pkg/R/Data.R

   1 #' Data
   2 #'
   3 #' Data encapsulation as a list (days) of lists (components).
   4 #'
   5 #' The private field .data is a list where each cell contains the variables for a period
   6 #' of time of 24 hours, from time P+1 until P the next day where P is an integer between
   7 #' 0 and 23. .data[[1]] refers to the first measured data (serie and exogenous
   8 #' variables): the corresponding times can be accessed through the function
   9 #' \code{getTime()} below. Each cell .data[[i]] is itself a list containing five slots,
  10 #' as described in the 'field' section.
  11 #'
  12 #' @field .data[[i]] List of
  13 #' \itemize{
  14 #'   \item time: vector of times
  15 #'   \item centered_serie: centered serie
  16 #'   \item level: corresponding level
  17 #'   \item exo: exogenous variables
  18 #'   \item exo_hat: predicted exogenous variables (for next day)
  19 #' }
  20 #'
  21 #' @section Methods:
  22 #' \describe{
  23 #' \item{\code{getSize()}}{
  24 #'   Number of series in dataset.}
  25 #' \item{\code{getStdHorizon()}}{
  26 #'   Number of time steps from serie[1] until midnight}
  27 #' \item{\code{append(time, serie, exo, exo_hat)}}{
  28 #'   Measured data for given vector of times + exogenous predictions from
  29 #'   last midgnight.}
  30 #' \item{\code{getTime(index)}}{
  31 #'   Times (vector) at specified index.}
  32 #' \item{\code{getCenteredSerie(index)}}{
  33 #'   Centered serie at specified index.}
  34 #' \item{\code{getCenteredSeries(indices)}}{
  35 #'   Centered series at specified indices (in columns).}
  36 #' \item{\code{getLevel(index)}}{
  37 #'   Level at specified index.}
  38 #' \item{\code{getSerie(index)}}{
  39 #'   Serie (centered+level) at specified index.}
  40 #' \item{\code{getSeries(indices)}}{
  41 #'   Series at specified indices (in columns).}
  42 #' \item{\code{getExoHat(index)}}{
  43 #'   Predicted exogenous variables at specified index.}
  44 #' \item{\code{getExo(index)}}{
  45 #'   Measured exogenous variables at specified index.}
  46 #' \item{\code{removeFirst()}}{
  47 #'   Remove first list element (if truncated).}
  48 #' \item{\code{removeLast()}}{
  49 #'   Remove last list element (if truncated).}
  50 #' }
  51 #'
  52 #' @docType class
  53 #' @format R6 class
  54 #'
  55 Data = R6::R6Class("Data",
  56     private = list(
  57         .data = list()
  58     ),
  59     public = list(
  60         getSize = function()
  61             length(private$.data)
  62         ,
  63         getStdHorizon = function()
  64             24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
  65         ,
  66         append = function(time, serie, exo, exo_hat)
  67         {
  68             level = mean(serie, na.rm=TRUE)
  69             centered_serie = serie - level
  70             private$.data[[length(private$.data)+1]] <- list(
  71                 "time"=time, #H-24 --> H-1
  72                 "centered_serie"=centered_serie, #at 'time'
  73                 "level"=level, #at 'time'
  74                 "exo"=exo, #at 'time' (yersteday 0am to last midnight)
  75                 "exo_hat"=exo_hat) #today 0am to next midnight
  76         },
  77         getTime = function(index)
  78         {
  79             index = dateIndexToInteger(index, self)
  80             private$.data[[index]]$time
  81         },
  82         getCenteredSerie = function(index)
  83         {
  84             index = dateIndexToInteger(index, self)
  85             private$.data[[index]]$centered_serie
  86         },
  87         getCenteredSeries = function(indices)
  88             sapply(indices, function(i) self$getCenteredSerie(i))
  89         ,
  90         getLevel = function(index)
  91         {
  92             index = dateIndexToInteger(index, self)
  93             private$.data[[index]]$level
  94         },
  95         getSerie = function(index)
  96         {
  97             index = dateIndexToInteger(index, self)
  98             private$.data[[index]]$centered_serie + private$.data[[index]]$level
  99         },
 100         getSeries = function(indices)
 101             sapply(indices, function(i) self$getSerie(i))
 102         ,
 103         getExoHat = function(index)
 104         {
 105             index = dateIndexToInteger(index, self)
 106             private$.data[[index]]$exo_hat
 107         },
 108         getExo = function(index)
 109         {
 110             index = dateIndexToInteger(index, self)
 111             private$.data[[index]]$exo
 112         },
 113         removeFirst = function()
 114             private$.data <- private$.data[2:length(private$.data)]
 115         ,
 116         removeLast = function()
 117             private$.data <- private$.data[1:(length(private$.data)-1)]
 118     )
 119 )