TODO: check my plots, re-run reports with relative variability
[talweg.git] / pkg / R / plot.R
1 #' @title plot curves
2 #'
3 #' @description Plot a range of curves in data
4 #'
5 #' @param data Object of class Data
6 #' @param indices Range of indices (integers or dates)
7 #'
8 #' @export
9 plotCurves <- function(data, indices)
10 {
11 yrange = quantile( range( sapply( indices, function(i) {
12 serie = c(data$getCenteredSerie(i))
13 if (!all(is.na(serie)))
14 range(serie, na.rm=TRUE)
15 c()
16 }) ), probs=c(0.05,0.95) )
17 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
18 for (i in seq_along(indices))
19 {
20 plot(data$getSerie(indices[i]), type="l", ylim=yrange,
21 xlab=ifelse(i==1,"Temps (en heures)",""), ylab=ifelse(i==1,"PM10",""))
22 if (ii < length(indices))
23 par(new=TRUE)
24 }
25 }
26
27 #' @title plot measured / predicted
28 #'
29 #' @description Plot measured curve (in black) and predicted curve (in red)
30 #'
31 #' @param data Object return by \code{getData}
32 #' @param pred Object as returned by \code{getForecast}
33 #' @param index Index in forecasts
34 #'
35 #' @export
36 plotPredReal <- function(data, pred, index)
37 {
38 horizon = length(pred$getSerie(1))
39 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=3)
40 measure = data$getSerie(pred$getIndexInData(index)+1)[1:horizon]
41 yrange = range( pred$getSerie(index), measure )
42 plot(measure, type="l", ylim=yrange, xlab="Temps (en heures)", ylab="PM10")
43 par(new=TRUE)
44 plot(pred$getSerie(index), type="l", col="#0000FF", ylim=yrange, xlab="", ylab="")
45 }
46
47 #' @title Compute filaments
48 #'
49 #' @description Get similar days in the past + "past tomorrow", as black as distances are small
50 #'
51 #' @param data Object as returned by \code{getData}
52 #' @param index Index in data
53 #' @param limit Number of neighbors to consider
54 #' @param plot Should the result be plotted?
55 #'
56 #' @export
57 computeFilaments <- function(data, index, limit=60, plot=TRUE)
58 {
59 index = dateIndexToInteger(index, data)
60 ref_serie = data$getCenteredSerie(index)
61 if (any(is.na(ref_serie)))
62 stop("computeFilaments requires a serie without NAs")
63 L = length(ref_serie)
64 first_day = ifelse(length(data$getCenteredSerie(1)<L), 2, 1)
65 distances = sapply(first_day:(index-1), function(i) {
66 sqrt( sum( (ref_serie - data$getCenteredSerie(i))^2 ) / L )
67 })
68 # HACK to suppress NA effect while keeping indexation
69 distances[is.na(distances)] = max(distances,na.rm=TRUE) + 1
70 indices = sort(distances, index.return=TRUE)$ix[1:min(limit,index-first_day)]
71 yrange = quantile( range( ref_serie, sapply( indices, function(i) {
72 index = i - first_day + 1
73 serie = c(data$getCenteredSerie(index), data$getCenteredSerie(index+1))
74 if (!all(is.na(serie)))
75 return (range(serie, na.rm=TRUE))
76 c()
77 }) ), probs=c(0.1,0.9) )
78 grays = gray.colors(20, 0.1, 0.9) #TODO: 20 == magic number
79 color_values = floor( 20.5 * distances[indices] / (1+max(distances[indices])) )
80 plot_order = sort(color_values, index.return=TRUE)$ix
81 colors = c(grays[ color_values[plot_order] ], "#FF0000")
82 if (plot)
83 {
84 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2)
85 for ( i in c(plot_order,length(indices)+1) )
86 {
87 ind = ifelse(i<=length(indices), indices[i] - first_day + 1, index)
88 plot(c(data$getCenteredSerie(ind),data$getCenteredSerie(ind+1)),
89 ylim=yrange, type="l", col=colors[i],
90 xlab=ifelse(i==1,"Temps (en heures)",""), ylab=ifelse(i==1,"PM10 centré",""))
91 if (i <= length(indices))
92 par(new=TRUE)
93 }
94 }
95 list("indices"=c(indices[plot_order]-first_day+1,index), "colors"=colors)
96 }
97
98 #' @title Plot similarities
99 #'
100 #' @description Plot histogram of similarities (weights)
101 #'
102 #' @param pred Object as returned by \code{getForecast}
103 #' @param index Index in forecasts (not in data)
104 #'
105 #' @export
106 plotSimils <- function(pred, index)
107 {
108 weights = pred$getParams(index)$weights
109 if (is.null(weights))
110 stop("plotSimils only works on 'Neighbors' forecasts")
111 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
112 hist(pred$getParams(index)$weights, nclass=20, xlab="Poids", ylab="Effectif")
113 }
114
115 #' @title Plot error
116 #'
117 #' @description Draw error graphs, potentially from several runs of \code{getForecast}
118 #'
119 #' @param err Error as returned by \code{getError}
120 #' @param cols Colors for each error (default: 1,2,3,...)
