#'
#' Forecast encapsulation
#'
-#' @field pred List with
-#' \itemize{
+#' @docType class
+#' @importFrom R6 R6Class
+#'
+#' @field .pred List with \itemize{
#' \item serie: forecasted serie
#' \item params: corresponding list of parameters (weights, neighbors...)
-#' \item index: corresponding index in data object
-#' }
+#' \item index_in_data: corresponding index in data object}
+#' @field .dates vector of day indices where forcast occurs
#'
-#' @docType class
-#' @importFrom R6 R6Class
+#' @section Methods:
+#' \describe{
+#' \item{\code{initialize(dates)}}{
+#' Initialize a Forecast object with a series of date indices.}
+#' \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.}
+#' }
#'
-#' @export
Forecast = R6::R6Class("Forecast",
private = list(
- .pred = "list",
- .dates = "Date"
+ .pred = list(),
+ .dates = integer(0) #store dates as integers (from 1970-01-01)
),
public = list(
initialize = function(dates)
- initialize(self, private, dates)
- ,
+ {
+ private$.dates <- dates
+ invisible(self)
+ },
getSize = function()
- getSize(private)
- ,
- append = function(new_serie, new_params, new_index)
- append(private, new_serie, new_params, new_index)
+ length(private$.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()
- getDates(private)
+ as.Date( private$.dates, origin="1970-01-01" )
,
getSerie = function(index)
- getSerie(private, index)
- ,
+ {
+ if (is(index,"Date"))
+ index = match(index, private$.dates)
+ private$.pred[[index]]$serie
+ },
getParams = function(index)
- getParams(private, index)
- ,
+ {
+ if (is(index,"Date"))
+ index = match(index, private$.dates)
+ private$.pred[[index]]$params
+ },
getIndexInData = function(index)
- getIndexInData(private, index)
+ {
+ if (is(index,"Date"))
+ index = match(index, private$.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
-initialize = function(o, private, dates)
-{
- private$.dates <<- dates
- private$.pred <<- list()
- invisible(o)
-}
-
-#' Number of individual forecasts"
-#'
-#' @inheritParams initialize
-getSize = function(private)
- length(private$.pred)
-
-#' Obtain a new pair (serie, params)"
-#'
-#' @inheritParams initialize
-append = function(new_serie, new_params, new_index_in_data)
-{
- private$.pred[[length(private$.pred)+1]] <<-
- list("serie"=new_serie, "params"=new_params, "index_in_data"=new_index_in_data)
-}
-
-#' Dates where prediction occurs
-#'
-#' inheritParams initialize
-getDates = function(private)
- private$.dates
-
-#' Serie values at specified index"
-#'
-#' @inheritParams initialize
-#' @param index Return value at this index
-getSerie = function(index)
-{
- if (is(index,"Date"))
- index = match(index, private$.dates)
- private$.pred[[index]]$serie
-}
-
-#' Params at specified index"
-#'
-#' @inheritParams getSerie
-getParams = function(index)
-{
- if (is(index,"Date"))
- index = match(index, private$.dates)
- private$.pred[[index]]$params
-}
-
-#' (day) Index in data where prediction took place"
-#'
-#' @inheritParams getSerie
-getIndexInData = function(index)
-{
- if (is(index,"Date"))
- index = match(index, private$.dates)
- private$.pred[[index]]$index_in_data
-}