#' @return An object of class Data
#'
#' @export
-getData = function(ts_data, exo_data,
- input_tz="GMT", date_format="%d/%m/%Y %H:%M", working_tz="GMT", predict_at=0)
+getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:%M",
+ working_tz="GMT", predict_at=0, limit=Inf)
{
# Sanity checks (not full, but sufficient at this stage)
if (!is.character(input_tz) || !is.character(working_tz))
break
}
- # NOTE: if predict_at does not cut days at midnight,
- # for the exogenous to be synchronized they need to be shifted
- if (predict_at > 0)
- {
- exo_hat = as.data.frame(exo_df[max(1,i-1),(1+nb_exos+1):(1+2*nb_exos)])
- exo_Dm1 = if (i>=3) as.data.frame(exo_df[i-1,2:(1+nb_exos)]) else NA
- } else
- {
- exo_hat = as.data.frame(exo_df[i,(1+nb_exos+1):(1+2*nb_exos)])
- exo_Dm1 = if (i>=2) as.data.frame(exo_df[i-1,2:(1+nb_exos)]) else NA
- }
- i = i + 1
- #center data
+ # NOTE: if predict_at does not cut days at midnight, exogenous vars need to be shifted
+ exo_hat = as.data.frame( exo_df[
+ ifelse(predict_at>0,max(1,i-1),i) , (1+nb_exos+1):(1+2*nb_exos) ] )
+ exo = as.data.frame( exo_df[ ifelse(predict_at>0,max(1,i-1),i) , 2:(1+nb_exos) ] )
level = mean(serie, na.rm=TRUE)
centered_serie = serie - level
-# data$append(time, centered_serie, level, exo_hat, exo_Jm1) #TODO: slow: why ?
+ #data$append(time, centered_serie, level, exo_hat, exo_Jm1) #too slow; TODO: use R6 class
data[[length(data)+1]] = list("time"=time, "serie"=centered_serie, "level"=level,
- "exo_hat"=exo_hat, "exo_Dm1"=exo_Dm1)
+ "exo_hat"=exo_hat, "exo"=exo)
+ if (i >= limit)
+ break
+ i = i + 1
}
new("Data",data=data)
}