
141#' are small.
142#'
143#' @inheritParams computeError
144#' @param index Index in forecast (integer or date)
145#' @param limit Number of neighbors to consider
146#' @param plot Should the result be plotted?
147#'
148#' @return A list with
149#' \itemize{
150#' \item index : index of the current serie ('today')
151#' \item neighb_indices : indices of its neighbors
152#' \item colors : colors of neighbors curves (shades of gray)
153#' }
154#'
155#' @export
156computeFilaments <- function(data, pred, index, limit=60, plot=TRUE)
157{
158 ref_serie = data$getCenteredSerie( pred$getIndexInData(index) )
159 if (any(is.na(ref_serie)))
160 stop("computeFilaments requires a serie without NAs")
161
162 # Compute colors for each neighbor (from darkest to lightest)
163 sorted_dists = sort(-log(pred$getParams(index)$weights), index.return=TRUE)
164 nn = min(limit, length(sorted_dists$x))
165 min_dist = min(sorted_dists$x[1:nn])
166 max_dist = max(sorted_dists$x[1:nn])
167 color_values = floor(19.5*(sorted_dists$x[1:nn]-min_dist)/(max_dist-min_dist)) + 1
168 colors = gray.colors(20,0.1,0.9)[color_values] #TODO: 20 == magic number
169
170 if (plot)
171 {
172 # Complete series with (past and present) tomorrows
173 ref_serie = c(ref_serie, data$getCenteredSerie( pred$getIndexInData(index)+1 ))
174 centered_series = rbind(
175 data$getCenteredSeries( pred$getParams(index)$indices ),
176 data$getCenteredSeries( pred$getParams(index)$indices+1 ) )
177 yrange = range( ref_serie,
178 quantile(centered_series, probs=c(0.025,0.975), na.rm=TRUE) )
179 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2)
180 for (i in nn:1)
181 {
182 plot(centered_series[,sorted_dists$ix[i]], ylim=yrange, type="l", col=colors[i],
183 xlab=ifelse(i==1,"Time (hours)",""), ylab=ifelse(i==1,"Centered PM10",""))
184 par(new=TRUE)
185 }
186 # Also plot ref curve, in red
187 plot(ref_serie, ylim=yrange, type="l", col="#FF0000", xlab="", ylab="")
188 abline(v=24, lty=2, col=colors()[56], lwd=1)
189 }
190
191 list(
192 "index"=pred$getIndexInData(index),
193 "neighb_indices"=pred$getParams(index)$indices[sorted_dists$ix[1:nn]],
194 "colors"=colors)
195}
196
197#' Functional boxplot on filaments
198#'
199#' Draw the functional boxplot on filaments obtained by \code{computeFilaments()}.
200#'
201#' @inheritParams computeError
202#' @param fil Output of \code{computeFilaments}
203#'
204#' @export
205plotFilamentsBox = function(data, fil)
206{
207 if (!requireNamespace("rainbow", quietly=TRUE))
208 stop("Functional boxplot requires the rainbow package")
209
210 series_matrix = rbind(
211 data$getSeries(fil$neighb_indices), data$getSeries(fil$neighb_indices+1) )
212 series_fds = rainbow::fds(seq_len(nrow(series_matrix)), series_matrix)
213 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
214 rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Time (hours)", ylab="PM10",
215 plotlegend=FALSE, lwd=2)
216
217 # "Magic": http://stackoverflow.com/questions/13842560/get-xlim-from-a-plot-in-r
218 usr <- par("usr")
219 yr <- (usr[4] - usr[3]) / 27
220 par(new=TRUE)
221 plot(c(data$getSerie(fil$index),data$getSerie(fil$index+1)), type="l", lwd=2, lty=2,
222 ylim=c(usr[3] + yr, usr[4] - yr), xlab="", ylab="")
223 abline(v=24, lty=2, col=colors()[56])
224}
225
226#' Plot relative conditional variability / absolute variability
227#'
228#' Draw the relative conditional variability / absolute variability based on filaments
229#' obtained by \code{computeFilaments()}.
230#'
231#' @inheritParams computeError
232#' @inheritParams plotFilamentsBox
233#'
234#' @export
235plotRelVar = function(data, fil)
236{
237 ref_var = c( apply(data$getSeries(fil$neighb_indices),1,sd),
238 apply(data$getSeries(fil$neighb_indices+1),1,sd) )
239 fdays = .getNoNA2(data, 1, fil$index-1)
240 global_var = c(
241 apply(data$getSeries(fdays),1,sd),
242 apply(data$getSeries(fdays+1),1,sd) )
243
244 yrange = range(ref_var, global_var)
245 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
246 plot(ref_var, type="l", col=1, lwd=3, ylim=yrange,
247 xlab="Time (hours)", ylab="Standard deviation")
248 par(new=TRUE)
249 plot(global_var, type="l", col=2, lwd=3, ylim=yrange, xlab="", ylab="")
250 abline(v=24, lty=2, col=colors()[56])
251}