#' Data
#'
-#' Data encapsulation
+#' Data encapsulation as a list (days) of lists (components).
#'
-#' @field data List of
+#' The private field .data is a list where each cell contains the variables for a period
+#' of time of 24 hours, from time P+1 until P the next day where P is an integer between
+#' 0 and 23. .data[[1]] refers to the first measured data (serie and exogenous
+#' variables): the corresponding times can be accessed through the function
+#' \code{getTime()} below. Each cell .data[[i]] is itself a list containing five slots,
+#' as described in the 'field' section.
+#'
+#' @field .data[[i]] List of
#' \itemize{
#' \item time: vector of times
-#' \item serie: centered series
-#' \item level: corresponding levels
+#' \item centered_serie: centered serie
+#' \item level: corresponding level
#' \item exo: exogenous variables
-#' \item exo_hat: predicted exogenous variables
+#' \item exo_hat: predicted exogenous variables (for next day)
+#' }
+#'
+#' @section Methods:
+#' \describe{
+#' \item{\code{getSize()}}{
+#' Number of series in dataset.}
+#' \item{\code{getStdHorizon()}}{
+#' Number of time steps from serie[1] until midnight}
+#' \item{\code{append(time, serie, 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{getCenteredSerie(index)}}{
+#' Centered serie at specified index.}
+#' \item{\code{getCenteredSeries(indices)}}{
+#' Centered series at specified indices (in columns).}
+#' \item{\code{getLevel(index)}}{
+#' Level 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{getExoHat(index)}}{
+#' Predicted exogenous variables at specified index.}
+#' \item{\code{getExo(index)}}{
+#' Measured exogenous variables at specified index.}
+#' \item{\code{removeFirst()}}{
+#' Remove first list element (if truncated).}
+#' \item{\code{removeLast()}}{
+#' Remove last list element (if truncated).}
#' }
#'
#' @docType class
-#' @importFrom R6 R6Class
+#' @format R6 class
#'
-#' @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
,
+ 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)
- getTime(self, private, index)
- ,
+ {
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$time
+ },
getCenteredSerie = function(index)
- getCenteredSerie(self, private, index)
+ {
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$centered_serie
+ },
+ getCenteredSeries = function(indices)
+ sapply(indices, function(i) self$getCenteredSerie(i))
,
getLevel = function(index)
- getLevel(self, private, index)
- ,
+ {
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$level
+ },
getSerie = function(index)
- getSerie(self, private, index)
+ {
+ index = dateIndexToInteger(index, self)
+ private$.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)
- getExo(self, private, index)
+ {
+ index = dateIndexToInteger(index, self)
+ 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