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