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1#' Plot curves
2#'
3#' Plot a range of curves in data.
4#'
5#' @inheritParams computeError
6#' @param indices Range of indices (integers or dates)
7#'
8#' @export
9plotCurves <- function(data, indices=seq_len(data$getSize()))
10{
11 series = data$getSeries(indices)
12 yrange = quantile(series, probs=c(0.025,0.975), na.rm=TRUE)
13 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
14 matplot(series, type="l", ylim=yrange, xlab="Time (hours)", ylab="PM10")
15}
16
17#' Plot error
18#'
19#' Draw error graphs, potentially from several runs of \code{computeForecast()}.
20#'
21#' @param err Error as returned by \code{computeError()}
22#' @param cols Colors for each error (default: 1,2,3,...)
23<<<<<<< HEAD
24=======
25#' @param agg Aggregation level ("day", "week" or "month")
26>>>>>>> 3a38473a435221cc15b6215b0d6677cd370dc2d6
27#'
28#' @seealso \code{\link{plotCurves}}, \code{\link{plotPredReal}},
29#' \code{\link{plotSimils}}, \code{\link{plotFbox}}, \code{\link{computeFilaments}},
30#' \code{\link{plotFilamentsBox}}, \code{\link{plotRelVar}}
31#'
32#' @export
33plotError <- function(err, cols=seq_along(err), agg="day")
34{
35 if (!is.null(err$abs))
36 err = list(err)
37 par(mfrow=c(2,2), mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
38 L = length(err)
39
40 yrange = range( sapply(1:L, function(i) err[[i]]$abs$day), na.rm=TRUE )
41 matplot(sapply( seq_len(L), function(i) err[[i]]$abs$day ), type="l",
42 xlab="Time (hours)", ylab="Mean |y - y_hat|", ylim=yrange, col=cols, lwd=2, lty=1)
43
44 agg_curves <- sapply( seq_len(L), function(i) {
45 curve <- err[[i]]$abs$indices
46 delta <- if (agg=="day") 1 else if (agg=="week") 7 else if (agg=="month") 30
47 vapply( seq(1,length(curve),delta), function(i) {
48 mean(curve[i:(i+delta-1)], na.rm=TRUE)
49 }, vector("double",1), USE.NAMES=FALSE )
50 })
51 yrange = range(agg_curves, na.rm=TRUE)
52 matplot(agg_curves, type="l", xlab=paste("Time (",agg,"s)", sep=""),
53 ylab="Mean |y - y_hat|", ylim=yrange, col=cols, lwd=2, lty=1)
54
55 yrange = range( sapply(1:L, function(i) err[[i]]$MAPE$day), na.rm=TRUE )
56 matplot(sapply( seq_len(L), function(i) err[[i]]$MAPE$day ), type="l",
57 xlab="Time (hours)", ylab="Mean MAPE", ylim=yrange, col=cols, lwd=2, lty=1)
58
59 agg_curves <- sapply( seq_len(L), function(i) {
60 curve <- err[[i]]$MAPE$indices
61 delta <- if (agg=="day") 1 else if (agg=="week") 7 else if (agg=="month") 30
62 vapply( seq(1,length(curve),delta), function(i) {
63 mean(curve[i:(i+delta-1)], na.rm=TRUE)
64 }, vector("double",1), USE.NAMES=FALSE )
65 })
66 yrange = range(agg_curves, na.rm=TRUE)
67 matplot(agg_curves, type="l", xlab=paste("Time (",agg,"s)", sep=""),
68 ylab="Mean MAPE", ylim=yrange, col=cols, lwd=2, lty=1)
69}
70
71#' Plot measured / predicted
72#'
73#' Plot measured curve (in black) and predicted curve (in blue).
