X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FData.R;h=39e34dee8758ab804536b1f77cd45109ace57b33;hb=d2ab47a744d8fb29c03a76a7ca2368dae53f9a57;hp=551cfaf6f5dbed4b9e2251cd5275b96b4492d35c;hpb=72b9c50162bcdcf6c99fbb8b2ec6ea9ba98379cb;p=talweg.git diff --git a/pkg/R/Data.R b/pkg/R/Data.R index 551cfaf..39e34de 100644 --- a/pkg/R/Data.R +++ b/pkg/R/Data.R @@ -1,117 +1,136 @@ #' Data #' -#' Data encapsulation +#' Data encapsulation as a list (days) of lists (components). #' -#' @docType class -#' @importFrom R6 R6Class +#' The private field .tv is a list where each cell contains the hourly variables for a +#' period of time of 24 hours, from 1am to next midnight. The other lists contain +#' informations on series' levels and exogenous variables (both measured and predicted). +#' +#' @usage # Data$new() #' -#' @field .data List of \itemize{ +#' @field .tv List of "time-values"; in each cell: +#' \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 serie: (measured) serie +#' } +#' @field .level Vector of measured levels +#' @field .level_hat Vector of predicted levels +#' @field .exo List of measured exogenous variables, cell = numerical vector. +#' @field .exo_hat List of predicted exogenous variables, cell = numerical vector. #' #' @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{appendHat(time, hat_serie, hat_exo)}}{ -#' New estimated data + time.} -#' \item{\code{append(serie, exo)}}{ -#' New measured data; call *after* \code{appendHat()}} +#' Number of series in dataset.} +#' \item{\code{append(time, value, level_hat, 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{getSerie(index)}}{ +#' Serie (centered+level) at specified index.} +#' \item{\code{getSeries(indices)}}{ +#' Series at specified indices (in columns).} +#' \item{\code{getLevel(index)}}{ +#' Measured level at specified index.} +#' \item{\code{getLevelHat(index)}}{ +#' Predicted level 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{getExo(index)}}{ +#' Measured exogenous variables at specified index.} +#' \item{\code{getExoHat(index)}}{ +#' Predicted exogenous variables at specified index.} #' } #' +#' @docType class +#' @format R6 class +#' Data = R6::R6Class("Data", private = list( - .data = list() + .tv = list(), + .level = vector("double",0), + .level_hat = vector("double",0), + .exo = list(), + .exo_hat = list() ), public = list( getSize = function() - length(private$.data) - , - getStdHorizon = function() - 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 + length(private$.tv) , - 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=NULL, value=NULL, level_hat=NULL, exo=NULL, exo_hat=NULL) { - 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)]]$exo <- exo, + if (!is.null(time) && !is.null(value)) + { + L = length(private$.tv) + if (L == 0 || strftime( tail(private$.tv[[L]]$time,1), + format="%H:%M:%S", tz="GMT" ) == "00:00:00") + { + # Append a new cell + private$.tv[[L+1]] <- list("time"=time, "serie"=value) + } + else + { + # Complete current cell + private$.tv[[L]]$time = c(private$.tv[[L]]$time, time) + private$.tv[[L]]$serie = c(private$.tv[[L]]$serie, value) + } + } + if (strftime( tail(private$.tv[[length(private$.tv)]]$time,1), + format="%H:%M:%S", tz="GMT" ) == "00:00:00") + { + private$.level = c(private$.level, + mean(private$.tv[[length(private$.tv)]]$serie, na.rm=TRUE)) + } + if (!is.null(level_hat)) + private$.level_hat = c(private$.level_hat, level_hat) + if (!is.null(exo)) + private$.exo[[length(private$.exo)+1]] = exo + if (!is.null(exo_hat)) + private$.exo_hat[[length(private$.exo_hat)+1]] = exo_hat }, getTime = function(index) { index = dateIndexToInteger(index, self) - private$.data[[index]]$time + private$.tv[[index]]$time }, - getCenteredSerie = function(index, hat=FALSE) + getSerie = function(index) { index = dateIndexToInteger(index, self) - if (hat) - private$.data[[index]]$hat_centered_serie - else - private$.data[[index]]$centered_serie + private$.tv[[index]]$serie }, - getCenteredSeries = function(indices, hat=FALSE) - sapply(indices, function(i) self$getCenteredSerie(i, hat)) + getSeries = function(indices) + sapply(indices, function(i) self$getSerie(i)) , - getLevel = function(index, hat=FALSE) + getLevel = function(index) { index = dateIndexToInteger(index, self) - if (hat) - private$.data[[index]]$hat_level - else - private$.data[[index]]$level + private$.level[index] }, - getSerie = function(index, hat=FALSE) + getLevelHat = 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$.level_hat[index] }, - getSeries = function(indices, hat=FALSE) - sapply(indices, function(i) self$getSerie(i, hat)) - , - getExo = function(index, hat=FALSE) + getCenteredSerie = function(index) { index = dateIndexToInteger(index, self) - if (hat) - private$.data[[index]]$hat_exo - else - private$.data[[index]]$exo + private$.tv[[index]]$serie - private$.level[index] }, - removeFirst = function() - private$.data <- private$.data[2:length(private$.data)] + getCenteredSeries = function(indices) + sapply(indices, function(i) self$getCenteredSerie(i)) , - removeLast = function() - private$.data <- private$.data[1:(length(private$.data)-1)] + getExo = function(index) + { + index = dateIndexToInteger(index, self) + private$.exo[[index]] + }, + getExoHat = function(index) + { + index = dateIndexToInteger(index, self) + private$.exo_hat[[index]] + } ) )