X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FData.R;h=551cfaf6f5dbed4b9e2251cd5275b96b4492d35c;hb=72b9c50162bcdcf6c99fbb8b2ec6ea9ba98379cb;hp=9b7db3f766c4cdc07e2c3a95882ce34342920f34;hpb=469529710f56c790ae932b45d13fed2e34bcabf2;p=talweg.git

diff --git a/pkg/R/Data.R b/pkg/R/Data.R
index 9b7db3f..551cfaf 100644
--- a/pkg/R/Data.R
+++ b/pkg/R/Data.R
@@ -1,97 +1,117 @@
-#' @title Data
+#' Data
 #'
-#' @description Data encapsulation
+#' Data encapsulation
 #'
-#' @field data List of
-#' \itemize{
+#' @docType class
+#' @importFrom R6 R6Class
+#'
+#' @field .data List of \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 exo: exogenous variables
+#'   \item exo_hat: predicted exogenous variables}
+#'
+#' @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()}}
+#' \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.}
 #' }
 #'
-#' @exportClass Data
-#' @export Data
-Data = setRefClass(
-	Class = "Data",
-
-	fields = list(
-		data = "list"
+Data = R6::R6Class("Data",
+	private = list(
+		.data = list()
 	),
-
-	methods = list(
-		initialize = function(...)
-		{
-			"Initialize empty Data object"
-
-			callSuper(...)
-		},
+	public = list(
 		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
+		,
+		appendHat = function(time, hat_serie, hat_exo)
 		{
-			"'Standard' horizon, from t+1 to midnight"
-
-			L1 = length(data[[1]]$serie)
-			L2 = length(data[[2]]$serie)
-			if (L1 < L2)
-				L2 - L1
-			else
-				L1
+			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(new_time, new_serie, new_level, new_exo_hat, new_exo_Dm1)
+		append = function(serie, exo)
 		{
-			"Acquire a new vector of lists (time, serie, level, exo_hat, exo_Dm1)"
-
-			data[[length(data)+1]] <<- list("time"=new_time,"serie"=new_serie,"level"=new_level,
-				"exo_hat"=new_exo_hat,"exo_Dm1"=new_exo_Dm1)
+			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)]]$exo <- exo,
 		},
 		getTime = function(index)
 		{
-			"Get time values at specified index"
-
-			index = dateIndexToInteger(index, .self)
-			data[[index]]$time
+			index = dateIndexToInteger(index, self)
+			private$.data[[index]]$time
 		},
-		getCenteredSerie = function(index)
+		getCenteredSerie = function(index, hat=FALSE)
 		{
-			"Get serie values (centered) at specified index"
-
-			index = dateIndexToInteger(index, .self)
-			data[[index]]$serie
+			index = dateIndexToInteger(index, self)
+			if (hat)
+				private$.data[[index]]$hat_centered_serie
+			else
+				private$.data[[index]]$centered_serie
 		},
-		getLevel = function(index)
+		getCenteredSeries = function(indices, hat=FALSE)
+			sapply(indices, function(i) self$getCenteredSerie(i, hat))
+		,
+		getLevel = function(index, hat=FALSE)
 		{
-			"Get level for the serie at specified index"
-
-			index = dateIndexToInteger(index, .self)
-			data[[index]]$level
+			index = dateIndexToInteger(index, self)
+			if (hat)
+				private$.data[[index]]$hat_level
+			else
+				private$.data[[index]]$level
 		},
-		getSerie = function(index)
+		getSerie = function(index, hat=FALSE)
 		{
-			"Get serie values (centered+level) at specified index"
-
-			index = dateIndexToInteger(index, .self)
-			data[[index]]$serie + data[[index]]$level
+			index = dateIndexToInteger(index, self)
+			if (hat)
+				private$.data[[index]]$hat_centered_serie + private$.data[[index]]$hat_level
+			else
+				private$.data[[index]]$centered_serie + private$.data[[index]]$level
 		},
-		getExoHat = function(index)
+		getSeries = function(indices, hat=FALSE)
+				sapply(indices, function(i) self$getSerie(i, hat))
+		,
+		getExo = function(index, hat=FALSE)
 		{
-			"Get exogeous predictions at specified index"
-
-			index = dateIndexToInteger(index, .self)
-			data[[index]]$exo_hat
+			index = dateIndexToInteger(index, self)
+			if (hat)
+				private$.data[[index]]$hat_exo
+			else
+				private$.data[[index]]$exo
 		},
-		getExoDm1 = function(index)
-		{
-			"Get exogenous measures the day before specified index"
-
-			index = dateIndexToInteger(index, .self)
-			data[[index]]$exo_Dm1
-		}
+		removeFirst = function()
+			private$.data <- private$.data[2:length(private$.data)]
+		,
+		removeLast = function()
+			private$.data <- private$.data[1:(length(private$.data)-1)]
 	)
 )