74#'
75#' @inheritParams computeError
76#' @param index Index in forecasts (integer or date)
77#'
78#' @export
79plotPredReal <- function(data, pred, index)
80{
81 prediction = pred$getForecast(index)
82 measure = data$getSerie( pred$getIndexInData(index) )[1:length(pred$getForecast(1))]
83
84 # Remove the common part, where prediction == measure
85 dot_mark <- ifelse(prediction[1]==measure[1],
86 which.max(seq_along(prediction)[prediction==measure]), 0)
87 prediction = prediction[(dot_mark+1):length(prediction)]
88 measure = measure[(dot_mark+1):length(measure)]
89
90 yrange = range(measure, prediction)
91 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=3)
92 plot(measure, type="l", ylim=yrange, xlab="Time (hours)", ylab="PM10")
93 par(new=TRUE)
94 plot(prediction, type="l", col="#0000FF", ylim=yrange, xlab="", ylab="")
95}
96
97#' Plot similarities
98#'
99#' Plot histogram of similarities (weights), for 'Neighbors' method.
100#'
101#' @inheritParams computeError
102#' @param index Index in forecasts (integer or date)
103#'
104#' @export
105plotSimils <- function(pred, index)
106{
107 weights = pred$getParams(index)$weights
108 if (is.null(weights))
109 stop("plotSimils only works on 'Neighbors' forecasts")
110 par(mfrow=c(1,2), mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
111 small_weights = weights[ weights < 1/length(weights) ]
112 large_weights = weights[ weights >= 1/length(weights) ]
113 hist(small_weights, nclass=25, main="", xlab="Weight < 1/N", ylab="Count")
114 hist(large_weights, nclass=25, main="", xlab="Weight >= 1/N", ylab="Count")
115}
116
117#' Functional boxplot
118#'
119#' Draw the functional boxplot on the left, and bivariate plot on the right.
120#'
121#' @inheritParams computeError
122#' @inheritParams plotCurves
123#'
124#' @export
125plotFbox <- function(data, indices=seq_len(data$getSize()))
126{
127 if (!requireNamespace("rainbow", quietly=TRUE))
128 stop("Functional boxplot requires the rainbow package")
129
130 series_matrix = data$getSeries(indices)
131 # Remove series with NAs
132 no_NAs_indices = sapply( 1:ncol(series_matrix),
133 function(i) all(!is.na(series_matrix[,i])) )
134 series_matrix = series_matrix[,no_NAs_indices]
135
136 series_fds = rainbow::fds(seq_len(nrow(series_matrix)), series_matrix)
137 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
138 rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Time (hours)", ylab="PM10",
139 plotlegend=FALSE, lwd=2)
140 rainbow::fboxplot(series_fds, "bivariate", "hdr", plotlegend=FALSE)
141}
142
143#' Compute filaments
144#'
145#' Obtain similar days in the past, and (optionally) plot them -- as black as distances
146#' are small.
147#'
148#' @inheritParams computeError
149#' @param index Index in forecast (integer or date)
150#' @param limit Number of neighbors to consider
151#' @param plot Should the result be plotted?
152#'
153#' @return A list with
154#' \itemize{
155#' \item index : index of the current serie ('today')
156#' \item neighb_indices : indices of its neighbors
157#' \item colors : colors of neighbors curves (shades of gray)
158#' }
159#'
160#' @export
161computeFilaments <- function(data, pred, index, limit=60, plot=TRUE)
162{
163 weights <- pred$getParams(index)$weights
164 if (is.null(weights) || is.na(pred$getParams(index)$weights[1]))
165 stop("computeFilaments requires a serie without NAs")
166
167 nn <- min(limit, length(weights))
168 sorted_dists = sort(-log(weights), index.return=TRUE)
169 # Compute colors for each neighbor (from darkest to lightest), if weights differ
170 if ( any( weights != weights[1] ) )
171 {
172 min_dist = min(sorted_dists$x[1:nn])
173 max_dist = max(sorted_dists$x[1:nn])
174 color_values = floor(19.5*(sorted_dists$x[1:nn]-min_dist)/(max_dist-min_dist)) + 1
175 colors = gray.colors(20,0.1,0.9)[color_values] #TODO: 20 == magic number
176 }
177 else
178 colors <- rep(colors()[17], length(weights))
179
180 if (plot)
181 {
182 # Complete series with (past and present) tomorrows
183 ref_serie = c( data$getCenteredSerie( pred$getIndexInData(index)-1 ),
184 data$getCenteredSerie( pred$getIndexInData(index) ) )
185 centered_series = rbind(
186 data$getCenteredSeries( pred$getParams(index)$indices-1 ),
187 data$getCenteredSeries( pred$getParams(index)$indices ) )
188 yrange = range( ref_serie,
189 quantile(centered_series, probs=c(0.025,0.975), na.rm=TRUE) )
190 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2)
191 for (i in nn:1)
192 {
193 plot(centered_series[,sorted_dists$ix[i]], ylim=yrange, type="l", col=colors[i],
194 xlab=ifelse(i==1,"Time (hours)",""), ylab=ifelse(i==1,"Centered PM10",""))
195 par(new=TRUE)
196 }
197 # Also plot ref curve, in red
198 plot(ref_serie, ylim=yrange, type="l", col="#FF0000", xlab="", ylab="")
199 dot_mark <- 0.5 + which.max( pred$getForecast(1) ==
200 data$getSerie( pred$getIndexInData(1) )[1:length(pred$getForecast(1))] )
201 abline(v=24+dot_mark, lty=2, col=colors()[56], lwd=1)
202 }
203
204 list(
205 "index"=pred$getIndexInData(index),
206 "neighb_indices"=pred$getParams(index)$indices[sorted_dists$ix[1:nn]],
207 "colors"=colors)
208}
209
210#' Functional boxplot on filaments
211#'
212#' Draw the functional boxplot on filaments obtained by \code{computeFilaments()}.
213#'
214#' @inheritParams computeError
215#' @param fil Output of \code{computeFilaments}
216#' @param predict_from First predicted time step
217#'
218#' @export
219plotFilamentsBox = function(data, fil, predict_from)
220{
221 if (!requireNamespace("rainbow", quietly=TRUE))
222 stop("Functional boxplot requires the rainbow package")
223
224 series_matrix = rbind(
225 data$getSeries(fil$neighb_indices-1), data$getSeries(fil$neighb_indices) )
226 series_fds = rainbow::fds(seq_len(nrow(series_matrix)), series_matrix)
227
228 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
229 rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Time (hours)", ylab="PM10",
230 plotlegend=FALSE, lwd=2)
231
232 # "Magic": http://stackoverflow.com/questions/13842560/get-xlim-from-a-plot-in-r
233 usr <- par("usr")
234 yr <- (usr[4] - usr[3]) / 27
235 par(new=TRUE)
236 plot(c(data$getSerie(fil$index-1),data$getSerie(fil$index)), type="l", lwd=2, lty=2,
237 ylim=c(usr[3] + yr, usr[4] - yr), xlab="", ylab="")
238 abline(v=24+predict_from-0.5, lty=2, col=colors()[56])
239}
240
241#' Plot relative conditional variability / absolute variability
242#'
243#' Draw the relative conditional variability / absolute variability based on filaments
244#' obtained by \code{computeFilaments()}.
245#'
246#' @inheritParams computeError
247#' @inheritParams plotFilamentsBox
248#'
249#' @export
250plotRelVar = function(data, fil, predict_from)
251{
252 ref_var = c( apply(data$getSeries(fil$neighb_indices-1),1,sd),
253 apply(data$getSeries(fil$neighb_indices),1,sd) )
254 tdays = .getNoNA2(data, 2, fil$index)
255 global_var = c(
256 apply(data$getSeries(tdays-1),1,sd),
257 apply(data$getSeries(tdays),1,sd) )
258
259 yrange = range(ref_var, global_var)
260 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
261 plot(ref_var, type="l", col=1, lwd=3, ylim=yrange,
262 xlab="Time (hours)", ylab="Standard deviation")
263 par(new=TRUE)
264 plot(global_var, type="l", col=2, lwd=3, ylim=yrange, xlab="", ylab="")
265 abline(v=24+predict_from-0.5, lty=2, col=colors()[56])
266}