X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FData.R;h=39f38376f927635a993501e8490d2bd4832a7d3d;hb=4f5204f064d37ba0ec2988ba16a7011d7f0a45cd;hp=4e16805fa85f2b190b767f0d44d2f2c1de4f5a88;hpb=f17665c7d3da672163779da686d9f4d1ebad31f9;p=talweg.git diff --git a/pkg/R/Data.R b/pkg/R/Data.R index 4e16805..39f3837 100644 --- a/pkg/R/Data.R +++ b/pkg/R/Data.R @@ -2,88 +2,112 @@ #' #' Data encapsulation #' -#' @field data List of +#' @docType class +#' @importFrom R6 R6Class +#' +#' @field .data List of #' \itemize{ #' \item time: vector of times -#' \item serie: centered series +#' \item centered_serie: centered series #' \item level: corresponding levels #' \item exo: exogenous variables #' \item exo_hat: predicted exogenous variables #' } #' -#' @docType class -#' @importFrom R6 R6Class +#' @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, exo_hat)}}{ +#' New estimated exogenous variables + time} +#' \item{\code{append(serie, exo)}}{ +#' New measured data; call *after* \code{appendHat()}} +#' \item{\code{getTime(index)}}{ +#' Get times at specified index.} +#' \item{\code{getCenteredSerie(index)}}{ +#' Get (measured or predicted) centered serie at specified index.} +#' \item{\code{getCenteredSeries(indices)}}{ +#' Get centered series at specified indices (in columns).} +#' \item{\code{getLevel(index)}}{ +#' Get level at specified index.} +#' \item{\code{getSerie(index)}}{ +#' Get serie (centered+level) at specified index.} +#' \item{\code{getSeries(indices)}}{ +#' Get series at specified indices (in columns).} +#' \item{\code{getExoHat(index)}}{ +#' Get predicted exogenous variables at specified index.} +#' \item{\code{getExo(index)}}{ +#' Get exogenous variables at specified index.} +#' \item{\code{removeFirst()}}{ +#' Remove first list element (if truncated).} +#' \item{\code{removeLast()}}{ +#' Remove last list element (if truncated).} +#' } #' -#' @export -Data = R6Class("Data", +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(time, serie, exo, 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) + level = mean(serie, na.rm=TRUE) + centered_serie = serie - level + private$.data[[length(private$.data)+1]] <- list( + "time"=time, #H-24 --> H-1 + "centered_serie"=centered_serie, #at 'time' + "level"=level, #at 'time' + "exo"=exo, #at 'time' (yersteday 0am to last midnight) + "exo_hat"=exo_hat) #today 0am to next midnight }, 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 }, + getCenteredSeries = function(indices) + sapply(indices, function(i) self$getCenteredSerie(i)) + , getLevel = function(index) { - "Level of the serie at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$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 }, + getSeries = function(indices) + sapply(indices, function(i) self$getSerie(i)) + , getExoHat = function(index) { - "Exogeous predictions at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$exo_hat + index = dateIndexToInteger(index, self) + private$.data[[index]]$exo_hat }, getExo = function(index) { - "Exogenous measures at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$exo - } + index = dateIndexToInteger(index, self) + private$.data[[index]]$exo + }, + removeFirst = function() + private$.data <- private$.data[2:length(private$.data)] + , + removeLast = function() + private$.data <- private$.data[1:(length(private$.data)-1)] ) )