#' @docType class
#' @importFrom R6 R6Class
#'
-#' @field .data List of \itemize{
+#' @field .data List of
+#' \itemize{
#' \item time: vector of times
-#' \item serie: centered series
+#' \item centered_serie: centered series
#' \item level: corresponding levels
#' \item exo: exogenous variables
-#' \item exo_hat: predicted exogenous variables}
+#' \item exo_hat: predicted exogenous variables
+#' }
+#'
+#' @section Methods:
+#' \describe{
+#' \item{\code{getSize()}}{
+#' Return number of series in dataset.}
+#' \item{\code{getStdHorizon()}}{
+#' Return number of time steps from serie[1] until midnight}
+#' \item{\code{appendHat(time, exo_hat)}}{
+#' New estimated exogenous variables + time}
+#' \item{\code{append(serie, exo)}}{
+#' New measured data; call *after* \code{appendHat()}}
+#' \item{\code{getTime(index)}}{
+#' Get times at specified index.}
+#' \item{\code{getCenteredSerie(index)}}{
+#' Get (measured or predicted) centered serie at specified index.}
+#' \item{\code{getCenteredSeries(indices)}}{
+#' Get centered series at specified indices (in columns).}
+#' \item{\code{getLevel(index)}}{
+#' Get level at specified index.}
+#' \item{\code{getSerie(index)}}{
+#' Get serie (centered+level) at specified index.}
+#' \item{\code{getSeries(indices)}}{
+#' Get series at specified indices (in columns).}
+#' \item{\code{getExoHat(index)}}{
+#' Get predicted exogenous variables at specified index.}
+#' \item{\code{getExo(index)}}{
+#' Get exogenous variables at specified index.}
+#' \item{\code{removeFirst()}}{
+#' Remove first list element (if truncated).}
+#' \item{\code{removeLast()}}{
+#' Remove last list element (if truncated).}
+#' }
#'
-#' @section Methods: \describe{
-#' \item{\code{getSize()}}
-#' {Return number of series in dataset.}
-#' \item{\code{getStdHorizon()}}
-#' {Return number of time steps from serie[1] until midnight}
-#' \item{\code{append(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)}}
-#' {Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat).}
-#' \item{\code{getTime(index)}}
-#' {Get times at specified index.}
-#' \item{\code{getCenteredSerie(index)}}
-#' {Get centered serie at specified index.}
-#' \item{\code{getLevel(index)}}
-#' {Get level at specified index.}
-#' \item{\code{getSerie(index)}}
-#' {Get serie (centered+level) at specified index.}
-#' \item{\code{getExo(index)}}
-#' {Get exogenous variables at specified index.}
-#' \item{\code{getExoHat(index)}}
-#' {Get estimated exogenous variables at specified index.}
-#' \item{\code{getCoupleDays(first,last)}}
-#' {Get indices of no-NA series followed by no-NA, within [first,last] range.}}
Data = R6::R6Class("Data",
private = list(
.data = list()
getStdHorizon = function()
24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
,
- append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
+ append = function(time, serie, exo, exo_hat)
{
+ level = mean(serie, na.rm=TRUE)
+ centered_serie = serie - level
private$.data[[length(private$.data)+1]] <- list(
- "time"=new_time, "centered_serie"=new_centered_serie, "level"=new_level,
- "exo"=new_exo, "exo_hat"=new_exo_hat)
+ "time"=time, #H-24 --> H-1
+ "centered_serie"=centered_serie, #at 'time'
+ "level"=level, #at 'time'
+ "exo"=exo, #at 'time' (yersteday 0am to last midnight)
+ "exo_hat"=exo_hat) #today 0am to next midnight
},
getTime = function(index)
{
index = dateIndexToInteger(index, self)
private$.data[[index]]$centered_serie
},
+ getCenteredSeries = function(indices)
+ sapply(indices, function(i) self$getCenteredSerie(i))
+ ,
getLevel = function(index)
{
index = dateIndexToInteger(index, self)
index = dateIndexToInteger(index, self)
private$.data[[index]]$centered_serie + private$.data[[index]]$level
},
- getExo = function(index)
+ getSeries = function(indices)
+ sapply(indices, function(i) self$getSerie(i))
+ ,
+ getExoHat = function(index)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$exo
+ private$.data[[index]]$exo_hat
},
- getExoHat = function(index)
+ getExo = function(index)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$exo_hat
+ private$.data[[index]]$exo
},
removeFirst = function()
private$.data <- private$.data[2:length(private$.data)]
,
removeLast = function()
private$.data <- private$.data[1:(length(private$.data)-1)]
- ,
- getCoupleDays = function(first, last)
- {
- (first:last)[ sapply(first:last, function(i) {
- !any(
- is.na(private$.data$getCenteredSerie(i)) |
- is.na(private$.data$getCenteredSerie(i+1)) )
- }) ]
- }
)
)