--- /dev/null
+#$# git-fat 9d5a273f6f71606d55f37372d1eaf0d8a7fee3f6 609260
--- /dev/null
+# Only one covariable (so that the "matrix" is always invertible)
+
+# Series are 1,1,...,1 2,2,...,2 ... 7,7,...,7 1,1,...,1 ...etc
+# First serie on monday 2007-01-01
+
+#TODO:
roxygen2,
testthat,
rmarkdown,
- rainbow
+ rainbow,
+ knitr
LazyData: yes
URL: http://git.auder.net/?p=talweg.git
License: MIT + file LICENSE
'getForecast.R'
'plot.R'
'utils.R'
+VignetteBuilder: knitr
}
sigma = cov(M) #NOTE: robust covariance is way too slow
- sigma_inv = qr.solve(sigma)
+ sigma_inv = solve(sigma) #TODO: use pseudo-inverse if needed?
# Distances from last observed day to days in the past
distances2 = rep(NA, nrow(M)-1)
#'
#' @return An object of class Data
#'
+#' @example
+#' ts_data = read.csv(system.file("extdata",ts_data,package="talweg",mustWork=TRUE))
+#' exo_data = read.csv(system.file("extdata",exo_data,package="talweg",mustWork=TRUE))
+#' getData(ts_data, exo_data, ...)
+#'
#' @export
getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:%M",
working_tz="GMT", predict_at=0, limit=Inf)
working_tz = working_tz[1]
if ( (!is.data.frame(ts_data) && !is.character(ts_data)) ||
(!is.data.frame(exo_data) && !is.character(exo_data)) )
- stop("Bad time-series / exogenous input (data [frame] or CSV file)")
+ stop("Bad time-series / exogenous input (data frame or CSV file)")
if (is.character(ts_data))
ts_data = ts_data[1]
if (is.character(exo_data))
date_format = date_format[1]
ts_df =
- if (is.character(ts_data)) {
- if (ts_data %in% data(package="talweg")$results[,"Item"])
- ts_data =
-
-
-
-
- ############CONTINUE: http://r-pkgs.had.co.nz/data.html
-
-
-
-
-
- read.csv(ts_data)
- } else {
+ if (is.character(ts_data))
+ read.csv(ts_data)
+ else
ts_data
- }
exo_df =
- if (is.character(exo_data)) {
+ if (is.character(exo_data))
read.csv(exo_data)
- } else {
+ else
exo_data
- }
# Convert to the desired timezone (usually "GMT" or "Europe/Paris")
formatted_dates_POSIXlt = strptime(as.character(ts_df[,1]), date_format, tz=input_tz)
ts_df[,1] = format(as.POSIXct(formatted_dates_POSIXlt), tz=working_tz, usetz=TRUE)
#' @return An object of class Forecast
#'
#' @examples
-#' data = getData(ts_data="data/pm10_mesures_H_loc.csv", exo_data="data/meteo_extra_noNAs.csv",
+#' data = getData(ts_data="pm10_mesures_H_loc.csv", exo_data="meteo_extra_noNAs.csv",
#' input_tz = "Europe/Paris", working_tz="Europe/Paris", predict_at=7)
#' pred = getForecast(data, 2200:2230, "Persistence", "Persistence", 500, 12)
#' \dontrun{#Sketch for real-time mode:
+++ /dev/null
-#$# git-fat fb2d21849524e743ce1b3e5589efb40d1182f468 564468
--- /dev/null
+citHeader("To cite talweg in publications use:")
+
+citEntry(entry = "Manual",
+ title = "Time-series sAmpLes forecasted With ExoGenous variables.",
+ author = personList(as.person("Benjamin Auder"),
+ as.person("Jean-Michel Poggi"),
+ as.person("Bruno Portier")),
+ organization = "Paris-Sud & INSA Rouen",
+ address = "Orsay & Rouen, France",
+ year = "2017",
+ url = "https://git.auder.net/?p=talweg.git",
+
+ textVersion =
+ paste("Benjamin Auder, Jean-Michel Poggi, Bruno Portier (2017).",
+ "talweg: Time-series sAmpLes forecasted With ExoGenous variables.",
+ "URL https://git.auder.net/?p=talweg.git")
+)
test_that("Average+Zero method behave as expected",
{
+ ts_data = system.file("testdata","ts",package="talweg")
+ exo_data = system.file("testdata","exo",package="talweg")
+
+ data0 = getData(ts_data, exo_data, input_tz="GMT", date_format="%Y-%m-%d %H:%M",
+ working_tz="GMT", predict_at=0, limit=Inf)
+ #TODO: with and without shift at origin (so series values at least forst ones are required)
+
+ indices = ...
