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Removed matlab/@dseries and utilities/dseries subfolders.

time-shift
Stéphane Adjemian (Charybdis) 2014-11-28 18:24:05 +01:00
parent bc90d1d6da
commit 4d669a4312
57 changed files with 0 additions and 8337 deletions
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107
matlab/@dseries/abs.m
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@ -1,107 +0,0 @@
function A = abs(B) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{A} =} abs (@var{B})
%! @anchor{@dseries/uminus}
%! @sp 1
%! Overloads the abs method for the Dynare time series class (@ref{dseries}).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item B
%! Dynare time series object instantiated by @ref{dseries}.
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item A
%! Dynare time series object.
%! @end deftypefn
%@eod:
% Copyright (C) 2013 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/>.
A = dseries();
A.data = abs(B.data);
A.dates = B.dates;
A.name = cell(vobs(A), 1);
A.tex = cell(vobs(A), 1);
for i = 1:vobs(A)
A.name(i) = {[ 'abs(' B.name{i} ')']};
A.tex(i) = {[ '|' B.tex{i} '|']};
end
%@test:1
%$ % Define a datasets.
%$ A = randn(10,2);
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$ A_tex = {'A_1';'A_2'};
%$ t = zeros(6,1);
%$
%$ % Instantiate a time series object and compute the absolute value.
%$ try
%$ ts1 = dseries(A,[],A_name,A_tex);
%$ ts2 = abs(ts1);
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts2.vobs,2);
%$ t(3) = dassert(ts2.nobs,10);
%$ t(4) = dassert(ts2.data,abs(A),1e-15);
%$ t(5) = dassert(ts2.name,{'abs(A1)';'abs(A2)'});
%$ t(6) = dassert(ts2.tex,{'|A_1|';'|A_2|'});
%$ end
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a datasets.
%$ A = randn(10,2);
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$ A_tex = {'A_1';'A_2'};
%$ t = zeros(6,1);
%$
%$ % Instantiate a time series object and compute the absolute value.
%$ try
%$ ts1 = dseries(A,[],A_name,A_tex);
%$ ts2 = ts1.abs();
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts2.vobs,2);
%$ t(3) = dassert(ts2.nobs,10);
%$ t(4) = dassert(ts2.data,abs(A),1e-15);
%$ t(5) = dassert(ts2.name,{'abs(A1)';'abs(A2)'});
%$ t(6) = dassert(ts2.tex,{'|A_1|';'|A_2|'});
%$ end
%$ T = all(t);
%@eof:2

182
matlab/@dseries/align.m
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@ -1,182 +0,0 @@
function [a,b] = align(a, b) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {[@var{a}, @var{b}] =} align (@var{a}, @var{b})
%! @anchor{dseries/align}
%! @sp 1
%! If dseries objects @var{a} and @var{b} are defined on different time ranges, extend @var{a} and/or
%! @var{b} with NaNs so that they are defined on the same time range.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item a
%! Object instantiated by @ref{dseries}.
%! @item b
%! Object instantiated by @ref{dseries}.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item a
%! Object instantiated by @ref{dseries}.
%! @item b
%! Object instantiated by @ref{dseries}.
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2013 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/>.
if ~isequal(frequency(a),frequency(b))
error(['dseries::align: ''' inputname(1) ''' and ''' inputname(2) ''' dseries objects must have common frequencies!'])
end
init = min(firstdate(a),firstdate(b));
last = max(lastdate(a),lastdate(b));
if isempty(intersect(a.dates,b.dates))
error(['dseries::align: ''' inputname(1) ''' and ''' inputname(2) ''' dseries object must have at least one common date!'])
end
a_init = init;
b_init = init;
a_last = last;
b_last = last;
if firstdate(b)>init
n = firstdate(b)-init;
b.data = [NaN(n, vobs(b)); b.data];
b_init = init;
end
if firstdate(a)>init
n = firstdate(a)-init;
a.data = [NaN(n, vobs(a)); a.data];
a_init = init;
end
if lastdate(b)<last
n = last-lastdate(b);
b.data = [b.data; NaN(n, vobs(b))];
end
if lastdate(a)<last
n = last-lastdate(a);
a.data = [a.data; NaN(n, vobs(a))];
end
a.dates = a_init:a_init+(nobs(a)-1);
b.dates = b_init:b_init+(nobs(b)-1);
%@test:1
%$ % Define a datasets.
%$ A = rand(8,3); B = rand(7,2);
%$
%$ % Define names
%$ A_name = {'A1';'A2';'A3'};
%$ B_name = {'B1';'B2'};
%$
%$ % Define initial dates
%$ A_init = '1990Q1';
%$ B_init = '1989Q2';
%$
%$ % Instantiate two dseries objects
%$ ts1 = dseries(A,A_init,A_name);
%$ ts2 = dseries(B,B_init,B_name);
%$
%$ try
%$ [ts1, ts2] = align(ts1, ts2);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts1.nobs,ts2.nobs);
%$ t(3) = dassert(ts1.init,ts2.init);
%$ t(4) = dassert(ts1.data,[NaN(3,3); A], 1e-15);
%$ t(5) = dassert(ts2.data,[B; NaN(4,2)], 1e-15);
%$ end
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a datasets.
%$ A = rand(8,3); B = rand(7,2);
%$
%$ % Define names
%$ A_name = {'A1';'A2';'A3'};
%$ B_name = {'B1';'B2'};
%$
%$ % Define initial dates
%$ A_init = '1990Q1';
%$ B_init = '1990Q1';
%$
%$ % Instantiate two dseries objects
%$ ts1 = dseries(A,A_init,A_name);
%$ ts2 = dseries(B,B_init,B_name);
%$
%$ try
%$ [ts1, ts2] = align(ts1, ts2);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts1.nobs,ts2.nobs);
%$ t(3) = dassert(ts1.init,ts2.init);
%$ t(4) = dassert(ts1.data,A, 1e-15);
%$ t(5) = dassert(ts2.data,[B; NaN(1,2)], 1e-15);
%$ end
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define a datasets.
%$ A = rand(8,3); B = rand(7,2);
%$
%$ % Define names
%$ A_name = {'A1';'A2';'A3'};
%$ B_name = {'B1';'B2'};
%$
%$ % Define initial dates
%$ A_init = '1990Q1';
%$ B_init = '1990Q1';
%$
%$ % Instantiate two dseries objects
%$ ts1 = dseries(A,A_init,A_name);
%$ ts2 = dseries(B,B_init,B_name);
%$
%$ try
%$ [ts2, ts1] = align(ts2, ts1);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts1.nobs,ts2.nobs);
%$ t(3) = dassert(ts1.init,ts2.init);
%$ t(4) = dassert(ts1.data,A, 1e-15);
%$ t(5) = dassert(ts2.data,[B; NaN(1,2)], 1e-15);
%$ end
%$ T = all(t);
%@eof:3

148
matlab/@dseries/baxter_king_filter.m
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@ -1,148 +0,0 @@
function ts = baxter_king_filter(ts, high_frequency, low_frequency, K) % --*-- Unitary tests --*--
% ts = baxter_king_filter(ts, high_frequency, low_frequency, K)
%
% Implementation of Baxter and King (1999) band pass filter for dseries objects. The code is adapted from
% the one provided by Baxter and King. This filter isolates business cycle fluctuations with a period of length
% ranging between high_frequency to low_frequency (quarters).
%
% INPUTS
% o ts dseries object.
% o high_frequency positive scalar, period length (default value is 6).
% o low_frequency positive scalar, period length (default value is 32).
% o K positive scalar integer, truncation parameter (default value is 12).
%
% OUTPUTS
% o ts dseries object.
%
% REMARKS
% This filter use a (symmetric) moving average smoother, so that K observations at the beginning and at the end of the
% sample are lost in the computation of the filter.
% Copyright (C) 2013 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/>.
if nargin<4 || isempty(truncature)
K = 12;
if nargin<3 || isempty(low_frequency)
% Set default number of periods corresponding to the lowest frequency.
low_frequency = 32;
if nargin<2 || isempty(high_frequency)
% Set default number of periods corresponding to the highest frequency.
high_frequency = 6;
if nargin<1
error('dseries::baxter_king_filter: I need at least one argument')
end
else
if high_frequency<2
error('dseries::baxter_king_filter: Second argument must be greater than 2!')
end
if high_frequency>low_frequency
error('dseries::baxter_king_filter: Second argument must be smaller than the third argument!')
end
end
end
end
% translate periods into frequencies.
hf=2.0*pi/high_frequency;
lf=2.0*pi/low_frequency;
% Set weights for the band-pass filter's lag polynomial.
weights = zeros(K+1,1); lpowers = transpose(1:K);
weights(2:K+1) = (sin(lpowers*hf)-sin(lpowers*lf))./(lpowers*pi);
weights(1) = (hf-lf)/pi;
% Set the constraint on the sum of weights.
if low_frequency>1000
% => low pass filter.
sum_of_weights_constraint = 1.0;
else
sum_of_weights_constraint = 0.0;
end
% Compute the sum of weights.
sum_of_weights = weights(1) + 2*sum(weights(2:K+1));
% Correct the weights.
weights = weights + (sum_of_weights_constraint - sum_of_weights)/(2*K+1);
% Weights are symmetric!
weights = [flipud(weights(2:K+1)); weights];
tmp = zeros(size(ts.data));
% Filtering step.
for t = K+1:nobs(ts)-K
tmp(t,:) = weights'*ts.data(t-K:t+K,:);
end
% Update dseries object.
ts.data = tmp(K+1:end-K,:);
init = firstdate(ts)+K;
ts.dates = init:init+(nobs(ts)-1);
%@test:1
%$ plot_flag = 0;
%$
%$ % Create a dataset.
%$ e = .2*randn(200,1);
%$ u = randn(200,1);
%$ stochastic_trend = cumsum(e);
%$ deterministic_trend = .1*transpose(1:200);
%$ x = zeros(200,1);
%$ for i=2:200
%$ x(i) = .75*x(i-1) + e(i);
%$ end
%$ y = x + stochastic_trend + deterministic_trend;
%$
%$ % Test the routine.
%$ try
%$ ts = dseries(y,'1950Q1');
%$ ts = ts.baxter_king_filter();
%$ xx = dseries(x,'1950Q1');
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(ts.init.freq,4);
%$ t(4) = dassert(ts.init.time,[1953, 1]);
%$ t(5) = dassert(ts.vobs,1);
%$ t(6) = dassert(ts.nobs,176);
%$ end
%$
%$ % Show results
%$ if plot_flag
%$ plot(xx(ts.dates).data,'-k');
%$ hold on
%$ plot(ts.data,'--r');
%$ hold off
%$ axis tight
%$ id = get(gca,'XTick');
%$ set(gca,'XTickLabel',strings(ts.dates(id)));
%$ legend({'Stationary component of y', 'Filtered y'})
%$ print('-depsc2','../doc/dynare.plots/BaxterKingFilter.eps')
%$ system('convert -density 300 ../doc/dynare.plots/BaxterKingFilter.eps ../doc/dynare.plots/BaxterKingFilter.png');
%$ system('convert -density 300 ../doc/dynare.plots/BaxterKingFilter.eps ../doc/dynare.plots/BaxterKingFilter.pdf');
%$ system('convert -density 300 ../doc/dynare.plots/BaxterKingFilter.eps ../doc/dynare.plots/BaxterKingFilter.jpg');
%$ end
%$
%$ T = all(t);
%@eof:1

