common.R

# ------ common part ----

require(ggplot2)
require(dplyr)
require(tidyr)
require(dlm) # 1.1-4
require(KFAS) # 1.2.9
require(bsts) # 0.7.1

# calculate the reference price
calc_RP <- function(RP, p, a){
  for( i in 2:length(RP)){
    RP[i] <- a * RP[i-1] + (1-a) *p[i-1]
  }
  return(RP)
}

# calculate Z
calc_Z <- function(RP, p){
  z_1<-0
  z_2<-0
  v_wk<- p - RP
  n <- length(RP)
  for (i in 1:n){
    if (v_wk[i]>=0) {                 
      z_1[i] <- v_wk[i]/100
    } else {
      z_1[i] <- 0
    }
    if (v_wk[i] < 0) {                 
      z_2[i] <- -v_wk[i]/100
    } else {
      z_2[i] <- 0
    }
  }
  return(list(z1=z_1, z2=z_2))
}

# read the data
#ID_W:週ID
#end:エンド陳列の有無
#logPI:点数PIの対数
#AP:売価
#RP095:参照価格(繰越パラメータ0.95：RP_t=0.95*RP_{t-1}+(1-0.95)*AP_{t-1})
df <- read.csv("data/test.csv")

ggplot(gather(df, key=series, value=value, -ID_W)) +
  geom_line(aes(x=ID_W, y=value, group=series), color="grey") + 
  facet_wrap(~series, scales = "free") + labs(x="week", y="") +
  scale_color_discrete(guide=F) + expand_limits(y=0) + theme_bw()