TODO: unit tests for simil days

[talweg.git] / pkg / R / Data.R

diff --git a/pkg/R/Data.R b/pkg/R/Data.R
index e33e480..92ba2c1 100644 (file)
--- a/pkg/R/Data.R
+++ b/pkg/R/Data.R
@@ -1,36 +1,57 @@
 #' Data
 #'
-#' Data encapsulation
+#' Data encapsulation as a list (days) of lists (components).
 #'
-#' @docType class
-#' @importFrom R6 R6Class
+#' 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 List of \itemize{
+#' @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
+#' @format R6 class
 #'
-#' @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{append(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)}}
-#'   {Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat).}
-#' \item{\code{getTime(index)}}
-#'   {Get times at specified index.}
-#' \item{\code{getCenteredSerie(index)}}
-#'   {Get centered serie at specified index.}
-#' \item{\code{getLevel(index)}}
-#'   {Get level at specified index.}
-#' \item{\code{getSerie(index)}}
-#'   {Get serie (centered+level) at specified index.}
-#' \item{\code{getExo(index)}}
-#'   {Get exogenous variables at specified index.}
-#' \item{\code{getExoHat(index)}}
-#'   {Get estimated exogenous variables at specified index.}}
 Data = R6::R6Class("Data",
        private = list(
                .data = list()
@@ -42,11 +63,16 @@ Data = R6::R6Class("Data",
                getStdHorizon = function()
                        24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
                ,
-               append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
+               append = function(time, serie, exo, exo_hat)
                {
+                       level = mean(serie, na.rm=TRUE)
+                       centered_serie = serie - level
                        private$.data[[length(private$.data)+1]] <- list(
-                               "time"=new_time, "centered_serie"=new_centered_serie, "level"=new_level,
-                               "exo"=new_exo, "exo_hat"=new_exo_hat)
+                               "time"=time, #H-24 --> H-1
+                               "centered_serie"=centered_serie, #at 'time'
+                               "level"=level, #at 'time'
+                               "exo"=exo, #at 'time' (yersteday 0am to last midnight)
+                               "exo_hat"=exo_hat) #today 0am to next midnight
                },
                getTime = function(index)
                {
@@ -58,6 +84,9 @@ Data = R6::R6Class("Data",
                        index = dateIndexToInteger(index, self)
                        private$.data[[index]]$centered_serie
                },
+               getCenteredSeries = function(indices)
+                       sapply(indices, function(i) self$getCenteredSerie(i))
+               ,
                getLevel = function(index)
                {
                        index = dateIndexToInteger(index, self)
@@ -68,15 +97,18 @@ Data = R6::R6Class("Data",
                        index = dateIndexToInteger(index, self)
                        private$.data[[index]]$centered_serie + private$.data[[index]]$level
                },
-               getExo = function(index)
+               getSeries = function(indices)
+                       sapply(indices, function(i) self$getSerie(i))
+               ,
+               getExoHat = function(index)
                {
                        index = dateIndexToInteger(index, self)
-                       private$.data[[index]]$exo
+                       private$.data[[index]]$exo_hat
                },
-               getExoHat = function(index)
+               getExo = function(index)
                {
                        index = dateIndexToInteger(index, self)
-                       private$.data[[index]]$exo_hat
+                       private$.data[[index]]$exo
                },
                removeFirst = function()
                        private$.data <- private$.data[2:length(private$.data)]