X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=pkg%2FR%2FData.R;h=92ba2c1bdcc12147a5a74bd4cd54e59c1116ec0b;hp=697da05f459f7cf4442e4f631e89b62942ee2ded;hb=3ddf1c12af0c167fe7d3bb59e63258550270cfc5;hpb=546b0cb65870355a2a2c3705c91418570499d3a6 diff --git a/pkg/R/Data.R b/pkg/R/Data.R index 697da05..92ba2c1 100644 --- a/pkg/R/Data.R +++ b/pkg/R/Data.R @@ -1,43 +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()}}{ -#' Return number of series in dataset.} +#' 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).} +#' 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)}}{ -#' Get times at specified index.} +#' Times (vector) at specified index.} #' \item{\code{getCenteredSerie(index)}}{ -#' Get centered serie at specified index.} +#' Centered serie at specified index.} #' \item{\code{getCenteredSeries(indices)}}{ -#' Get centered series at specified indices (in columns).} +#' Centered series at specified indices (in columns).} #' \item{\code{getLevel(index)}}{ -#' Get level at specified index.} +#' Level at specified index.} #' \item{\code{getSerie(index)}}{ -#' Get serie (centered+level) at specified index.} +#' Serie (centered+level) at specified index.} #' \item{\code{getSeries(indices)}}{ -#' Get series at specified indices (in columns).} -#' \item{\code{getExo(index)}}{ -#' Get exogenous variables at specified index.} +#' Series at specified indices (in columns).} #' \item{\code{getExoHat(index)}}{ -#' Get estimated exogenous variables at specified 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 +#' Data = R6::R6Class("Data", private = list( .data = list() @@ -49,11 +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$.data)+1]] <- list( - "time"=new_time, "centered_serie"=new_centered_serie, "level"=new_level, - "exo"=new_exo, "exo_hat"=new_exo_hat) + "time"=time, #H-24 --> H-1 + "centered_serie"=centered_serie, #at 'time' + "level"=level, #at 'time' + "exo"=exo, #at 'time' (yersteday 0am to last midnight) + "exo_hat"=exo_hat) #today 0am to next midnight }, getTime = function(index) { @@ -81,15 +100,15 @@ Data = R6::R6Class("Data", getSeries = function(indices) sapply(indices, function(i) self$getSerie(i)) , - getExo = function(index) + 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)]