X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FData.R;h=8aa149d89fa4e381768577afe0b9585dcec3d626;hb=7c4b2952874de1d40a742e72efe51999b99050f5;hp=42e8c69b1ad0380f50404b1b1572a99cd73f0593;hpb=98e958cab563866f8e00886b54336018a2e8bc97;p=talweg.git

diff --git a/pkg/R/Data.R b/pkg/R/Data.R
index 42e8c69..8aa149d 100644
--- a/pkg/R/Data.R
+++ b/pkg/R/Data.R
@@ -1,99 +1,134 @@
 #' Data
 #'
-#' Data encapsulation
+#' Data encapsulation, in the form of a few lists (time-series + exogenous variables).
 #'
-#' @docType class
-#' @importFrom R6 R6Class
+#' The private field .tvp is a list where each cell contains the hourly variables for a
+#' period of time of 24 hours, from 1am to next midnight. The other lists contain
+#' informations on series' levels and exogenous variables (both measured and predicted).
+#'
+#' @usage # Data$new()
 #'
-#' @field .data List of \itemize{
+#' @field .tvp List of "time-values"; in each cell:
+#' \itemize{
 #'   \item time: vector of times
-#'   \item serie: centered series
-#'   \item level: corresponding levels
-#'   \item exo: exogenous variables
-#'   \item exo_hat: predicted exogenous variables}
+#'   \item serie: (measured) serie
+#'   \item level_hat: predicted level for current day
+#' }
+#' @field .level Vector of measured levels
+#' @field .exo List of measured exogenous variables, cell = numerical vector.
+#' @field .exo_hat List of predicted exogenous variables, cell = numerical vector.
 #'
 #' @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).}
+#'   Number of series in dataset.}
+#' \item{\code{append(time, value, level_hat, exo, exo_hat)}}{
+#'   Measured data for given vector of times + exogenous predictions from
+#'   last midgnight.}
 #' \item{\code{getTime(index)}}{
-#'   Get times at specified index.}
-#' \item{\code{getCenteredSerie(index)}}{
-#'   Get 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.}
+#'   Times (vector) at specified index.}
 #' \item{\code{getSerie(index)}}{
-#'   Get serie (centered+level) at specified index.}
+#'   Serie (centered+level) at specified index.}
 #' \item{\code{getSeries(indices)}}{
-#'   Get series at specified indices (in columns).}
+#'   Series at specified indices (in columns).}
+#' \item{\code{getLevel(index)}}{
+#'   Measured level at specified index.}
+#' \item{\code{getLevelHat(index)}}{
+#'   Predicted level vector at specified index (by hour).}
+#' \item{\code{getCenteredSerie(index)}}{
+#'   Centered serie at specified index.}
+#' \item{\code{getCenteredSeries(indices)}}{
+#'   Centered series at specified indices (in columns).}
 #' \item{\code{getExo(index)}}{
-#'   Get exogenous variables at specified index.}
+#'   Measured exogenous variables at specified index.}
 #' \item{\code{getExoHat(index)}}{
-#'   Get estimated exogenous variables at specified index.}
+#'   Predicted exogenous variables at specified index.}
 #' }
+#'
+#' @docType class
+#' @format R6 class
+#'
 Data = R6::R6Class("Data",
 	private = list(
-		.data = list()
+		.tvp = list(),
+		.level = vector("double",0),
+		.exo = list(),
+		.exo_hat = list()
 	),
 	public = list(
 		getSize = function()
-			length(private$.data)
+			length(private$.tvp)
 		,
-		getStdHorizon = function()
-			24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
-		,
-		append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
+		append = function(time=NULL, value=NULL, level_hat=NULL, exo=NULL, exo_hat=NULL)
 		{
-			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)
+			if (!is.null(time) && !is.null(value) && !is.null(level_hat))
+			{
+				L = length(private$.tvp)
+				if (L == 0 || strftime( tail(private$.tvp[[L]]$time,1),
+					format="%H:%M:%S", tz="GMT" ) == "00:00:00")
+				{
+					# Append a new cell
+					private$.tvp[[L+1]] <- list("time"=time, "serie"=value, "level_hat"=level_hat)
+				}
+				else
+				{
+					# Complete current cell
+					private$.tvp[[L]]$time <- c(private$.tvp[[L]]$time, time)
+					private$.tvp[[L]]$serie <- c(private$.tvp[[L]]$serie, value)
+					private$.tvp[[L]]$level_hat <- c(private$.tvp[[L]]$levem_hat, level_hat)
+				}
+			}
+			if (strftime( tail(private$.tvp[[length(private$.tvp)]]$time,1),
+				format="%H:%M:%S", tz="GMT" ) == "00:00:00")
+			{
+				private$.level = c(private$.level,
+					mean(private$.tvp[[length(private$.tvp)]]$serie, na.rm=TRUE))
+			}
+			if (!is.null(exo))
+				private$.exo[[length(private$.exo)+1]] = exo
+			if (!is.null(exo_hat))
+				private$.exo_hat[[length(private$.exo_hat)+1]] = exo_hat
 		},
 		getTime = function(index)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$time
+			private$.tvp[[index]]$time
 		},
-		getCenteredSerie = function(index)
+		getSerie = function(index)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$centered_serie
+			private$.tvp[[index]]$serie
 		},
-		getCenteredSeries = function(indices)
-			sapply(indices, function(i) self$getCenteredSerie(i))
+		getSeries = function(indices)
+			sapply(indices, function(i) self$getSerie(i))
 		,
 		getLevel = function(index)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$level
+			private$.level[index]
 		},
-		getSerie = function(index)
+		getLevelHat = function(index)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$centered_serie + private$.data[[index]]$level
+			private$.tvp[[index]]$level_hat
 		},
-		getSeries = function(indices)
-			sapply(indices, function(i) self$getSerie(i))
+		getCenteredSerie = function(index)
+		{
+			index = dateIndexToInteger(index, self)
+			private$.tvp[[index]]$serie - private$.level[index]
+		},
+		getCenteredSeries = function(indices)
+			sapply(indices, function(i) self$getCenteredSerie(i))
 		,
 		getExo = function(index)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$exo
+			private$.exo[[index]]
 		},
 		getExoHat = function(index)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$exo_hat
-		},
-		removeFirst = function()
-			private$.data <- private$.data[2:length(private$.data)]
-		,
-		removeLast = function()
-			private$.data <- private$.data[1:(length(private$.data)-1)]
+			private$.exo_hat[[index]]
+		}
 	)
 )