X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=pkg%2FR%2FData.R;h=92ba2c1bdcc12147a5a74bd4cd54e59c1116ec0b;hp=d970f7b825ad6af4e5e57b16f84a1cb2024ce5b3;hb=3ddf1c12af0c167fe7d3bb59e63258550270cfc5;hpb=25b75559e2d9bf84e2de35b851d93fefdae36e17 diff --git a/pkg/R/Data.R b/pkg/R/Data.R index d970f7b..92ba2c1 100644 --- a/pkg/R/Data.R +++ b/pkg/R/Data.R @@ -1,131 +1,119 @@ #' Data #' -#' 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 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 -#' @importFrom R6 R6Class +#' @format R6 class #' -#' @export Data = R6::R6Class("Data", private = list( .data = list() ), public = list( getSize = function() - getSizeData(private) + length(private$.data) , getStdHorizon = function() - getStdHorizonData(private) - , - append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat) - appendData(private, new_time, new_centered_serie, new_level, new_exo, new_exo_hat) + 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 , + 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"=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) - getTimeData(self, private, index) - , + { + index = dateIndexToInteger(index, self) + private$.data[[index]]$time + }, getCenteredSerie = function(index) - getCenteredSerieData(self, private, index) + { + index = dateIndexToInteger(index, self) + private$.data[[index]]$centered_serie + }, + getCenteredSeries = function(indices) + sapply(indices, function(i) self$getCenteredSerie(i)) , getLevel = function(index) - getLevelData(self, private, index) - , + { + index = dateIndexToInteger(index, self) + private$.data[[index]]$level + }, getSerie = function(index) - getSerieData(self, private, index) + { + index = dateIndexToInteger(index, self) + private$.data[[index]]$centered_serie + private$.data[[index]]$level + }, + getSeries = function(indices) + sapply(indices, function(i) self$getSerie(i)) , + getExoHat = function(index) + { + index = dateIndexToInteger(index, self) + private$.data[[index]]$exo_hat + }, getExo = function(index) - getExoData(self, private, index) + { + index = dateIndexToInteger(index, self) + private$.data[[index]]$exo + }, + removeFirst = function() + private$.data <- private$.data[2:length(private$.data)] , - getExoHat = function(index) - getExoHatData(self, private, index) + removeLast = function() + private$.data <- private$.data[1:(length(private$.data)-1)] ) ) - -#' Number of series in the dataset -#' -#' @param private List of private members in current object -getSizeData = function(private) - length(private$.data) - -#' 'Standard' horizon, from t+1 to midnight -#' -#' @inheritParams getSizeData -getStdHorizonData = function(private) - 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 - -#' Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat) -#' -#' @inheritParams getSizeData -#' @param new_time Time -#' @param new_centered_serie Centered serie -#' @param new_level Level -#' @param new_exo Exogneous variables -#' @param new_exo_hat Predicted exogenous variables -appendData = function(private, new_time, new_centered_serie, new_level, new_exo, new_exo_hat) -{ - 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 values at specified index -#' -#' @inheritParams getSizeData -#' @param index Return value at this index -getTimeData = function(o, private, index) -{ - index = dateIndexToInteger(index, o) - private$.data[[index]]$time -} - -#' Centered serie values at specified index -#' -#' @inheritParams getTimeData -getCenteredSerieData = function(o, private, index) -{ - index = dateIndexToInteger(index, o) - private$.data[[index]]$centered_serie -} - -#' Level of the serie at specified index -#' -#' @inheritParams getTimeData -getLevelData = function(o, private, index) -{ - index = dateIndexToInteger(index, o) - private$.data[[index]]$level -} - -#' Serie values (centered+level) at specified index -#' -#' @inheritParams getTimeData -getSerieData = function(o, private, index) -{ - index = dateIndexToInteger(index, o) - private$.data[[index]]$centered_serie + data[[index]]$level -} - -#' Exogenous measures at specified index -#' -#' @inheritParams getTimeData -getExoData = function(o, private, index) -{ - index = dateIndexToInteger(index, o) - private$.data[[index]]$exo -} - -#' Exogeous predictions at specified index -#' -#' @inheritParams getTimeData -getExoHatData = function(o, private, index) -{ - index = dateIndexToInteger(index, o) - private$.data[[index]]$exo_hat -}