61
matlab/@dseries/chain.m
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@ -1,61 +0,0 @@
function vs = chain(ts,us) % --*-- Unitary tests --*--
% Copyright (C) 2014 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/>.
if vobs(ts)-vobs(us)
error(['dseries::chain: dseries objects ' inputname(1) ' and ' inputname(2) ' must have the same number of variables!'])
end
if frequency(ts)-frequency(us)
error(['dseries::chain: dseries objects ' inputname(1) ' and ' inputname(2) ' must have common frequencies!'])
end
if lastdate(ts)<firstdate(us)
error(['dseries::chain: The last date in ' inputname(1) ' (' date2string(ts.dates(end)) ') must not preceed the first date in ' inputname(2) ' (' date2string(us.dates(1)) ')!'])
end
tdx = find(sum(bsxfun(@eq,us.dates.time,ts.dates.time(end,:)),2)==2);
GrowthFactor = us.data(tdx+1:end,:)./us.data(tdx:end-1,:);
CumulatedGrowthFactors = cumprod(GrowthFactor);
vs = ts;
vs.data = [vs.data; bsxfun(@times,CumulatedGrowthFactors,vs.data(end,:))];
vs.dates = firstdate(vs):firstdate(vs)+nobs(vs);
%@test:1
%$ try
%$ ts = dseries([1; 2; 3; 4],dates('1950Q1')) ;
%$ us = dseries([3; 4; 5; 6],dates('1950Q3')) ;
%$ vs = chain(ts,us);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(vs.freq,4);
%$ t(3) = dassert(vs.init.freq,4);
%$ t(4) = dassert(vs.init.time,[1950, 1]);
%$ t(5) = dassert(ts.vobs,1);
%$ t(6) = dassert(vs.nobs,6);
%$ t(7) = isequal(vs.data,transpose(1:6));
%$ end
%$
%$ T = all(t);
%@eof:1

86
matlab/@dseries/check.m
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@ -1,86 +0,0 @@
function [error_flag,message] = check(A)
% Copyright (C) 2013 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/>.
error_flag = 0;
[n,m] = size(A.data);
if ~isequal(m, vobs(A));
error_flag = 1;
if nargout>1
message = ['dseries: Wrong number of variables in dseries object ''' inputname(1) '''!'];
end
return
end
if ~isequal(n,nobs(A));
error_flag = 1;
if nargout>1
message = ['dseries: Wrong number of observations in dseries object ''' inputname(1) '''!'];
end
return
end
if ~isequal(m,numel(A.name));
error_flag = 1;
if nargout>1
message = ['dseries: Wrong number of variable names in dseries object ''' inputname(1) '''!'];
end
return
end
if ~isequal(m,numel(A.tex));
error_flag = 1;
if nargout>1
message = ['dseries: Wrong number of variable tex names in dseries object ''' inputname(1) '''!'];
end
return
end
if ~isequal(numel(A.name),numel(A.tex));
error_flag = 1;
if nargout>1
message = ['dseries: The number of variable tex names has to be equal to the number of variable names in dseries object ''' inputname(1) '''!'];
end
return
end
if ~isequal(numel(unique(A.name)),numel(A.name));
error_flag = 1;
if nargout>1
message = ['dseries: The variable names in dseries object ''' inputname(1) ''' are not unique!'];
end
return
end
if ~isequal(numel(unique(A.tex)),numel(A.tex));
error_flag = 1;
if nargout>1
message = ['dseries: The variable tex names in dseries object ''' inputname(1) ''' are not unique!'];
end
return
end
if ~isequal(A.dates,firstdate(A):firstdate(A)+nobs(A))
error_flag = 1;
if nargout>1
message = ['dseries: Wrong definition of the dates member in dseries object ''' inputname(1) '''!'];
end
return
end

234
matlab/@dseries/cumprod.m
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@ -1,234 +0,0 @@
function B = cumprod(varargin) % --*-- Unitary tests --*--
% Overloads matlab's cumprod function for dseries objects.
%
% INPUTS
% o A dseries object [mandatory].
% o d dates object [optional]
% o v dseries object with one observation [optional]
%
% OUTPUTS
% o B dseries object.
% Copyright (C) 2014 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/>.
% Get indices of the columns without NaNs
idx = find(~any(isnan(varargin{1}.data)));
if isempty(idx)
error('dseries::cumprod: All the variables have NaNs. The cumulated product cannot be computed!')
end
if ~isequal(idx(:),transpose(1:vobs(varargin{1})))
warning('dseries::cumprod: The cumulated product is not computed for some variables because they have NaNs!')
end
switch nargin
case 1
% Initialize the output.
B = varargin{1};
% Perform the cumulated sum
B.data(:,idx) = cumprod(B.data(:,idx));
% Change the name of the variables
for i=1:vobs(B)
B.name(i) = {['cumprod(' B.name{i} ')']};
B.tex(i) = {['\prod_t ' B.tex{i}]};
end
case 2
if isdseries(varargin{2})
if ~isequal(vobs(varargin{1}), vobs(varargin{2}))
error('dseries::cumprod: First and second input arguments must be dseries objects with the same number of variables!')
end
if ~isequal(varargin{1}.name, varargin{2}.name)
warning('dseries::cumprod: First and second input arguments must be dseries objects do not have the same variables!')
end
if ~isequal(nobs(varargin{2}),1)
error('dseries::cumprod: Second input argument must be a dseries object with only one observation!')
end
B = cumprod(varargin{1});
B.data = bsxfun(@rdivide,B.data,B.data(1,:));
B.data = bsxfun(@times,B.data,varargin{2}.data);
elseif isdates(varargin{2})
B = cumprod(varargin{1});
t = find(B.dates==varargin{2});
if isempty(t)
if varargin{2}==(firstdate(B)-1)
return
else
error(['dseries::cumprod: date ' date2string(varargin{2}) ' is not in the sample!'])
end
end
B.data = bsxfun(@rdivide,B.data,B.data(t,:));
else
error('dseries::cumprod: Second input argument must be a dseries object or a dates object!')
end
case 3
if ~isdates(varargin{2})
error('dseries::cumprod: Second input argument must be a dates object!')
end
if ~isdseries(varargin{3})
error('dseries::cumprod: Third input argument must be a dseries object!')
end
if ~isequal(vobs(varargin{1}), vobs(varargin{3}))
error('dseries::cumprod: First and third input arguments must be dseries objects with the same number of variables!')
end
if ~isequal(varargin{1}.name, varargin{3}.name)
warning('dseries::cumprod: First and third input arguments must be dseries objects do not have the same variables!')
end
if ~isequal(nobs(varargin{3}),1)
error('dseries::cumprod: Third input argument must be a dseries object with only one observation!')
end
B = cumprod(varargin{1});
t = find(B.dates==varargin{2});
if isempty(t)
if varargin{2}==(firstdate(B)-1)
B.data = bsxfun(@times,B.data,varargin{3}.data);
return
else
error(['dseries::cumprod: date ' date2string(varargin{2}) ' is not in the sample!'])
end
end
B.data = bsxfun(@rdivide, B.data, B.data(t,:));
B.data = bsxfun(@times, B.data, varargin{3}.data);
otherwise
error('dseries::cumprod: Wrong number of input arguments!')
end
%@test:1
%$ % Define a data set.
%$ A = 2*ones(4,1);
%$
%$ % Define names
%$ A_name = {'A1'};
%$
%$ % Instantiate a time series object.
%$ ts = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ try
%$ ts = cumprod(ts);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = isequal(ts.data,cumprod(A));
%$ t(3) = isequal(ts.name{1},'cumprod(A1)');
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a data set.
%$ A = 2*ones(4,1);
%$
%$ % Define names
%$ A_name = {'A1'};
%$
%$ % Instantiate a time series object.
%$ ts = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ try
%$ ts = ts.cumprod();
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = isequal(ts.data,cumprod(A));
%$ t(3) = isequal(ts.name{1},'cumprod(A1)');
%$ end
%$
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define a data set.
%$ A = 2*ones(7,1);
%$
%$ % Define names
%$ A_name = {'A1'};
%$
%$ % Instantiate a time series object.
%$ ts = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ ts = cumprod(ts,dates('3Y'));
%$
%$ % Expected results.
%$ ds = dseries([.25; .5; 1; 2; 4; 8; 16], [], A_name, []);
%$
%$ % Check the results.
%$ warning off, % Because the names of the variables are not the same...
%$ t(1) = dassert(ts,ts);
%$ warning_config
%$ T = all(t);
%@eof:3
%@test:4
%$ % Define a data set.
%$ A = 2*ones(7,1);
%$
%$ % Define names
%$ A_name = {'A1'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(pi, [], A_name, []);
%$
%$ % Call the tested method.
%$ ts3 = cumprod(ts1,dates('3Y'),ts2);
%$
%$ % Expected results.
%$ ts4 = dseries([.25; .5; 1; 2; 4; 8; 16]*pi, [], A_name, []);
%$
%$ % Check the results.
%$ warning off, % Because the names of the variables are not the same...
%$ t(1) = dassert(ts3,ts4);
%$ warning_config
%$ T = all(t);
%@eof:4
%@test:5
%$ % Define a data set.
%$ A = 2*ones(7,1);
%$
%$ % Define names
%$ A_name = {'A1'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(pi, [], A_name, []);
%$
%$ % Call the tested method.
%$ ts3 = ts1.cumprod(dates('3Y'),ts2);
%$
%$ % Expected results.
%$ ts4 = dseries([.25; .5; 1; 2; 4; 8; 16]*pi, [], A_name, []);
%$
%$ % Check the results.
%$ warning off, % Because the names of the variables are not the same...
%$ t(1) = dassert(ts3,ts4);
%$ warning_config
%$ T = all(t);
%@eof:5

