X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FData.R;h=610c0c49596eda1be2e0765db7134200f49d4c63;hb=c1be989885d1e402569d55a34aef01b57d6aea1c;hp=d970f7b825ad6af4e5e57b16f84a1cb2024ce5b3;hpb=25b75559e2d9bf84e2de35b851d93fefdae36e17;p=talweg.git diff --git a/pkg/R/Data.R b/pkg/R/Data.R index d970f7b..610c0c4 100644 --- a/pkg/R/Data.R +++ b/pkg/R/Data.R @@ -2,130 +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 = R6::R6Class("Data", private = list( .data = list() ), public = list( getSize = function() - getSizeData(private) + length(private$.data) , getStdHorizon = function() - getStdHorizonData(private) + 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 , - 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) + append = 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]]$exo <- exo + }, getTime = function(index) - getTimeData(self, private, index) - , + { + index = dateIndexToInteger(index, self) + private$.data[[index]]$time + }, getCenteredSerie = function(index) - getCenteredSerieData(self, private, index) + { + index = dateIndexToInteger(index, self) + private$.data[[index]]$centered_serie + }, + getCenteredSeries = function(indices) + sapply(indices, function(i) self$getCenteredSerie(i)) , getLevel = function(index) - getLevelData(self, private, index) - , + { + index = dateIndexToInteger(index, self) + private$.data[[index]]$level + }, getSerie = function(index) - getSerieData(self, private, index) + { + index = dateIndexToInteger(index, self) + private$.data[[index]]$centered_serie + private$.data[[index]]$level + }, + getSeries = function(indices) + sapply(indices, function(i) self$getSerie(i)) , + getExoHat = function(index) + { + index = dateIndexToInteger(index, self) + private$.data[[index]]$exo_hat + }, getExo = function(index) - getExoData(self, private, index) + { + index = dateIndexToInteger(index, self) + private$.data[[index]]$exo + }, + removeFirst = function() + private$.data <- private$.data[2:length(private$.data)] , - getExoHat = function(index) - getExoHatData(self, private, index) + removeLast = function() + private$.data <- private$.data[1:(length(private$.data)-1)] ) ) - -#' Number of series in the dataset -#' -#' @param private List of private members in current object -getSizeData = function(private) - length(private$.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 -}