#'
#' Data encapsulation
#'
-#' @field data List of
-#' \itemize{
+#' @docType class
+#' @importFrom R6 R6Class
+#'
+#' @field .data List of \itemize{
#' \item time: vector of times
#' \item serie: centered series
#' \item level: corresponding levels
#' \item exo: exogenous variables
-#' \item exo_hat: predicted exogenous variables
-#' }
+#' \item exo_hat: predicted exogenous variables}
#'
-#' @docType class
-#' @importFrom R6 R6Class
+#' @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, hat_serie, hat_exo)}}{
+#' New estimated data + 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, hat=FALSE)}}{
+#' Get (measured or predicted) centered serie at specified index.}
+#' \item{\code{getCenteredSeries(indices, hat=FALSE)}}{
+#' Get centered series at specified indices (in columns).}
+#' \item{\code{getLevel(index, hat=FALSE)}}{
+#' Get level at specified index.}
+#' \item{\code{getSerie(index, hat=FALSE)}}{
+#' Get serie (centered+level) at specified index.}
+#' \item{\code{getSeries(indices, hat=FALSE)}}{
+#' Get series at specified indices (in columns).}
+#' \item{\code{getExo(index, hat=FALSE)}}{
+#' Get exogenous variables at specified index.}
+#' }
#'
-#' @export
-Data = R6Class("Data",
+Data = R6::R6Class("Data",
private = list(
- .data = "list"
+ .data = list()
),
public = list(
- initialize = function(...)
- initialize(self, private, ...)
- ,
getSize = function()
- getSize(private)
+ length(private$.data)
,
getStdHorizon = function()
- getStdHorizon(private)
- ,
- append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
- append(private, new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
+ 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
,
+ appendHat = function(time, hat_serie, hat_exo)
+ {
+ hat_level = mean(hat_serie, na.rm=TRUE)
+ hat_centered_serie = hat_serie - hat_level
+ private$.data[[length(private$.data)+1]] <- list(
+ "time"=time, "hat_centered_serie"=hat_centered_serie,
+ "hat_level"=hat_level, "hat_exo"=hat_exo )
+ },
+ append = function(serie, exo)
+ {
+ level = mean(serie, na.rm=TRUE)
+ centered_serie = serie - level
+ private$.data[[length(private$.data)]]$centered_serie <- centered_serie,
+ private$.data[[length(private$.data)]]$level <- level,
+ private$.data[[length(private$.data)]]$exo <- exo,
+ },
getTime = function(index)
- getTime(self, private, index)
- ,
- getCenteredSerie = function(index)
- getCenteredSerie(self, private, index)
- ,
- getLevel = function(index)
- getLevel(self, private, index)
+ {
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$time
+ },
+ getCenteredSerie = function(index, hat=FALSE)
+ {
+ index = dateIndexToInteger(index, self)
+ if (hat)
+ private$.data[[index]]$hat_centered_serie
+ else
+ private$.data[[index]]$centered_serie
+ },
+ getCenteredSeries = function(indices, hat=FALSE)
+ sapply(indices, function(i) self$getCenteredSerie(i, hat))
,
- getSerie = function(index)
- getSerie(self, private, index)
+ getLevel = function(index, hat=FALSE)
+ {
+ index = dateIndexToInteger(index, self)
+ if (hat)
+ private$.data[[index]]$hat_level
+ else
+ private$.data[[index]]$level
+ },
+ getSerie = function(index, hat=FALSE)
+ {
+ index = dateIndexToInteger(index, self)
+ if (hat)
+ private$.data[[index]]$hat_centered_serie + private$.data[[index]]$hat_level
+ else
+ private$.data[[index]]$centered_serie + private$.data[[index]]$level
+ },
+ getSeries = function(indices, hat=FALSE)
+ sapply(indices, function(i) self$getSerie(i, hat))
,
- getExo = function(index)
- getExo(self, private, index)
+ getExo = function(index, hat=FALSE)
+ {
+ index = dateIndexToInteger(index, self)
+ if (hat)
+ private$.data[[index]]$hat_exo
+ else
+ private$.data[[index]]$exo
+ },
+ removeFirst = function()
+ private$.data <- private$.data[2:length(private$.data)]
,
- getExoHat = function(index)
- getExoHat(self, private, index)
+ removeLast = function()
+ private$.data <- private$.data[1:(length(private$.data)-1)]
)
)
-
-##TODO: @param... @inheritParams...
-
-#' Initialize empty Data object
-initialize = function(o, private, ...)
-{
- private$.data <<- if (hasArg("data")) list(...)$data else list()
- invisible(o)
-}
-
-#' Number of series in the dataset
-getSize = function(private)
- length(private$.data)
-
-#' 'Standard' horizon, from t+1 to midnight
-getStdHorizon = function(private)
- 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
-
-#' Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat)
-append = function(private, new_time, new_centered_serie, new_level, new_exo_hat, new_exo)
-{
- private$.data[[length(private$.data)+1]] <<- list("time"=new_time,
- "centered_serie"=new_centered_serie,"level"=new_level,"exo"=new_exo,"exo_hat"=new_exo_hat)
-}
-
-#' Time values at specified index
-getTime = function(o, private, index)
-{
- index = dateIndexToInteger(index, o)
- private$.data[[index]]$time
-}
-
-#' Centered serie values at specified index
-getCenteredSerie = function(o, private, index)
-{
- index = dateIndexToInteger(index, o)
- private$.data[[index]]$serie
-}
-
-#' Level of the serie at specified index
-getCenteredSerie = function(o, private, index)
-{
- index = dateIndexToInteger(index, o)
- private$.data[[index]]$level
-}
-
-#' Serie values (centered+level) at specified index
-getCenteredSerie = function(o, private, index)
-{
- index = dateIndexToInteger(index, o)
- private$.data[[index]]$serie + data[[index]]$level
-}
-
-#' Exogenous measures at specified index
-getCenteredSerie = function(o, private, index)
-{
- index = dateIndexToInteger(index, o)
- private$.data[[index]]$exo
-}
-
-#' Exogeous predictions at specified index
-getCenteredSerie = function(o, private, index)
-{
- index = dateIndexToInteger(index, o)
- private$.data[[index]]$exo_hat
-}
projects / talweg.git / blobdiff