225
matlab/@dseries/cumsum.m
View File

@ -1,225 +0,0 @@
function B = cumsum(varargin) % --*-- Unitary tests --*--
% Overloads matlab's cumsum function for dseries objects.
%
% INPUTS
% o A dseries object [mandatory].
% o d dates object [optional]
% o v dseries object with one observation [optional]
%
% OUTPUTS
% o B dseries object.
% Copyright (C) 2013 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/>.
% Get indices of the columns without NaNs
idx = find(~any(isnan(varargin{1}.data)));
if isempty(idx)
error('dseries::cumsum: All the variables have NaNs. The cumulated sum cannot be computed!')
end
if ~isequal(idx(:),transpose(1:vobs(varargin{1})))
warning('dseries::cumsum: The cumulated sum is not computed for some variables because they have NaNs!')
end
switch nargin
case 1
% Initialize the output.
B = varargin{1};
% Perform the cumulated sum
B.data(:,idx) = cumsum(B.data(:,idx));
% Change the name of the variables
for i=1:vobs(B)
B.name(i) = {['cumsum(' B.name{i} ')']};
B.tex(i) = {['\sum_t ' B.tex{i}]};
end
case 2
if isdseries(varargin{2})
if ~isequal(vobs(varargin{1}), vobs(varargin{2}))
error('dseries::cumsum: First and second input arguments must be dseries objects with the same number of variables!')
end
if ~isequal(varargin{1}.name, varargin{2}.name)
warning('dseries::cumsum: First and second input arguments must be dseries objects do not have the same variables!')
end
if ~isequal(nobs(varargin{2}),1)
error('dseries::cumsum: Second input argument must be a dseries object with only one observation!')
end
B = cumsum(varargin{1});
B.data = bsxfun(@plus,B.data,varargin{2}.data);
elseif isdates(varargin{2})
B = cumsum(varargin{1});
t = find(B.dates==varargin{2});
if isempty(t)
if varargin{2}==(firstdate(B)-1)
return
else
error(['dseries::cumsum: date ' date2string(varargin{2}) ' is not in the sample!'])
end
end
B.data = bsxfun(@minus,B.data,B.data(t,:));
else
error('dseries::cumsum: Second input argument must be a dseries object or a dates object!')
end
case 3
if ~isdates(varargin{2})
error('dseries::cumsum: Second input argument must be a dates object!')
end
if ~isdseries(varargin{3})
error('dseries::cumsum: Third input argument must be a dseries object!')
end
if ~isequal(vobs(varargin{1}), vobs(varargin{3}))
error('dseries::cumsum: First and third input arguments must be dseries objects with the same number of variables!')
end
if ~isequal(varargin{1}.name, varargin{3}.name)
warning('dseries::cumsum: First and third input arguments must be dseries objects do not have the same variables!')
end
if ~isequal(nobs(varargin{3}),1)
error('dseries::cumsum: Third input argument must be a dseries object with only one observation!')
end
B = cumsum(varargin{1});
t = find(B.dates==varargin{2});
if isempty(t)
if varargin{2}==(firstdate(B)-1)
B.data = bsxfun(@plus,B.data,varargin{3}.data);
return
else
error(['dseries::cumsum: date ' date2string(varargin{2}) ' is not in the sample!'])
end
end
B.data = bsxfun(@plus,B.data,varargin{3}.data-B.data(t,:));
otherwise
error('dseries::cumsum: Wrong number of input arguments!')
end
%@test:1
%$ % Define a data set.
%$ A = ones(10,1);
%$
%$ % Define names
%$ A_name = {'A1'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ ts1 = cumsum(ts1);
%$
%$ % Expected results.
%$ ts2 = dseries(transpose(1:10), [], A_name, []);
%$
%$ % Check the results.
%$ warning off, % Because the names of the variables are not the same...
%$ t(1) = dassert(ts1,ts2);
%$ warning_config
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a data set.
%$ A = ones(10,1);
%$
%$ % Define names
%$ A_name = {'A1'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ ts1 = ts1.cumsum();
%$
%$ % Expected results.
%$ ts2 = dseries(transpose(1:10), [], A_name, []);
%$
%$ % Check the results.
%$ warning off, % Because the names of the variables are not the same...
%$ t(1) = dassert(ts1,ts2);
%$ warning_config
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define a data set.
%$ A = ones(10,1);
%$
%$ % Define names
%$ A_name = {'A1'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ ts1 = cumsum(ts1,dates('3Y'));
%$
%$ % Expected results.
%$ ts2 = dseries([-2; -1; 0; 1; 2; 3; 4; 5; 6; 7], [], A_name, []);
%$
%$ % Check the results.
%$ warning off, % Because the names of the variables are not the same...
%$ t(1) = dassert(ts1,ts2);
%$ warning_config
%$ T = all(t);
%@eof:3
%@test:4
%$ % Define a data set.
%$ A = ones(10,1);
%$
%$ % Define names
%$ A_name = {'A1'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(pi, [], A_name, []);
%$
%$ % Call the tested method.
%$ ts3 = cumsum(ts1,dates('3Y'),ts2);
%$
%$ % Expected results.
%$ ts4 = dseries([-2; -1; 0; 1; 2; 3; 4; 5; 6; 7]+pi, [], A_name, []);
%$
%$ % Check the results.
%$ warning off, % Because the names of the variables are not the same...
%$ t(1) = dassert(ts3,ts4);
%$ warning_config
%$ T = all(t);
%@eof:4
%@test:5
%$ % Define a data set.
%$ A = ones(10,1);
%$
%$ % Define names
%$ A_name = {'A1'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(pi, [], A_name, []);
%$
%$ % Call the tested method.
%$ ts3 = ts1.cumsum(dates('3Y'),ts2);
%$
%$ % Expected results.
%$ ts4 = dseries([-2; -1; 0; 1; 2; 3; 4; 5; 6; 7]+pi, [], A_name, []);
%$
%$ % Check the results.
%$ warning off, % Because the names of the variables are not the same...
%$ t(1) = dassert(ts3,ts4);
%$ warning_config
%$ T = all(t);
%@eof:5

110
matlab/@dseries/detrend.m
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@ -1,110 +0,0 @@
function o = detrend(o, model) % --*-- Unitary tests --*--
% Copyright (C) 2014 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/>.
% Set default for the order of the polynomial trend (constant).
if nargin<2
model = 0;
end
data = o.data;
if isnumeric(model)
if isscalar(model) && isint(model)
switch model
case 0
data = demean(data);
otherwise
x = NaN(nobs(o), model+1);
x(:,1) = ones(nobs(o), 1);
x(:,2) = transpose(1:nobs(o));
for c=3:model+1
x(:,c) = x(:,c-1).*x(:,2);
end
data = data - x*(x\data);
end
else
error('dseries::detrend: Second argument must be a positive integer scalar!')
end
else
error('dseries::detrend: Second argument must be a positive integer scalar!')
end
o = dseries(data, o.dates, o.name, o.tex);
%@test:1
%$ % Define a dataset.
%$ a = dseries(randn(1000,3));
%$
%$ % detrend (default).
%$ try
%$ b1 = a.detrend();
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ % detrend (constant).
%$ if t(1)
%$ try
%$ b2 = a.detrend(0);
%$ t(2) = 1;
%$ catch
%$ t(2) = 0;
%$ end
%$ end
%$
%$ % detrend (linear).
%$ if t(2)
%$ try
%$ b3 = a.detrend(1);
%$ t(3) = 1;
%$ catch
%$ t(3) = 0;
%$ end
%$ end
%$
%$ % detrend (quadratic).
%$ if t(3)
%$ try
%$ b4 = a.detrend(2);
%$ t(4) = 1;
%$ catch
%$ t(4) = 0;
%$ end
%$ end
%$
%$ % detrend (cubic).
%$ if t(4)
%$ try
%$ b5 = a.detrend(3);
%$ t(5) = 1;
%$ catch
%$ t(5) = 0;
%$ end
%$ end
%$
%$ if t(5)
%$ t(6) = dassert(max(mean(b1.data)),0,1e-12);
%$ t(7) = dassert(max(mean(b2.data)),0,1e-12);
%$ t(8) = dassert(max(mean(b3.data)),0,1e-12);
%$ t(9) = dassert(max(mean(b4.data)),0,1e-12);
%$ t(10) = dassert(max(mean(b5.data)),0,1e-12);
%$ end
%$ T = all(t);
%@eof:1

