X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FData.R;h=39e34dee8758ab804536b1f77cd45109ace57b33;hb=d2ab47a744d8fb29c03a76a7ca2368dae53f9a57;hp=d970f7b825ad6af4e5e57b16f84a1cb2024ce5b3;hpb=25b75559e2d9bf84e2de35b851d93fefdae36e17;p=talweg.git

diff --git a/pkg/R/Data.R b/pkg/R/Data.R
index d970f7b..39e34de 100644
--- a/pkg/R/Data.R
+++ b/pkg/R/Data.R
@@ -1,131 +1,136 @@
 #' Data
 #'
-#' 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: 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()}}{
+#'   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
-#' @importFrom R6 R6Class
+#' @format R6 class
 #'
-#' @export
 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()
-			getSizeData(private)
-		,
-		getStdHorizon = function()
-			getStdHorizonData(private)
-		,
-		append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
-			appendData(private, new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
+			length(private$.tv)
 		,
+		append = function(time=NULL, value=NULL, level_hat=NULL, exo=NULL, exo_hat=NULL)
+		{
+			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)
-			getTimeData(self, private, index)
-		,
-		getCenteredSerie = function(index)
-			getCenteredSerieData(self, private, index)
+		{
+			index = dateIndexToInteger(index, self)
+			private$.tv[[index]]$time
+		},
+		getSerie = function(index)
+		{
+			index = dateIndexToInteger(index, self)
+			private$.tv[[index]]$serie
+		},
+		getSeries = function(indices)
+			sapply(indices, function(i) self$getSerie(i))
 		,
 		getLevel = function(index)
-			getLevelData(self, private, index)
-		,
-		getSerie = function(index)
-			getSerieData(self, private, index)
+		{
+			index = dateIndexToInteger(index, self)
+			private$.level[index]
+		},
+		getLevelHat = function(index)
+		{
+			index = dateIndexToInteger(index, self)
+			private$.level_hat[index]
+		},
+		getCenteredSerie = function(index)
+		{
+			index = dateIndexToInteger(index, self)
+			private$.tv[[index]]$serie - private$.level[index]
+		},
+		getCenteredSeries = function(indices)
+			sapply(indices, function(i) self$getCenteredSerie(i))
 		,
 		getExo = function(index)
-			getExoData(self, private, index)
-		,
+		{
+			index = dateIndexToInteger(index, self)
+			private$.exo[[index]]
+		},
 		getExoHat = function(index)
-			getExoHatData(self, private, index)
+		{
+			index = dateIndexToInteger(index, self)
+			private$.exo_hat[[index]]
+		}
 	)
 )
-
-#' Number of series in the dataset
-#'
-#' @param private List of private members in current object
-getSizeData = function(private)
-	length(private$.data)
-
-#' 'Standard' horizon, from t+1 to midnight
-#'
-#' @inheritParams getSizeData
-getStdHorizonData = function(private)
-	24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
-
-#' Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat)
-#'
-#' @inheritParams getSizeData
-#' @param new_time Time
-#' @param new_centered_serie Centered serie
-#' @param new_level Level
-#' @param new_exo Exogneous variables
-#' @param new_exo_hat Predicted exogenous variables
-appendData = function(private, new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
-{
-	private$.data[[length(private$.data)+1]] <- list("time"=new_time,
-		"centered_serie"=new_centered_serie,"level"=new_level,"exo"=new_exo,"exo_hat"=new_exo_hat)
-}
-
-#' Time values at specified index
-#'
-#' @inheritParams getSizeData
-#' @param index Return value at this index
-getTimeData = function(o, private, index)
-{
-	index = dateIndexToInteger(index, o)
-	private$.data[[index]]$time
-}
-
-#' Centered serie values at specified index
-#'
-#' @inheritParams getTimeData
-getCenteredSerieData = function(o, private, index)
-{
-	index = dateIndexToInteger(index, o)
-	private$.data[[index]]$centered_serie
-}
-
-#' Level of the serie at specified index
-#'
-#' @inheritParams getTimeData
-getLevelData = function(o, private, index)
-{
-	index = dateIndexToInteger(index, o)
-	private$.data[[index]]$level
-}
-
-#' Serie values (centered+level) at specified index
-#'
-#' @inheritParams getTimeData
-getSerieData = function(o, private, index)
-{
-	index = dateIndexToInteger(index, o)
-	private$.data[[index]]$centered_serie + data[[index]]$level
-}
-
-#' Exogenous measures at specified index
-#'
-#' @inheritParams getTimeData
-getExoData = function(o, private, index)
-{
-	index = dateIndexToInteger(index, o)
-	private$.data[[index]]$exo
-}
-
-#' Exogeous predictions at specified index
-#'
-#' @inheritParams getTimeData
-getExoHatData = function(o, private, index)
-{
-	index = dateIndexToInteger(index, o)
-	private$.data[[index]]$exo_hat
-}