X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FForecaster.R;h=cedb2b69130b9fb380e437bb36fe528b45a362ad;hb=546b0cb65870355a2a2c3705c91418570499d3a6;hp=47160b561647cc80c454de929384f41df412166f;hpb=5d83d8150dc135347d5ef39e5015b88f33fa9ee3;p=talweg.git diff --git a/pkg/R/Forecaster.R b/pkg/R/Forecaster.R index 47160b5..cedb2b6 100644 --- a/pkg/R/Forecaster.R +++ b/pkg/R/Forecaster.R @@ -5,43 +5,43 @@ #' @docType class #' @importFrom R6 R6Class #' -#' @field params List of computed parameters, for post-run analysis (dev) -#' @field data Dataset, object of class Data -#' @field pjump Function: how to predict the jump at day interface ? +#' @field .params List of computed parameters, for post-run analysis (dev) +#' @field .pjump Function: how to predict the jump at day interface ? +#' +#' @section Methods: +#' \describe{ +#' \item{\code{initialize(data, pjump)}}{ +#' Initialize a Forecaster object with a Data object and a jump prediction function.} +#' \item{\code{predictSerie(today,memory,horizon,...)}}{ +#' Predict a new serie of \code{horizon} values at day index \code{today} +#' using \code{memory} days in the past.} +#' \item{\code{predictShape(today,memory,horizon,...)}}{ +#' Predict a new shape of \code{horizon} values at day index \code{today} +#' using \code{memory} days in the past.} +#' \item{\code{getParameters()}}{ +#' Return (internal) parameters.} +#' } #' -#' @section Methods: \describe{ -#' \item{\code{initialize(data, pjump)}} -#' {Initialize a Forecaster object with a Data object and a jump prediction function.} -#' \item{\code{predictSerie(today,memory,horizon,...)}} -#' {Predict a new serie of \code{horizon} values at day index \code{today} using \code{memory} -#' days in the past.} -#' \item{\code{predictShape(today,memory,horizon,...)}} -#' {Predict a new shape of \code{horizon} values at day index \code{today} using \code{memory} -#' days in the past.} -#' \item{\code{getParameters()}} -#' {Return (internal) parameters.}} Forecaster = R6::R6Class("Forecaster", private = list( .params = list(), - .data = NULL, .pjump = NULL ), public = list( - initialize = function(data, pjump) + initialize = function(pjump) { - private$.data <- data private$.pjump <- pjump invisible(self) }, - predictSerie = function(today, memory, horizon, ...) + predictSerie = function(data, today, memory, horizon, ...) { # Parameters (potentially) computed during shape prediction stage - predicted_shape = self$predictShape(today, memory, horizon, ...) - predicted_delta = private$.pjump(private$.data,today,memory,horizon,private$.params,...) + predicted_shape = self$predictShape(data, today, memory, horizon, ...) + predicted_delta = private$.pjump(data,today,memory,horizon,private$.params,...) # Predicted shape is aligned it on the end of current day + jump - predicted_shape+tail(private$.data$getSerie(today),1)-predicted_shape[1]+predicted_delta + predicted_shape+tail(data$getSerie(today),1)-predicted_shape[1]+predicted_delta }, - predictShape = function(today, memory, horizon, ...) + predictShape = function(data, today, memory, horizon, ...) NULL #empty default implementation: to implement in inherited classes , getParameters = function()