X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=pkg%2FR%2FData.R;fp=pkg%2FR%2FData.R;h=8aa149d89fa4e381768577afe0b9585dcec3d626;hp=33db5c9ce8e324e4b50edbb185dbbffb15be849c;hb=af718fd5a9a330b13b331e78824a47407a3479ae;hpb=c8a81efd2e8302cde424165539f49e4bb7466fc3

diff --git a/pkg/R/Data.R b/pkg/R/Data.R
index 33db5c9..8aa149d 100644
--- a/pkg/R/Data.R
+++ b/pkg/R/Data.R
@@ -1,54 +1,48 @@
 #' Data
 #'
-#' Data encapsulation as a list (days) of lists (components).
+#' Data encapsulation, in the form of a few lists (time-series + exogenous variables).
 #'
-#' 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.
+#' The private field .tvp is a list where each cell contains the hourly variables for a
+#' period of time of 24 hours, from 1am to next midnight. The other lists contain
+#' informations on series' levels and exogenous variables (both measured and predicted).
 #'
 #' @usage # Data$new()
 #'
-#' @field .data[[i]] List of
+#' @field .tvp List of "time-values"; in each cell:
 #' \itemize{
 #'   \item time: vector of times
-#'   \item centered_serie: centered serie
-#'   \item level: corresponding level
-#'   \item exo: exogenous variables
-#'   \item exo_hat: predicted exogenous variables (for next day)
+#'   \item serie: (measured) serie
+#'   \item level_hat: predicted level for current day
 #' }
+#' @field .level Vector of measured levels
+#' @field .exo List of measured exogenous variables, cell = numerical vector.
+#' @field .exo_hat List of predicted exogenous variables, cell = numerical vector.
 #'
 #' @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)}}{
+#' \item{\code{append(time, value, level_hat, 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{getLevel(index)}}{
+#'   Measured level at specified index.}
+#' \item{\code{getLevelHat(index)}}{
+#'   Predicted level vector at specified index (by hour).}
+#' \item{\code{getCenteredSerie(index)}}{
+#'   Centered serie at specified index.}
+#' \item{\code{getCenteredSeries(indices)}}{
+#'   Centered series at specified indices (in columns).}
 #' \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).}
+#' \item{\code{getExoHat(index)}}{
+#'   Predicted exogenous variables at specified index.}
 #' }
 #'
 #' @docType class
@@ -56,66 +50,85 @@
 #'
 Data = R6::R6Class("Data",
 	private = list(
-		.data = list()
+		.tvp = list(),
+		.level = vector("double",0),
+		.exo = list(),
+		.exo_hat = list()
 	),
 	public = list(
 		getSize = function()
-			length(private$.data)
-		,
-		getStdHorizon = function()
-			24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
+			length(private$.tvp)
 		,
-		append = function(time, serie, exo, exo_hat)
+		append = function(time=NULL, value=NULL, level_hat=NULL, exo=NULL, exo_hat=NULL)
 		{
-			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
+			if (!is.null(time) && !is.null(value) && !is.null(level_hat))
+			{
+				L = length(private$.tvp)
+				if (L == 0 || strftime( tail(private$.tvp[[L]]$time,1),
+					format="%H:%M:%S", tz="GMT" ) == "00:00:00")
+				{
+					# Append a new cell
+					private$.tvp[[L+1]] <- list("time"=time, "serie"=value, "level_hat"=level_hat)
+				}
+				else
+				{
+					# Complete current cell
+					private$.tvp[[L]]$time <- c(private$.tvp[[L]]$time, time)
+					private$.tvp[[L]]$serie <- c(private$.tvp[[L]]$serie, value)
+					private$.tvp[[L]]$level_hat <- c(private$.tvp[[L]]$levem_hat, level_hat)
+				}
+			}
+			if (strftime( tail(private$.tvp[[length(private$.tvp)]]$time,1),
+				format="%H:%M:%S", tz="GMT" ) == "00:00:00")
+			{
+				private$.level = c(private$.level,
+					mean(private$.tvp[[length(private$.tvp)]]$serie, na.rm=TRUE))
+			}
+			if (!is.null(exo))
+				private$.exo[[length(private$.exo)+1]] = exo
+			if (!is.null(exo_hat))
+				private$.exo_hat[[length(private$.exo_hat)+1]] = exo_hat
 		},
 		getTime = function(index)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$time
+			private$.tvp[[index]]$time
 		},
-		getCenteredSerie = function(index)
+		getSerie = function(index)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$centered_serie
+			private$.tvp[[index]]$serie
 		},
-		getCenteredSeries = function(indices)
-			sapply(indices, function(i) self$getCenteredSerie(i))
+		getSeries = function(indices)
+			sapply(indices, function(i) self$getSerie(i))
 		,
 		getLevel = function(index)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$level
+			private$.level[index]
 		},
-		getSerie = function(index)
+		getLevelHat = function(index)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$centered_serie + private$.data[[index]]$level
+			private$.tvp[[index]]$level_hat
 		},
-		getSeries = function(indices)
-			sapply(indices, function(i) self$getSerie(i))
-		,
-		getExoHat = function(index)
+		getCenteredSerie = function(index)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$exo_hat
+			private$.tvp[[index]]$serie - private$.level[index]
 		},
+		getCenteredSeries = function(indices)
+			sapply(indices, function(i) self$getCenteredSerie(i))
+		,
 		getExo = function(index)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$exo
+			private$.exo[[index]]
 		},
-		removeFirst = function()
-			private$.data <- private$.data[2:length(private$.data)]
-		,
-		removeLast = function()
-			private$.data <- private$.data[1:(length(private$.data)-1)]
+		getExoHat = function(index)
+		{
+			index = dateIndexToInteger(index, self)
+			private$.exo_hat[[index]]
+		}
 	)
 )