pkg/R/Data.R

   1 #' Data
   2 #'
   3 #' Data encapsulation, in the form of a few lists (time-series + exogenous variables).
   4 #'
   5 #' The private field .tv is a list where each cell contains the hourly variables for a
   6 #' period of time of 24 hours, from 1am to next midnight. The other lists contain
   7 #' informations on series' levels and exogenous variables (both measured and predicted).
   8 #'
   9 #' @usage # Data$new()
  10 #'
  11 #' @field .tv List of "time-values"; in each cell:
  12 #' \itemize{
  13 #'   \item time: vector of times
  14 #'   \item serie: (measured) serie
  15 #' }
  16 #' @field .level Vector of measured levels
  17 #' @field .level_hat Vector of predicted levels
  18 #' @field .exo List of measured exogenous variables, cell = numerical vector.
  19 #' @field .exo_hat List of predicted exogenous variables, cell = numerical vector.
  20 #'
  21 #' @section Methods:
  22 #' \describe{
  23 #' \item{\code{getSize()}}{
  24 #'   Number of series in dataset.}
  25 #' \item{\code{append(time, value, level_hat, exo, exo_hat)}}{
  26 #'   Measured data for given vector of times + exogenous predictions from
  27 #'   last midgnight.}
  28 #' \item{\code{getTime(index)}}{
  29 #'   Times (vector) at specified index.}
  30 #' \item{\code{getSerie(index)}}{
  31 #'   Serie (centered+level) at specified index.}
  32 #' \item{\code{getSeries(indices)}}{
  33 #'   Series at specified indices (in columns).}
  34 #' \item{\code{getLevel(index)}}{
  35 #'   Measured level at specified index.}
  36 #' \item{\code{getLevelHat(index)}}{
  37 #'   Predicted level at specified index.}
  38 #' \item{\code{getCenteredSerie(index)}}{
  39 #'   Centered serie at specified index.}
  40 #' \item{\code{getCenteredSeries(indices)}}{
  41 #'   Centered series at specified indices (in columns).}
  42 #' \item{\code{getExo(index)}}{
  43 #'   Measured exogenous variables at specified index.}
  44 #' \item{\code{getExoHat(index)}}{
  45 #'   Predicted exogenous variables at specified index.}
  46 #' }
  47 #'
  48 #' @docType class
  49 #' @format R6 class
  50 #'
  51 Data = R6::R6Class("Data",
  52     private = list(
  53         .tv = list(),
  54         .level = vector("double",0),
  55         .level_hat = vector("double",0),
  56         .exo = list(),
  57         .exo_hat = list()
  58     ),
  59     public = list(
  60         getSize = function()
  61             length(private$.tv)
  62         ,
  63         append = function(time=NULL, value=NULL, level_hat=NULL, exo=NULL, exo_hat=NULL)
  64         {
  65             if (!is.null(time) && !is.null(value))
  66             {
  67                 L = length(private$.tv)
  68                 if (L == 0 || strftime( tail(private$.tv[[L]]$time,1),
  69                     format="%H:%M:%S", tz="GMT" ) == "00:00:00")
  70                 {
  71                     # Append a new cell
  72                     private$.tv[[L+1]] <- list("time"=time, "serie"=value)
  73                 }
  74                 else
  75                 {
  76                     # Complete current cell
  77                     private$.tv[[L]]$time = c(private$.tv[[L]]$time, time)
  78                     private$.tv[[L]]$serie = c(private$.tv[[L]]$serie, value)
  79                 }
  80             }
  81             if (strftime( tail(private$.tv[[length(private$.tv)]]$time,1),
  82                     format="%H:%M:%S", tz="GMT" ) == "00:00:00")
  83             {
  84                 private$.level = c(private$.level,
  85                     mean(private$.tv[[length(private$.tv)]]$serie, na.rm=TRUE))
  86             }
  87             if (!is.null(level_hat))
  88                 private$.level_hat = c(private$.level_hat, level_hat)
  89             if (!is.null(exo))
  90                 private$.exo[[length(private$.exo)+1]] = exo
  91             if (!is.null(exo_hat))
  92                 private$.exo_hat[[length(private$.exo_hat)+1]] = exo_hat
  93         },
  94         getTime = function(index)
  95         {
  96             index = dateIndexToInteger(index, self)
  97             private$.tv[[index]]$time
  98         },
  99         getSerie = function(index)
 100         {
 101             index = dateIndexToInteger(index, self)
 102             private$.tv[[index]]$serie
 103         },
 104         getSeries = function(indices)
 105             sapply(indices, function(i) self$getSerie(i))
 106         ,
 107         getLevel = function(index)
 108         {
 109             index = dateIndexToInteger(index, self)
 110             private$.level[index]
 111         },
 112         getLevelHat = function(index)
 113         {
 114             index = dateIndexToInteger(index, self)
 115             private$.level_hat[index]
 116         },
 117         getCenteredSerie = function(index)
 118         {
 119             index = dateIndexToInteger(index, self)
 120             private$.tv[[index]]$serie - private$.level[index]
 121         },
 122         getCenteredSeries = function(indices)
 123             sapply(indices, function(i) self$getCenteredSerie(i))
 124         ,
 125         getExo = function(index)
 126         {
 127             index = dateIndexToInteger(index, self)
 128             private$.exo[[index]]
 129         },
 130         getExoHat = function(index)
 131         {
 132             index = dateIndexToInteger(index, self)
 133             private$.exo_hat[[index]]
 134         }
 135     )
 136 )