Commit | Line | Data |
---|---|---|
f17665c7 | 1 | #' Data |
3d69ff21 | 2 | #' |
f17665c7 | 3 | #' Data encapsulation |
3d69ff21 | 4 | #' |
a66a84b5 BA |
5 | #' @docType class |
6 | #' @importFrom R6 R6Class | |
7 | #' | |
8 | #' @field .data List of \itemize{ | |
3d69ff21 BA |
9 | #' \item time: vector of times |
10 | #' \item serie: centered series | |
11 | #' \item level: corresponding levels | |
f17665c7 | 12 | #' \item exo: exogenous variables |
a66a84b5 | 13 | #' \item exo_hat: predicted exogenous variables} |
f17665c7 | 14 | #' |
a66a84b5 BA |
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)}} | |
af3b84f4 BA |
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.}} | |
25b75559 | 36 | Data = R6::R6Class("Data", |
35eb1443 | 37 | private = list( |
25b75559 | 38 | .data = list() |
35eb1443 | 39 | ), |
f17665c7 | 40 | public = list( |
3d69ff21 | 41 | getSize = function() |
a66a84b5 | 42 | length(private$.data) |
35eb1443 | 43 | , |
e030a6e3 | 44 | getStdHorizon = function() |
a66a84b5 | 45 | 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 |
35eb1443 | 46 | , |
5d83d815 | 47 | append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat) |
a66a84b5 BA |
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 | }, | |
3d69ff21 | 53 | getTime = function(index) |
a66a84b5 BA |
54 | { |
55 | index = dateIndexToInteger(index, self) | |
56 | private$.data[[index]]$time | |
57 | }, | |
3d69ff21 | 58 | getCenteredSerie = function(index) |
a66a84b5 BA |
59 | { |
60 | index = dateIndexToInteger(index, self) | |
61 | private$.data[[index]]$centered_serie | |
62 | }, | |
3d69ff21 | 63 | getLevel = function(index) |
a66a84b5 BA |
64 | { |
65 | index = dateIndexToInteger(index, self) | |
66 | private$.data[[index]]$level | |
67 | }, | |
3d69ff21 | 68 | getSerie = function(index) |
a66a84b5 BA |
69 | { |
70 | index = dateIndexToInteger(index, self) | |
71 | private$.data[[index]]$centered_serie + private$.data[[index]]$level | |
72 | }, | |
1e20780e | 73 | getExo = function(index) |
a66a84b5 BA |
74 | { |
75 | index = dateIndexToInteger(index, self) | |
76 | private$.data[[index]]$exo | |
77 | }, | |
66877df3 | 78 | getExoHat = function(index) |
a66a84b5 BA |
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)] | |
af3b84f4 BA |
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 | } | |
3d69ff21 BA |
97 | ) |
98 | ) |