| 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: |
| 16 | #' \describe{ |
| 17 | #' \item{\code{getSize()}}{ |
| 18 | #' Return number of series in dataset.} |
| 19 | #' \item{\code{getStdHorizon()}}{ |
| 20 | #' Return number of time steps from serie[1] until midnight} |
| 21 | #' \item{\code{appendHat(time, hat_serie, hat_exo)}}{ |
| 22 | #' New estimated data + time.} |
| 23 | #' \item{\code{append(serie, exo)}}{ |
| 24 | #' New measured data; call *after* \code{appendHat()}} |
| 25 | #' \item{\code{getTime(index)}}{ |
| 26 | #' Get times at specified index.} |
| 27 | #' \item{\code{getCenteredSerie(index, hat=FALSE)}}{ |
| 28 | #' Get (measured or predicted) centered serie at specified index.} |
| 29 | #' \item{\code{getCenteredSeries(indices, hat=FALSE)}}{ |
| 30 | #' Get centered series at specified indices (in columns).} |
| 31 | #' \item{\code{getLevel(index, hat=FALSE)}}{ |
| 32 | #' Get level at specified index.} |
| 33 | #' \item{\code{getSerie(index, hat=FALSE)}}{ |
| 34 | #' Get serie (centered+level) at specified index.} |
| 35 | #' \item{\code{getSeries(indices, hat=FALSE)}}{ |
| 36 | #' Get series at specified indices (in columns).} |
| 37 | #' \item{\code{getExo(index, hat=FALSE)}}{ |
| 38 | #' Get exogenous variables at specified index.} |
| 39 | #' } |
| 40 | #' |
| 41 | Data = R6::R6Class("Data", |
| 42 | private = list( |
| 43 | .data = list() |
| 44 | ), |
| 45 | public = list( |
| 46 | getSize = function() |
| 47 | length(private$.data) |
| 48 | , |
| 49 | getStdHorizon = function() |
| 50 | 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 |
| 51 | , |
| 52 | appendHat = function(time, hat_serie, hat_exo) |
| 53 | { |
| 54 | hat_level = mean(hat_serie, na.rm=TRUE) |
| 55 | hat_centered_serie = hat_serie - hat_level |
| 56 | private$.data[[length(private$.data)+1]] <- list( |
| 57 | "time"=time, "hat_centered_serie"=hat_centered_serie, |
| 58 | "hat_level"=hat_level, "hat_exo"=hat_exo ) |
| 59 | }, |
| 60 | append = function(serie, exo) |
| 61 | { |
| 62 | level = mean(serie, na.rm=TRUE) |
| 63 | centered_serie = serie - level |
| 64 | private$.data[[length(private$.data)]]$centered_serie <- centered_serie, |
| 65 | private$.data[[length(private$.data)]]$level <- level, |
| 66 | private$.data[[length(private$.data)]]$exo <- exo, |
| 67 | }, |
| 68 | getTime = function(index) |
| 69 | { |
| 70 | index = dateIndexToInteger(index, self) |
| 71 | private$.data[[index]]$time |
| 72 | }, |
| 73 | getCenteredSerie = function(index, hat=FALSE) |
| 74 | { |
| 75 | index = dateIndexToInteger(index, self) |
| 76 | if (hat) |
| 77 | private$.data[[index]]$hat_centered_serie |
| 78 | else |
| 79 | private$.data[[index]]$centered_serie |
| 80 | }, |
| 81 | getCenteredSeries = function(indices, hat=FALSE) |
| 82 | sapply(indices, function(i) self$getCenteredSerie(i, hat)) |
| 83 | , |
| 84 | getLevel = function(index, hat=FALSE) |
| 85 | { |
| 86 | index = dateIndexToInteger(index, self) |
| 87 | if (hat) |
| 88 | private$.data[[index]]$hat_level |
| 89 | else |
| 90 | private$.data[[index]]$level |
| 91 | }, |
| 92 | getSerie = function(index, hat=FALSE) |
| 93 | { |
| 94 | index = dateIndexToInteger(index, self) |
| 95 | if (hat) |
| 96 | private$.data[[index]]$hat_centered_serie + private$.data[[index]]$hat_level |
| 97 | else |
| 98 | private$.data[[index]]$centered_serie + private$.data[[index]]$level |
| 99 | }, |
| 100 | getSeries = function(indices, hat=FALSE) |
| 101 | sapply(indices, function(i) self$getSerie(i, hat)) |
| 102 | , |
| 103 | getExo = function(index, hat=FALSE) |
| 104 | { |
| 105 | index = dateIndexToInteger(index, self) |
| 106 | if (hat) |
| 107 | private$.data[[index]]$hat_exo |
| 108 | else |
| 109 | private$.data[[index]]$exo |
| 110 | }, |
| 111 | removeFirst = function() |
| 112 | private$.data <- private$.data[2:length(private$.data)] |
| 113 | , |
| 114 | removeLast = function() |
| 115 | private$.data <- private$.data[1:(length(private$.data)-1)] |
| 116 | ) |
| 117 | ) |