X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=pkg%2FR%2Fplot.R;h=52b077bea6cf71eff9d816cf0be4fea2f5a50530;hp=c8f7792cb05be2c4215bd93da8fac016b0b6e1ed;hb=4e25de2cf40b946ac6e8c2abc824637a249941d1;hpb=af3b84f4cacade7d83221ca0249b546c50ddf340 diff --git a/pkg/R/plot.R b/pkg/R/plot.R index c8f7792..52b077b 100644 --- a/pkg/R/plot.R +++ b/pkg/R/plot.R @@ -1,4 +1,4 @@ -#' plot curves +#' Plot curves #' #' Plot a range of curves in data #' @@ -8,118 +8,18 @@ #' @export plotCurves <- function(data, indices=seq_len(data$getSize())) { - yrange = quantile( sapply( indices, function(i) { - serie = c(data$getCenteredSerie(i)) - if (!all(is.na(serie))) - range(serie, na.rm=TRUE) - c() - }), probs=c(0.05,0.95) ) + series = data$getSeries(indices) + yrange = quantile(series, probs=c(0.025,0.975), na.rm=TRUE) par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) for (i in seq_along(indices)) { - plot(data$getSerie(indices[i]), type="l", ylim=yrange, - xlab=ifelse(i==1,"Temps (en heures)",""), ylab=ifelse(i==1,"PM10","")) + plot(series[,i], type="l", ylim=yrange, + xlab=ifelse(i==1,"Time (hours)",""), ylab=ifelse(i==1,"PM10","")) if (i < length(indices)) par(new=TRUE) } } -#' plot measured / predicted -#' -#' Plot measured curve (in black) and predicted curve (in red) -#' -#' @param data Object return by \code{getData} -#' @param pred Object as returned by \code{computeForecast} -#' @param index Index in forecasts -#' -#' @export -plotPredReal <- function(data, pred, index) -{ - horizon = length(pred$getSerie(1)) - measure = data$getSerie(pred$getIndexInData(index)+1)[1:horizon] - yrange = range( pred$getSerie(index), measure ) - par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=3) - plot(measure, type="l", ylim=yrange, xlab="Temps (en heures)", ylab="PM10") - par(new=TRUE) - plot(pred$getSerie(index), type="l", col="#0000FF", ylim=yrange, xlab="", ylab="") -} - -#' Compute filaments -#' -#' Get similar days in the past + "past tomorrow", as black as distances are small -#' -#' @param data Object as returned by \code{getData} -#' @param index Index in data -#' @param limit Number of neighbors to consider -#' @param plot Should the result be plotted? -#' -#' @export -computeFilaments <- function(data, index, limit=60, plot=TRUE) -{ - index = dateIndexToInteger(index, data) - ref_serie = data$getCenteredSerie(index) - if (any(is.na(ref_serie))) - stop("computeFilaments requires a serie without NAs") - L = length(ref_serie) - - # Determine indices of no-NAs days followed by no-NAs tomorrows - fdays = c() - for (i in 1:(index-1)) - { - if ( !any(is.na(data$getSerie(i)) | is.na(data$getSerie(i+1))) ) - fdays = c(fdays, i) - } - - distances = sapply(fdays, function(i) { - sqrt( sum( (ref_serie - data$getCenteredSerie(i))^2 ) / L ) - }) - indices = sort(distances, index.return=TRUE)$ix[1:min(limit,length(distances))] - yrange = quantile( c(ref_serie, sapply( indices, function(i) { - serie = c(data$getCenteredSerie(fdays[i]), data$getCenteredSerie(fdays[i]+1)) - if (!all(is.na(serie))) - return (range(serie, na.rm=TRUE)) - c() - }) ), probs=c(0.05,0.95) ) - grays = gray.colors(20, 0.1, 0.9) #TODO: 20 == magic number - min_dist = min(distances[indices]) - max_dist = max(distances[indices]) - color_values = floor( 19.5 * (distances[indices]-min_dist) / (max_dist-min_dist) ) + 1 - plot_order = sort(color_values, index.return=TRUE, decreasing=TRUE)$ix - colors = c(grays[ color_values[plot_order] ], "#FF0000") - if (plot) - { - par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2) - for ( i in seq_len(length(indices)+1) ) - { - ii = ifelse(i<=length(indices), fdays[ indices[plot_order[i]] ], index) - plot(c(data$getCenteredSerie(ii),data$getCenteredSerie(ii+1)), - ylim=yrange, type="l", col=colors[i], - xlab=ifelse(i==1,"Temps (en heures)",""), ylab=ifelse(i==1,"PM10 centré","")) - if (i <= length(indices)) - par(new=TRUE) - } - abline(v=24, lty=2, col=colors()[56]) - } - list("indices"=c(fdays[ indices[plot_order] ],index), "colors"=colors) -} - -#' Plot similarities -#' -#' Plot histogram of similarities (weights) -#' -#' @param pred Object as returned by \code{computeForecast} -#' @param index Index in forecasts (not in data) -#' -#' @export -plotSimils <- function(pred, index) -{ - weights = pred$getParams(index)$weights - if (is.null(weights)) - stop("plotSimils only works on 'Neighbors' forecasts") - par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) - hist(pred$getParams(index)$weights, nclass=20, xlab="Poids", ylab="Effectif") -} - #' Plot error #' #' Draw error graphs, potentially from several runs of \code{computeForecast} @@ -127,8 +27,9 @@ plotSimils <- function(pred, index) #' @param err Error as returned by \code{computeError} #' @param cols Colors for each error (default: 1,2,3,...) #' -#' @seealso \code{\link{plotPredReal}},\code{\link{plotFilaments}} -#' \code{\link{plotSimils}},\code{\link{plotFbox}},\code{\link{plotRelativeVariability}} +#' @seealso \code{\link{plotCurves}}, \code{\link{plotPredReal}}, +#' \code{\link{plotSimils}}, \code{\link{plotFbox}}, +#' \code{\link{computeFilaments}, }\code{\link{plotFilamentsBox}}, \code{\link{plotRelVar}} #' #' @export plotError <- function(err, cols=seq_along(err)) @@ -137,74 +38,160 @@ plotError <- function(err, cols=seq_along(err)) err = list(err) par(mfrow=c(2,2), mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2) L = length(err) - yrange = range( sapply(1:L, function(index) ( err[[index]]$abs$day ) ), na.rm=TRUE ) + yrange = range( sapply(1:L, function(i) ( err[[i]]$abs$day ) ), na.rm=TRUE ) for (i in seq_len(L)) { - plot(err[[i]]$abs$day, type="l", xlab=ifelse(i==1,"Temps (heures)",""), - ylab=ifelse(i==1,"Moyenne |y - y_hat|",""), ylim=yrange, col=cols[i]) + plot(err[[i]]$abs$day, type="l", xlab=ifelse(i==1,"Time (hours)",""), + ylab=ifelse(i==1,"Mean |y - y_hat|",""), ylim=yrange, col=cols[i]) if (i < L) par(new=TRUE) } - yrange = range( sapply(1:L, function(index) ( err[[index]]$abs$indices ) ), na.rm=TRUE ) + yrange = range( sapply(1:L, function(i) ( err[[i]]$abs$indices ) ), na.rm=TRUE ) for (i in seq_len(L)) { - plot(err[[i]]$abs$indices, type="l", xlab=ifelse(i==1,"Temps (jours)",""), - ylab=ifelse(i==1,"Moyenne |y - y_hat|",""), ylim=yrange, col=cols[i]) + plot(err[[i]]$abs$indices, type="l", xlab=ifelse(i==1,"Time (days)",""), + ylab=ifelse(i==1,"Mean |y - y_hat|",""), ylim=yrange, col=cols[i]) if (i < L) par(new=TRUE) } - yrange = range( sapply(1:L, function(index) ( err[[index]]$MAPE$day ) ), na.rm=TRUE ) + yrange = range( sapply(1:L, function(i) ( err[[i]]$MAPE$day ) ), na.rm=TRUE ) for (i in seq_len(L)) { - plot(err[[i]]$MAPE$day, type="l", xlab=ifelse(i==1,"Temps (heures)",""), - ylab=ifelse(i==1,"MAPE moyen",""), ylim=yrange, col=cols[i]) + plot(err[[i]]$MAPE$day, type="l", xlab=ifelse(i==1,"Time (hours)",""), + ylab=ifelse(i==1,"Mean MAPE",""), ylim=yrange, col=cols[i]) if (i < L) par(new=TRUE) } - yrange = range( sapply(1:L, function(index) ( err[[index]]$MAPE$indices ) ), na.rm=TRUE ) + yrange = range( sapply(1:L, function(i) ( err[[i]]$MAPE$indices ) ), na.rm=TRUE ) for (i in seq_len(L)) { - plot(err[[i]]$MAPE$indices, type="l", xlab=ifelse(i==1,"Temps (jours)",""), - ylab=ifelse(i==1,"MAPE moyen",""), ylim=yrange, col=cols[i]) + plot(err[[i]]$MAPE$indices, type="l", xlab=ifelse(i==1,"Time (days)",""), + ylab=ifelse(i==1,"Mean MAPE",""), ylim=yrange, col=cols[i]) if (i < L) par(new=TRUE) } } +#' Plot measured / predicted +#' +#' Plot measured curve (in black) and predicted curve (in blue) +#' +#' @param data Object return by \code{getData} +#' @param pred Object as returned by \code{computeForecast} +#' @param index Index in forecasts (integer or date) +#' +#' @export +plotPredReal <- function(data, pred, index) +{ + horizon = length(pred$getSerie(1)) + measure = data$getSerie( pred$getIndexInData(index)+1 )[1:horizon] + prediction = pred$getSerie(index) + yrange = range(measure, prediction) + par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=3) + plot(measure, type="l", ylim=yrange, xlab="Time (hours)", ylab="PM10") + par(new=TRUE) + plot(prediction, type="l", col="#0000FF", ylim=yrange, xlab="", ylab="") +} + +#' Plot similarities +#' +#' Plot histogram of similarities (weights) +#' +#' @param pred Object as returned by \code{computeForecast} +#' @param index Index in forecasts (integer or date) +#' +#' @export +plotSimils <- function(pred, index) +{ + weights = pred$getParams(index)$weights + if (is.null(weights)) + stop("plotSimils only works on 'Neighbors' forecasts") + par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) + hist(pred$getParams(index)$weights, nclass=20, main="", xlab="Weight", ylab="Count") +} + #' Functional boxplot #' #' Draw the functional boxplot on the left, and bivariate plot on the right #' #' @param data Object return by \code{getData} -#' @param fiter Optional filter: return TRUE on indices to process -#' @param plot_bivariate Should the bivariate plot appear? +#' @param indices integer or date indices to process #' #' @export -plotFbox <- function(data, filter=function(index) TRUE, plot_bivariate=TRUE) +plotFbox <- function(data, indices=seq_len(data$getSize())) { if (!requireNamespace("rainbow", quietly=TRUE)) stop("Functional boxplot requires the rainbow package") - L = length(data$getCenteredSerie(2)) - series_matrix = sapply(1:data$getSize(), function(index) { - if (filter(index)) - as.matrix(data$getSerie(index)) - else - rep(NA,L) - }) - # TODO: merge with previous step: only one pass should be required + series_matrix = data$getSeries(indices) + # Remove series with NAs no_NAs_indices = sapply( 1:ncol(series_matrix), function(i) all(!is.na(series_matrix[,i])) ) series_matrix = series_matrix[,no_NAs_indices] series_fds = rainbow::fds(seq_len(nrow(series_matrix)), series_matrix) - if (plot_bivariate) - par(mfrow=c(1,2)) par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) - rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Temps (heures)", ylab="PM10", + rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Time (hours)", ylab="PM10", plotlegend=FALSE, lwd=2) - if (plot_bivariate) - rainbow::fboxplot(series_fds, "bivariate", "hdr", plotlegend=FALSE) + rainbow::fboxplot(series_fds, "bivariate", "hdr", plotlegend=FALSE) +} + +#' Compute filaments +#' +#' Get similar days in the past, as black as distances are small +#' +#' @param data Object as returned by \code{getData} +#' @param pred Object of class Forecast +#' @param index Index in forecast (integer or date) +#' @param limit Number of neighbors to consider +#' @param plot Should the result be plotted? +#' +#' @return A list with +#' \itemize{ +#' \item index : index of the current serie ('today') +#' \item neighb_indices : indices of its neighbors +#' \item colors : colors of neighbors curves (shades of gray) +#' } +#' +#' @export +computeFilaments <- function(data, pred, index, limit=60, plot=TRUE) +{ + ref_serie = data$getCenteredSerie( pred$getIndexInData(index) ) + if (any(is.na(ref_serie))) + stop("computeFilaments requires a serie without NAs") + + # Compute colors for each neighbor (from darkest to lightest) + sorted_dists = sort(-log(pred$getParams(index)$weights), index.return=TRUE) + nn = min(limit, length(sorted_dists$x)) + min_dist = min(sorted_dists$x[1:nn]) + max_dist = max(sorted_dists$x[1:nn]) + color_values = floor(19.5*(sorted_dists$x[1:nn]-min_dist)/(max_dist-min_dist)) + 1 + colors = gray.colors(20,0.1,0.9)[color_values] #TODO: 20 == magic number + + if (plot) + { + # Complete series with (past and present) tomorrows + ref_serie = c(ref_serie, data$getCenteredSerie( pred$getIndexInData(index)+1 )) + centered_series = rbind( + data$getCenteredSeries( pred$getParams(index)$indices ), + data$getCenteredSeries( pred$getParams(index)$indices+1 ) ) + yrange = range( ref_serie, quantile(centered_series, probs=c(0.025,0.975), na.rm=TRUE) ) + par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2) + for (i in nn:1) + { + plot(centered_series[,sorted_dists$ix[i]], ylim=yrange, type="l", col=colors[i], + xlab=ifelse(i==1,"Time (hours)",""), ylab=ifelse(i==1,"Centered PM10","")) + par(new=TRUE) + } + # Also plot ref curve, in red + plot(ref_serie, ylim=yrange, type="l", col="#FF0000", xlab="", ylab="") + abline(v=24, lty=2, col=colors()[56], lwd=1) + } + + list( + "index"=pred$getIndexInData(index), + "neighb_indices"=pred$getParams(index)$indices[sorted_dists$ix[1:nn]], + "colors"=colors) } #' Functional boxplot on filaments @@ -212,19 +199,28 @@ plotFbox <- function(data, filter=function(index) TRUE, plot_bivariate=TRUE) #' Draw the functional boxplot on filaments obtained by \code{computeFilaments} #' #' @param data Object return by \code{getData} -#' @param indices Indices as output by \code{computeFilaments} +#' @param fil Output of \code{computeFilaments} #' #' @export -plotFilamentsBox = function(data, indices, ...) +plotFilamentsBox = function(data, fil) { - past_neighbs_indices = head(indices,-1) - plotFbox(data, function(i) i %in% past_neighbs_indices, plot_bivariate=FALSE) - par(new=TRUE) + if (!requireNamespace("rainbow", quietly=TRUE)) + stop("Functional boxplot requires the rainbow package") + + series_matrix = rbind( + data$getSeries(fil$neighb_indices), data$getSeries(fil$neighb_indices+1) ) + series_fds = rainbow::fds(seq_len(nrow(series_matrix)), series_matrix) + par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) + rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Time (hours)", ylab="PM10", + plotlegend=FALSE, lwd=2) + # "Magic" found at http://stackoverflow.com/questions/13842560/get-xlim-from-a-plot-in-r usr <- par("usr") yr <- (usr[4] - usr[3]) / 27 - plot(data$getSerie(tail(indices,1)), type="l", lwd=2, lty=2, + par(new=TRUE) + plot(c(data$getSerie(fil$index),data$getSerie(fil$index+1)), type="l", lwd=2, lty=2, ylim=c(usr[3] + yr, usr[4] - yr), xlab="", ylab="") + abline(v=24, lty=2, col=colors()[56]) } #' Plot relative conditional variability / absolute variability @@ -233,30 +229,21 @@ plotFilamentsBox = function(data, indices, ...) #' obtained by \code{computeFilaments} #' #' @param data Object return by \code{getData} -#' @param indices Indices as output by \code{computeFilaments} +#' @param fil Output of \code{computeFilaments} #' #' @export -plotRelativeVariability = function(data, indices, ...) +plotRelVar = function(data, fil) { - ref_series = t( sapply(indices, function(i) { - c( data$getSerie(i), data$getSerie(i+1) ) - }) ) - ref_var = apply(ref_series, 2, sd) - - # Determine indices of no-NAs days followed by no-NAs tomorrows - fdays = c() - for (i in 1:(tail(indices,1)-1)) - { - if ( !any(is.na(data$getSerie(i)) | is.na(data$getSerie(i+1))) ) - fdays = c(fdays, i) - } - global_var = c( apply(data$getSerie(fdays),2,sd), apply(data$getSerie(fdays+1),2,sd) ) + ref_var = c( apply(data$getSeries(fil$neighb_indices),1,sd), + apply(data$getSeries(fil$neighb_indices+1),1,sd) ) + fdays = getNoNA2(data, 1, fil$index-1) + global_var = c( apply(data$getSeries(fdays),1,sd), apply(data$getSeries(fdays+1),1,sd) ) yrange = range(ref_var, global_var) par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) plot(ref_var, type="l", col=1, lwd=3, ylim=yrange, - xlab="Temps (heures)", ylab="Écart-type") + xlab="Time (hours)", ylab="Standard deviation") par(new=TRUE) - plot(random_var, type="l", col=2, lwd=3, ylim=yrange, xlab="", ylab="") + plot(global_var, type="l", col=2, lwd=3, ylim=yrange, xlab="", ylab="") abline(v=24, lty=2, col=colors()[56]) }