pkg/R/Data.R

   1 #' Data
   2 #'
   3 #' Data encapsulation
   4 #'
   5 #' @docType class
   6 #' @importFrom R6 R6Class
   7 #'
   8 #' @field .data List of \itemize{
   9 #'   \item time: vector of times
  10 #'   \item serie: centered series
  11 #'   \item level: corresponding levels
  12 #'   \item exo: exogenous variables
  13 #'   \item exo_hat: predicted exogenous variables}
  14 #'
  15 #' @section Methods: \describe{
  16 #' \item{\code{getSize()}}
  17 #'   {Return number of series in dataset.}
  18 #' \item{\code{getStdHorizon()}}
  19 #'   {Return number of time steps from serie[1] until midnight}
  20 #' \item{\code{append(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)}}
  21 #'   {Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat).}
  22 #' \item{\code{getTime(index)}}
  23 #'   {Get times at specified index.}
  24 #' \item{\code{getCenteredSerie(index)}}
  25 #'   {Get centered serie at specified index.}
  26 #' \item{\code{getLevel(index)}}
  27 #'   {Get level at specified index.}
  28 #' \item{\code{getSerie(index)}}
  29 #'   {Get serie (centered+level) at specified index.}
  30 #' \item{\code{getExo(index)}}
  31 #'   {Get exogenous variables at specified index.}
  32 #' \item{\code{getExoHat(index)}}
  33 #'   {Get estimated exogenous variables at specified index.}
  34 #' \item{\code{getCoupleDays(first,last)}}
  35 #'   {Get indices of no-NA series followed by no-NA, within [first,last] range.}}
  36 Data = R6::R6Class("Data",
  37     private = list(
  38         .data = list()
  39     ),
  40     public = list(
  41         getSize = function()
  42             length(private$.data)
  43         ,
  44         getStdHorizon = function()
  45             24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
  46         ,
  47         append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
  48         {
  49             private$.data[[length(private$.data)+1]] <- list(
  50                 "time"=new_time, "centered_serie"=new_centered_serie, "level"=new_level,
  51                 "exo"=new_exo, "exo_hat"=new_exo_hat)
  52         },
  53         getTime = function(index)
  54         {
  55             index = dateIndexToInteger(index, self)
  56             private$.data[[index]]$time
  57         },
  58         getCenteredSerie = function(index)
  59         {
  60             index = dateIndexToInteger(index, self)
  61             private$.data[[index]]$centered_serie
  62         },
  63         getLevel = function(index)
  64         {
  65             index = dateIndexToInteger(index, self)
  66             private$.data[[index]]$level
  67         },
  68         getSerie = function(index)
  69         {
  70             index = dateIndexToInteger(index, self)
  71             private$.data[[index]]$centered_serie + private$.data[[index]]$level
  72         },
  73         getExo = function(index)
  74         {
  75             index = dateIndexToInteger(index, self)
  76             private$.data[[index]]$exo
  77         },
  78         getExoHat = function(index)
  79         {
  80             index = dateIndexToInteger(index, self)
  81             private$.data[[index]]$exo_hat
  82         },
  83         removeFirst = function()
  84             private$.data <- private$.data[2:length(private$.data)]
  85         ,
  86         removeLast = function()
  87             private$.data <- private$.data[1:(length(private$.data)-1)]
  88         ,
  89         getCoupleDays = function(first, last)
  90         {
  91             (first:last)[ sapply(first:last, function(i) {
  92                 !any(
  93                     is.na(private$.data$getCenteredSerie(i)) |
  94                     is.na(private$.data$getCenteredSerie(i+1)) )
  95             }) ]
  96         }
  97     )
  98 )