+ pred0 = getForecast(.......)
+
+ for (i in seq_along(indices))
+ {
+ expect_identical(....)
+ }
+
+ data13 = getData(ts_data, exo_data, input_tz="GMT", date_format="%Y-%m-%d %H:%M",
+ working_tz="GMT", predict_at=13, limit=Inf)
+ #Attention: jours deviennent 1 1 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 2 2 2 (14h-->0h puis 1h-->13h)
+}
test_that("Persistence+Zero method behave as expected",
{
+}
test_that("Neighbors+Zero method behave as expected",
{
+}
test_that("Neighbors+Neighbors method behave as expected",
{
-
-
-
-#TODO: with and without shift at origin (so series values at least forst ones are required)
-
-
- n = 1500
- series = list()
- for (i in seq_len(n))
- {
- index = (i%%3) + 1
- level = mean(s[[index]])
- serie = s[[index]] - level + rnorm(L,sd=0.05)
- # 10 series with NAs for index 2
- if (index == 2 && i >= 60 && i<= 90)
- serie[sample(seq_len(L),1)] = NA
- series[[i]] = list("level"=level,"serie"=serie) #no need for more :: si : time !!!
- }
- data = new("Data", data=series)
-
- dateIndexToInteger = function(index, data)
-})
+}
context("Check that dateIndexToInteger behaves as expected")
-getDataTest = function(n, shift)
+test_that("computed integer index is correct; predict_at == 0",
{
- n = 1500
- series = list()
- s = rep(0, 24)
-
- for (i in seq_len(n))
- {
- level = i %% 3mean(s[[index]])
- serie = s
- # 10 series with NAs for index 2
- if (index == 2 && i >= 60 && i<= 90)
- serie[sample(seq_len(L),1)] = NA
- series[[i]] = list("level"=i%%3, "serie"=s, "time"=)
- }
- data = new("Data", data=series)
-}
-
-test_that("integer index matches date in data, predict_at == 0",
-{
- data = getData(
- dateIndexToInteger = function(index, data)
+ data0 = getData(ts_data="pm10_mesures_H_loc.csv", exo_data="meteo_extra_noNAs.csv",
+ input_tz="Europe/Paris",working_tz="Europe/Paris", predict_at=0, limit=200)
+ expect_identical( dateIndexToInteger("2008-12-10",data), 1 )
+ expect_identical( dateIndexToInteger("2008-12-11",data), 2 )
+ expect_identical( dateIndexToInteger("2008-12-20",data), 11 )
+ expect_identical( dateIndexToInteger("2009-02-01",data), 53 )
+ expect_identical( dateIndexToInteger("2009-03-01",data), 81 )
+ expect_identical( dateIndexToInteger("2009-05-31",data), 172 )
})
-test_that("integer index matches date in data, predict_at > 0",
+test_that("computed integer index is correct; predict_at > 0",
{
-
-
-
-
- ####TODO: CSV as raw data in inst/extdata http://r-pkgs.had.co.nz/data.html
+ data7 = getData(ts_data="pm10_mesures_H_loc.csv", exo_data="meteo_extra_noNAs.csv",
+ input_tz="Europe/Paris",working_tz="Europe/Paris", predict_at=7, limit=200)
+ expect_identical( dateIndexToInteger("2008-12-10",data), 2 )
+ expect_identical( dateIndexToInteger("2008-12-11",data), 3 )
+ expect_identical( dateIndexToInteger("2008-12-20",data), 12 )
+ expect_identical( dateIndexToInteger("2009-02-01",data), 54 )
+ expect_identical( dateIndexToInteger("2009-03-01",data), 82 )
+ expect_identical( dateIndexToInteger("2009-05-31",data), 173 )
+}
context("Check that integerIndexToDate behaves as expected")
-test_that("date matches index in data",
+test_that("computed dates match the input indexes; predict_at == 0",
{
- #TODO: with and without shift at origin (so series values at least forst ones are required)
-
- n = 1500
- series = list()
- for (i in seq_len(n))
- {
- index = (i%%3) + 1
- level = mean(s[[index]])
- serie = s[[index]] - level + rnorm(L,sd=0.05)
- # 10 series with NAs for index 2
- if (index == 2 && i >= 60 && i<= 90)
- serie[sample(seq_len(L),1)] = NA
- series[[i]] = list("level"=level,"serie"=serie) #no need for more :: si : time !!!
