X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FData.R;h=610c0c49596eda1be2e0765db7134200f49d4c63;hb=c1be989885d1e402569d55a34aef01b57d6aea1c;hp=d4609f20082f0939f3cdd5128381240a6c5de683;hpb=1e20780ee1505fac6c7ed68d340892c497524561;p=talweg.git diff --git a/pkg/R/Data.R b/pkg/R/Data.R index d4609f2..610c0c4 100644 --- a/pkg/R/Data.R +++ b/pkg/R/Data.R @@ -1,97 +1,115 @@ -#' @title Data +#' Data #' -#' @description Data encapsulation +#' 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 -#' \item exo_Dm1: List of measured exogenous variables at day minus 1 #' } #' -#' @exportClass Data -#' @export Data -Data = setRefClass( - Class = "Data", - - fields = list( - data = "list" +#' @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).} +#' } +#' +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 + , + append = function(time, exo_hat) + private$.data[[length(private$.data)+1]] <- list("time"=time,"exo_hat"=exo_hat) + , + append = function(time, serie, 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 - }, - 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) + 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)] ) )