40
matlab/@dseries/disp.m
View File

@ -1,40 +0,0 @@
function disp(A)
%@info:
%! @deftypefn {Function File} disp (@var{A})
%! @anchor{@dseries/disp}
%! @sp 1
%! Overloads the disp method for the Dynare time series class (@ref{dseries}).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item A
%! Dynare time series object instantiated by @ref{dseries}.
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! None
%! @end deftypefn
%@eod:
separator = repmat(' | ', nobs(A)+1,1);
vspace = ' ';
TABLE = ' ';
for t=1:nobs(A)
TABLE = char(TABLE, date2string(A.dates(t)));
end
for i = 1:vobs(A)
TABLE = horzcat(TABLE,separator);
tmp = A.name{i};
for t=1:nobs(A)
tmp = char(tmp,num2str(A.data(t,i)));
end
TABLE = horzcat(TABLE, tmp);
end
disp(vspace)
disp([inputname(1) ' is a dseries object:'])
disp(vspace);
disp(TABLE);
disp(vspace);

128
matlab/@dseries/display.m
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@ -1,128 +0,0 @@
function display(A)
%@info:
%! @deftypefn {Function File} display (@var{A})
%! @anchor{@dseries/display}
%! @sp 1
%! Overloads the disp method for the Dynare time series class (@ref{dseries}).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item A
%! Dynare time series object instantiated by @ref{dseries}.
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! None
%! @end deftypefn
%@eod:
vspace = ' ';
TABLE = ' ';
if vobs(A)<=10
if nobs(A)<=40
separator = repmat(' | ', nobs(A)+1,1);
for t=1:nobs(A)
TABLE = char(TABLE, date2string(A.dates(t)));
end
for i = 1:vobs(A)
TABLE = horzcat(TABLE,separator);
tmp = A.name{i};
for t=1:nobs(A)
tmp = char(tmp,num2str(A.data(t,i)));
end
TABLE = horzcat(TABLE, tmp);
end
else
n = 10;
separator = repmat(' | ',2*n+3,1);
for t=1:n
TABLE = char(TABLE, date2string(A.dates(t)));
end
TABLE = char(TABLE,vspace);
for t = nobs(A)-n:nobs(A)
TABLE = char(TABLE, date2string(A.dates(t)));
end
for i=1:vobs(A)
TABLE = horzcat(TABLE,separator);
tmp = A.name{i};
for t=1:10
tmp = char(tmp,num2str(A.data(t,i)));
end
tmp = char(tmp,vspace);
for t=nobs(A)-10:nobs(A)
tmp = char(tmp,num2str(A.data(t,i)));
end
TABLE = horzcat(TABLE, tmp);
end
end
else
m = 4;
if nobs(A)<=40
separator = repmat(' | ', nobs(A)+1,1);
for t=1:nobs(A)
TABLE = char(TABLE, date2string(A.dates(t)));
end
for i = 1:m
TABLE = horzcat(TABLE,separator);
tmp = A.name{i};
for t=1:nobs(A)
tmp = char(tmp,num2str(A.data(t,i)));
end
TABLE = horzcat(TABLE, tmp);
end
TABLE = horzcat(TABLE, separator, repmat(' ... ', nobs(A)+1,1));
for i = vobs(A)-m+1:vobs(A)
TABLE = horzcat(TABLE,separator);
tmp = A.name{i};
for t=1:nobs(A)
tmp = char(tmp,num2str(A.data(t,i)));
end
TABLE = horzcat(TABLE, tmp);
end
else
n = 10;
separator = repmat(' | ',2*n+3,1);
for t=1:n
TABLE = char(TABLE, date2string(A.dates(t)));
end
TABLE = char(TABLE,vspace);
for t = nobs(A)-n:nobs(A)
TABLE = char(TABLE, date2string(A.dates(t)));
end
for i=1:m
TABLE = horzcat(TABLE,separator);
tmp = A.name{i};
for t=1:10
tmp = char(tmp,num2str(A.data(t,i)));
end
tmp = char(tmp,vspace);
for t=nobs(A)-10:nobs(A)
tmp = char(tmp,num2str(A.data(t,i)));
end
TABLE = horzcat(TABLE, tmp);
end
TABLE = horzcat(TABLE, separator, repmat(' ... ', 2*n+3,1));
for i=vobs(A)-m+1:vobs(A)
TABLE = horzcat(TABLE,separator);
tmp = A.name{i};
for t=1:10
tmp = char(tmp,num2str(A.data(t,i)));
end
tmp = char(tmp,vspace);
for t=nobs(A)-10:nobs(A)
tmp = char(tmp,num2str(A.data(t,i)));
end
TABLE = horzcat(TABLE, tmp);
end
end
end
disp(vspace)
disp([inputname(1) ' is a dseries object:'])
disp(vspace);
if ~isempty(strtrim(TABLE))
disp(TABLE);
disp(vspace);
end

