#' Data #' #' Data encapsulation #' #' @docType class #' @importFrom R6 R6Class #' #' @field .data List of #' \itemize{ #' \item time: vector of times #' \item centered_serie: centered series #' \item level: corresponding levels #' \item exo: exogenous variables #' \item exo_hat: predicted exogenous variables #' } #' #' @section Methods: #' \describe{ #' \item{\code{getSize()}}{ #' Return number of series in dataset.} #' \item{\code{getStdHorizon()}}{ #' Return number of time steps from serie[1] until midnight} #' \item{\code{appendHat(time, exo_hat)}}{ #' New estimated exogenous variables + time} #' \item{\code{append(serie, exo)}}{ #' New measured data; call *after* \code{appendHat()}} #' \item{\code{getTime(index)}}{ #' Get times at specified index.} #' \item{\code{getCenteredSerie(index)}}{ #' Get (measured or predicted) centered serie at specified index.} #' \item{\code{getCenteredSeries(indices)}}{ #' Get centered series at specified indices (in columns).} #' \item{\code{getLevel(index)}}{ #' Get level at specified index.} #' \item{\code{getSerie(index)}}{ #' Get serie (centered+level) at specified index.} #' \item{\code{getSeries(indices)}}{ #' Get series at specified indices (in columns).} #' \item{\code{getExoHat(index)}}{ #' Get predicted exogenous variables at specified index.} #' \item{\code{getExo(index)}}{ #' Get exogenous variables at specified index.} #' \item{\code{removeFirst()}}{ #' Remove first list element (if truncated).} #' \item{\code{removeLast()}}{ #' Remove last list element (if truncated).} #' } #' Data = R6::R6Class("Data", private = list( .data = list() ), public = list( getSize = function() length(private$.data) , getStdHorizon = function() 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 , append = function(time, serie, exo, exo_hat) { level = mean(serie, na.rm=TRUE) centered_serie = serie - level private$.data[[length(private$.data)+1]] <- list( "time"=time, #H-24 --> H-1 "centered_serie"=centered_serie, #at 'time' "level"=level, #at 'time' "exo"=exo, #at 'time' (yersteday 0am to last midnight) "exo_hat"=exo_hat) #today 0am to next midnight }, getTime = function(index) { index = dateIndexToInteger(index, self) private$.data[[index]]$time }, getCenteredSerie = function(index) { index = dateIndexToInteger(index, self) private$.data[[index]]$centered_serie }, getCenteredSeries = function(indices) sapply(indices, function(i) self$getCenteredSerie(i)) , getLevel = function(index) { index = dateIndexToInteger(index, self) private$.data[[index]]$level }, getSerie = function(index) { index = dateIndexToInteger(index, self) private$.data[[index]]$centered_serie + private$.data[[index]]$level }, getSeries = function(indices) sapply(indices, function(i) self$getSerie(i)) , getExoHat = function(index) { index = dateIndexToInteger(index, self) private$.data[[index]]$exo_hat }, getExo = function(index) { index = dateIndexToInteger(index, self) private$.data[[index]]$exo }, removeFirst = function() private$.data <- private$.data[2:length(private$.data)] , removeLast = function() private$.data <- private$.data[1:(length(private$.data)-1)] ) )