X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FData.R;h=39e34dee8758ab804536b1f77cd45109ace57b33;hb=d2ab47a744d8fb29c03a76a7ca2368dae53f9a57;hp=6f82f239b1a1077ab9a41ae434f54b913fd6fb07;hpb=dea7ff860b42b3e246c8fa7ce2fb514561b8bc43;p=talweg.git

diff --git a/pkg/R/Data.R b/pkg/R/Data.R
index 6f82f23..39e34de 100644
--- a/pkg/R/Data.R
+++ b/pkg/R/Data.R
@@ -1,97 +1,136 @@
-#' @title Data
+#' Data
 #'
-#' @description Data encapsulation
+#' Data encapsulation as a list (days) of lists (components).
 #'
-#' @field data List of
+#' 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 .tv List of "time-values"; in each cell:
 #' \itemize{
 #'   \item time: vector of times
-#'   \item serie: centered series
-#'   \item level: corresponding levels
-#'   \item exo_hat: predicted exogenous variables
-#'   \item exo_Dm1: List of measured exogenous variables at day minus 1
+#'   \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()}}{
+#'   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)}}{
+#'   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
 #'
-#' @exportClass Data
-#' @export Data
-Data = setRefClass(
-	Class = "Data",
-
-	fields = list(
-		data = "list"
+Data = R6::R6Class("Data",
+	private = list(
+		.tv = list(),
+		.level = vector("double",0),
+		.level_hat = vector("double",0),
+		.exo = list(),
+		.exo_hat = list()
 	),
-
-	methods = list(
-		initialize = function(...)
-		{
-			"Initialize empty Data object"
-
-			callSuper(...)
-		},
+	public = list(
 		getSize = function()
+			length(private$.tv)
+		,
+		append = function(time=NULL, value=NULL, level_hat=NULL, exo=NULL, exo_hat=NULL)
 		{
-			"Number of series in the dataset"
-
-			length(data)
+			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
 		},
-		getStdHorizon = function()
+		getTime = function(index)
 		{
-			"'Standard' horizon, from t+1 to midnight"
-
-			L1 = length(data[[1]]$serie)
-			L2 = length(data[[2]]$serie)
-			if (L1 < L2)
-				L2 - L1
-			else
-				L1
+			index = dateIndexToInteger(index, self)
+			private$.tv[[index]]$time
 		},
-		append = function(new_time, new_serie, new_level, new_exo_hat, new_exo)
+		getSerie = function(index)
 		{
-			"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)
+			index = dateIndexToInteger(index, self)
+			private$.tv[[index]]$serie
 		},
-		getTime = function(index)
+		getSeries = function(indices)
+			sapply(indices, function(i) self$getSerie(i))
+		,
+		getLevel = function(index)
 		{
-			"Get time values at specified index"
-
-			index = dateIndexToInteger(index, .self)
-			data[[index]]$time
+			index = dateIndexToInteger(index, self)
+			private$.level[index]
 		},
-		getCenteredSerie = function(index)
+		getLevelHat = function(index)
 		{
-			"Get serie values (centered) at specified index"
-
-			index = dateIndexToInteger(index, .self)
-			data[[index]]$serie
+			index = dateIndexToInteger(index, self)
+			private$.level_hat[index]
 		},
-		getLevel = function(index)
+		getCenteredSerie = function(index)
 		{
-			"Get level for the serie at specified index"
-
-			index = dateIndexToInteger(index, .self)
-			data[[index]]$level
+			index = dateIndexToInteger(index, self)
+			private$.tv[[index]]$serie - private$.level[index]
 		},
-		getSerie = function(index)
+		getCenteredSeries = function(indices)
+			sapply(indices, function(i) self$getCenteredSerie(i))
+		,
+		getExo = function(index)
 		{
-			"Get serie values (centered+level) at specified index"
-
-			index = dateIndexToInteger(index, .self)
-			data[[index]]$serie + data[[index]]$level
+			index = dateIndexToInteger(index, self)
+			private$.exo[[index]]
 		},
 		getExoHat = function(index)
 		{
-			"Get exogeous predictions at specified index"
-
-			index = dateIndexToInteger(index, .self)
-			data[[index]]$exo_hat
-		},
-		getExoDm1 = function(index)
-		{
-			"Get exogenous measures at the specified index"
-
-			index = dateIndexToInteger(index, .self)
-			data[[index]]$exo
+			index = dateIndexToInteger(index, self)
+			private$.exo_hat[[index]]
 		}
 	)
 )