- }
- data = new("Data", data=series)
-
- integerIndexToDate = function(index, data)
+ data0 = getData(ts_data="pm10_mesures_H_loc.csv", exo_data="meteo_extra_noNAs.csv",
+ input_tz="Europe/Paris",working_tz="Europe/Paris", predict_at=0, limit=200)
+ expect_identical( integerIndexToDate(1,data), as.Date("2008-12-10") )
+ expect_identical( integerIndexToDate(2,data), as.Date("2008-12-11") )
+ expect_identical( integerIndexToDate(11,data), as.Date("2008-12-20") )
+ expect_identical( integerIndexToDate(53,data), as.Date("2009-02-01") )
+ expect_identical( integerIndexToDate(81,data), as.Date("2009-03-01") )
+ expect_identical( integerIndexToDate(172,data), as.Date("2009-05-31") )
})
+
+test_that("computed dates match the input indexes; predict_at > 0",
+{
+ data7 = getData(ts_data="pm10_mesures_H_loc.csv", exo_data="meteo_extra_noNAs.csv",
+ input_tz="Europe/Paris",working_tz="Europe/Paris", predict_at=7, limit=200)
+ expect_identical( integerIndexToDate(2,data), as.Date("2008-12-10") )
+ expect_identical( integerIndexToDate(3,data), as.Date("2008-12-11") )
+ expect_identical( integerIndexToDate(12,data), as.Date("2008-12-20") )
+ expect_identical( integerIndexToDate(54,data), as.Date("2009-02-01") )
+ expect_identical( integerIndexToDate(82,data), as.Date("2009-03-01") )
+ expect_identical( integerIndexToDate(173,data), as.Date("2009-05-31") )
+}
--- /dev/null
+---
+title: "Vignette Title"
+author: "Vignette Author"
+date: "`r Sys.Date()`"
+output: rmarkdown::html_vignette
+vignette: >
+ %\VignetteIndexEntry{Vignette Title}
+ %\VignetteEngine{knitr::rmarkdown}
+ %\VignetteEncoding{UTF-8}
+---
+
+Vignettes are long form documentation commonly included in packages. Because they are part of the distribution of the package, they need to be as compact as possible. The `html_vignette` output type provides a custom style sheet (and tweaks some options) to ensure that the resulting html is as small as possible. The `html_vignette` format:
+
+- Never uses retina figures
+- Has a smaller default figure size
+- Uses a custom CSS stylesheet instead of the default Twitter Bootstrap style
+
+## Vignette Info
+
+Note the various macros within the `vignette` section of the metadata block above. These are required in order to instruct R how to build the vignette. Note that you should change the `title` field and the `\VignetteIndexEntry` to match the title of your vignette.
+
+## Styles
+
+The `html_vignette` template includes a basic CSS theme. To override this theme you can specify your own CSS in the document metadata as follows:
+
+ output:
+ rmarkdown::html_vignette:
+ css: mystyles.css
+
+## Figures
+
+The figure sizes have been customised so that you can easily put two images side-by-side.
+
+```{r, fig.show='hold'}
+plot(1:10)
+plot(10:1)
+```
+
+You can enable figure captions by `fig_caption: yes` in YAML:
+
+ output:
+ rmarkdown::html_vignette:
+ fig_caption: yes
+
+Then you can use the chunk option `fig.cap = "Your figure caption."` in **knitr**.
+
+## More Examples
+
+You can write math expressions, e.g. $Y = X\beta + \epsilon$, footnotes^[A footnote here.], and tables, e.g. using `knitr::kable()`.
+
+```{r, echo=FALSE, results='asis'}
+knitr::kable(head(mtcars, 10))
+```
+
+Also a quote using `>`:
+
+> "He who gives up [code] safety for [code] speed deserves neither."
+([via](https://twitter.com/hadleywickham/status/504368538874703872))
projects / talweg.git / commitdiff