546
matlab/@dseries/dseries.m
View File

@ -1,546 +0,0 @@
function ts = dseries(varargin) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{ts} =} dseries (@var{a},@var{b},@var{c},@var{d})
%! @anchor{dseries}
%! @sp 1
%! Constructor for the Dynare time series class.
%! @sp 2
%! @strong{Inputs}
%! @sp 2
%! If @code{nargin==0} then an empty dseries object is created. The object can be populated with data subsequently using the overloaded subsref method.
%! @sp 2
%! If @code{nargin==1} and if the input argument is a @ref{dates} object, then a dseries object without data is created. This object can be populated with the overload subsref method.
%! @sp 2
%! If @code{nargin==1} and if the input argument is a string for the name of a csv, m or mat file containing data, then a dseries object is created from these data.
%! @sp 2
%! If @code{nargin>1}:
%! @sp 1
%! @table @ @var
%! @item a
%! T*1 vector or T*N matrix of data.
%! @item b
%! Initial date. For Quaterly, Monthly or Weekly data, b must be a string. For yearly data or if the frequence is not defined b must be an integer.
%! @item c
%! N*1 cell array of strings or N*q array of strings. Names of the N time series.
%! @item d
%! N*1 cell array of strings or N*p array of characters. TeX names of the N time series.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item ts
%! Dynare time series object.
%! @end table
%! @sp 2
%! @strong{Properties}
%! @sp 1
%! The constructor defines the following properties:
%! @sp 1
%! @table @ @var
%! @item data
%! Array of doubles (nobs*vobs).
%! @item nobs
%! Scalar integer, the number of observations.
%! @item vobs
%! Scalar integer, the number of variables.
%! @item name
%! Cell array of strings, names of the variables.
%! @item tex
%! Cell array of strings, tex names of the variables.
%! @item freq
%! Scalar integer, the frequency of the time series. @var{freq} is equal to 1 if data are on a yearly basis or if
%! frequency is unspecified. @var{freq} is equal to 4 if data are on a quaterly basis. @var{freq} is equal to
%! 12 if data are on a monthly basis. @var{freq} is equal to 52 if data are on a weekly basis.
%! @item init
%! @ref{dates} object, initial date of the dataset.
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2011-2013 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/>.
if nargin>0 && ischar(varargin{1}) && isequal(varargin{1},'initialize')
ts = struct;
ts.data = [];
ts.name = {};
ts.tex = {};
ts.dates = dates();
ts = class(ts,'dseries');
assignin('base','emptydseriesobject',ts);
return
end
ts = evalin('base','emptydseriesobject');
switch nargin
case 0
% Create an empty dseries object.
return
case 1
if isdates(varargin{1})
switch length(varargin{1})
case 0
error(['dseries::dseries: Input (identified as a dates object) must be non empty!'])
case 1
% Create an empty dseries object with an initial date.
ts.dates = varargin{1};
otherwise
% A range of dates is passed to the constructor
ts.dates = varargin{1};
end
return
elseif ischar(varargin{1})
% Create a dseries object loading data in a file (*.csv, *.m, *.mat).
if isempty(varargin{1})
error('dseries:: Wrong calling sequence! Input argument cannot be an empty string.')
elseif check_file_extension(varargin{1},'m')
[freq,init,data,varlist,tex] = load_m_file_data(varargin{1});
elseif check_file_extension(varargin{1},'mat')
[freq,init,data,varlist,tex] = load_mat_file_data(varargin{1});
elseif check_file_extension(varargin{1},'csv')
[freq,init,data,varlist] = load_csv_file_data(varargin{1});
tex = [];
elseif check_file_extension(varargin{1},'xls') || check_file_extension(varargin{1},'xlsx')
if isglobalinbase('options_')
% Check that the object is instantiated within a dynare session so that options_ global structure exists.
% Should provide latter a mechanism to pass range and sheet to dseries constructor...
range = evalin('base','options_.xls_range');
sheet = evalin('base','options_.xls_sheet');
else
% By default only the (whole) first sheet is loaded.
range = [];
sheet = [];
end
[freq,init,data,varlist] = load_xls_file_data(varargin{1}, sheet, range);
tex = [];
else
error(['dseries:: I''m not able to load data from ' varargin{1} '!'])
end
ts.data = data;
ts.name = varlist;
ts.dates = init:init+(nobs(ts)-1);
if isempty(tex)
ts.tex = name2tex(varlist);
else
ts.tex = tex;
end
elseif isnumeric(varargin{1}) && isequal(ndims(varargin{1}),2)
ts.data = varargin{1};
ts.name = default_name(vobs(ts));
ts.tex = name2tex(ts.name);
ts.dates = dates(1,1):dates(1,1)+(nobs(ts)-1);
end
case {2,3,4}
if isequal(nargin,2) && ischar(varargin{1}) && isdates(varargin{2})
% Instantiate dseries object with a data file and force the initial date to be as given by the second input argument.
ds = dseries(varargin{1});
ts = dseries(ds.data, varargin{2}, ds.name, ds.tex);
return
end
if isequal(nargin,2) && ischar(varargin{1}) && ischar(varargin{2}) && isdate(varargin{2})
% Instantiate dseries object with a data file and force the initial date to be as given by the second input argument.
ds = dseries(varargin{1});
ts = dseries(ds.data, dates(varargin{2}), ds.name, ds.tex);
return
end
a = varargin{1};
b = varargin{2};
if nargin<4
d = {};
else
d = varargin{4};
if ~iscell(d) && ~isempty(d)
d = cellstr(d);
end
end
if nargin<3
c = {};
else
c = varargin{3};
if ~iscell(c) && ~isempty(c)
c = cellstr(c);
end
end
% Get data, number of observations and number of variables.
ts.data = a;
% Get the first date and set the frequency.
if isempty(b)
init = dates(1,1);
elseif (isdates(b) && isequal(length(b),1))
init = b;
elseif ischar(b) && isdate(b)% Weekly, Monthly, Quaterly or Annual data (string).
init = dates(b);
elseif (isnumeric(b) && isscalar(b) && isint(b)) % Yearly data.
init = dates([num2str(b) 'Y']);
elseif isdates(b) % Range of dates
init = b(1);
if nobs(ts)>1 && ~isequal(b.ndat,nobs(ts))
message = 'dseries::dseries: If second input is a range, its number of elements must match ';
message = char(message, ' the number of rows in the first input, unless the first input');
message = char(message, ' has only one row.');
skipline()
disp(message);
error(' ');
elseif isequal(nobs(ts), 1)
ts.data = repmat(ts.data,b.ndat,1);
end
ts.dates = b;
elseif (isnumeric(b) && isint(b)) % Range of yearly dates.
message = 'dseries::dseries: Not implemented! If you need to define a range of years';
message = char(message, ' you have to pass a dates object as the second input argument.');
disp(message)
error(' ')
else
error('dseries::dseries: Wrong calling sequence!');
end
% Get the names of the variables.
if ~isempty(c)
if vobs(ts)==length(c)
for i=1:vobs(ts)
ts.name = vertcat(ts.name, c(i));
end
else
error('dseries::dseries: The number of declared names does not match the number of variables!')
end
else
ts.name = default_name(vobs(ts));
end
if ~isempty(d)
if vobs(ts)==length(d)
for i=1:vobs(ts)
ts.tex = vertcat(ts.tex, d(i));
end
else
error('dseries::dseries: The number of declared tex names does not match the number of variables!')
end
else
ts.tex = name2tex(ts.name);
end
otherwise
error('dseries::dseries: Can''t instantiate the class, wrong calling sequence!')
end
if isempty(ts.dates)
ts.dates = init:init+(nobs(ts)-1);
end
%@test:1
%$ % Test if we can instantiate an empty dseries object.
%$ try
%$ ts = dseries();
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ t = zeros(4,1);
%$
%$ try
%$ aa = dates('1938M11');
%$ ts = dseries(aa);
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,12);
%$ t(3) = dassert(ts.init.freq,12);
%$ t(4) = dassert(ts.init.time,[1938, 11]);
%$ end
%$
%$ T = all(t);
%@eof:2
%@test:3
%$ t = zeros(6,1);
%$
%$ try
%$ ts = dseries('dynseries_test_data.m');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(ts.init.freq,4);
%$ t(4) = dassert(ts.init.time,[1994, 3]);
%$ t(5) = dassert(ts.vobs,2);
%$ t(6) = dassert(ts.nobs,100);
%$ end
%$
%$ T = all(t);
%@eof:3
%@test:4
%$ t = zeros(6,1);
%$
%$ try
%$ ts = dseries('dynseries_test_data.mat');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(ts.init.freq,4);
%$ t(4) = dassert(ts.init.time,[1994, 3]);
%$ t(5) = dassert(ts.vobs,2);
%$ t(6) = dassert(ts.nobs,100);
%$ end
%$
%$ T = all(t);
%@eof:4
%@test:5
%$ t = zeros(8,1);
%$
%$ try
%$ ts = dseries('dynseries_test_data.csv');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(ts.init.freq,4);
%$ t(4) = dassert(ts.init.time,[1990, 1]);
%$ t(5) = dassert(ts.vobs,4);
%$ t(6) = dassert(ts.nobs,4);
%$ t(7) = dassert(ts.name,{'azert';'yuiop';'qsdfg';'jklm'});
%$ t(8) = dassert(ts.tex,{'azert';'yuiop';'qsdfg';'jklm'});
%$ end
%$
%$ T = all(t);
%@eof:5
%@test:6
%$ t = zeros(8,1);
%$
%$ try
%$ ts = dseries(transpose(1:5),[]);
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,1);
%$ t(3) = dassert(ts.init.freq,1);
%$ t(4) = dassert(ts.init.time,[1, 1]);
%$ t(5) = dassert(ts.vobs,1);
%$ t(6) = dassert(ts.nobs,5);
%$ t(7) = dassert(ts.name,{'Variable_1'});
%$ t(8) = dassert(ts.tex,{'Variable\\_1'});
%$ end
%$
%$ T = all(t);
%@eof:6
%@test:7
%$ t = zeros(8,1);
%$
%$ try
%$ ts = dseries(transpose(1:5),'1950Q1');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(ts.init.freq,4);
%$ t(4) = dassert(ts.init.time,[1950, 1]);
%$ t(5) = dassert(ts.vobs,1);
%$ t(6) = dassert(ts.nobs,5);
%$ t(7) = dassert(ts.name,{'Variable_1'});
%$ t(8) = dassert(ts.tex,{'Variable\\_1'});
%$ end
%$
%$ T = all(t);
%@eof:7
%@test:8
%$ t = zeros(8,1);
%$
%$ try
%$ ts = dseries([transpose(1:5), transpose(6:10)],'1950q1',{'Output'; 'Consumption'}, {'Y_t'; 'C_t'});
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(ts.init.freq,4);
%$ t(4) = dassert(ts.init.time,[1950, 1]);
%$ t(5) = dassert(ts.vobs,2);
%$ t(6) = dassert(ts.nobs,5);
%$ t(7) = dassert(ts.name,{'Output'; 'Consumption'});
%$ t(8) = dassert(ts.tex,{'Y_t'; 'C_t'});
%$ end
%$
%$ T = all(t);
%@eof:8
%@test:9
%$ try
%$ ts = dseries('dynseries_test_data-1.xls');
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(ts.init.freq,4);
%$ t(4) = dassert(ts.init.time,[1990, 1]);
%$ t(5) = dassert(ts.vobs,3);
%$ t(6) = dassert(ts.nobs,5);
%$ t(7) = dassert(ts.name,{'GDP';'Consumption';'CPI'});
%$ t(8) = dassert(ts.tex,{'GDP';'Consumption';'CPI'});
%$ end
%$
%$ T = all(t);
%@eof:9
%@test:10
%$ try
%$ ts = dseries('dynseries_test_data-2.xls');
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(ts.init.freq,4);
%$ t(4) = dassert(ts.init.time,[1990, 1]);
%$ t(5) = dassert(ts.vobs,3);
%$ t(6) = dassert(ts.nobs,5);
%$ t(7) = dassert(ts.name,{'Variable_1';'Variable_2';'Variable_3'});
%$ t(8) = dassert(ts.tex,{'Variable\\_1';'Variable\\_2';'Variable\\_3'});
%$ end
%$
%$ T = all(t);
%@eof:10
%@test:11
%$ try
%$ ts = dseries('dynseries_test_data-3.xls');
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts.freq,1);
%$ t(3) = dassert(ts.init.freq,1);
%$ t(4) = dassert(ts.init.time,[1, 1]);
%$ t(5) = dassert(ts.vobs,3);
%$ t(6) = dassert(ts.nobs,5);
%$ t(7) = dassert(ts.name,{'Variable_1';'Variable_2';'Variable_3'});
%$ t(8) = dassert(ts.tex,{'Variable\\_1';'Variable\\_2';'Variable\\_3'});
%$ end
%$
%$ T = all(t);
%@eof:11
%@test:12
%$ try
%$ ts = dseries('dynseries_test_data-4.xls');
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts.freq,1);
%$ t(3) = dassert(ts.init.freq,1);
%$ t(4) = dassert(ts.init.time,[1, 1]);
%$ t(5) = dassert(ts.vobs,3);
%$ t(6) = dassert(ts.nobs,5);
%$ t(7) = dassert(ts.name,{'GDP';'Consumption';'CPI'});
%$ t(8) = dassert(ts.tex,{'GDP';'Consumption';'CPI'});
%$ end
%$
%$ T = all(t);
%@eof:12
%@test:13
%$ t = zeros(6,1);
%$
%$ try
%$ ts = dseries(transpose(1:4),dates('1990Q1'):dates('1990Q4'));
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(ts.init.freq,4);
%$ t(4) = dassert(ts.init.time,[1990, 1]);
%$ t(5) = dassert(ts.vobs,1);
%$ t(6) = dassert(ts.nobs,4);
%$ end
%$
%$ T = all(t);
%@eof:13
%@test:14
%$ t = zeros(7,1);
%$
%$ try
%$ ts = dseries([1, 2],dates('1990Q1'):dates('1990Q4'));
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(ts.init.freq,4);
%$ t(4) = dassert(ts.init.time,[1990, 1]);
%$ t(5) = dassert(ts.vobs,2);
%$ t(6) = dassert(ts.nobs,4);
%$ t(7) = dassert(ts.data, [ones(4,1), 2*ones(4,1)]);
%$ end
%$
%$ T = all(t);
%@eof:14
%@test:15
%$ try
%$ ts = dseries([1; 2],dates('1990Q1'):dates('1990Q4'));
%$ t = 0;
%$ catch
%$ t = 1;
%$ end
%$
%$ T = all(t);
%@eof:15

21
matlab/@dseries/end.m
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@ -1,21 +0,0 @@
function lastIndex = end(o, k, n)
% Copyright (C) 2014 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/>.
assert(k==1 && n==1, 'dseries::end: Wrong indexing!');
lastIndex = vobs(o);

