-#' @title Data
+#' Data
#'
-#' @description Data encapsulation
+#' 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_hat: predicted exogenous variables
-#' \item exo_Dm1: List of measured exogenous variables at day minus 1
+#' \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, 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.}
#' }
#'
-#' @exportClass Data
-#' @export Data
-Data = setRefClass(
- Class = "Data",
-
- fields = list(
- data = "list"
+Data = R6::R6Class("Data",
+ private = list(
+ .data = list()
),
-
- methods = list(
- initialize = function(...)
- {
- "Initialize empty Data object"
-
- callSuper(...)
- },
+ public = list(
getSize = function()
- {
- "Number of series in the dataset"
-
- length(data)
- },
+ length(private$.data)
+ ,
getStdHorizon = function()
+ 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
+ ,
+ appendHat = function(time, hat_serie, hat_exo)
{
- "'Standard' horizon, from t+1 to midnight"
-
- L1 = length(data[[1]]$serie)
- L2 = length(data[[2]]$serie)
- if (L1 < L2)
- L2 - L1
- else
- L1
+ 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(new_time, new_serie, new_level, new_exo_hat, new_exo)
+ append = function(serie, exo)
{
- "Acquire a new vector of lists (time, serie, level, exo_hat, exo)"
-
- data[[length(data)+1]] <<- list("time"=new_time,"serie"=new_serie,"level"=new_level,
- "exo_hat"=new_exo_hat,"exo"=new_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)]]$exo <- exo,
},
getTime = function(index)
{
- "Get time values at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$time
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$time
},
- getCenteredSerie = function(index)
+ getCenteredSerie = function(index, hat=FALSE)
{
- "Get serie values (centered) at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$serie
+ index = dateIndexToInteger(index, self)
+ if (hat)
+ private$.data[[index]]$hat_centered_serie
+ else
+ private$.data[[index]]$centered_serie
},
- getLevel = function(index)
+ getCenteredSeries = function(indices, hat=FALSE)
+ sapply(indices, function(i) self$getCenteredSerie(i, hat))
+ ,
+ getLevel = function(index, hat=FALSE)
{
- "Get level for the serie at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$level
+ index = dateIndexToInteger(index, self)
+ if (hat)
+ private$.data[[index]]$hat_level
+ else
+ private$.data[[index]]$level
},
- getSerie = function(index)
+ getSerie = function(index, hat=FALSE)
{
- "Get serie values (centered+level) at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$serie + data[[index]]$level
+ index = dateIndexToInteger(index, self)
+ if (hat)
+ private$.data[[index]]$hat_centered_serie + private$.data[[index]]$hat_level
+ else
+ private$.data[[index]]$centered_serie + private$.data[[index]]$level
},
- getExoHat = function(index)
+ getSeries = function(indices, hat=FALSE)
+ sapply(indices, function(i) self$getSerie(i, hat))
+ ,
+ getExo = function(index, hat=FALSE)
{
- "Get exogeous predictions at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$exo_hat
+ index = dateIndexToInteger(index, self)
+ if (hat)
+ private$.data[[index]]$hat_exo
+ else
+ private$.data[[index]]$exo
},
- getExoDm1 = function(index)
- {
- "Get exogenous measures at the specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$exo
- }
+ removeFirst = function()
+ private$.data <- private$.data[2:length(private$.data)]
+ ,
+ removeLast = function()
+ private$.data <- private$.data[1:(length(private$.data)-1)]
)
)
projects / talweg.git / blobdiff