Remove conline::output()

BerriJ · BerriJ · commit b51f79a7ff8a · 2023-11-30T16:41:15.000+01:00
diff --git a/R/online.R b/R/online.R
@@ -456,15 +456,61 @@ online <- function(y, experts, tau,
     model_instance$learn()
 
     # Generate output
-    model <- model_instance$output()
+    model <- list(
+        predictions = model_instance$predictions,
+        predictions_got_sorted = model_instance$predictions_got_sorted,
+        weights = model_instance$weights,
+        forecaster_loss = model_instance$loss_for,
+        experts_loss = model_instance$loss_exp,
+        past_performance = model_instance$past_performance,
+        opt_index = model_instance$opt_index + 1, # Respect one-based indexing
+        parametergrid = model_instance$params,
+        params_basis_pr = model_instance$params_basis_pr,
+        params_basis_mv = model_instance$params_basis_mv,
+        params_hat_pr = model_instance$params_hat_pr,
+        params_hat_mv = model_instance$params_hat_mv
+    )
 
-    model$specification[["data"]] <-
+    model[["specification"]] <-
         list(
-            y = model_instance$y,
-            experts = model_instance$experts,
-            tau = model_instance$tau
+            data =
+                list(
+                    y = model_instance$y,
+                    experts = model_instance$experts,
+                    tau = model_instance$tau
+                ),
+            objects =
+                list(
+                    weights_tmp = model_instance$weights_tmp,
+                    predictions_grid = model_instance$predictions_grid,
+                    cum_performance = model_instance$cum_performance,
+                    hat_pr = model_instance$hat_pr,
+                    hat_mv = model_instance$hat_mv,
+                    basis_pr = model_instance$basis_pr,
+                    basis_mv = model_instance$basis_mv,
+                    V = model_instance$V,
+                    E = model_instance$E,
+                    eta = model_instance$eta,
+                    R = model_instance$R,
+                    beta = model_instance$beta,
+                    beta0field = model_instance$beta0field
+                ),
+            parameters =
+                list(
+                    lead_time = model_instance$lead_time,
+                    loss_function = model_instance$loss_function,
+                    loss_parameter = model_instance$loss_parameter,
+                    loss_gradient = model_instance$loss_gradient,
+                    method = model_instance$method,
+                    forget_past_performance = model_instance$forget_past_performance,
+                    allow_quantile_crossing = model_instance$allow_quantile_crossing,
+                    save_past_performance = model_instance$save_past_performance,
+                    save_predictions_grid = model_instance$save_predictions_grid
+                )
         )
 
+    attr(model, "class") <- c("online", "list")
+
     model_instance$teardown()
     rm(model_instance)
     model <- post_process_model(model, names)
diff --git a/R/online_update.R b/R/online_update.R
@@ -71,15 +71,62 @@ update.online <- function(object,
         new_experts
     )
     model_instance$learn()
-    object <- model_instance$output()
 
-    object$specification[["data"]] <-
+    object <- list(
+        predictions = model_instance$predictions,
+        predictions_got_sorted = model_instance$predictions_got_sorted,
+        weights = model_instance$weights,
+        forecaster_loss = model_instance$loss_for,
+        experts_loss = model_instance$loss_exp,
+        past_performance = model_instance$past_performance,
+        opt_index = model_instance$opt_index + 1, # Respect one-based indexing
+        parametergrid = model_instance$params,
+        params_basis_pr = model_instance$params_basis_pr,
+        params_basis_mv = model_instance$params_basis_mv,
+        params_hat_pr = model_instance$params_hat_pr,
+        params_hat_mv = model_instance$params_hat_mv
+    )
+
+    object[["specification"]] <-
         list(
-            y = model_instance$y,
-            experts = model_instance$experts,
-            tau = model_instance$tau
+            data =
+                list(
+                    y = model_instance$y,
+                    experts = model_instance$experts,
+                    tau = model_instance$tau
+                ),
+            objects =
+                list(
+                    weights_tmp = model_instance$weights_tmp,
+                    predictions_grid = model_instance$predictions_grid,
+                    cum_performance = model_instance$cum_performance,
+                    hat_pr = model_instance$hat_pr,
+                    hat_mv = model_instance$hat_mv,
+                    basis_pr = model_instance$basis_pr,
+                    basis_mv = model_instance$basis_mv,
+                    V = model_instance$V,
+                    E = model_instance$E,
+                    eta = model_instance$eta,
+                    R = model_instance$R,
+                    beta = model_instance$beta,
+                    beta0field = model_instance$beta0field
+                ),
+            parameters =
+                list(
+                    lead_time = model_instance$lead_time,
+                    loss_function = model_instance$loss_function,
+                    loss_parameter = model_instance$loss_parameter,
+                    loss_gradient = model_instance$loss_gradient,
+                    method = model_instance$method,
+                    forget_past_performance = model_instance$forget_past_performance,
+                    allow_quantile_crossing = model_instance$allow_quantile_crossing,
+                    save_past_performance = model_instance$save_past_performance,
+                    save_predictions_grid = model_instance$save_predictions_grid
+                )
         )
 
+    attr(object, "class") <- c("online", "list")
+
     model_instance$teardown()
     rm(model_instance)
     object <- post_process_model(model = object, names = names)
diff --git a/src/conline.cpp b/src/conline.cpp
@@ -551,71 +551,6 @@ void conline::learn()
     clock.tock("core");
 }
 
