#'
#' Data encapsulation
#'
-#' @field data List of
+#' @docType class
+#' @importFrom R6 R6Class
+#'
+#' @field .data List of
#' \itemize{
#' \item time: vector of times
-#' \item serie: centered series
+#' \item centered_serie: centered series
#' \item level: corresponding levels
#' \item exo: 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, 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).}
+#' }
#'
-#' @export
-Data = R6Class("Data",
+Data = R6::R6Class("Data",
private = list(
- .data = "list"
+ .data = list()
),
public = list(
- initialize = function(...)
- initialize(self, private, ...)
- ,
getSize = function()
- getSize()
+ length(private$.data)
,
getStdHorizon = function()
- getStdHorizon(self, private)
+ 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
,
- append = function(new_time, new_serie, new_level, new_exo_hat, new_exo)
- append(self, private,
-
- data[[length(data)+1]] <<- list("time"=new_time,"serie"=new_serie,"level"=new_level,
- "exo_hat"=new_exo_hat,"exo"=new_exo)
+ append = function(time, exo_hat)
+ private$.data[[length(private$.data)+1]] <- list("time"=time,"exo_hat"=exo_hat)
+ ,
+ append = function(time, serie, exo)
+ {
+ index <- length(private$.data)
+ level = mean(serie, na.rm=TRUE)
+ centered_serie = serie - level
+ private$.data[[index]]$time <- time
+ private$.data[[index]]$centered_serie <- centered_serie
+ private$.data[[index]]$level <- level
+ private$.data[[index]]$exo <- exo
},
getTime = function(index)
{
- "Time values at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$time
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$time
},
getCenteredSerie = function(index)
{
- "Serie values (centered) at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$serie
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$centered_serie
},
+ getCenteredSeries = function(indices)
+ sapply(indices, function(i) self$getCenteredSerie(i))
+ ,
getLevel = function(index)
{
- "Level of the serie at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$level
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$level
},
getSerie = function(index)
{
- "Serie values (centered+level) at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$serie + data[[index]]$level
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$centered_serie + private$.data[[index]]$level
},
+ getSeries = function(indices)
+ sapply(indices, function(i) self$getSerie(i))
+ ,
getExoHat = function(index)
{
- "Exogeous predictions at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$exo_hat
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$exo_hat
},
getExo = function(index)
{
- "Exogenous measures at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$exo
- }
+ 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)]
)
)
-
-#' Initialize empty Data object
-initialize = function(self, private, ...)
-{
- invisible(self)
-}
-
-#' Number of series in the dataset
-getSize = function(self, private)
- length(private$.data)
-
-#' 'Standard' horizon, from t+1 to midnight
-getStdHorizon = function(self, private)
- 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
-
-#' Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat)
projects / talweg.git / blobdiff