---
title: "tsdataleaks"
output: rmarkdown::html_vignette
vignette: >
  %\VignetteIndexEntry{tsdataleaks}
  %\VignetteEngine{knitr::rmarkdown}
  %\VignetteEncoding{UTF-8}
---

```{r, include = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)
```

```{r setup}
library(tsdataleaks)
library(ggplot2)
library(dplyr)
library(tidyr)
library(viridis)
```



To demonstrate the package functions, I created a small data set with 4 time series. 

```{r example, comment=NA}
set.seed(2020)
a <- rnorm(15)
d <- rnorm(10)
lst <- list(
  a = a,
  b = c(a[10:15]+rep(8,6), rnorm(10), a[1:5], a[1:5]),
  c = c(rnorm(10), a[1:5]),
  d = d,
  e = d)


```


## `find_dataleaks`: Exploit data leaks

```{r, comment=NA, message=FALSE, warning=FALSE}
# h - I assume test period length is 5 and took that as wind size, h.
f1 <- find_dataleaks(lstx = lst, h=5, cutoff=1) 
f1
```

Interpretation: The first element in the list means the last 5 observations of the time series `a` correlates with time series `b` observarion from 2 to 6.

## `viz_dataleaks`: Visualise the data leaks

```{r, comment=NA, message=FALSE, warning=FALSE}
viz_dataleaks(f1)
```

## `reason_dataleaks`

Display the reasons for data leaks and evaluate usefulness of data leaks towards the winning of the competition

```{r, comment=NA, message=FALSE, warning=FALSE, fig.height=5, fig.width=10}
r1 <- reason_dataleaks(lstx = lst, finddataleaksout = f1, h=5)
r1
```