X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FgetData.R;h=153a660f35a56667342232331fdad2c8992b8f97;hb=841b7f5a10742afa28707ebf7dca273b38d8b8e4;hp=5139a4da18dfda81105ce0e2b57e2ff1839a8090;hpb=469529710f56c790ae932b45d13fed2e34bcabf2;p=talweg.git diff --git a/pkg/R/getData.R b/pkg/R/getData.R index 5139a4d..153a660 100644 --- a/pkg/R/getData.R +++ b/pkg/R/getData.R @@ -18,8 +18,8 @@ #' @return An object of class Data #' #' @export -getData = function(ts_data, exo_data, - input_tz="GMT", date_format="%d/%m/%Y %H:%M", working_tz="GMT", predict_at=0) +getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:%M", + working_tz="GMT", predict_at=0, limit=Inf) { # Sanity checks (not full, but sufficient at this stage) if (!is.character(input_tz) || !is.character(working_tz)) @@ -73,24 +73,18 @@ getData = function(ts_data, exo_data, break } - # NOTE: if predict_at does not cut days at midnight, - # for the exogenous to be synchronized they need to be shifted - if (predict_at > 0) - { - exo_hat = as.data.frame(exo_df[max(1,i-1),(1+nb_exos+1):(1+2*nb_exos)]) - exo_Dm1 = if (i>=3) as.data.frame(exo_df[i-1,2:(1+nb_exos)]) else NA - } else - { - exo_hat = as.data.frame(exo_df[i,(1+nb_exos+1):(1+2*nb_exos)]) - exo_Dm1 = if (i>=2) as.data.frame(exo_df[i-1,2:(1+nb_exos)]) else NA - } - i = i + 1 - #center data + # NOTE: if predict_at does not cut days at midnight, exogenous vars need to be shifted + exo_hat = as.data.frame( exo_df[ + ifelse(predict_at>0,max(1,i-1),i) , (1+nb_exos+1):(1+2*nb_exos) ] ) + exo = as.data.frame( exo_df[ ifelse(predict_at>0,max(1,i-1),i) , 2:(1+nb_exos) ] ) level = mean(serie, na.rm=TRUE) centered_serie = serie - level -# data$append(time, centered_serie, level, exo_hat, exo_Jm1) #TODO: slow: why ? + #data$append(time, centered_serie, level, exo_hat, exo_Jm1) #too slow; TODO: use R6 class data[[length(data)+1]] = list("time"=time, "serie"=centered_serie, "level"=level, - "exo_hat"=exo_hat, "exo_Dm1"=exo_Dm1) + "exo_hat"=exo_hat, "exo"=exo) + if (i >= limit) + break + i = i + 1 } new("Data",data=data) }