Merge pull request #50 from hendersontrent/trent-dev

Working rescaling functions and new documentation

DESCRIPTION

@@ -1,7 +1,7 @@
 Package: theft
 Type: Package
 Title: Tools for Handling Extraction of Features from Time-series
-Version: 0.1.4
+Version: 0.1.5
 Date: 2021-05-08
 Authors@R: c(
   person("Trent", "Henderson", email = "then6675@uni.sydney.edu.au", role = c("cre", "aut"))
@@ -18,19 +18,18 @@ LazyData: true
 Depends: 
     R (>= 3.5.0)
 Imports: 
-    Rcpp (>= 0.12.15),
     data.table,
     dplyr,
     ggplot2,
     magrittr,
     tidyr,
     reshape2,
+    scales,
     tibble,
     broom,
     tsibble,
     fabletools,
     tsfeatures,
-    feasts
-LinkingTo: 
-    Rcpp
+    feasts,
+    Rcatch22
 RoxygenNote: 7.1.1

NAMESPACE

@@ -14,22 +14,21 @@ export(plot_quality_matrix)
 export(robustsigmoid_scaler)
 export(sigmoid_scaler)
 export(zscore_scaler)
-import(catch22)
+import(Rcatch22)
 import(dplyr)
 import(feasts)
 import(ggplot2)
 import(tibble)
 import(tsfeatures)
 import(tsibble)
-importFrom(Rcpp,sourceCpp)
 importFrom(broom,augment)
 importFrom(broom,tidy)
 importFrom(data.table,rbindlist)
 importFrom(fabletools,feature_set)
 importFrom(fabletools,features)
 importFrom(magrittr,"%>%")
 importFrom(reshape2,melt)
+importFrom(scales,rescale)
 importFrom(tidyr,drop_na)
 importFrom(tidyr,pivot_longer)
 importFrom(tidyr,pivot_wider)
-useDynLib(theft)

R/calculate_features.R

@@ -17,7 +17,7 @@ calc_catch22 <- function(data){
 
     # Feature calcs
 
-    tmp <- catch22::catch22_all(tsData) %>%
+    tmp <- Rcatch22::catch22_all(tsData) %>%
       dplyr::mutate(id = i,
                     method = "catch22")
 
@@ -107,7 +107,7 @@ calc_tsfeatures <- function(data){
 #' Automatically run time-series feature calculations included in the package
 #' @import dplyr
 #' @importFrom magrittr %>%
-#' @import catch22
+#' @import Rcatch22
 #' @import feasts
 #' @import tsfeatures
 #' @import tsibble

