X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FForecaster.R;h=da8579b7312bfcc520d8e2a8504202bb68ff2cbd;hb=ff5df8e310b73883565761ab4b1aa5a0672e9f27;hp=d5d5280c997a735f59215a09d464c3bdc2bf0eea;hpb=1e20780ee1505fac6c7ed68d340892c497524561;p=talweg.git diff --git a/pkg/R/Forecaster.R b/pkg/R/Forecaster.R index d5d5280..da8579b 100644 --- a/pkg/R/Forecaster.R +++ b/pkg/R/Forecaster.R @@ -1,50 +1,48 @@ -#' @title Forecaster (abstract class) +#' Forecaster #' -#' @description Abstract class to represent a forecaster (they all inherit this) +#' Forecaster (abstract class, implemented by all forecasters) #' -#' @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 ? -Forecaster = setRefClass( - Class = "Forecaster", - - fields = list( - params = "list", - data = "Data", - pjump = "function" +#' @docType class +#' @importFrom R6 R6Class +#' +#' @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.}} +Forecaster = R6::R6Class("Forecaster", + private = list( + .params = list(), + .pjump = NULL ), - - methods = list( - initialize = function(...) + public = list( + initialize = function(pjump) { - "Initialize (generic) Forecaster object" - - callSuper(...) - if (!hasArg(data)) - stop("Forecaster must be initialized with a Data object") - params <<- list() + private$.pjump <- pjump + invisible(self) }, - predict = function(today, memory, horizon, ...) + predictSerie = function(data, today, memory, horizon, ...) { - "Obtain a new forecasted time-serie" - # Parameters (potentially) computed during shape prediction stage - predicted_shape = predictShape(today, memory, horizon, ...) - predicted_delta = pjump(data, today, memory, horizon, params, ...) + predicted_shape = self$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(data$getSerie(today),1) - predicted_shape[1] + predicted_delta - }, - predictShape = function(today, memory, horizon, ...) - { - "Shape prediction (centered curve)" - - #empty default implementation: to implement in inherited classes + predicted_shape+tail(data$getSerie(today),1)-predicted_shape[1]+predicted_delta }, + predictShape = function(data, today, memory, horizon, ...) + NULL #empty default implementation: to implement in inherited classes + , getParameters = function() - { - "Get parameters list" - - params - } + private$.params ) )