reorganize folder
[talweg.git] / pkg / R / Data.R
CommitLineData
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1#' @title Data
2#'
3#' @description Data encapsulation
4#'
5#' @field data List of
6#' \itemize{
7#' \item time: vector of times
8#' \item serie: centered series
9#' \item level: corresponding levels
10#' \item exo_hat: predicted exogenous variables
11#' \item exo_Dm1: List of measured exogenous variables at day minus 1
12#' }
13#'
14#' @exportClass Data
15#' @export Data
16Data = setRefClass(
17 Class = "Data",
18
19 fields = list(
20 data = "list"
21 ),
22
23 methods = list(
24 initialize = function(...)
25 {
26 "Initialize empty Data object"
27
28 callSuper(...)
29 },
30 getSize = function()
31 {
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32 "Number of series in the dataset"
33
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34 length(data)
35 },
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36 getStdHorizon = function()
37 {
38 "'Standard' horizon, from t+1 to midnight"
39
40 L1 = length(data[[1]]$serie)
41 L2 = length(data[[2]]$serie)
42 if (L1 < L2)
43 L2 - L1
44 else
45 L1
46 },
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47 append = function(new_time, new_serie, new_level, new_exo_hat, new_exo_Dm1)
48 {
49 "Acquire a new vector of lists (time, serie, level, exo_hat, exo_Dm1)"
50
51 data[[length(data)+1]] <<- list("time"=new_time,"serie"=new_serie,"level"=new_level,
52 "exo_hat"=new_exo_hat,"exo_Dm1"=new_exo_Dm1)
53 },
54 getTime = function(index)
55 {
56 "Get time values at specified index"
57
09cf9c19 58 index = dateIndexToInteger(index, .self)
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59 data[[index]]$time
60 },
61 getCenteredSerie = function(index)
62 {
63 "Get serie values (centered) at specified index"
64
09cf9c19 65 index = dateIndexToInteger(index, .self)
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66 data[[index]]$serie
67 },
68 getLevel = function(index)
69 {
70 "Get level for the serie at specified index"
71
09cf9c19 72 index = dateIndexToInteger(index, .self)
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73 data[[index]]$level
74 },
75 getSerie = function(index)
76 {
77 "Get serie values (centered+level) at specified index"
78
09cf9c19 79 index = dateIndexToInteger(index, .self)
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80 data[[index]]$serie + data[[index]]$level
81 },
82 getExoHat = function(index)
83 {
84 "Get exogeous predictions at specified index"
85
09cf9c19 86 index = dateIndexToInteger(index, .self)
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87 data[[index]]$exo_hat
88 },
89 getExoDm1 = function(index)
90 {
91 "Get exogenous measures the day before specified index"
92
09cf9c19 93 index = dateIndexToInteger(index, .self)
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94 data[[index]]$exo_Dm1
95 }
96 )
97)