#' \item exo: 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{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.}}
+#' @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, hat_serie, hat_exo)}}{
+#' New estimated data + 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, hat=FALSE)}}{
+#' Get (measured or predicted) centered serie at specified index.}
+#' \item{\code{getCenteredSeries(indices, hat=FALSE)}}{
+#' Get centered series at specified indices (in columns).}
+#' \item{\code{getLevel(index, hat=FALSE)}}{
+#' Get level at specified index.}
+#' \item{\code{getSerie(index, hat=FALSE)}}{
+#' Get serie (centered+level) at specified index.}
+#' \item{\code{getSeries(indices, hat=FALSE)}}{
+#' Get series at specified indices (in columns).}
+#' \item{\code{getExo(index, hat=FALSE)}}{
+#' Get exogenous variables at specified index.}
+#' }
+#'
Data = R6::R6Class("Data",
private = list(
.data = list()
getStdHorizon = function()
24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
,
- append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
+ appendHat = function(time, hat_serie, hat_exo)
{
+ hat_level = mean(hat_serie, na.rm=TRUE)
+ hat_centered_serie = hat_serie - hat_level
private$.data[[length(private$.data)+1]] <- list(
- "time"=new_time, "centered_serie"=new_centered_serie, "level"=new_level,
- "exo"=new_exo, "exo_hat"=new_exo_hat)
+ "time"=time, "hat_centered_serie"=hat_centered_serie,
+ "hat_level"=hat_level, "hat_exo"=hat_exo )
},
- getTime = function(index)
+ append = function(serie, exo)
{
- index = dateIndexToInteger(index, self)
- private$.data[[index]]$time
+ level = mean(serie, na.rm=TRUE)
+ centered_serie = serie - level
+ private$.data[[length(private$.data)]]$centered_serie <- centered_serie,
+ private$.data[[length(private$.data)]]$level <- level,
+ private$.data[[length(private$.data)]]$exo <- exo,
},
- getCenteredSerie = function(index)
+ getTime = function(index)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$centered_serie
+ private$.data[[index]]$time
},
- getLevel = function(index)
+ getCenteredSerie = function(index, hat=FALSE)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$level
+ if (hat)
+ private$.data[[index]]$hat_centered_serie
+ else
+ private$.data[[index]]$centered_serie
},
- getSerie = function(index)
+ getCenteredSeries = function(indices, hat=FALSE)
+ sapply(indices, function(i) self$getCenteredSerie(i, hat))
+ ,
+ getLevel = function(index, hat=FALSE)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$centered_serie + private$.data[[index]]$level
+ if (hat)
+ private$.data[[index]]$hat_level
+ else
+ private$.data[[index]]$level
},
- getExo = function(index)
+ getSerie = function(index, hat=FALSE)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$exo
+ if (hat)
+ private$.data[[index]]$hat_centered_serie + private$.data[[index]]$hat_level
+ else
+ private$.data[[index]]$centered_serie + private$.data[[index]]$level
},
- getExoHat = function(index)
+ getSeries = function(indices, hat=FALSE)
+ sapply(indices, function(i) self$getSerie(i, hat))
+ ,
+ getExo = function(index, hat=FALSE)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$exo_hat
+ if (hat)
+ private$.data[[index]]$hat_exo
+ else
+ private$.data[[index]]$exo
},
removeFirst = function()
private$.data <- private$.data[2:length(private$.data)]