Added overloaded cumsum function for dynSeries objects.
Stéphane Adjemian (Charybdis)
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function B = cumsum(varargin) % --*-- Unitary tests --*--
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% Overloads matlab's cumsum function for dynSeries objects.
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%
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% INPUTS
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% o A dynSeries object [mandatory].
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% o d dates object [optional]
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% o v dynSeries object with one observation [optional]
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%
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% OUTPUTS
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% o B dynSeries object.
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% Copyright (C) 2013 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% Get indices of the columns without NaNs
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idx = find(~any(isnan(varargin{1}.data)));
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if isempty(idx)
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error('dynSeries::cumsum: All the variables have NaNs. The cumulated sum cannot be computed!')
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end
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if ~isequal(idx(:),transpose(1:varargin{1}.vobs))
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warning('dynSeries::cumsum: The cumulated sum is not computed for some variables because they have NaNs!')
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end
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switch nargin
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case 1
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% Initialize the output.
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B = varargin{1};
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% Perform the cumulated sum
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B.data(:,idx) = cumsum(B.data(:,idx));
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% Change the name of the variables
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for i=1:B.vobs
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B.name(i) = {['cumsum(' B.name{i} ')']};
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B.tex(i) = {['\sum_t ' B.tex{i}]};
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end
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case 2
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if isa(varargin{2},'dynSeries')
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if ~isequal(varargin{1}.vobs, varargin{2}.vobs)
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error('dynSeries::cumsum: First and second input arguments must be dynSeries objects with the same number of variables!')
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end
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if ~isequal(varargin{1}.name, varargin{2}.name)
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warning('dynSeries::cumsum: First and second input arguments must be dynSeries objects do not have the same variables!')
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end
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if ~isequal(varargin{2}.nobs,1)
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error('dynSeries::cumsum: Second input argument must be a dynSeries object with only one observation!')
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end
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B = cumsum(varargin{1});
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B.data = bsxfun(@plus,B.data,varargin{2}.data);
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elseif isdates(varargin{2})
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B = cumsum(varargin{1});
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t = find(B.time==varargin{2});
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if isempty(t)
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if varargin{2}==(B.init-1)
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return
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else
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error(['dynSeries::cumsum: date ' date2string(varargin{2}) ' is not in the sample!'])
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end
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end
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B.data = bsxfun(@minus,B.data,B.data(t,:));
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else
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error('dynSeries::cumsum: Second input argument must be a dynSeries object or a dates object!')
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end
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case 3
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if ~isdates(varargin{2})
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error('dynSeries::cumsum: Second input argument must be a dates object!')
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end
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if ~isa(varargin{3},'dynSeries')
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error('dynSeries::cumsum: Third input argument must be a dynSeries object!')
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end
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if ~isequal(varargin{1}.vobs, varargin{3}.vobs)
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error('dynSeries::cumsum: First and third input arguments must be dynSeries objects with the same number of variables!')
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end
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if ~isequal(varargin{1}.name, varargin{3}.name)
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warning('dynSeries::cumsum: First and third input arguments must be dynSeries objects do not have the same variables!')
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end
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if ~isequal(varargin{3}.nobs,1)
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error('dynSeries::cumsum: Third input argument must be a dynSeries object with only one observation!')
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end
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B = cumsum(varargin{1});
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t = find(B.time==varargin{2});
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if isempty(t)
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if varargin{2}==(B.init-1)
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B.data = bsxfun(@plus,B.data,varargin{3}.data);
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return
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else
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error(['dynSeries::cumsum: date ' date2string(varargin{2}) ' is not in the sample!'])
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end
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end
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B.data = bsxfun(@plus,B.data,varargin{3}.data-B.data(t,:));
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otherwise
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error('dynSeries::cumsum: Wrong number of input arguments!')
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end
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%@test:1
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%$ % Define a data set.
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%$ A = ones(10,1);
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%$
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%$ % Define names
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%$ A_name = {'A1'};
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%$
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%$ % Instantiate a time series object.
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%$ ts1 = dynSeries(A,[],A_name,[]);
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%$
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%$ % Call the tested method.
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%$ ts1 = cumsum(ts1);
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%$
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%$ % Expected results.
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%$ ts2 = dynSeries(transpose(1:10), [], A_name, []);
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%$
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%$ % Check the results.
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%$ warning off, % Because the names of the variables are not the same...
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%$ t(1) = dyn_assert(isequal(ts1,ts2),1);
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%$ warning on
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%$ T = all(t);
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%@eof:1
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%@test:2
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%$ % Define a data set.
