Allow horizontal concatenation of an arbitrary number of dynSeries objects.
Stéphane Adjemian (Charybdis)
Stéphane Adjemian (Scylla)
parent
237744fe7e
commit
31c6f1c998
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@ -1,15 +1,15 @@
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function a = horzcat(b,c)
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function a = horzcat(varargin)
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%@info:
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%! @deftypefn {Function file} {@var{a} =} horzcat (@var{b},@var{c})
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%! @deftypefn {Function file} {@var{a} =} horzcat (@var{b},@var{c}, ...)
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%! @anchor{horzcat}
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%! @sp 1
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%! Method of the dynSeries class.
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%! @sp 1
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%! Merge two Dynare time series class. This method overloads the horizontal concatenation operator, so that
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%! two time series objects can be merged using the following syntax
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%! Merge Dynare time series objects. This method overloads the horizontal concatenation operator, so that
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%! two (or more) time series objects can be merged using the following syntax:
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%!
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%! a = [b, c];
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%! a = [b, c, d];
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%! @sp 2
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%! @strong{Inputs}
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%! @sp 1
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@ -31,7 +31,7 @@ function a = horzcat(b,c)
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%! @ref{descriptive_statistics}
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%!
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%! @strong{This function calls:}
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%! @ref{dynSeries}
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%! @ref{dynSeries}, @ref{private/horzcat2}
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%!
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%! @strong{Remark 1.} It is assumed that the two time series objects have the same frequencies. The two time series objects can cover
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%! different time ranges.
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@ -57,97 +57,19 @@ function a = horzcat(b,c)
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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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if ~isa(b,'dynSeries')
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error('dynSeries::horzcat: First input argument has to be a Dynare time series object!')
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if nargin==0 || nargin==1
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error('dynSeries::horzcat: I need at least two input arguments!')
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end
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if ~isa(c,'dynSeries')
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error('dynSeries::horzcat: Second input argument has to be a Dynare time series object!')
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end
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if b.freq ~= c.freq
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error('dynSeries::horzcat: Two time series objects must have common frequency!')
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if nargin==2
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a = horzcat2(varargin{1},varargin{2});
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else
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a = dynSeries();
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a.freq = b.freq;
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end
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d_nobs_flag = 0;
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if b.nobs ~= c.nobs
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% error('dynSeries::horzcat: Two time series objects must have the same number of observations!')
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d_nobs_flag = 1;
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else
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a.nobs = b.nobs;
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end
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d_init_flag = 0;
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if isequal(b.init,c.init)
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a.init = b.init;
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else
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% error('dynSeries:: Two time series objects must have common initial date!')
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% set a.init equal to min(b.init,c.init)
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if b.init(1)<c.init(1)
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d_init_flag = 1;
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a.init = b.init;
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elseif b.init(1)==c.init(1)
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if b.init(2)<c.init(2)
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d_init_flag = 1;
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a.init = b.init;
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else
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d_init_flag = 2;
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a.init = c.init;
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end
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else
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d_init_flag = 2;
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a.init = c.init;
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a = horzcat2(varargin{1},varargin{2});
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for i=3:nargin
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a = horzcat2(a,varargin{i});
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end
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end
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d_last_flag = 0;
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if isequal(b.last,c.last)
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a.last = b.last;
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else
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% error('dynSeries:: Two time series objects must have common initial date!')
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% set a.last equal to max(b.last,c.last)
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if b.last(1)<c.last(1)
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d_last_flag = 2;
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a.last = c.last;
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elseif b.last(1)==c.last(1)
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if b.last(2)<c.last(2)
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d_last_flag = 2;
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a.last = c.last;
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else
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d_last_flag = 1;
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a.last = b.last;
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end
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else
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d_last_flag = 1;
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a.last = b.last;
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end
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end
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a.vobs = b.vobs+c.vobs;
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a.name = char(b.name,c.name);
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a.tex = char(b.tex,c.tex);
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if ~( d_nobs_flag(1) || d_init_flag(1) || d_last_flag(1) )
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a.time = b.time;
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a.data = [b.data,c.data];
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else
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[junk,ib] = setdiff(b.time,c.time,'rows');
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[junk,ic] = setdiff(c.time,b.time,'rows');
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[junk,jb,jc] = intersect(b.time,c.time,'rows');
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a.time = [b.time(ib,:); b.time(jb,:); c.time(ic,:)];
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a.time = sortrows(a.time,[1 2]);
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a.nobs = rows(a.time);
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a.data = NaN(a.nobs,a.vobs);
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[junk,ia,ib] = intersect(a.time,b.time,'rows');
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a.data(ia,1:b.vobs) = b.data;
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[junk,ia,ic] = intersect(a.time,c.time,'rows');
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a.data(ia,b.vobs+(1:c.vobs)) = c.data;
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end
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%@test:1
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%$ addpath ../matlab
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%$ % Define a data set.
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@ -283,3 +205,37 @@ end
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%$ t(4) = dyn_assert(ts3.name,e.name);
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%$ T = all(t);
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%@eof:4
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%@test:5
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%$ addpath ../matlab
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%$ % Define a data set.
