X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FData.R;h=53a8d5b1d5245629ae0ed28b34580f65f49f68f3;hb=2057c793ad9929ed5bef8663ea28b896c84df0fc;hp=18c67dd0f7c193ca1bba301307346b589b047a86;hpb=35eb1443d0ae161c730e371e08e576754ec0084d;p=talweg.git diff --git a/pkg/R/Data.R b/pkg/R/Data.R index 18c67dd..53a8d5b 100644 --- a/pkg/R/Data.R +++ b/pkg/R/Data.R @@ -2,96 +2,114 @@ #' #' 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" + .data = list() ), public = list( - initialize = function(...) - initialize(self, private, ...) - , getSize = function() - getSize() + length(private$.data) , getStdHorizon = function() - getStdHorizon(self, private) + 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 , - append = function(new_time, new_serie, new_level, new_exo_hat, new_exo) - append(self, private, - - data[[length(data)+1]] <<- list("time"=new_time,"serie"=new_serie,"level"=new_level, - "exo_hat"=new_exo_hat,"exo"=new_exo) + appendHat = function(time, exo_hat) + private$.data[[length(private$.data)+1]] <- list("time"=time,"exo_hat"=exo_hat) + , + append = function(time, serie, exo) + { + index <- length(private$.data) + level = mean(serie, na.rm=TRUE) + centered_serie = serie - level + private$.data[[index]]$time <- time + private$.data[[index]]$centered_serie <- centered_serie + private$.data[[index]]$level <- level + private$.data[[index]]$exo <- exo }, getTime = function(index) { - "Time values at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$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)] ) ) - -#' Initialize empty Data object -initialize = function(self, private, ...) -{ - invisible(self) -} - -#' Number of series in the dataset -getSize = function(self, private) - length(private$.data) - -#' 'Standard' horizon, from t+1 to midnight -getStdHorizon = function(self, private) - 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 - -#' Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat)