add vertical line on FilamentsBox plot
[talweg.git] / pkg / R / plot.R
... / ...
CommitLineData
1#' Plot curves
2#'
3#' Plot a range of curves in data
4#'
5#' @param data Object of class Data
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 for (i in seq_along(indices))
15 {
16 plot(series[,i], type="l", ylim=yrange,
17 xlab=ifelse(i==1,"Temps (en heures)",""), ylab=ifelse(i==1,"PM10",""))
18 if (i < length(indices))
19 par(new=TRUE)
20 }
21}
22
23#' Plot error
24#'
25#' Draw error graphs, potentially from several runs of \code{computeForecast}
26#'
27#' @param err Error as returned by \code{computeError}
28#' @param cols Colors for each error (default: 1,2,3,...)
29#'
30#' @seealso \code{\link{plotCurves}}, \code{\link{plotPredReal}},
31#' \code{\link{plotSimils}}, \code{\link{plotFbox}},
32#' \code{\link{computeFilaments}, }\code{\link{plotFilamentsBox}}, \code{\link{plotRelVar}}
33#'
34#' @export
35plotError <- function(err, cols=seq_along(err))
36{
37 if (!is.null(err$abs))
38 err = list(err)
39 par(mfrow=c(2,2), mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2)
40 L = length(err)
41 yrange = range( sapply(1:L, function(i) ( err[[i]]$abs$day ) ), na.rm=TRUE )
42 for (i in seq_len(L))
43 {
44 plot(err[[i]]$abs$day, type="l", xlab=ifelse(i==1,"Temps (heures)",""),
45 ylab=ifelse(i==1,"Moyenne |y - y_hat|",""), ylim=yrange, col=cols[i])
46 if (i < L)
47 par(new=TRUE)
48 }
49 yrange = range( sapply(1:L, function(i) ( err[[i]]$abs$indices ) ), na.rm=TRUE )
50 for (i in seq_len(L))
51 {
52 plot(err[[i]]$abs$indices, type="l", xlab=ifelse(i==1,"Temps (jours)",""),
53 ylab=ifelse(i==1,"Moyenne |y - y_hat|",""), ylim=yrange, col=cols[i])
54 if (i < L)
55 par(new=TRUE)
56 }
57 yrange = range( sapply(1:L, function(i) ( err[[i]]$MAPE$day ) ), na.rm=TRUE )
58 for (i in seq_len(L))
59 {
60 plot(err[[i]]$MAPE$day, type="l", xlab=ifelse(i==1,"Temps (heures)",""),
61 ylab=ifelse(i==1,"MAPE moyen",""), ylim=yrange, col=cols[i])
62 if (i < L)
63 par(new=TRUE)
64 }
65 yrange = range( sapply(1:L, function(i) ( err[[i]]$MAPE$indices ) ), na.rm=TRUE )
66 for (i in seq_len(L))
67 {
68 plot(err[[i]]$MAPE$indices, type="l", xlab=ifelse(i==1,"Temps (jours)",""),
69 ylab=ifelse(i==1,"MAPE moyen",""), ylim=yrange, col=cols[i])
70 if (i < L)
71 par(new=TRUE)
72 }
73}
74
75#' Plot measured / predicted
76#'
77#' Plot measured curve (in black) and predicted curve (in blue)
78#'
79#' @param data Object return by \code{getData}
80#' @param pred Object as returned by \code{computeForecast}
81#' @param index Index in forecasts (integer or date)
82#'
83#' @export
84plotPredReal <- function(data, pred, index)
85{
86 horizon = length(pred$getSerie(1))
87 measure = data$getSerie( pred$getIndexInData(index)+1 )[1:horizon]
88 prediction = pred$getSerie(index)
89 yrange = range(measure, prediction)
90 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=3)
91 plot(measure, type="l", ylim=yrange, xlab="Temps (en heures)", ylab="PM10")
92 par(new=TRUE)
93 plot(prediction, type="l", col="#0000FF", ylim=yrange, xlab="", ylab="")
94}
95
96#' Plot similarities
97#'
98#' Plot histogram of similarities (weights)
99#'
100#' @param pred Object as returned by \code{computeForecast}
101#' @param index Index in forecasts (integer or date)
102#'
103#' @export
104plotSimils <- function(pred, index)
105{
106 weights = pred$getParams(index)$weights
107 if (is.null(weights))
108 stop("plotSimils only works on 'Neighbors' forecasts")
109 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
110 hist(pred$getParams(index)$weights, nclass=20, xlab="Poids", ylab="Effectif")
111}
112
113#' Functional boxplot
114#'
115#' Draw the functional boxplot on the left, and bivariate plot on the right
116#'
117#' @param data Object return by \code{getData}
118#' @param indices integer or date indices to process
119#' @param plot_bivariate Should the bivariate plot appear?
120#'
121#' @export
122plotFbox <- function(data, indices=seq_len(data$getSize()))
123{
124 if (!requireNamespace("rainbow", quietly=TRUE))
125 stop("Functional boxplot requires the rainbow package")
126
127 series_matrix = data$getSeries(indices)
128 # Remove series with NAs
129 no_NAs_indices = sapply( 1:ncol(series_matrix),
130 function(i) all(!is.na(series_matrix[,i])) )
131 series_matrix = series_matrix[,no_NAs_indices]
132
133 series_fds = rainbow::fds(seq_len(nrow(series_matrix)), series_matrix)
134 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
135 rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Temps (heures)", ylab="PM10",
136 plotlegend=FALSE, lwd=2)
137 rainbow::fboxplot(series_fds, "bivariate", "hdr", plotlegend=FALSE)
138}
139
140#' Compute filaments
141#'
142#' Get similar days in the past, as black as distances are small
143#'
144#' @param data Object as returned by \code{getData}
145#' @param index Index in data (integer or date)
146#' @param limit Number of neighbors to consider
147#' @param plot Should the result be plotted?
