Commit | Line | Data |
---|---|---|
f17665c7 | 1 | #' Data |
3d69ff21 | 2 | #' |
f17665c7 | 3 | #' Data encapsulation |
3d69ff21 | 4 | #' |
a66a84b5 BA |
5 | #' @docType class |
6 | #' @importFrom R6 R6Class | |
7 | #' | |
2057c793 BA |
8 | #' @field .data List of |
9 | #' \itemize{ | |
3d69ff21 | 10 | #' \item time: vector of times |
2057c793 | 11 | #' \item centered_serie: centered series |
3d69ff21 | 12 | #' \item level: corresponding levels |
f17665c7 | 13 | #' \item exo: exogenous variables |
2057c793 BA |
14 | #' \item exo_hat: predicted exogenous variables |
15 | #' } | |
f17665c7 | 16 | #' |
98e958ca BA |
17 | #' @section Methods: |
18 | #' \describe{ | |
19 | #' \item{\code{getSize()}}{ | |
20 | #' Return number of series in dataset.} | |
21 | #' \item{\code{getStdHorizon()}}{ | |
22 | #' Return number of time steps from serie[1] until midnight} | |
2057c793 BA |
23 | #' \item{\code{appendHat(time, exo_hat)}}{ |
24 | #' New estimated exogenous variables + time} | |
72b9c501 BA |
25 | #' \item{\code{append(serie, exo)}}{ |
26 | #' New measured data; call *after* \code{appendHat()}} | |
98e958ca BA |
27 | #' \item{\code{getTime(index)}}{ |
28 | #' Get times at specified index.} | |
2057c793 | 29 | #' \item{\code{getCenteredSerie(index)}}{ |
72b9c501 | 30 | #' Get (measured or predicted) centered serie at specified index.} |
2057c793 | 31 | #' \item{\code{getCenteredSeries(indices)}}{ |
98e958ca | 32 | #' Get centered series at specified indices (in columns).} |
2057c793 | 33 | #' \item{\code{getLevel(index)}}{ |
98e958ca | 34 | #' Get level at specified index.} |
2057c793 | 35 | #' \item{\code{getSerie(index)}}{ |
98e958ca | 36 | #' Get serie (centered+level) at specified index.} |
2057c793 | 37 | #' \item{\code{getSeries(indices)}}{ |
98e958ca | 38 | #' Get series at specified indices (in columns).} |
2057c793 BA |
39 | #' \item{\code{getExoHat(index)}}{ |
40 | #' Get predicted exogenous variables at specified index.} | |
41 | #' \item{\code{getExo(index)}}{ | |
98e958ca | 42 | #' Get exogenous variables at specified index.} |
2057c793 BA |
43 | #' \item{\code{removeFirst()}}{ |
44 | #' Remove first list element (if truncated).} | |
45 | #' \item{\code{removeLast()}}{ | |
46 | #' Remove last list element (if truncated).} | |
98e958ca | 47 | #' } |
546b0cb6 | 48 | #' |
25b75559 | 49 | Data = R6::R6Class("Data", |
35eb1443 | 50 | private = list( |
25b75559 | 51 | .data = list() |
35eb1443 | 52 | ), |
f17665c7 | 53 | public = list( |
3d69ff21 | 54 | getSize = function() |
a66a84b5 | 55 | length(private$.data) |
35eb1443 | 56 | , |
e030a6e3 | 57 | getStdHorizon = function() |
a66a84b5 | 58 | 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 |
35eb1443 | 59 | , |
4f5204f0 | 60 | append = function(time, serie, exo, exo_hat) |
72b9c501 BA |
61 | { |
62 | level = mean(serie, na.rm=TRUE) | |
63 | centered_serie = serie - level | |
4f5204f0 BA |
64 | private$.data[[length(private$.data)+1]] <- list( |
65 | "time"=time, #H-24 --> H-1 | |
66 | "centered_serie"=centered_serie, #at 'time' | |
67 | "level"=level, #at 'time' | |
68 | "exo"=exo, #at 'time' (yersteday 0am to last midnight) | |
69 | "exo_hat"=exo_hat) #today 0am to next midnight | |
a66a84b5 | 70 | }, |
3d69ff21 | 71 | getTime = function(index) |
a66a84b5 BA |
72 | { |
73 | index = dateIndexToInteger(index, self) | |
74 | private$.data[[index]]$time | |
75 | }, | |
2057c793 | 76 | getCenteredSerie = function(index) |
a66a84b5 BA |
77 | { |
78 | index = dateIndexToInteger(index, self) | |
2057c793 | 79 | private$.data[[index]]$centered_serie |
a66a84b5 | 80 | }, |
2057c793 BA |
81 | getCenteredSeries = function(indices) |
82 | sapply(indices, function(i) self$getCenteredSerie(i)) | |
98e958ca | 83 | , |
2057c793 | 84 | getLevel = function(index) |
a66a84b5 BA |
85 | { |
86 | index = dateIndexToInteger(index, self) | |
2057c793 | 87 | private$.data[[index]]$level |
a66a84b5 | 88 | }, |
2057c793 | 89 | getSerie = function(index) |
a66a84b5 BA |
90 | { |
91 | index = dateIndexToInteger(index, self) | |
2057c793 | 92 | private$.data[[index]]$centered_serie + private$.data[[index]]$level |
a66a84b5 | 93 | }, |
2057c793 BA |
94 | getSeries = function(indices) |
95 | sapply(indices, function(i) self$getSerie(i)) | |
98e958ca | 96 | , |
2057c793 BA |
97 | getExoHat = function(index) |
98 | { | |
99 | index = dateIndexToInteger(index, self) | |
100 | private$.data[[index]]$exo_hat | |
101 | }, | |
102 | getExo = function(index) | |
a66a84b5 BA |
103 | { |
104 | index = dateIndexToInteger(index, self) | |
2057c793 | 105 | private$.data[[index]]$exo |
a66a84b5 BA |
106 | }, |
107 | removeFirst = function() | |
108 | private$.data <- private$.data[2:length(private$.data)] | |
109 | , | |
110 | removeLast = function() | |
111 | private$.data <- private$.data[1:(length(private$.data)-1)] | |
3d69ff21 BA |
112 | ) |
113 | ) |