R/rescalers.R

@@ -0,0 +1,112 @@
+#' This function rescales a vector of numerical values into the unit interval [0,1]
+#' 
+#' @importFrom scales rescale
+#' @param x a numeric vector, preferably of feature values computed by other {theft} package functions
+#' @return x a numeric vector, rescaled into the [0,1] unit interval
+#' @author Trent Henderson
+#' @export
+#' @examples
+#' x <- 1 + 0.5 * 1:1000 + arima.sim(list(ma = 0.5), n = 1000)
+#' outs <- minmax_scaler(x)
+#'
+
+minmax_scaler <- function(x){
+
+  x1 <- as.vector(x) # Catches class "ts" cases
+
+  x_new <- scales::rescale(x1, to = c(0,1))
+  return(x_new)
+}
+
+#' This function rescales a vector of numerical values into z-scores
+#'
+#' @param x a numeric vector, preferably of feature values computed by other {theft} package functions
+#' @return x a numeric vector, rescaled into z-scores
+#' @author Trent Henderson
+#' @export
+#' @examples
+#' x <- 1 + 0.5 * 1:1000 + arima.sim(list(ma = 0.5), n = 1000)
+#' outs <- zscore_scaler(x)
+#'
+
+zscore_scaler <- function(x){
+
+  x1 <- as.vector(x) # Catches class "ts" cases
+
+  x_new <- (x-mean(x1, na.rm = TRUE))/sd(x1, na.rm = TRUE)
+  return(x_new)
+}
+
+#' This function rescales a vector of numerical values with a Sigmoidal transformation
+#' 
+#' @importFrom scales rescale
+#' @param x a numeric vector, preferably of feature values computed by other {theft} package functions
+#' @param unitInt Booelan whether to rescale Sigmoidal outputs into unit interval [0,1]. Defaults to TRUE
+#' @return x a numeric rescaled vector
+#' @author Trent Henderson
+#' @export
+#' @examples
+#' x <- 1 + 0.5 * 1:1000 + arima.sim(list(ma = 0.5), n = 1000)
+#' outs <- sigmoid_scaler(x)
+#'
+
+sigmoid_scaler <- function(x, unitInt = TRUE){
+
+  x1 <- as.vector(x) # Catches class "ts" cases
+
+  x_new <- 1/(1+exp(-((x1-mean(x1, na.rm = TRUE))/sd(x1, na.rm = TRUE))))
+
+  if(unitInt){
+    x_new <- scales::rescale(x_new, to = c(0,1))
+  } else{
+    x_new
+  }
+
+  return(x_new)
+}
+
+#' This function rescales a vector of numerical values with an outlier-robust Sigmoidal transformation
+#' 
+#' @importFrom scales rescale
+#' @param x a numeric vector, preferably of feature values computed by other {theft} package functions
+#' @param unitInt Booelan whether to rescale Sigmoidal outputs into unit interval [0,1]. Defaults to TRUE
+#' @return x a numeric rescaled vector
+#' @author Trent Henderson
+#' @export
+#' @examples
+#' x <- 1 + 0.5 * 1:1000 + arima.sim(list(ma = 0.5), n = 1000)
+#' outs <- robustsigmoid_scaler(x)
+#'
+
+robustsigmoid_scaler <- function(x, unitInt = TRUE){
+
+  x1 <- as.vector(x) # Catches class "ts" cases
+
+  x_new <- 1/(1+exp(-((x1-median(x1, na.rm = TRUE))/(IQR(x1, na.rm = TRUE)/1.35))))
+
+  if(unitInt){
+    x_new <- scales::rescale(x_new, to = c(0,1))
+  } else{
+    x_new
+  }
+
+  return(x_new)
+}
+
+#' This function rescales a vector of numerical values by subtracting the mean
+#'
+#' @param x a numeric vector, preferably of feature values computed by other {theft} package functions
+#' @author Trent Henderson
+#' @export
+#' @examples
+#' x <- 1 + 0.5 * 1:1000 + arima.sim(list(ma = 0.5), n = 1000)
+#' outs <- mean_scaler(x)
+#'
+
+mean_scaler <- function(x){
+
+  x1 <- as.vector(x) # Catches class "ts" cases
+
+  x_new <- x1-mean(x1, na.rm = TRUE)
+  return(x_new)
+}

R/theft.R

@@ -1,7 +1,21 @@
-#' @useDynLib theft
-#' @importFrom Rcpp sourceCpp
+#' Tools for Handling Extraction of Features from Time-series
+#' 
+#' @docType package
+#' @name theft
+#' 
+#' @import dplyr
+#' @importFrom magrittr %>%
+#' @import Rcatch22
+#' @import feasts
+#' @import tsfeatures
+#' @import tsibble
+#' @importFrom scales rescale
+#' @importFrom tidyr pivot_longer
+#' @importFrom data.table rbindlist
+#' @importFrom fabletools features
+#' @importFrom fabletools feature_set
+#' @import tibble
+#' @importFrom tidyr drop_na
+#' @importFrom broom augment
+#' @importFrom broom tidy
 NULL
-
-theft <- function(){
-  print("Read the documentation using ??theft")
-}

README.md

@@ -50,14 +50,14 @@ meaning it integrates with and uses existing
 To cite package 'theft' in publications use:
 
   Trent Henderson (2021). theft: Tools for Handling Extraction of
-  Features from Time-series. R package version 0.1.4.
+  Features from Time-series. R package version 0.1.5.
 
 A BibTeX entry for LaTeX users is
 
   @Manual{,
     title = {theft: Tools for Handling Extraction of Features from Time-series},
     author = {Trent Henderson},
     year = {2021},
-    note = {R package version 0.1.4},
+    note = {R package version 0.1.5},
   }
 ```