X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FData.R;h=35f8524c08c3306934122f69b8db9abab8d707b4;hb=af3b84f4cacade7d83221ca0249b546c50ddf340;hp=4e16805fa85f2b190b767f0d44d2f2c1de4f5a88;hpb=f17665c7d3da672163779da686d9f4d1ebad31f9;p=talweg.git diff --git a/pkg/R/Data.R b/pkg/R/Data.R index 4e16805..35f8524 100644 --- a/pkg/R/Data.R +++ b/pkg/R/Data.R @@ -2,88 +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 -#' } -#' -#' @docType class -#' @importFrom R6 R6Class +#' \item exo_hat: predicted exogenous variables} #' -#' @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() + ), public = list( - data = "list", - initialize = function(...) - { - "Initialize empty Data object" -#TODO: continue from here - callSuper(...) - }, getSize = function() - { - "Number of series in the dataset" - - length(data) - }, + length(private$.data) + , getStdHorizon = function() + 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 + , + append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat) { - "'Standard' horizon, from t+1 to midnight" - - 24 - as.POSIXlt( data[[1]]$time[1] )$hour + 1 - }, - append = function(new_time, new_serie, new_level, new_exo_hat, new_exo) - { - "Acquire a new vector of lists (time, serie, level, exo_hat, exo)" - - data[[length(data)+1]] <<- list("time"=new_time,"serie"=new_serie,"level"=new_level, - "exo_hat"=new_exo_hat,"exo"=new_exo) + 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)) ) + }) ] } ) )