-Rcpp::List conline::output()
-{
-    clock.tick("wrangle");
-
-    // 1-Indexing for R-Output
-    opt_index += 1;
-
-    Rcpp::List model_data = Rcpp::List::create(
-        Rcpp::Named("y") = y,
-        Rcpp::Named("experts") = experts,
-        Rcpp::Named("tau") = tau);
-
-    Rcpp::List model_parameters = Rcpp::List::create(
-        Rcpp::Named("lead_time") = lead_time,
-        Rcpp::Named("loss_function") = loss_function,
-        Rcpp::Named("loss_parameter") = loss_parameter,
-        Rcpp::Named("loss_gradient") = loss_gradient,
-        Rcpp::Named("method") = method,
-        Rcpp::Named("forget_past_performance") = forget_past_performance,
-        Rcpp::Named("allow_quantile_crossing") = allow_quantile_crossing,
-        Rcpp::Named("save_past_performance") = save_past_performance,
-        Rcpp::Named("save_predictions_grid") = save_predictions_grid);
-
-    Rcpp::List model_objects = Rcpp::List::create(
-        Rcpp::Named("weights_tmp") = weights_tmp,
-        Rcpp::Named("predictions_grid") = predictions_grid,
-        Rcpp::Named("cum_performance") = cum_performance,
-        Rcpp::Named("hat_pr") = hat_pr,
-        Rcpp::Named("hat_mv") = hat_mv,
-        Rcpp::Named("basis_pr") = basis_pr,
-        Rcpp::Named("basis_mv") = basis_mv,
-        Rcpp::Named("V") = V,
-        Rcpp::Named("E") = E,
-        Rcpp::Named("eta") = eta,
-        Rcpp::Named("R") = R,
-        Rcpp::Named("beta") = beta,
-        Rcpp::Named("beta0field") = beta0field);
-
-    Rcpp::List model_spec = Rcpp::List::create(
-        // Rcpp::Named("data") = model_data,
-        Rcpp::Named("parameters") = model_parameters,
-        Rcpp::Named("objects") = model_objects);
-
-    Rcpp::List out = Rcpp::List::create(
-        Rcpp::Named("predictions") = predictions,
-        Rcpp::Named("predictions_got_sorted") = predictions_got_sorted,
-        Rcpp::Named("weights") = weights,
-        Rcpp::Named("forecaster_loss") = loss_for,
-        Rcpp::Named("experts_loss") = loss_exp,
-        Rcpp::Named("past_performance") = past_performance,
-        Rcpp::Named("opt_index") = opt_index,
-        Rcpp::Named("parametergrid") = params,
-        Rcpp::Named("params_basis_pr") = params_basis_pr,
-        Rcpp::Named("params_basis_mv") = params_basis_mv,
-        Rcpp::Named("params_hat_pr") = params_hat_pr,
-        Rcpp::Named("params_hat_mv") = params_hat_mv,
-        Rcpp::Named("specification") = model_spec);
-
-    out.attr("class") = "online";
-
-    clock.tock("wrangle");
-    // Rcpp::List out;
-    return out;
-}
-
 void conline::init_update(
     Rcpp::List &object,
     arma::mat &new_y,
diff --git a/src/conline_exports.cpp b/src/conline_exports.cpp
@@ -18,7 +18,12 @@ RCPP_MODULE(conlineEx)
       .field("loss_gradient", &conline::loss_gradient)
       .field("method", &conline::method)
       .field("save_past_performance", &conline::save_past_performance)
+      .field("past_performance", &conline::past_performance)
+      .field("cum_performance", &conline::cum_performance)
       .field("save_predictions_grid", &conline::save_predictions_grid)
+      .field("predictions_grid", &conline::predictions_grid)
+      .field("predictions", &conline::predictions)
+      .field("predictions_got_sorted", &conline::predictions_got_sorted)
       .field("forget_past_performance", &conline::forget_past_performance)
       .field("allow_quantile_crossing", &conline::allow_quantile_crossing)
       .field("trace", &conline::trace)
@@ -27,19 +32,28 @@ RCPP_MODULE(conlineEx)
       .field("hat_pr", &conline::hat_pr)
       .field("hat_mv", &conline::hat_mv)
       .field("w0", &conline::w0)
+      .field("beta0field", &conline::beta0field)
+      .field("beta", &conline::beta)
       .field("weights", &conline::weights)
+      .field("weights_tmp", &conline::weights_tmp)
       .field("R0", &conline::R0)
+      .field("V", &conline::V)
+      .field("E", &conline::E)
+      .field("R", &conline::R)
+      .field("loss_exp", &conline::loss_exp)
+      .field("loss_for", &conline::loss_for)
+      .field("eta", &conline::eta)
       .field("params", &conline::params)
       .field("params_basis_pr", &conline::params_basis_pr)
       .field("params_basis_mv", &conline::params_basis_mv)
       .field("params_hat_pr", &conline::params_hat_pr)
       .field("params_hat_mv", &conline::params_hat_mv)
+      .field("opt_index", &conline::opt_index)
       .field("loss_array", &conline::loss_array)
       .field("regret_array", &conline::regret_array)
       .method("set_defaults", &conline::set_defaults)
       .method("set_grid_objects", &conline::set_grid_objects)
       .method("learn", &conline::learn)
-      .method("output", &conline::output)
       .method("init_update", &conline::init_update)
       .method("getT", &conline::getT)
       .method("getD", &conline::getD)