89
matlab/@dseries/eq.m
View File

@ -1,89 +0,0 @@
function C = eq(A,B) % --*-- Unitary tests --*--
% Overloads eq (==) operator.
%
% INPUTS
% o A dseries object (T periods, N variables).
% o B dseries object (T periods, N variables).
%
% OUTPUTS
% o C T*N matrix of zeros and ones. Element C(t,n) is nonzero iff observation t of variable n in A and B are equal.
%
% REMARKS
% If the number of variables, the number of observations or the frequencies are different in A and B, the function returns a zero scalar.
% Copyright (C) 2013 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/>.
if nargin~=2
error('dseries::eq: I need exactly two input arguments!')
end
if ~(isdseries(A) && isdseries(B))
error('dseries::eq: Both input arguments must be dseries objects!')
end
if ~isequal(nobs(A), nobs(B))
warning('dseries::eq: Both input arguments should have the same number of observations!')
C = 0;
return
end
if ~isequal(vobs(A), vobs(B))
warning('dseries::eq: Both input arguments should have the same number of observations!')
C = 0;
return
end
if ~isequal(frequency(A),frequency(B))
warning('dseries::eq: Both input arguments should have the same frequencies!')
C = 0;
return
end
if ~isequal(firstdate(A),firstdate(B))
warning('dseries::eq: Both input arguments should have the same initial period!')
C = 0;
return
end
C = eq(A.data, B.data);
%@test:1
%$ % Define a datasets.
%$ A = rand(10,3);
%$
%$ % Define names
%$ A_name = {'A1';'A2';'A3'};
%$
%$ t = zeros(2,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = ts1;
%$ a = eq(ts1,ts2);
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(a,logical(ones(10,3)));
%$ end
%$ T = all(t);
%@eof:1

57
matlab/@dseries/exist.m
View File

@ -1,57 +0,0 @@
function l = exist(o, varname) % --*-- Unitary tests --*--
% Tests if a variable exists in dseries object o.
%
% INPUTS
% - o [dseries], dseries object.
% - varname [string], name of a variable.
%
% OUTPUTS
% - l [logical], equal to 1 (true) iff varname is a variable in dseries object o.
% Copyright (C) 2014 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/>.
if ~ischar(varname)
error(['dseries::exist: Input arguments ''' inputname(2) ''' has to be string!'])
end
l = ~isempty(strmatch(varname, o.name, 'exact'));
%@test:1
%$ % Define a datasets.
%$ data = randn(10,4);
%$
%$ % Define names
%$ names = {'Noddy';'Jumbo';'Sly';'Gobbo'};
%$ t = zeros(4,1);
%$
%$ % Instantiate a time series object and compute the absolute value.
%$ try
%$ ts = dseries(data,[],names,[]);
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts.exist('Noddy'),true);
%$ t(3) = dassert(ts.exist('noddy'),false);
%$ t(4) = dassert(ts.exist('Boots'),false);
%$ end
%$ T = all(t);
%@eof:1

52
matlab/@dseries/exp.m
View File

@ -1,52 +0,0 @@
function ts = exp(ts)
% Apply the exponential function to a Dynare time series object.
%@info:
%! @deftypefn {Function File} {@var{ts} =} log(@var{ts})
%! @anchor{exp}
%! Apply the exponential function to a Dynare time series object.
%!
%! @strong{Inputs}
%! @table @var
%! @item ts
%! Dynare time series object, instantiated by @ref{dseries}
%! @end table
%!
%! @strong{Outputs}
%! @table @var
%! @item ts
%! Dynare time series object with transformed data field.
%! @end table
%!
%! @strong{This function is called by:}
%! None.
%!
%! @strong{This function calls:}
%! None.
%!
%! @end deftypefn
%@eod:
% Copyright (C) 2011-2013 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/>.
ts.data = exp(ts.data);
for i=1:vobs(ts)
ts.name(i) = {['exp(' ts.name{i} ')']};
ts.tex(i) = {['\exp(' ts.tex{i} ')']};
end

230
matlab/@dseries/extract.m
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@ -1,230 +0,0 @@
function A = extract(B,varargin) % --*-- Unitary tests --*--
% Extract some variables from a database.
% Copyright (C) 2012-2013 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/>.
A = dseries();
% Get the names of the variables to be extracted from dseries object B.
VariableName_ = {};
for i=1:nargin-1
VariableName = varargin{i};
idArobase = strfind(VariableName,'@');
if mod(length(idArobase),2)
error('dseries::extract: (Implicit loops) The number of @ symbols must be even!')
end
idBracket.open = strfind(VariableName,'[');
idBracket.close = strfind(VariableName,']');
if ~isequal(length(idBracket.open),length(idBracket.open))
error('dseries::extract: (Matlab/Octave''s regular expressions) Check opening and closing square brackets!')
end
if length(idArobase)
NumberOfImplicitLoops = .5*length(idArobase);
idComma = cell(NumberOfImplicitLoops,1);
expressions = cell(NumberOfImplicitLoops,1);
for i=0:NumberOfImplicitLoops-1
idComma(i+1) = { strfind(VariableName(idArobase(2*i+1)+1:idArobase(2*i+2)-1),',') };
expressions(i+1) = { VariableName(idArobase(2*i+1)+1:idArobase(2*i+2)-1) };
end
if any(cellfun(@isempty,idComma))
error('dseries::extract: (Implicit loops) Wrong syntax!')
end
switch NumberOfImplicitLoops
case 1
expression = expressions{1};
idVariables_ = [];
while ~isempty(expression)
[token, expression] = strtok(expression,',');
candidate = [VariableName(1:idArobase(1)-1), token, VariableName(idArobase(2)+1:end)];
id = find(strcmp(candidate,B.name));
if isempty(id)
error(['dseries::extract: (Implicit loops) Variable ''' candidate ''' does not exist in dseries object ''' inputname(1) '''!'])
else
idVariables_ = [idVariables_; id];
end
end
VariableName = B.name(idVariables_);
case 2
idVariables_ = [];
expression_1 = expressions{1};
while ~isempty(expression_1)
[token_1, expression_1] = strtok(expression_1,',');
expression_2 = expressions{2};
while ~isempty(expression_2)
[token_2, expression_2] = strtok(expression_2,',');
candidate = [VariableName(1:idArobase(1)-1), token_1, VariableName(idArobase(2)+1:idArobase(3)-1), token_2, VariableName(idArobase(4)+1:end)];
id = find(strcmp(candidate,B.name));
if isempty(id)
error(['dseries::extract: (Implicit loops) Variable ''' candidate ''' does not exist in dseries object ''' inputname(1) '''!'])
else
idVariables_ = [idVariables_; id];
end
end
end
VariableName = B.name(idVariables_);
otherwise
error('dseries::extract: (Implicit loops) Cannot unroll more than two implicit loops!')
end
VariableName_ = vertcat(VariableName_,VariableName);
elseif length(idBracket.open)
% Matlab/Octave's regular expressions.
first_block_id = 0;
last_block_id = 0;
idVariables = find(isnotempty_cell(regexp(B.name,VariableName,'match')));
if isempty(idVariables)
error(['dseries::extract: Can''t find any variable matching ' VariableName ' pattern!'])
end
idVariables_ = [];
for j = 1:length(idVariables)
first_block_flag = 0;
if (first_block_id && strcmp(B.name{idVariables(j)}(1:first_block_id),VariableName(1:first_block_id))) || ~first_block_id
first_block_flag = 1;
end
last_block_flag = 0;
if (last_block_id && strcmp(B.name{idVariables(j)}(end-last_block_id:end),VariableName(end-last_block_id:end))) || ~last_block_id
last_block_flag = 1;
end
if first_block_flag && last_block_flag
idVariables_ = [idVariables_; idVariables(j)];
end
end
VariableName = B.name(idVariables_);
VariableName_ = vertcat(VariableName_,VariableName);
else
VariableName_ = varargin(:);
end
end
% Remove trailing white spaces if any
VariableName_ = strtrim(VariableName_);
% Get indices of the selected variables
idVariableName = NaN(length(VariableName_),1);
for i = 1:length(idVariableName)
idx = find(strcmp(VariableName_{i},B.name));
if isempty(idx)
error(['dseries::extract: Variable ' VariableName_{i} ' is not a member of ' inputname(1) '!'])
end
idVariableName(i) = idx;
end
A.data = B.data(:,idVariableName);
A.dates = B.dates;
A.name = B.name(idVariableName);
A.tex = B.tex(idVariableName);
function b = isnotempty_cell(CellArray)
CellArrayDimension = size(CellArray);
b = NaN(CellArrayDimension);
for i=1:CellArrayDimension(1)
for j = 1:CellArrayDimension(2)
b(i,j) = ~isempty(CellArray{i,j});
end
end
%@test:1
%$ % Define a data set.
%$ A = rand(10,24);
%$
%$ % Define names
%$ A_name = {'GDP_1';'GDP_2';'GDP_3'; 'GDP_4'; 'GDP_5'; 'GDP_6'; 'GDP_7'; 'GDP_8'; 'GDP_9'; 'GDP_10'; 'GDP_11'; 'GDP_12'; 'HICP_1';'HICP_2';'HICP_3'; 'HICP_4'; 'HICP_5'; 'HICP_6'; 'HICP_7'; 'HICP_8'; 'HICP_9'; 'HICP_10'; 'HICP_11'; 'HICP_12';};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ a = ts1{'GDP_@1,2,3,4,5@'};
%$ b = ts1{'@GDP,HICP@_1'};
%$
%$ % Expected results.
%$ e1.data = A(:,1:5);
%$ e1.nobs = 10;
%$ e1.vobs = 5;
%$ e1.name = {'GDP_1';'GDP_2';'GDP_3'; 'GDP_4'; 'GDP_5'};
%$ e1.freq = 1;
%$ e1.init = dates(1,1);
%$ e2.data = A(:,[1, 13]);
%$ e2.nobs = 10;
%$ e2.vobs = 2;
%$ e2.name = {'GDP_1';'HICP_1'};
%$ e2.freq = 1;
%$ e2.init = dates(1,1);
%$
%$ % Check results.
%$ t(1) = dassert(e1.data,a.data);
%$ t(2) = dassert(e1.nobs,a.nobs);
%$ t(3) = dassert(e1.vobs,a.vobs);
%$ t(4) = dassert(e1.name,a.name);
%$ t(5) = dassert(e1.init,a.init);
%$ t(6) = dassert(e2.data,b.data);
%$ t(7) = dassert(e2.nobs,b.nobs);
%$ t(8) = dassert(e2.vobs,b.vobs);
%$ t(9) = dassert(e2.name,b.name);
%$ t(10) = dassert(e2.init,b.init);
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a data set.
%$ A = rand(10,24);
%$
%$ % Define names
%$ A_name = {'GDP_1';'GDP_2';'GDP_3'; 'GDP_4'; 'GDP_5'; 'GDP_6'; 'GDP_7'; 'GDP_8'; 'GDP_9'; 'GDP_10'; 'GDP_11'; 'GDP_12'; 'HICP_1';'HICP_2';'HICP_3'; 'HICP_4'; 'HICP_5'; 'HICP_6'; 'HICP_7'; 'HICP_8'; 'HICP_9'; 'HICP_10'; 'HICP_11'; 'HICP_12';};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ try
%$ a = ts1{'GDP_@1,2,3,4,55@'};
%$ t = 0;
%$ catch
%$ t = 1;
%$ end
%$
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define a data set.
%$ A = rand(10,24);
%$
%$ % Define names
%$ A_name = {'GDP_1';'GDP_2';'GDP_3'; 'GDP_4'; 'GDP_5'; 'GDP_6'; 'GDP_7'; 'GDP_8'; 'GDP_9'; 'GDP_10'; 'GDP_11'; 'GDP_12'; 'HICP_1';'HICP_2';'HICP_3'; 'HICP_4'; 'HICP_5'; 'HICP_6'; 'HICP_7'; 'HICP_8'; 'HICP_9'; 'HICP_10'; 'HICP_11'; 'HICP_12';};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ try
%$ a = ts1{'@GDP,HICP@_@1,2,3,4,5@'};
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(a.name,{'GDP_1';'GDP_2';'GDP_3';'GDP_4';'GDP_5';'HICP_1';'HICP_2';'HICP_3';'HICP_4';'HICP_5'});
%$ end
%$
%$ T = all(t);
%@eof:3

