X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=pkg%2FR%2FData.R;h=551cfaf6f5dbed4b9e2251cd5275b96b4492d35c;hp=697da05f459f7cf4442e4f631e89b62942ee2ded;hb=72b9c50162bcdcf6c99fbb8b2ec6ea9ba98379cb;hpb=ed5977b22fb345f6586364c4e0ee841a4a600aaf

diff --git a/pkg/R/Data.R b/pkg/R/Data.R
index 697da05..551cfaf 100644
--- a/pkg/R/Data.R
+++ b/pkg/R/Data.R
@@ -18,24 +18,24 @@
 #'   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{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)}}{
-#'   Get centered serie at specified index.}
-#' \item{\code{getCenteredSeries(indices)}}{
+#' \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)}}{
+#' \item{\code{getLevel(index, hat=FALSE)}}{
 #'   Get level at specified index.}
-#' \item{\code{getSerie(index)}}{
+#' \item{\code{getSerie(index, hat=FALSE)}}{
 #'   Get serie (centered+level) at specified index.}
-#' \item{\code{getSeries(indices)}}{
+#' \item{\code{getSeries(indices, hat=FALSE)}}{
 #'   Get series at specified indices (in columns).}
-#' \item{\code{getExo(index)}}{
+#' \item{\code{getExo(index, hat=FALSE)}}{
 #'   Get exogenous variables at specified index.}
-#' \item{\code{getExoHat(index)}}{
-#'   Get estimated exogenous variables at specified index.}
 #' }
 #'
 Data = R6::R6Class("Data",
@@ -49,47 +49,64 @@ Data = R6::R6Class("Data",
 		getStdHorizon = function()
 			24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
 		,
-		append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
+		appendHat = function(time, hat_serie, hat_exo)
 		{
+			hat_level = mean(hat_serie, na.rm=TRUE)
+			hat_centered_serie = hat_serie - hat_level
 			private$.data[[length(private$.data)+1]] <- list(
-				"time"=new_time, "centered_serie"=new_centered_serie, "level"=new_level,
-				"exo"=new_exo, "exo_hat"=new_exo_hat)
+				"time"=time, "hat_centered_serie"=hat_centered_serie,
+				"hat_level"=hat_level, "hat_exo"=hat_exo )
+		},
+		append = function(serie, exo)
+		{
+			level = mean(serie, na.rm=TRUE)
+			centered_serie = serie - level
+			private$.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)
 		{
 			index = dateIndexToInteger(index, self)
 			private$.data[[index]]$time
 		},
-		getCenteredSerie = function(index)
+		getCenteredSerie = function(index, hat=FALSE)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$centered_serie
+			if (hat)
+				private$.data[[index]]$hat_centered_serie
+			else
+				private$.data[[index]]$centered_serie
 		},
-		getCenteredSeries = function(indices)
-			sapply(indices, function(i) self$getCenteredSerie(i))
+		getCenteredSeries = function(indices, hat=FALSE)
+			sapply(indices, function(i) self$getCenteredSerie(i, hat))
 		,
-		getLevel = function(index)
+		getLevel = function(index, hat=FALSE)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$level
+			if (hat)
+				private$.data[[index]]$hat_level
+			else
+				private$.data[[index]]$level
 		},
-		getSerie = function(index)
+		getSerie = function(index, hat=FALSE)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$centered_serie + private$.data[[index]]$level
+			if (hat)
+				private$.data[[index]]$hat_centered_serie + private$.data[[index]]$hat_level
+			else
+				private$.data[[index]]$centered_serie + private$.data[[index]]$level
 		},
-		getSeries = function(indices)
-			sapply(indices, function(i) self$getSerie(i))
+		getSeries = function(indices, hat=FALSE)
+				sapply(indices, function(i) self$getSerie(i, hat))
 		,
-		getExo = function(index)
-		{
-			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$exo
-		},
-		getExoHat = function(index)
+		getExo = function(index, hat=FALSE)
 		{
 			index = dateIndexToInteger(index, self)
-			private$.data[[index]]$exo_hat
+			if (hat)
+				private$.data[[index]]$hat_exo
+			else
+				private$.data[[index]]$exo
 		},
 		removeFirst = function()
 			private$.data <- private$.data[2:length(private$.data)]