pkg/R/Data.R

   1 #' @title Data
   2 #'
   3 #' @description 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_hat: predicted exogenous variables
  11 #'   \item exo_Dm1: List of measured exogenous variables at day minus 1
  12 #' }
  13 #'
  14 #' @exportClass Data
  15 #' @export Data
  16 Data = setRefClass(
  17     Class = "Data",
  18
  19     fields = list(
  20         data = "list"
  21     ),
  22
  23     methods = list(
  24         initialize = function(...)
  25         {
  26             "Initialize empty Data object"
  27
  28             callSuper(...)
  29         },
  30         getSize = function()
  31         {
  32             "Number of series in the dataset"
  33
  34             length(data)
  35         },
  36         getStdHorizon = function()
  37         {
  38             "'Standard' horizon, from t+1 to midnight"
  39
  40             L1 = length(data[[1]]$serie)
  41             L2 = length(data[[2]]$serie)
  42             if (L1 < L2)
  43                 L2 - L1
  44             else
  45                 L1
  46         },
  47         append = function(new_time, new_serie, new_level, new_exo_hat, new_exo_Dm1)
  48         {
  49             "Acquire a new vector of lists (time, serie, level, exo_hat, exo_Dm1)"
  50
  51             data[[length(data)+1]] <<- list("time"=new_time,"serie"=new_serie,"level"=new_level,
  52                 "exo_hat"=new_exo_hat,"exo_Dm1"=new_exo_Dm1)
  53         },
  54         getTime = function(index)
  55         {
  56             "Get time values at specified index"
  57
  58             index = dateIndexToInteger(index, .self)
  59             data[[index]]$time
  60         },
  61         getCenteredSerie = function(index)
  62         {
  63             "Get serie values (centered) at specified index"
  64
  65             index = dateIndexToInteger(index, .self)
  66             data[[index]]$serie
  67         },
  68         getLevel = function(index)
  69         {
  70             "Get level for the serie at specified index"
  71
  72             index = dateIndexToInteger(index, .self)
  73             data[[index]]$level
  74         },
  75         getSerie = function(index)
  76         {
  77             "Get serie values (centered+level) at specified index"
  78
  79             index = dateIndexToInteger(index, .self)
  80             data[[index]]$serie + data[[index]]$level
  81         },
  82         getExoHat = function(index)
  83         {
  84             "Get exogeous predictions at specified index"
  85
  86             index = dateIndexToInteger(index, .self)
  87             data[[index]]$exo_hat
  88         },
  89         getExoDm1 = function(index)
  90         {
  91             "Get exogenous measures the day before specified index"
  92
  93             index = dateIndexToInteger(index, .self)
  94             data[[index]]$exo_Dm1
  95         }
  96     )
  97 )