pkg/R/Data.R

   1 #' Data
   2 #'
   3 #' Data encapsulation
   4 #'
   5 #' @docType class
   6 #' @importFrom R6 R6Class
   7 #'
   8 #' @field .data List of \itemize{
   9 #'   \item time: vector of times
  10 #'   \item serie: centered series
  11 #'   \item level: corresponding levels
  12 #'   \item exo: exogenous variables
  13 #'   \item exo_hat: predicted exogenous variables}
  14 #'
  15 #' @section Methods:
  16 #' \describe{
  17 #' \item{\code{getSize()}}{
  18 #'   Return number of series in dataset.}
  19 #' \item{\code{getStdHorizon()}}{
  20 #'   Return number of time steps from serie[1] until midnight}
  21 #' \item{\code{appendHat(time, hat_serie, hat_exo)}}{
  22 #'   New estimated data + time.}
  23 #' \item{\code{append(serie, exo)}}{
  24 #'   New measured data; call *after* \code{appendHat()}}
  25 #' \item{\code{getTime(index)}}{
  26 #'   Get times at specified index.}
  27 #' \item{\code{getCenteredSerie(index, hat=FALSE)}}{
  28 #'   Get (measured or predicted) centered serie at specified index.}
  29 #' \item{\code{getCenteredSeries(indices, hat=FALSE)}}{
  30 #'   Get centered series at specified indices (in columns).}
  31 #' \item{\code{getLevel(index, hat=FALSE)}}{
  32 #'   Get level at specified index.}
  33 #' \item{\code{getSerie(index, hat=FALSE)}}{
  34 #'   Get serie (centered+level) at specified index.}
  35 #' \item{\code{getSeries(indices, hat=FALSE)}}{
  36 #'   Get series at specified indices (in columns).}
  37 #' \item{\code{getExo(index, hat=FALSE)}}{
  38 #'   Get exogenous variables at specified index.}
  39 #' }
  40 #'
  41 Data = R6::R6Class("Data",
  42     private = list(
  43         .data = list()
  44     ),
  45     public = list(
  46         getSize = function()
  47             length(private$.data)
  48         ,
  49         getStdHorizon = function()
  50             24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
  51         ,
  52         appendHat = function(time, hat_serie, hat_exo)
  53         {
  54             hat_level = mean(hat_serie, na.rm=TRUE)
  55             hat_centered_serie = hat_serie - hat_level
  56             private$.data[[length(private$.data)+1]] <- list(
  57                 "time"=time, "hat_centered_serie"=hat_centered_serie,
  58                 "hat_level"=hat_level, "hat_exo"=hat_exo )
  59         },
  60         append = function(serie, exo)
  61         {
  62             level = mean(serie, na.rm=TRUE)
  63             centered_serie = serie - level
  64             private$.data[[length(private$.data)]]$centered_serie <- centered_serie,
  65             private$.data[[length(private$.data)]]$level <- level,
  66             private$.data[[length(private$.data)]]$exo <- exo,
  67         },
  68         getTime = function(index)
  69         {
  70             index = dateIndexToInteger(index, self)
  71             private$.data[[index]]$time
  72         },
  73         getCenteredSerie = function(index, hat=FALSE)
  74         {
  75             index = dateIndexToInteger(index, self)
  76             if (hat)
  77                 private$.data[[index]]$hat_centered_serie
  78             else
  79                 private$.data[[index]]$centered_serie
  80         },
  81         getCenteredSeries = function(indices, hat=FALSE)
  82             sapply(indices, function(i) self$getCenteredSerie(i, hat))
  83         ,
  84         getLevel = function(index, hat=FALSE)
  85         {
  86             index = dateIndexToInteger(index, self)
  87             if (hat)
  88                 private$.data[[index]]$hat_level
  89             else
  90                 private$.data[[index]]$level
  91         },
  92         getSerie = function(index, hat=FALSE)
  93         {
  94             index = dateIndexToInteger(index, self)
  95             if (hat)
  96                 private$.data[[index]]$hat_centered_serie + private$.data[[index]]$hat_level
  97             else
  98                 private$.data[[index]]$centered_serie + private$.data[[index]]$level
  99         },
 100         getSeries = function(indices, hat=FALSE)
 101                 sapply(indices, function(i) self$getSerie(i, hat))
 102         ,
 103         getExo = function(index, hat=FALSE)
 104         {
 105             index = dateIndexToInteger(index, self)
 106             if (hat)
 107                 private$.data[[index]]$hat_exo
 108             else
 109                 private$.data[[index]]$exo
 110         },
 111         removeFirst = function()
 112             private$.data <- private$.data[2:length(private$.data)]
 113         ,
 114         removeLast = function()
 115             private$.data <- private$.data[1:(length(private$.data)-1)]
 116     )
 117 )