re-ignore doc - fix exogens usage

[talweg.git] / pkg / R / Data.R

#' @title Data
#'
#' @description Data encapsulation
#'
#' @field data List of
#' \itemize{
#'   \item time: vector of times
#'   \item serie: centered series
#'   \item level: corresponding levels
#'   \item exo_hat: predicted exogenous variables
#'   \item exo_Dm1: List of measured exogenous variables at day minus 1
#' }
#'
#' @exportClass Data
#' @export Data
Data = setRefClass(
	Class = "Data",

	fields = list(
		data = "list"
	),

	methods = list(
		initialize = function(...)
		{
			"Initialize empty Data object"

			callSuper(...)
		},
		getSize = function()
		{
			"Number of series in the dataset"

			length(data)
		},
		getStdHorizon = function()
		{
			"'Standard' horizon, from t+1 to midnight"

			L1 = length(data[[1]]$serie)
			L2 = length(data[[2]]$serie)
			if (L1 < L2)
				L2 - L1
			else
				L1
		},
		append = function(new_time, new_serie, new_level, new_exo_hat, new_exo)
		{
			"Acquire a new vector of lists (time, serie, level, exo_hat, exo)"

			data[[length(data)+1]] <<- list("time"=new_time,"serie"=new_serie,"level"=new_level,
				"exo_hat"=new_exo_hat,"exo"=new_exo)
		},
		getTime = function(index)
		{
			"Get time values at specified index"

			index = dateIndexToInteger(index, .self)
			data[[index]]$time
		},
		getCenteredSerie = function(index)
		{
			"Get serie values (centered) at specified index"

			index = dateIndexToInteger(index, .self)
			data[[index]]$serie
		},
		getLevel = function(index)
		{
			"Get level for the serie at specified index"

			index = dateIndexToInteger(index, .self)
			data[[index]]$level
		},
		getSerie = function(index)
		{
			"Get serie values (centered+level) at specified index"

			index = dateIndexToInteger(index, .self)
			data[[index]]$serie + data[[index]]$level
		},
		getExoHat = function(index)
		{
			"Get exogeous predictions at specified index"

			index = dateIndexToInteger(index, .self)
			data[[index]]$exo_hat
		},
		getExoDm1 = function(index)
		{
			"Get exogenous measures at the specified index"

			index = dateIndexToInteger(index, .self)
			data[[index]]$exo
		}
	)
)