20
matlab/@dseries/firstdate.m
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@ -1,20 +0,0 @@
function f = firstdate(o)
% Copyright (C) 2014 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/>.
f = o.dates(1);

20
matlab/@dseries/frequency.m
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@ -1,20 +0,0 @@
function f = frequency(o)
% Copyright (C) 2014 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/>.
f = o.dates.freq;

317
matlab/@dseries/horzcat.m
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@ -1,317 +0,0 @@
function B = horzcat(varargin) % --*-- Unitary tests --*--
% Overloads horzcat method for dseries objects.
%
% INPUTS
% o A1 dseries object.
% o A2 dseries object.
% o ...
%
% OUTPUTS
% o B dseries object.
%
% EXAMPLE 1
% If A, B and C are dseries objects the following syntax:
%
% D = [A, B, C] ;
%
% Defines a dseries object D containing the variables appearing in A, B and C.
%
% REMARKS
% o A1, A2, ... must not have common variables.
% Copyright (C) 2011-2013 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/>.
switch nargin
case 0
B = dseries();
case 1
B = varargin{1};
otherwise
B = concatenate(varargin{1}, varargin{2});
if nargin>2
B = horzcat(B, varargin{3:end});
end
end
function a = concatenate(b,c)
[n,message] = common_strings_in_cell_arrays(b.name,c.name);
if isempty(b)
a = c;
return
end
if isempty(c)
a = b;
return
end
if n
error(['dseries::horzcat: I cannot concatenate dseries objects with common variable names (' message ')!'])
end
if ~isequal(frequency(b),frequency(c))
error('dseries::horzcat: All time series objects must have common frequency!')
else
a = dseries();
end
d_nobs_flag = 0;
if ~isequal(nobs(b),nobs(c))
d_nobs_flag = 1;
end
d_init_flag = 0;
if ~isequal(firstdate(b),firstdate(c))
d_init_flag = 1;
end
a.name = vertcat(b.name,c.name);
a.tex = vertcat(b.tex,c.tex);
if ~( d_nobs_flag(1) || d_init_flag(1) )
a.data = [b.data,c.data];
a.dates = b.dates;
else
nobs_b = nobs(b);
nobs_c = nobs(c);
if firstdate(b)<=firstdate(c)
if firstdate(b)<firstdate(c)
c.data = [NaN(firstdate(c)-firstdate(b), vobs(c)); c.data];
end
else
b.data = [NaN(firstdate(b)-firstdate(c), vobs(b)); b.data];
end
b_last_date = firstdate(b)+nobs_b;
c_last_date = firstdate(c)+nobs_c;
if b_last_date<c_last_date
b.data = [b.data; NaN(c_last_date-b_last_date, vobs(b))];
elseif b_last_date>c_last_date
c.data = [c.data; NaN(b_last_date-c_last_date, vobs(c))];
end
a.data = [b.data, c.data];
a.dates = unique([b.dates, c.dates]);
end
%@test:1
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$ B = [transpose(1:10),2*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$ B_name = {'B1';'B2'};
%$
%$ % Define expected results.
%$ e.init = dates(1,1);
%$ e.freq = 1;
%$ e.name = {'A1';'A2';'B1';'B2'};
%$ e.data = [A,B];
%$
%$ % Instantiate two time series objects.
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$
%$ % Call the tested method.
%$ ts3 = [ts1,ts2];
%$
%$ % Check the results.
%$
%$ t(1) = dassert(ts3.init,e.init);
%$ t(2) = dassert(ts3.freq,e.freq);
%$ t(3) = dassert(ts3.data,e.data);
%$ t(4) = dassert(ts3.name,e.name);
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$ B = [transpose(5:12),2*transpose(5:12)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$ B_name = {'B1';'B2'};
%$
%$ % Define initial date
%$ A_init = 2001;
%$ B_init = 2005;
%$
%$ % Define expected results.
%$ e.init = dates('2001Y');
%$ e.freq = 1;
%$ e.name = {'A1';'A2';'B1';'B2'};
%$ e.data = [ [A; NaN(2,2)], [NaN(4,2); B]];
%$
%$ % Instantiate two time series objects.
%$ ts1 = dseries(A,A_init,A_name,[]);
%$ ts2 = dseries(B,B_init,B_name,[]);
%$
%$ % Call the tested method.
%$ ts3 = [ts1,ts2];
%$
%$ % Check the results.
%$ t(1) = dassert(ts3.init,e.init);
%$ t(2) = dassert(ts3.freq,e.freq);
%$ t(3) = dassert(ts3.data,e.data);
%$ t(4) = dassert(ts3.name,e.name);
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define a data set.
%$ A = [transpose(1:7),2*transpose(1:7)];
%$ B = [transpose(5:11),2*transpose(5:11)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$ B_name = {'B1';'B2'};
%$
%$ % Define initial date
%$ A_init = '1950Q1';
%$ B_init = '1950Q3';
%$
%$ % Define expected results.
%$ e.freq = 4;
%$ e.init = dates('1950Q1');
%$ e.name = {'A1';'A2';'B1';'B2'};
%$ e.data = [ [A; NaN(2,2)], [NaN(2,2); B]];
%$
%$ % Instantiate two time series objects.
%$ ts1 = dseries(A,A_init,A_name,[]);
%$ ts2 = dseries(B,B_init,B_name,[]);
%$
%$ % Call the tested method.
%$ ts3 = [ts1,ts2];
%$
%$ % Check the results.
%$ t(1) = dassert(ts3.init,e.init);
%$ t(2) = dassert(ts3.freq,e.freq);
%$ t(3) = dassert(ts3.data,e.data);
%$ t(4) = dassert(ts3.name,e.name);
%$ T = all(t);
%@eof:3
%@test:4
%$ % Define a data set.
%$ A = [transpose(1:7),2*transpose(1:7)];
%$ B = [transpose(5:9),2*transpose(5:9)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$ B_name = {'B1';'B2'};
%$
%$ % Define initial date
%$ A_init = '1950Q1';
%$ B_init = '1950Q3';
%$
%$ % Define expected results.
%$ e.init = dates(A_init);
%$ e.freq = 4;
%$ e.name = {'A1';'A2';'B1';'B2'};
%$ e.data = [ A, [NaN(2,2); B]];
%$
%$ % Instantiate two time series objects.
%$ ts1 = dseries(A,A_init,A_name,[]);
%$ ts2 = dseries(B,B_init,B_name,[]);
%$
%$ % Call the tested method.
%$ ts3 = [ts1,ts2];
%$
%$ % Check the results.
%$ t(1) = dassert(ts3.init,e.init);
%$ t(2) = dassert(ts3.freq,e.freq);
%$ t(3) = dassert(ts3.data,e.data);
%$ t(4) = dassert(ts3.name,e.name);
%$ T = all(t);
%@eof:4
%@test:5
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$ B = [transpose(1:10),3*transpose(1:10)];
%$ C = [transpose(1:10),4*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$ B_name = {'B1';'B2'};
%$ C_name = {'C1';'C2'};
%$
%$ % Define expected results.
%$ e.init = dates(1,1);
%$ e.freq = 1;
%$ e.name = {'A1';'A2';'B1';'B2';'C1';'C2'};
%$ e.data = [A,B,C];
%$
%$ % Instantiate two time series objects.
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$ ts3 = dseries(C,[],C_name,[]);
%$
%$ % Call the tested method.
%$ ts4 = [ts1,ts2,ts3];
%$
%$ % Check the results.
%$ t(1) = dassert(ts4.init,e.init);
%$ t(2) = dassert(ts4.freq,e.freq);
%$ t(3) = dassert(ts4.data,e.data);
%$ t(4) = dassert(ts4.name,e.name);
%$ T = all(t);
%@eof:5
%@test:6
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$ B = [transpose(1:10),2*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$ B_name = {'B1';'A2'};
%$
%$ % Instantiate two time series objects.
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$
%$ % Call the tested method.
%$ try
%$ ts3 = [ts1,ts2];
%$ t = 0;
%$ catch
%$ t = 1;
%$ end
%$
%$ T = t;
%@eof:6
%@test:7
%$ % Define X
%$ X = randn(30,2);
%$
%$ % Instantiate two time series objects.
%$ ts1 = dseries();
%$ ts2 = dseries(randn(30,2),'1950Q2');
%$
%$ % Call the tested method.
%$ try
%$ ts3 = [ts1,ts2];
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts3.freq,4);
%$ t(3) = dassert(ts3.data,X);
%$ t(4) = dassert(ts3.dates(1),dates('1950Q2'));
%$ end
%$
%$ T = t;
%@eof:7

