pkg/R/Data.R

   1 #' Data
   2 #'
   3 #' 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: exogenous variables
  11 #'   \item exo_hat: predicted exogenous variables
  12 #' }
  13 #'
  14 #' @docType class
  15 #' @importFrom R6 R6Class
  16 #'
  17 #' @export
  18 Data = R6Class("Data",
  19     private = list(
  20         .data = "list"
  21     ),
  22     public = list(
  23         initialize = function(...)
  24             initialize(self, private, ...)
  25         ,
  26         getSize = function()
  27             getSize(private)
  28         ,
  29         getStdHorizon = function()
  30             getStdHorizon(private)
  31         ,
  32         append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
  33             append(private, new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
  34         ,
  35         getTime = function(index)
  36             getTime(self, private, index)
  37         ,
  38         getCenteredSerie = function(index)
  39             getCenteredSerie(self, private, index)
  40         ,
  41         getLevel = function(index)
  42             getLevel(self, private, index)
  43         ,
  44         getSerie = function(index)
  45             getSerie(self, private, index)
  46         ,
  47         getExo = function(index)
  48             getExo(self, private, index)
  49         ,
  50         getExoHat = function(index)
  51             getExoHat(self, private, index)
  52     )
  53 )
  54
  55 ##TODO: @param... @inheritParams...
  56
  57 #' Initialize empty Data object
  58 initialize = function(o, private, ...)
  59 {
  60     private$.data <<- if (hasArg("data")) list(...)$data else list()
  61     invisible(o)
  62 }
  63
  64 #' Number of series in the dataset
  65 getSize = function(private)
  66     length(private$.data)
  67
  68 #' 'Standard' horizon, from t+1 to midnight
  69 getStdHorizon = function(private)
  70     24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
  71
  72 #' Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat)
  73 append = function(private, new_time, new_centered_serie, new_level, new_exo_hat, new_exo)
  74 {
  75     private$.data[[length(private$.data)+1]] <<- list("time"=new_time,
  76         "centered_serie"=new_centered_serie,"level"=new_level,"exo"=new_exo,"exo_hat"=new_exo_hat)
  77 }
  78
  79 #' Time values at specified index
  80 getTime = function(o, private, index)
  81 {
  82     index = dateIndexToInteger(index, o)
  83     private$.data[[index]]$time
  84 }
  85
  86 #' Centered serie values at specified index
  87 getCenteredSerie = function(o, private, index)
  88 {
  89     index = dateIndexToInteger(index, o)
  90     private$.data[[index]]$serie
  91 }
  92
  93 #' Level of the serie at specified index
  94 getCenteredSerie = function(o, private, index)
  95 {
  96     index = dateIndexToInteger(index, o)
  97     private$.data[[index]]$level
  98 }
  99
 100 #' Serie values (centered+level) at specified index
 101 getCenteredSerie = function(o, private, index)
 102 {
 103     index = dateIndexToInteger(index, o)
 104     private$.data[[index]]$serie + data[[index]]$level
 105 }
 106
 107 #' Exogenous measures at specified index
 108 getCenteredSerie = function(o, private, index)
 109 {
 110     index = dateIndexToInteger(index, o)
 111     private$.data[[index]]$exo
 112 }
 113
 114 #' Exogeous predictions at specified index
 115 getCenteredSerie = function(o, private, index)
 116 {
 117     index = dateIndexToInteger(index, o)
 118     private$.data[[index]]$exo_hat
 119 }