X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FData.R;h=33db5c9ce8e324e4b50edbb185dbbffb15be849c;hb=4e821712ee4349b08a0ab3f6bcb35a00342ddef4;hp=551cfaf6f5dbed4b9e2251cd5275b96b4492d35c;hpb=72b9c50162bcdcf6c99fbb8b2ec6ea9ba98379cb;p=talweg.git diff --git a/pkg/R/Data.R b/pkg/R/Data.R index 551cfaf..33db5c9 100644 --- a/pkg/R/Data.R +++ b/pkg/R/Data.R @@ -1,43 +1,59 @@ #' Data #' -#' Data encapsulation +#' Data encapsulation as a list (days) of lists (components). #' -#' @docType class -#' @importFrom R6 R6Class +#' The private field .data is a list where each cell contains the variables for a period +#' of time of 24 hours, from time P+1 until P the next day where P is an integer between +#' 0 and 23. .data[[1]] refers to the first measured data (serie and exogenous +#' variables): the corresponding times can be accessed through the function +#' \code{getTime()} below. Each cell .data[[i]] is itself a list containing five slots, +#' as described in the 'field' section. +#' +#' @usage # Data$new() #' -#' @field .data List of \itemize{ +#' @field .data[[i]] List of +#' \itemize{ #' \item time: vector of times -#' \item serie: centered series -#' \item level: corresponding levels +#' \item centered_serie: centered serie +#' \item level: corresponding level #' \item exo: exogenous variables -#' \item exo_hat: predicted exogenous variables} +#' \item exo_hat: predicted exogenous variables (for next day) +#' } #' #' @section Methods: #' \describe{ #' \item{\code{getSize()}}{ -#' Return number of series in dataset.} +#' Number of series in dataset.} #' \item{\code{getStdHorizon()}}{ -#' Return number of time steps from serie[1] until midnight} -#' \item{\code{appendHat(time, hat_serie, hat_exo)}}{ -#' New estimated data + time.} -#' \item{\code{append(serie, exo)}}{ -#' New measured data; call *after* \code{appendHat()}} +#' Number of time steps from serie[1] until midnight} +#' \item{\code{append(time, serie, exo, exo_hat)}}{ +#' Measured data for given vector of times + exogenous predictions from +#' last midgnight.} #' \item{\code{getTime(index)}}{ -#' Get times at specified index.} -#' \item{\code{getCenteredSerie(index, hat=FALSE)}}{ -#' Get (measured or predicted) centered serie at specified index.} -#' \item{\code{getCenteredSeries(indices, hat=FALSE)}}{ -#' Get centered series at specified indices (in columns).} -#' \item{\code{getLevel(index, hat=FALSE)}}{ -#' Get level at specified index.} -#' \item{\code{getSerie(index, hat=FALSE)}}{ -#' Get serie (centered+level) at specified index.} -#' \item{\code{getSeries(indices, hat=FALSE)}}{ -#' Get series at specified indices (in columns).} -#' \item{\code{getExo(index, hat=FALSE)}}{ -#' Get exogenous variables at specified index.} +#' Times (vector) at specified index.} +#' \item{\code{getCenteredSerie(index)}}{ +#' Centered serie at specified index.} +#' \item{\code{getCenteredSeries(indices)}}{ +#' Centered series at specified indices (in columns).} +#' \item{\code{getLevel(index)}}{ +#' Level at specified index.} +#' \item{\code{getSerie(index)}}{ +#' Serie (centered+level) at specified index.} +#' \item{\code{getSeries(indices)}}{ +#' Series at specified indices (in columns).} +#' \item{\code{getExoHat(index)}}{ +#' Predicted exogenous variables at specified index.} +#' \item{\code{getExo(index)}}{ +#' Measured exogenous variables at specified index.} +#' \item{\code{removeFirst()}}{ +#' Remove first list element (if truncated).} +#' \item{\code{removeLast()}}{ +#' Remove last list element (if truncated).} #' } #' +#' @docType class +#' @format R6 class +#' Data = R6::R6Class("Data", private = list( .data = list() @@ -49,64 +65,52 @@ Data = R6::R6Class("Data", getStdHorizon = function() 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 , - appendHat = function(time, hat_serie, hat_exo) - { - hat_level = mean(hat_serie, na.rm=TRUE) - hat_centered_serie = hat_serie - hat_level - private$.data[[length(private$.data)+1]] <- list( - "time"=time, "hat_centered_serie"=hat_centered_serie, - "hat_level"=hat_level, "hat_exo"=hat_exo ) - }, - append = function(serie, exo) + append = function(time, serie, exo, exo_hat) { level = mean(serie, na.rm=TRUE) centered_serie = serie - level - private$.data[[length(private$.data)]]$centered_serie <- centered_serie, - private$.data[[length(private$.data)]]$level <- level, - private$.data[[length(private$.data)]]$exo <- exo, + private$.data[[length(private$.data)+1]] <- list( + "time"=time, #H-24 --> H-1 + "centered_serie"=centered_serie, #at 'time' + "level"=level, #at 'time' + "exo"=exo, #at 'time' (yersteday 0am to last midnight) + "exo_hat"=exo_hat) #today 0am to next midnight }, getTime = function(index) { index = dateIndexToInteger(index, self) private$.data[[index]]$time }, - getCenteredSerie = function(index, hat=FALSE) + getCenteredSerie = function(index) { index = dateIndexToInteger(index, self) - if (hat) - private$.data[[index]]$hat_centered_serie - else - private$.data[[index]]$centered_serie + private$.data[[index]]$centered_serie }, - getCenteredSeries = function(indices, hat=FALSE) - sapply(indices, function(i) self$getCenteredSerie(i, hat)) + getCenteredSeries = function(indices) + sapply(indices, function(i) self$getCenteredSerie(i)) , - getLevel = function(index, hat=FALSE) + getLevel = function(index) { index = dateIndexToInteger(index, self) - if (hat) - private$.data[[index]]$hat_level - else - private$.data[[index]]$level + private$.data[[index]]$level }, - getSerie = function(index, hat=FALSE) + getSerie = function(index) { index = dateIndexToInteger(index, self) - if (hat) - private$.data[[index]]$hat_centered_serie + private$.data[[index]]$hat_level - else - private$.data[[index]]$centered_serie + private$.data[[index]]$level + private$.data[[index]]$centered_serie + private$.data[[index]]$level }, - getSeries = function(indices, hat=FALSE) - sapply(indices, function(i) self$getSerie(i, hat)) + getSeries = function(indices) + sapply(indices, function(i) self$getSerie(i)) , - getExo = function(index, hat=FALSE) + getExoHat = function(index) + { + index = dateIndexToInteger(index, self) + private$.data[[index]]$exo_hat + }, + getExo = function(index) { index = dateIndexToInteger(index, self) - if (hat) - private$.data[[index]]$hat_exo - else - private$.data[[index]]$exo + private$.data[[index]]$exo }, removeFirst = function() private$.data <- private$.data[2:length(private$.data)]