X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FData.R;h=35f8524c08c3306934122f69b8db9abab8d707b4;hb=af3b84f4cacade7d83221ca0249b546c50ddf340;hp=18c67dd0f7c193ca1bba301307346b589b047a86;hpb=35eb1443d0ae161c730e371e08e576754ec0084d;p=talweg.git diff --git a/pkg/R/Data.R b/pkg/R/Data.R index 18c67dd..35f8524 100644 --- a/pkg/R/Data.R +++ b/pkg/R/Data.R @@ -2,96 +2,97 @@ #' #' Data encapsulation #' -#' @field data List of -#' \itemize{ +#' @docType class +#' @importFrom R6 R6Class +#' +#' @field .data List of \itemize{ #' \item time: vector of times #' \item serie: centered series #' \item level: corresponding levels #' \item exo: exogenous variables -#' \item exo_hat: predicted exogenous variables -#' } +#' \item exo_hat: predicted exogenous variables} #' -#' @docType class -#' @importFrom R6 R6Class -#' -#' @export -Data = R6Class("Data", +#' @section Methods: \describe{ +#' \item{\code{getSize()}} +#' {Return number of series in dataset.} +#' \item{\code{getStdHorizon()}} +#' {Return number of time steps from serie[1] until midnight} +#' \item{\code{append(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)}} +#' {Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat).} +#' \item{\code{getTime(index)}} +#' {Get times at specified index.} +#' \item{\code{getCenteredSerie(index)}} +#' {Get centered serie at specified index.} +#' \item{\code{getLevel(index)}} +#' {Get level at specified index.} +#' \item{\code{getSerie(index)}} +#' {Get serie (centered+level) at specified index.} +#' \item{\code{getExo(index)}} +#' {Get exogenous variables at specified index.} +#' \item{\code{getExoHat(index)}} +#' {Get estimated exogenous variables at specified index.} +#' \item{\code{getCoupleDays(first,last)}} +#' {Get indices of no-NA series followed by no-NA, within [first,last] range.}} +Data = R6::R6Class("Data", private = list( - .data = "list" + .data = list() ), public = list( - initialize = function(...) - initialize(self, private, ...) - , getSize = function() - getSize() + length(private$.data) , getStdHorizon = function() - getStdHorizon(self, private) + 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 , - append = function(new_time, new_serie, new_level, new_exo_hat, new_exo) - append(self, private, - - data[[length(data)+1]] <<- list("time"=new_time,"serie"=new_serie,"level"=new_level, - "exo_hat"=new_exo_hat,"exo"=new_exo) + 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, + "exo"=new_exo, "exo_hat"=new_exo_hat) }, getTime = function(index) { - "Time values at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$time + index = dateIndexToInteger(index, self) + private$.data[[index]]$time }, getCenteredSerie = function(index) { - "Serie values (centered) at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$serie + index = dateIndexToInteger(index, self) + private$.data[[index]]$centered_serie }, getLevel = function(index) { - "Level of the serie at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$level + index = dateIndexToInteger(index, self) + private$.data[[index]]$level }, getSerie = function(index) { - "Serie values (centered+level) at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$serie + data[[index]]$level + index = dateIndexToInteger(index, self) + private$.data[[index]]$centered_serie + private$.data[[index]]$level + }, + getExo = function(index) + { + index = dateIndexToInteger(index, self) + private$.data[[index]]$exo }, getExoHat = function(index) { - "Exogeous predictions at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$exo_hat + index = dateIndexToInteger(index, self) + private$.data[[index]]$exo_hat }, - getExo = function(index) + removeFirst = function() + private$.data <- private$.data[2:length(private$.data)] + , + removeLast = function() + private$.data <- private$.data[1:(length(private$.data)-1)] + , + getCoupleDays = function(first, last) { - "Exogenous measures at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$exo + (first:last)[ sapply(first:last, function(i) { + !any( + is.na(private$.data$getCenteredSerie(i)) | + is.na(private$.data$getCenteredSerie(i+1)) ) + }) ] } ) ) - -#' Initialize empty Data object -initialize = function(self, private, ...) -{ - invisible(self) -} - -#' Number of series in the dataset -getSize = function(self, private) - length(private$.data) - -#' 'Standard' horizon, from t+1 to midnight -getStdHorizon = function(self, private) - 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 - -#' Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat)