pkg/R/Data.R

   1 #' Data
   2 #'
   3 #' Data encapsulation
   4 #'
   5 #' @docType class
   6 #' @importFrom R6 R6Class
   7 #'
   8 #' @field .data List of
   9 #' \itemize{
  10 #'   \item time: vector of times
  11 #'   \item centered_serie: centered series
  12 #'   \item level: corresponding levels
  13 #'   \item exo: exogenous variables
  14 #'   \item exo_hat: predicted exogenous variables
  15 #' }
  16 #'
  17 #' @section Methods:
  18 #' \describe{
  19 #' \item{\code{getSize()}}{
  20 #'   Return number of series in dataset.}
  21 #' \item{\code{getStdHorizon()}}{
  22 #'   Return number of time steps from serie[1] until midnight}
  23 #' \item{\code{appendHat(time, exo_hat)}}{
  24 #'   New estimated exogenous variables + time}
  25 #' \item{\code{append(serie, exo)}}{
  26 #'   New measured data; call *after* \code{appendHat()}}
  27 #' \item{\code{getTime(index)}}{
  28 #'   Get times at specified index.}
  29 #' \item{\code{getCenteredSerie(index)}}{
  30 #'   Get (measured or predicted) centered serie at specified index.}
  31 #' \item{\code{getCenteredSeries(indices)}}{
  32 #'   Get centered series at specified indices (in columns).}
  33 #' \item{\code{getLevel(index)}}{
  34 #'   Get level at specified index.}
  35 #' \item{\code{getSerie(index)}}{
  36 #'   Get serie (centered+level) at specified index.}
  37 #' \item{\code{getSeries(indices)}}{
  38 #'   Get series at specified indices (in columns).}
  39 #' \item{\code{getExoHat(index)}}{
  40 #'   Get predicted exogenous variables at specified index.}
  41 #' \item{\code{getExo(index)}}{
  42 #'   Get exogenous variables at specified index.}
  43 #' \item{\code{removeFirst()}}{
  44 #'   Remove first list element (if truncated).}
  45 #' \item{\code{removeLast()}}{
  46 #'   Remove last list element (if truncated).}
  47 #' }
  48 #'
  49 Data = R6::R6Class("Data",
  50     private = list(
  51         .data = list()
  52     ),
  53     public = list(
  54         getSize = function()
  55             length(private$.data)
  56         ,
  57         getStdHorizon = function()
  58             24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
  59         ,
  60         append = function(time, serie, exo, exo_hat)
  61         {
  62             level = mean(serie, na.rm=TRUE)
  63             centered_serie = serie - level
  64             private$.data[[length(private$.data)+1]] <- list(
  65                 "time"=time, #H-24 --> H-1
  66                 "centered_serie"=centered_serie, #at 'time'
  67                 "level"=level, #at 'time'
  68                 "exo"=exo, #at 'time' (yersteday 0am to last midnight)
  69                 "exo_hat"=exo_hat) #today 0am to next midnight
  70         },
  71         getTime = function(index)
  72         {
  73             index = dateIndexToInteger(index, self)
  74             private$.data[[index]]$time
  75         },
  76         getCenteredSerie = function(index)
  77         {
  78             index = dateIndexToInteger(index, self)
  79             private$.data[[index]]$centered_serie
  80         },
  81         getCenteredSeries = function(indices)
  82             sapply(indices, function(i) self$getCenteredSerie(i))
  83         ,
  84         getLevel = function(index)
  85         {
  86             index = dateIndexToInteger(index, self)
  87             private$.data[[index]]$level
  88         },
  89         getSerie = function(index)
  90         {
  91             index = dateIndexToInteger(index, self)
  92             private$.data[[index]]$centered_serie + private$.data[[index]]$level
  93         },
  94         getSeries = function(indices)
  95             sapply(indices, function(i) self$getSerie(i))
  96         ,
  97         getExoHat = function(index)
  98         {
  99             index = dateIndexToInteger(index, self)
 100             private$.data[[index]]$exo_hat
 101         },
 102         getExo = function(index)
 103         {
 104             index = dateIndexToInteger(index, self)
 105             private$.data[[index]]$exo
 106         },
 107         removeFirst = function()
 108             private$.data <- private$.data[2:length(private$.data)]
 109         ,
 110         removeLast = function()
 111             private$.data <- private$.data[1:(length(private$.data)-1)]
 112     )
 113 )