148#'
149#' @return A list with
150#' \itemize{
151#' \item index : index of the current serie ('today')
152#' \item neighb_indices : indices of its neighbors
153#' \item colors : colors of neighbors curves (shades of gray)
154#' }
155#'
156#' @export
157computeFilaments <- function(data, index, limit=60, plot=TRUE)
158{
159 ref_serie = data$getCenteredSerie(index)
160 if (any(is.na(ref_serie)))
161 stop("computeFilaments requires a serie without NAs")
162
163 # Determine indices of no-NAs days followed by no-NAs tomorrows
164 fdays = getNoNA2(data, 1, dateIndexToInteger(index,data)-1)
165 # Series + tomorrows in columns, ref_serie first
166 centered_series = data$getCenteredSeries(fdays)
167
168 # Obtain neighbors (closest for euclidian norm)
169 L = length(ref_serie)
170 distances = sqrt( colSums( (centered_series - ref_serie)^2 / L ) )
171 sorted_distances = sort(distances, index.return=TRUE)
172
173 # Compute colors for each neighbor (from darkest to lightest)
174 nn = min(limit, length(distances))
175 min_dist = min(sorted_distances$x[1:nn])
176 max_dist = max(sorted_distances$x[1:nn])
177 color_values = floor( 19.5 * (sorted_distances$x[1:nn]-min_dist) / (max_dist-min_dist) ) + 1
178 colors = gray.colors(20,0.1,0.9)[color_values] #TODO: 20 == magic number
179
180 if (plot)
181 {
182 # Complete series with (past and present) tomorrows
183 ref_serie = c(ref_serie,data$getCenteredSerie(index+1))
184 centered_series = rbind( centered_series, data$getCenteredSeries(fdays+1) )
185 yrange = quantile(cbind(ref_serie,centered_series), probs=c(0.025,0.975), na.rm=TRUE)
186 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2)
187 for (i in nn:1)
188 {
189 plot(centered_series[,sorted_distances$ix[i]], ylim=yrange, type="l", col=colors[i],
190 xlab=ifelse(i==nn,"Temps (en heures)",""), ylab=ifelse(i==nn,"PM10 centré",""))
191 par(new=TRUE)
192 }
193 # Also plot ref curve, in red
194 plot(ref_serie, ylim=yrange, type="l", col="#FF0000", xlab="", ylab="")
195 abline(v=24, lty=2, col=colors()[56])
196 }
197
198 list("index"=index,"neighb_indices"=fdays[sorted_distances$ix[1:nn]],"colors"=colors)
199}
200
201#' Functional boxplot on filaments
202#'
203#' Draw the functional boxplot on filaments obtained by \code{computeFilaments}
204#'
205#' @param data Object return by \code{getData}
206#' @param fil Output of \code{computeFilaments}
207#'
208#' @export
209plotFilamentsBox = function(data, fil, ...)
210{
211 if (!requireNamespace("rainbow", quietly=TRUE))
212 stop("Functional boxplot requires the rainbow package")
213
214 series_matrix = rbind(
215 data$getSeries(fil$neighb_indices), data$getSeries(fil$neighb_indices+1) )
216 series_fds = rainbow::fds(seq_len(nrow(series_matrix)), series_matrix)
217 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
218 rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Temps (heures)", ylab="PM10",
219 plotlegend=FALSE, lwd=2)
220
221 # "Magic" found at http://stackoverflow.com/questions/13842560/get-xlim-from-a-plot-in-r
222 usr <- par("usr")
223 yr <- (usr[4] - usr[3]) / 27
224 par(new=TRUE)
225 plot(c(data$getSerie(fil$index),data$getSerie(fil$index+1)), type="l", lwd=2, lty=2,
226 ylim=c(usr[3] + yr, usr[4] - yr), xlab="", ylab="")
227 abline(v=24, lty=2, col=colors()[56])
228}
229
230#' Plot relative conditional variability / absolute variability
231#'
232#' Draw the relative conditional variability / absolute variability based on filaments
233#' obtained by \code{computeFilaments}
234#'
235#' @param data Object return by \code{getData}
236#' @param fil Output of \code{computeFilaments}
237#'
238#' @export
239plotRelVar = function(data, fil, ...)
240{
241 ref_var = c( apply(data$getSeries(fil$neighb_indices),1,sd),
242 apply(data$getSeries(fil$neighb_indices+1),1,sd) )
243 fdays = getNoNA2(data, 1, fil$index-1)
244 global_var = c( apply(data$getSeries(fdays),1,sd), apply(data$getSeries(fdays+1),1,sd) )
245
246 yrange = range(ref_var, global_var)
247 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
248 plot(ref_var, type="l", col=1, lwd=3, ylim=yrange,
249 xlab="Temps (heures)", ylab="Écart-type")
250 par(new=TRUE)
251 plot(global_var, type="l", col=2, lwd=3, ylim=yrange, xlab="", ylab="")
252 abline(v=24, lty=2, col=colors()[56])
253}