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 last midgnight.
  29 #' \item{\code{getTime(index)}}{
  30 #'   Times (vector) at specified index.}
  31 #' \item{\code{getCenteredSerie(index)}}{
  32 #'   Centered serie at specified index.}
  33 #' \item{\code{getCenteredSeries(indices)}}{
  34 #'   Centered series at specified indices (in columns).}
  35 #' \item{\code{getLevel(index)}}{
  36 #'   Level at specified index.}
  37 #' \item{\code{getSerie(index)}}{
  38 #'   Serie (centered+level) at specified index.}
  39 #' \item{\code{getSeries(indices)}}{
  40 #'   Series at specified indices (in columns).}
  41 #' \item{\code{getExoHat(index)}}{
  42 #'   Predicted exogenous variables at specified index.}
  43 #' \item{\code{getExo(index)}}{
  44 #'   Measured exogenous variables at specified index.}
  45 #' \item{\code{removeFirst()}}{
  46 #'   Remove first list element (if truncated).}
  47 #' \item{\code{removeLast()}}{
  48 #'   Remove last list element (if truncated).}
  49 #' }
  50 #'
  51 #' @docType class
  52 #' @format R6 class
  53 #'
  54 Data = R6::R6Class("Data",
  55     private = list(
  56         .data = list()
  57     ),
  58     public = list(
  59         getSize = function()
  60             length(private$.data)
  61         ,
  62         getStdHorizon = function()
  63             24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
  64         ,
  65         append = function(time, serie, exo, exo_hat)
  66         {
  67             level = mean(serie, na.rm=TRUE)
  68             centered_serie = serie - level
  69             private$.data[[length(private$.data)+1]] <- list(
  70                 "time"=time, #H-24 --> H-1
  71                 "centered_serie"=centered_serie, #at 'time'
  72                 "level"=level, #at 'time'
  73                 "exo"=exo, #at 'time' (yersteday 0am to last midnight)
  74                 "exo_hat"=exo_hat) #today 0am to next midnight
  75         },
  76         getTime = function(index)
  77         {
  78             index = dateIndexToInteger(index, self)
  79             private$.data[[index]]$time
  80         },
  81         getCenteredSerie = function(index)
  82         {
  83             index = dateIndexToInteger(index, self)
  84             private$.data[[index]]$centered_serie
  85         },
  86         getCenteredSeries = function(indices)
  87             sapply(indices, function(i) self$getCenteredSerie(i))
  88         ,
  89         getLevel = function(index)
  90         {
  91             index = dateIndexToInteger(index, self)
  92             private$.data[[index]]$level
  93         },
  94         getSerie = function(index)
  95         {
  96             index = dateIndexToInteger(index, self)
  97             private$.data[[index]]$centered_serie + private$.data[[index]]$level
  98         },
  99         getSeries = function(indices)
 100             sapply(indices, function(i) self$getSerie(i))
 101         ,
 102         getExoHat = function(index)
 103         {
 104             index = dateIndexToInteger(index, self)
 105             private$.data[[index]]$exo_hat
 106         },
 107         getExo = function(index)
 108         {
 109             index = dateIndexToInteger(index, self)
 110             private$.data[[index]]$exo
 111         },
 112         removeFirst = function()
 113             private$.data <- private$.data[2:length(private$.data)]
 114         ,
 115         removeLast = function()
 116             private$.data <- private$.data[1:(length(private$.data)-1)]
 117     )
 118 )