#' Data #' #' Data encapsulation as a list (days) of lists (components). #' #' The private field .tv is a list where each cell contains the hourly variables for a #' period of time of 24 hours, from 1am to next midnight. The other lists contain #' informations on series' levels and exogenous variables (both measured and predicted). #' #' @usage # Data$new() #' #' @field .tv List of "time-values"; in each cell: #' \itemize{ #' \item time: vector of times #' \item serie: (measured) serie #' } #' @field .level Vector of measured levels #' @field .level_hat Vector of predicted levels #' @field .exo List of measured exogenous variables, cell = numerical vector. #' @field .exo_hat List of predicted exogenous variables, cell = numerical vector. #' #' @section Methods: #' \describe{ #' \item{\code{getSize()}}{ #' Number of series in dataset.} #' \item{\code{append(time, value, level_hat, exo, exo_hat)}}{ #' Measured data for given vector of times + exogenous predictions from #' last midgnight.} #' \item{\code{getTime(index)}}{ #' Times (vector) at specified index.} #' \item{\code{getSerie(index)}}{ #' Serie (centered+level) at specified index.} #' \item{\code{getSeries(indices)}}{ #' Series at specified indices (in columns).} #' \item{\code{getLevel(index)}}{ #' Measured level at specified index.} #' \item{\code{getLevelHat(index)}}{ #' Predicted level at specified index.} #' \item{\code{getCenteredSerie(index)}}{ #' Centered serie at specified index.} #' \item{\code{getCenteredSeries(indices)}}{ #' Centered series at specified indices (in columns).} #' \item{\code{getExo(index)}}{ #' Measured exogenous variables at specified index.} #' \item{\code{getExoHat(index)}}{ #' Predicted exogenous variables at specified index.} #' } #' #' @docType class #' @format R6 class #' Data = R6::R6Class("Data", private = list( .tv = list(), .level = vector("double",0), .level_hat = vector("double",0), .exo = list(), .exo_hat = list() ), public = list( getSize = function() length(private$.tv) , append = function(time=NULL, value=NULL, level_hat=NULL, exo=NULL, exo_hat=NULL) { if (!is.null(time) && !is.null(value)) { L = length(private$.tv) if (L == 0 || strftime( tail(private$.tv[[L]]$time,1), format="%H:%M:%S", tz="GMT" ) == "00:00:00") { # Append a new cell private$.tv[[L+1]] <- list("time"=time, "serie"=value) } else { # Complete current cell private$.tv[[L]]$time = c(private$.tv[[L]]$time, time) private$.tv[[L]]$serie = c(private$.tv[[L]]$serie, value) } } if (strftime( tail(private$.tv[[length(private$.tv)]]$time,1), format="%H:%M:%S", tz="GMT" ) == "00:00:00") { private$.level = c(private$.level, mean(private$.tv[[length(private$.tv)]]$serie, na.rm=TRUE)) } if (!is.null(level_hat)) private$.level_hat = c(private$.level_hat, level_hat) if (!is.null(exo)) private$.exo[[length(private$.exo)+1]] = exo if (!is.null(exo_hat)) private$.exo_hat[[length(private$.exo_hat)+1]] = exo_hat }, getTime = function(index) { index = dateIndexToInteger(index, self) private$.tv[[index]]$time }, getSerie = function(index) { index = dateIndexToInteger(index, self) private$.tv[[index]]$serie }, getSeries = function(indices) sapply(indices, function(i) self$getSerie(i)) , getLevel = function(index) { index = dateIndexToInteger(index, self) private$.level[index] }, getLevelHat = function(index) { index = dateIndexToInteger(index, self) private$.level_hat[index] }, getCenteredSerie = function(index) { index = dateIndexToInteger(index, self) private$.tv[[index]]$serie - private$.level[index] }, getCenteredSeries = function(indices) sapply(indices, function(i) self$getCenteredSerie(i)) , getExo = function(index) { index = dateIndexToInteger(index, self) private$.exo[[index]] }, getExoHat = function(index) { index = dateIndexToInteger(index, self) private$.exo_hat[[index]] } ) )