121 #'
122 #' @seealso \code{\link{plotPredReal}}, \code{\link{plotFilaments}}, \code{\link{plotSimils}}
123 #' \code{\link{plotFbox}}
124 #'
125 #' @export
126 plotError <- function(err, cols=seq_along(err))
127 {
128 if (!is.null(err$abs))
129 err = list(err)
130 par(mfrow=c(2,2), mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2)
131 L = length(err)
132 yrange = range( sapply(1:L, function(index) ( err[[index]]$abs$day ) ), na.rm=TRUE )
133 for (i in seq_len(L))
134 {
135 plot(err[[i]]$abs$day, type="l", xlab=ifelse(i==1,"Temps (heures)",""),
136 ylab=ifelse(i==1,"Moyenne |y - y_hat|",""), ylim=yrange, col=cols[i])
137 if (i < L)
138 par(new=TRUE)
139 }
140 yrange = range( sapply(1:L, function(index) ( err[[index]]$abs$indices ) ), na.rm=TRUE )
141 for (i in seq_len(L))
142 {
143 plot(err[[i]]$abs$indices, type="l", xlab=ifelse(i==1,"Temps (jours)",""),
144 ylab=ifelse(i==1,"Moyenne |y - y_hat|",""), ylim=yrange, col=cols[i])
145 if (i < L)
146 par(new=TRUE)
147 }
148 yrange = range( sapply(1:L, function(index) ( err[[index]]$MAPE$day ) ), na.rm=TRUE )
149 for (i in seq_len(L))
150 {
151 plot(err[[i]]$MAPE$day, type="l", xlab=ifelse(i==1,"Temps (heures)",""),
152 ylab=ifelse(i==1,"MAPE moyen",""), ylim=yrange, col=cols[i])
153 if (i < L)
154 par(new=TRUE)
155 }
156 yrange = range( sapply(1:L, function(index) ( err[[index]]$MAPE$indices ) ), na.rm=TRUE )
157 for (i in seq_len(L))
158 {
159 plot(err[[i]]$MAPE$indices, type="l", xlab=ifelse(i==1,"Temps (jours)",""),
160 ylab=ifelse(i==1,"MAPE moyen",""), ylim=yrange, col=cols[i])
161 if (i < L)
162 par(new=TRUE)
163 }
164 }
165
166 #' @title Functional boxplot
167 #'
168 #' @description Draw the functional boxplot on the left, and bivariate plot on the right
169 #'
170 #' @param data Object return by \code{getData}
171 #' @param fiter Optional filter: return TRUE on indices to process
172 #' @param plot_bivariate Should the bivariate plot appear?
173 #'
174 #' @export
175 plotFbox <- function(data, filter=function(index) TRUE, plot_bivariate=TRUE)
176 {
177 if (!requireNamespace("rainbow", quietly=TRUE))
178 stop("Functional boxplot requires the rainbow package")
179
180 start_index = 1
181 end_index = data$getSize()
182 if (length(data$getCenteredSerie(1)) < length(data$getCenteredSerie(2)))
183 {
184 # Shifted start (7am, or 1pm, or...)
185 start_index = 2
186 end_index = data$getSize() - 1
187 }
188
189 series_matrix = sapply(start_index:end_index, function(index) {
190 as.matrix(data$getSerie(index))
191 })
192 # Remove NAs. + filter TODO: merge with previous step: only one pass required...
193 nas_indices = seq_len(ncol(series_matrix))[ sapply( 1:ncol(series_matrix),
194 function(index) ( !filter(index) || any(is.na(series_matrix[,index])) ) ) ]
195 series_matrix = series_matrix[,-nas_indices]
196
197 series_fds = rainbow::fds(seq_len(nrow(series_matrix)), series_matrix)
198 if (plot_bivariate)
199 par(mfrow=c(1,2))
200 par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
201 rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Temps (heures)", ylab="PM10",
202 plotlegend=FALSE, lwd=2)
203 if (plot_bivariate)
204 rainbow::fboxplot(series_fds, "bivariate", "hdr", plotlegend=FALSE)
205 }
206
207 #' @title Functional boxplot on filaments
208 #'
209 #' @description Draw the functional boxplot on filaments obtained by \code{computeFilaments}
210 #'
211 #' @param data Object return by \code{getData}
212 #' @param indices Indices as output by \code{computeFilaments}
213 #'
214 #' @export
215 plotFilamentsBox = function(data, indices, ...)
216 {
217 past_neighbs_indices = head(indices,-1)
218 plotFbox(data, function(i) i %in% past_neighbs_indices, plot_bivariate=FALSE)
219 par(new=TRUE)
220 # "Magic" found at http://stackoverflow.com/questions/13842560/get-xlim-from-a-plot-in-r
221 usr <- par("usr")
222 yr <- (usr[4] - usr[3]) / 27
223 plot(data$getSerie(tail(indices,1)), type="l", lwd=2, lty=2,
224 ylim=c(usr[3] + yr, usr[4] - yr), xlab="", ylab="")
225 }