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Reverted commit 3bf482ae5c. Added missing routine nanmean (computes the mean of the columns of a matrix 

with some NaNs).
time-shift
Stéphane Adjemian (Charybdis) 2011-09-17 23:58:20 +02:00
parent 3bf482ae5c
commit 306137bd2b
3 changed files with 81 additions and 15 deletions
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10
matlab/utilities/dataset/initialize_dataset.m
View File

@ -3,7 +3,7 @@ function dataset_ = initialize_dataset(datafile,varobs,first,nobs,transformation
% Copyright (C) 2011 Dynare Team
% stephane DOT adjemian AT univ DASH lemans DOT fr
%
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
@ -54,7 +54,7 @@ else
dataset_.rawdata = arrayfun(transformation,rawdata);
end
% Test if the observations are real numbers.
% Test if the observations are real numbers.
if ~isreal(dataset_.rawdata)
error('Estimation:: There are complex values in the data! Probably a wrong (log) transformation...')
end
@ -66,16 +66,16 @@ if dataset_.missing.state
dataset_.missing.aindex = i;
dataset_.missing.vindex = j;
dataset_.missing.number_of_observations = n;
dataset_.missing.no_more_missing_observations = s;
dataset_.missing.no_more_missing_observations = s;
else
dataset_.missing.aindex = [];
dataset_.missing.vindex = [];
dataset_.missing.number_of_observations = [];
dataset_.missing.no_more_missing_observations = [];
dataset_.missing.no_more_missing_observations = [];
end
% Compute the empirical mean of the observed variables..
%dataset_.descriptive.mean = nanmean(dataset_.rawdata);
dataset_.descriptive.mean = nanmean(dataset_.rawdata);
% Prefilter the data if needed.
if prefilter == 1

24
matlab/utilities/general/nandemean.m
View File

@ -1,35 +1,37 @@
function c = nandemean(x)
% Removes the mean of each column of a matrix with some NaNs.
%@info:
%! @deftypefn {Function File} {@var{c} =} nandemean (@var{x})
%! @anchor{nandemean}
%! @sp 1
%! This function removes the mean of each column of a matrix with some NaNs.
%!
%! @sp 2
%! @strong{Inputs}
%! @table @var
%! @item x
%! Matlab matrix (T-by-N).
%! @end table
%!
%! @sp 2
%! @strong{Outputs}
%! @table @var
%! @item c
%! Matlab matrix (T-by-N). The demeaned x matrix.
%! @end table
%!
%! @strong{This function is called by:}
%! @ref{compute_cova}, @ref{compute_acov}, @ref{compute_std}.
%!
%! @sp 2
%! @strong{This function is called by:}
%! @sp 1
%! @ref{compute_cova}, @ref{compute_acov}, @ref{compute_std}
%! @sp 2
%! @strong{This function calls:}
%! @ref{ndim},
%! @sp 1
%! @ref{ndim}
%!
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% stephane DOT adjemian AT ens DOT fr
%
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
@ -45,6 +47,8 @@ function c = nandemean(x)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
if ndim(x)==1
c = x-nanmean(x);
elseif ndim(x)==2

62
matlab/utilities/general/nanmean.m Normal file
View File

@ -0,0 +1,62 @@
function y = nanmean(x)
% Computes the mean of each column of a matrix with some NaNs.
%@info:
%! @deftypefn {Function File} {@var{y} =} nanmean (@var{x})
%! @anchor{nandemean}
%! @sp 1
%! Computes the mean of each column of a matrix with some NaNs.
%! @sp 2
%! @strong{Inputs}
%! @table @ @var
%! @item x
%! Matlab matrix (T-by-N).
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @table @ @var
%! @item y
%! Matlab matrix (T-by-N). The demeaned x matrix.
%! @end table
%! @sp 2
%! @strong{This function is called by:}
%! @sp 1
%! @ref{compute_cova}, @ref{compute_acov}, @ref{compute_std}, @ref{nandemean}
%! @sp 2
%! @strong{This function calls:}
%! @sp 1
%! @ref{ndim},
%!
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
switch ndim(x)
case 1
y = mean(x(find(~isnan(x))));
case 2
y = NaN(1,size(x,2));
for i = 1:size(x,2)
y(i) = mean(x(find(~isnan(x(:,i))),i));
end
otherwise
error('descriptive_statistics::nanmean:: This function is not implemented for arrays with dimension greater than two!')
end