X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FData.R;h=610c0c49596eda1be2e0765db7134200f49d4c63;hb=c1be989885d1e402569d55a34aef01b57d6aea1c;hp=e33e4809022e7875e53f88649b8431799826acb1;hpb=5d83d8150dc135347d5ef39e5015b88f33fa9ee3;p=talweg.git diff --git a/pkg/R/Data.R b/pkg/R/Data.R index e33e480..610c0c4 100644 --- a/pkg/R/Data.R +++ b/pkg/R/Data.R @@ -5,32 +5,47 @@ #' @docType class #' @importFrom R6 R6Class #' -#' @field .data List of \itemize{ +#' @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_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, 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).} +#' } #' -#' @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{append(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)}} -#' {Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat).} -#' \item{\code{getTime(index)}} -#' {Get times at specified index.} -#' \item{\code{getCenteredSerie(index)}} -#' {Get centered serie at specified index.} -#' \item{\code{getLevel(index)}} -#' {Get level at specified index.} -#' \item{\code{getSerie(index)}} -#' {Get serie (centered+level) at specified index.} -#' \item{\code{getExo(index)}} -#' {Get exogenous variables at specified index.} -#' \item{\code{getExoHat(index)}} -#' {Get estimated exogenous variables at specified index.}} Data = R6::R6Class("Data", private = list( .data = list() @@ -42,11 +57,18 @@ Data = R6::R6Class("Data", getStdHorizon = function() 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 , - append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat) + append = function(time, exo_hat) + private$.data[[length(private$.data)+1]] <- list("time"=time,"exo_hat"=exo_hat) + , + append = function(time, serie, exo) { - private$.data[[length(private$.data)+1]] <- list( - "time"=new_time, "centered_serie"=new_centered_serie, "level"=new_level, - "exo"=new_exo, "exo_hat"=new_exo_hat) + index <- length(private$.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) { @@ -58,6 +80,9 @@ Data = R6::R6Class("Data", index = dateIndexToInteger(index, self) private$.data[[index]]$centered_serie }, + getCenteredSeries = function(indices) + sapply(indices, function(i) self$getCenteredSerie(i)) + , getLevel = function(index) { index = dateIndexToInteger(index, self) @@ -68,15 +93,18 @@ Data = R6::R6Class("Data", index = dateIndexToInteger(index, self) private$.data[[index]]$centered_serie + private$.data[[index]]$level }, - getExo = function(index) + getSeries = function(indices) + sapply(indices, function(i) self$getSerie(i)) + , + getExoHat = function(index) { index = dateIndexToInteger(index, self) - private$.data[[index]]$exo + private$.data[[index]]$exo_hat }, - getExoHat = function(index) + getExo = function(index) { index = dateIndexToInteger(index, self) - private$.data[[index]]$exo_hat + private$.data[[index]]$exo }, removeFirst = function() private$.data <- private$.data[2:length(private$.data)]