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%$ A = ones(10,1);
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%$
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%$ % Define names
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%$ A_name = {'A1'};
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%$
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%$ % Instantiate a time series object.
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%$ ts1 = dynSeries(A,[],A_name,[]);
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%$
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%$ % Call the tested method.
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%$ ts1 = ts1.cumsum();
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%$
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%$ % Expected results.
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%$ ts2 = dynSeries(transpose(1:10), [], A_name, []);
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%$
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%$ % Check the results.
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%$ warning off, % Because the names of the variables are not the same...
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%$ t(1) = dyn_assert(isequal(ts1,ts2),1);
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%$ warning on
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%$ T = all(t);
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%@eof:2
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%@test:3
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%$ % Define a data set.
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%$ A = ones(10,1);
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%$
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%$ % Define names
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%$ A_name = {'A1'};
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%$
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%$ % Instantiate a time series object.
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%$ ts1 = dynSeries(A,[],A_name,[]);
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%$
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%$ % Call the tested method.
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%$ ts1 = cumsum(ts1,dates('3Y'));
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%$
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%$ % Expected results.
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%$ ts2 = dynSeries([-2; -1; 0; 1; 2; 3; 4; 5; 6; 7], [], A_name, []);
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%$
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%$ % Check the results.
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%$ warning off, % Because the names of the variables are not the same...
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%$ t(1) = dyn_assert(isequal(ts1,ts2),1);
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%$ warning on
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%$ T = all(t);
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%@eof:3
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%@test:4
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%$ % Define a data set.
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%$ A = ones(10,1);
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%$
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%$ % Define names
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%$ A_name = {'A1'};
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%$
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%$ % Instantiate a time series object.
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%$ ts1 = dynSeries(A,[],A_name,[]);
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%$ ts2 = dynSeries(pi, [], A_name, []);
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%$
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%$ % Call the tested method.
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%$ ts3 = cumsum(ts1,dates('3Y'),ts2);
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%$
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%$ % Expected results.
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%$ ts4 = dynSeries([-2; -1; 0; 1; 2; 3; 4; 5; 6; 7]+pi, [], A_name, []);
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%$
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%$ % Check the results.
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%$ warning off, % Because the names of the variables are not the same...
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%$ t(1) = dyn_assert(isequal(ts3,ts4),1);
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%$ warning on
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%$ T = all(t);
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%@eof:4
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%@test:4
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%$ % Define a data set.
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%$ A = ones(10,1);
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%$
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%$ % Define names
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%$ A_name = {'A1'};
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%$
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%$ % Instantiate a time series object.
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%$ ts1 = dynSeries(A,[],A_name,[]);
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%$ ts2 = dynSeries(pi, [], A_name, []);
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%$
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%$ % Call the tested method.
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%$ ts3 = ts1.cumsum(dates('3Y'),ts2);
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%$
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%$ % Expected results.
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%$ ts4 = dynSeries([-2; -1; 0; 1; 2; 3; 4; 5; 6; 7]+pi, [], A_name, []);
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%$
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%$ % Check the results.
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%$ warning off, % Because the names of the variables are not the same...
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%$ t(1) = dyn_assert(isequal(ts3,ts4),1);
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%$ warning on
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%$ T = all(t);
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%@eof:4
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@ -75,7 +75,7 @@ switch S(1).type
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if length(S)>1 && isequal(S(2).type,'()') && isempty(S(2).subs)
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S = shiftS(S);
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end
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case {'lag','lead','hptrend','hpcycle'}
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case {'lag','lead','hptrend','hpcycle'} % Methods with less than two arguments.
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if length(S)>1 && isequal(S(2).type,'()')
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if isempty(S(2).subs)
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B = feval(S(1).subs,A);
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@ -90,6 +90,21 @@ switch S(1).type
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else
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B = feval(S(1).subs,A);
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end
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case {'cumsum'} % Methods with less than three argument.
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if length(S)>1 && isequal(S(2).type,'()')
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if isempty(S(2).subs)
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B = feval(S(1).subs,A);
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S = shiftS(S);
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else
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if length(S(2).subs{1})>2
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error(['dynSeries::subsref: ' S(1).subs{1} ' method admits no more than two arguments!'])
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end
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B = feval(S(1).subs,A,S(2).subs{:});
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S = shiftS(S);
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end
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else
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B = feval(S(1).subs,A);
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end
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case 'baxter_king_filter'
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if length(S)>1 && isequal(S(2).type,'()')
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if isempty(S(2).subs)
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