X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=pkg%2FR%2FData.R;h=92ba2c1bdcc12147a5a74bd4cd54e59c1116ec0b;hp=6f82f239b1a1077ab9a41ae434f54b913fd6fb07;hb=3ddf1c12af0c167fe7d3bb59e63258550270cfc5;hpb=dea7ff860b42b3e246c8fa7ce2fb514561b8bc43 diff --git a/pkg/R/Data.R b/pkg/R/Data.R index 6f82f23..92ba2c1 100644 --- a/pkg/R/Data.R +++ b/pkg/R/Data.R @@ -1,97 +1,119 @@ -#' @title Data +#' Data #' -#' @description 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 exo_hat: predicted exogenous variables -#' \item exo_Dm1: List of measured exogenous variables at day minus 1 +#' \item centered_serie: centered serie +#' \item level: corresponding level +#' \item exo: 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).} #' } #' -#' @exportClass Data -#' @export Data -Data = setRefClass( - Class = "Data", - - fields = list( - data = "list" +#' @docType class +#' @format R6 class +#' +Data = R6::R6Class("Data", + private = list( + .data = list() ), - - methods = list( - initialize = function(...) - { - "Initialize empty Data object" - - callSuper(...) - }, + public = list( getSize = function() - { - "Number of series in the dataset" - - length(data) - }, + length(private$.data) + , getStdHorizon = function() + 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 + , + append = function(time, serie, exo, exo_hat) { - "'Standard' horizon, from t+1 to midnight" - - L1 = length(data[[1]]$serie) - L2 = length(data[[2]]$serie) - if (L1 < L2) - L2 - L1 - else - L1 - }, - append = function(new_time, new_serie, new_level, new_exo_hat, new_exo) - { - "Acquire a new vector of lists (time, serie, level, exo_hat, exo)" - - data[[length(data)+1]] <<- list("time"=new_time,"serie"=new_serie,"level"=new_level, - "exo_hat"=new_exo_hat,"exo"=new_exo) + 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) { - "Get time values at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$time + index = dateIndexToInteger(index, self) + private$.data[[index]]$time }, getCenteredSerie = function(index) { - "Get serie values (centered) at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$serie + index = dateIndexToInteger(index, self) + private$.data[[index]]$centered_serie }, + getCenteredSeries = function(indices) + sapply(indices, function(i) self$getCenteredSerie(i)) + , getLevel = function(index) { - "Get level for the serie at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$level + index = dateIndexToInteger(index, self) + private$.data[[index]]$level }, getSerie = function(index) { - "Get serie values (centered+level) at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$serie + data[[index]]$level + index = dateIndexToInteger(index, self) + private$.data[[index]]$centered_serie + private$.data[[index]]$level }, + getSeries = function(indices) + sapply(indices, function(i) self$getSerie(i)) + , getExoHat = function(index) { - "Get exogeous predictions at specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$exo_hat + index = dateIndexToInteger(index, self) + private$.data[[index]]$exo_hat }, - getExoDm1 = function(index) + getExo = function(index) { - "Get exogenous measures at the specified index" - - index = dateIndexToInteger(index, .self) - data[[index]]$exo - } + index = dateIndexToInteger(index, self) + private$.data[[index]]$exo + }, + removeFirst = function() + private$.data <- private$.data[2:length(private$.data)] + , + removeLast = function() + private$.data <- private$.data[1:(length(private$.data)-1)] ) )