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%$ A = [transpose(1:10),2*transpose(1:10)];
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%$ B = [transpose(1:10),3*transpose(1:10)];
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%$ C = [transpose(1:10),4*transpose(1:10)];
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%$
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%$ % Define names
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%$ A_name = char('A1','A2');
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%$ B_name = char('B1','B2');
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%$ C_name = char('C1','C2');
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%$
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%$ % Define expected results.
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%$ e.time = [transpose(1:10), ones(10,1)];
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%$ e.freq = 1;
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%$ e.name = char('A1','A2','B1','B2','C1','C2');
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%$ e.data = [A,B,C];
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%$
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%$ % Instantiate two time series objects.
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%$ ts1 = dynSeries(A,[],A_name,[]);
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%$ ts2 = dynSeries(B,[],B_name,[]);
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%$ ts3 = dynSeries(C,[],C_name,[]);
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%$
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%$ % Call the tested method.
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%$ ts4 = [ts1,ts2,ts3];
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%$
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%$ % Check the results.
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%$ t(1) = dyn_assert(ts4.time,e.time);
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%$ t(2) = dyn_assert(ts4.freq,e.freq);
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%$ t(3) = dyn_assert(ts4.data,e.data);
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%$ t(4) = dyn_assert(ts4.name,e.name);
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%$ T = all(t);
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%@eof:5
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@ -0,0 +1,123 @@
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function a = horzcat2(b,c)
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%@info:
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%! @deftypefn {Function file} {@var{a} =} horzcat2 (@var{b},@var{c}, ...)
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%! @anchor{private/horzcat2}
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%! @sp 1
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%! Private method of the dynSeries class.
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%! @sp 1
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%! Merge two Dynare time series objects. This method overloads the horizontal concatenation operator, so that
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%! two time series objects can be merged using the following syntax
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%!
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%! a = [b, c];
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%! @sp 2
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%! @strong{Inputs}
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%! @sp 1
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%! @table @ @var
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%! @item b
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%! Dynare time series object, instantiated by @ref{dynSeries}.
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%! @item c
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%! Dynare time series object, instantiated by @ref{dynSeries}.
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%! @end table
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%! @sp 2
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%! @strong{Outputs}
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%! @sp 1
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%! @table @var
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%! @item a
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%! Dynare time series object.
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%! @end table
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%! @sp 2
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%! @strong{This function is called by:}
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%! @ref{descriptive_statistics}
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%!
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%! @strong{This function calls:}
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%! @ref{dynSeries}
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%!
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%! @strong{Remark 1.} It is assumed that the two time series objects have the same frequencies. The two time series objects can cover
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%! different time ranges.
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%!
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%! @end deftypefn
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%@eod:
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if ~(isa(b,'dynSeries') && isa(c,'dynSeries'))
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error('dynSeries::horzcat: All input arguments have to be Dynare time series objects!')
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end
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if b.freq ~= c.freq
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error('dynSeries::horzcat: All time series objects must have common frequency!')
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else
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a = dynSeries();
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a.freq = b.freq;
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end
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d_nobs_flag = 0;
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if b.nobs ~= c.nobs
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d_nobs_flag = 1;
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else
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a.nobs = b.nobs;
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end
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d_init_flag = 0;
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if isequal(b.init,c.init)
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a.init = b.init;
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else
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% set a.init equal to min(b.init,c.init)
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if b.init(1)<c.init(1)
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d_init_flag = 1;
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a.init = b.init;
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elseif b.init(1)==c.init(1)
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if b.init(2)<c.init(2)
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d_init_flag = 1;
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a.init = b.init;
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else
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d_init_flag = 2;
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a.init = c.init;
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end
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else
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d_init_flag = 2;
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a.init = c.init;
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end
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end
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d_last_flag = 0;
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if isequal(b.last,c.last)
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a.last = b.last;
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else
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% set a.last equal to max(b.last,c.last)
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if b.last(1)<c.last(1)
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d_last_flag = 2;
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a.last = c.last;
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elseif b.last(1)==c.last(1)
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if b.last(2)<c.last(2)
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d_last_flag = 2;
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a.last = c.last;
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else
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d_last_flag = 1;
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a.last = b.last;
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end
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else
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d_last_flag = 1;
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a.last = b.last;
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end
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end
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a.vobs = b.vobs+c.vobs;
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a.name = char(b.name,c.name);
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a.tex = char(b.tex,c.tex);
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if ~( d_nobs_flag(1) || d_init_flag(1) || d_last_flag(1) )
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a.time = b.time;
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a.data = [b.data,c.data];
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else
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[junk,ib] = setdiff(b.time,c.time,'rows');
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[junk,ic] = setdiff(c.time,b.time,'rows');
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[junk,jb,jc] = intersect(b.time,c.time,'rows');
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a.time = [b.time(ib,:); b.time(jb,:); c.time(ic,:)];
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a.time = sortrows(a.time,[1 2]);
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a.nobs = rows(a.time);
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a.data = NaN(a.nobs,a.vobs);
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[junk,ia,ib] = intersect(a.time,b.time,'rows');
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a.data(ia,1:b.vobs) = b.data;
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[junk,ia,ic] = intersect(a.time,c.time,'rows');
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a.data(ia,b.vobs+(1:c.vobs)) = c.data;
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end
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