96
matlab/@dseries/hpcycle.m
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@ -1,96 +0,0 @@
function ts = hpcycle(ts, lambda) % --*-- Unitary tests --*--
% ts = hpcycle(ts, lambda)
%
% Extracts the cycle component from a dseries object using Hodrick Prescott filter.
%
% INPUTS
% o ts dseries object.
% o lambda positive scalar, trend smoothness parameter.
%
% OUTPUTS
% o ts dseries object, with time series replaced by the cyclical component of the original time series.
% Copyright (C) 2013 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/>.
if nargin>1
if lambda<=0
error(['dseries::hpcycle: Lambda must be a positive integer!'])
end
else
lambda = [];
end
for i=1:vobs(ts)
ts.name(i) = {['hpcycle(' ts.name{i} ')']};
ts.tex(i) = {['\text{hpcycle}(' ts.tex{i} ')']};
end
[junk, data] = sample_hp_filter(ts.data,lambda);
ts.data = data;
%@test:1
%$ plot_flag = 0;
%$
%$ % Create a dataset.
%$ e = .2*randn(200,1);
%$ u = randn(200,1);
%$ stochastic_trend = cumsum(e);
%$ deterministic_trend = .1*transpose(1:200);
%$ x = zeros(200,1);
%$ for i=2:200
%$ x(i) = .9*x(i-1) + e(i);
%$ end
%$ y = x + stochastic_trend + deterministic_trend;
%$
%$ % Test the routine.
%$ try
%$ ts0 = dseries(y,'1950Q1');
%$ ts1 = dseries(x,'1950Q1');
%$ ts2 = ts0.hpcycle();
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts2.freq,4);
%$ t(3) = dassert(ts2.init.freq,4);
%$ t(4) = dassert(ts2.init.time,[1950, 1]);
%$ t(5) = dassert(ts2.vobs,1);
%$ t(6) = dassert(ts2.nobs,200);
%$ end
%$
%$ % Show results
%$ if plot_flag
%$ plot(ts1.data,'-k'); % Plot of the stationary component.
%$ hold on
%$ plot(ts2.data,'--r'); % Plot of the filtered y.
%$ hold off
%$ axis tight
%$ id = get(gca,'XTick');
%$ set(gca,'XTickLabel',strings(ts1.dates(id)));
%$ legend({'Stationary component of y', 'Filtered y'})
%$ print('-depsc2','../doc/dynare.plots/HPCycle.eps')
%$ system('convert -density 300 ../doc/dynare.plots/HPCycle.eps ../doc/dynare.plots/HPCycle.png');
%$ system('convert -density 300 ../doc/dynare.plots/HPCycle.eps ../doc/dynare.plots/HPCycle.pdf');
%$ system('convert -density 300 ../doc/dynare.plots/HPCycle.eps ../doc/dynare.plots/HPCycle.jpg');
%$ end
%$
%$ T = all(t);
%@eof:1

94
matlab/@dseries/hptrend.m
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@ -1,94 +0,0 @@
function ts = hptrend(ts, lambda) % --*-- Unitary tests --*--
% ts = hptrend(ts, lambda)
%
% Extracts the trend component from a dseries object using Hodrick Prescott filter.
%
% INPUTS
% o ts dseries object.
% o lambda positive scalar, trend smoothness parameter.
%
% OUTPUTS
% o ts dseries object, with time series replaced by the trend component of the original time series.
% Copyright (C) 2013 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/>.
if nargin>1
if lambda<=0
error(['dseries::hptrend: Lambda must be a positive integer!'])
end
else
lambda = [];
end
for i=1:vobs(ts)
ts.name(i) = {['hptrend(' ts.name{i} ')']};
ts.tex(i) = {['\text{hptrend}(' ts.tex{i} ')']};
end
ts.data = sample_hp_filter(ts.data,lambda);
%@test:1
%$ plot_flag = 0;
%$
%$ % Create a dataset.
%$ e = .2*randn(200,1);
%$ u = randn(200,1);
%$ stochastic_trend = cumsum(e);
%$ deterministic_trend = .1*transpose(1:200);
%$ x = zeros(200,1);
%$ for i=2:200
%$ x(i) = .75*x(i-1) + e(i);
%$ end
%$ y = x + stochastic_trend + deterministic_trend;
%$
%$ % Test the routine.
%$ try
%$ ts0 = dseries(y,'1950Q1');
%$ ts1 = dseries(stochastic_trend+deterministic_trend,'1950Q1');
%$ ts2 = ts0.hptrend(1600);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts2.freq,4);
%$ t(3) = dassert(ts2.init.freq,4);
%$ t(4) = dassert(ts2.init.time,[1950, 1]);
%$ t(5) = dassert(ts2.vobs,1);
%$ t(6) = dassert(ts2.nobs,200);
%$ end
%$
%$ % Show results
%$ if plot_flag
%$ plot(ts1.data,'-k'); % Plot of the stationary component.
%$ hold on
%$ plot(ts2.data,'--r'); % Plot of the filtered y.
%$ hold off
%$ axis tight
%$ id = get(gca,'XTick');
%$ set(gca,'XTickLabel',strings(ts1.dates(id)));
%$ legend({'Nonstationary component of y', 'Estimated trend of y'})
%$ print('-depsc2','../doc/dynare.plots/HPTrend.eps')
%$ system('convert -density 300 ../doc/dynare.plots/HPTrend.eps ../doc/dynare.plots/HPTrend.png');
%$ system('convert -density 300 ../doc/dynare.plots/HPTrend.eps ../doc/dynare.plots/HPTrend.pdf');
%$ system('convert -density 300 ../doc/dynare.plots/HPTrend.eps ../doc/dynare.plots/HPTrend.jpg');
%$ end
%$ T = all(t);
%@eof:1

107
matlab/@dseries/insert.m
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@ -1,107 +0,0 @@
function ts = insert(ts,us,id) % --*-- Unitary tests --*--
% Add a variable in a dseries object.
%@info:
%! @deftypefn {Function File} {@var{ts} =} insert (@var{ts}, @var{us}, @var{id})
%! @anchor{dseries/insert}
%! @sp 1
%! Insert method for the dseries class. Insert new variables (@var{us}) in a dseries object (@var{ts}) at
%! positions @var{id}.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item ts
%! Object instantiated by @ref{dseries}.
%! @item us
%! Object instantiated by @ref{dseries}.
%! @item id
%! vector of integers.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item ts
%! Object instantiated by @ref{dseries}, without variable (@var{a}).
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2013 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/>.
[n,message] = common_strings_in_cell_arrays(ts.name,us.name);
if n
error(['dseries::insert: Variable(s) ' message ' already exist in ''' inputname(1) '''!'])
end
if ~isequal(frequency(ts),frequency(us))
error(['dseries::insert: ''' inputname(1) ''' and ''' inputname(2) ''' dseries objects must have common frequencies!'])
end
[ts,us] = align(ts, us);
n = length(id);
if n>1
[id, jd] = sort(id);
us.data = us.data(:,jd);
us.name = us.name(jd);
us.tex = us.tex(jd);
end
for i=1:n
ts.data = insert_column_vector_in_a_matrix(ts.data,us.data(:,i),id(i));
ts.name = insert_object_in_a_one_dimensional_cell_array(ts.name,us.name{i},id(i));
ts.tex = insert_object_in_a_one_dimensional_cell_array(ts.tex,us.tex{i},id(i));
id = id+1;
end
%@test:1
%$ % Define a datasets.
%$ A = rand(10,3); B = rand(5,2);
%$
%$ % Define names.
%$ A_name = {'A1'; 'A2';'A3'};
%$ B_name = {'B1'; 'B2'};
%$
%$ % Define initial dates.
%$ A_init = '1950Q1';
%$ B_init = '1950Q3';
%$
%$ % Instantiate two dseries objects.
%$ ts1 = dseries(A, A_init, A_name,[]);
%$ ts2 = dseries(B, B_init, B_name,[]);
%$
%$ try
%$ ts1 = insert(ts1,ts2,[1,2]);
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts1.vobs,{'B1';'A1';'B2';'A3'});
%$ t(3) = dassert(ts1.nobs,10);
%$ eB = [NaN(2,2); B; NaN(3,2)];
%$ t(4) = dassert(ts1.data,[eB(:,1), A(:,1), eB(:,2), A(:,2:3)], 1e-15);
%$ end
%$ T = all(t);
%@eof:1

40
matlab/@dseries/isempty.m
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@ -1,40 +0,0 @@
function b = isempty(A)
%@info:
%! @deftypefn {Function File} {@var{b} =} isempty (@var{A})
%! @anchor{@dseries/isempty}
%! @sp 1
%! Overloads the isempty function for the Dynare time series class (@ref{dseries}).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item 1
%! Dynare time series object instantiated by @ref{dseries}.
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item b
%! Scalar integer (0 or 1).
%! @end deftypefn
%@eod:
% Copyright (C) 2011-2012 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/>.
b = isempty(A.data);

70
matlab/@dseries/isequal.m
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@ -1,70 +0,0 @@
function C = isequal(A, B, tol)
% Overloads the isequal Matlab/Octave's function.
%
% INPUTS
% o A dseries object (T periods, N variables).
% o B dseries object (T periods, N variables).
% o tol tolerance parameter.
%
% OUTPUTS
% o C Integer scalar equal to zero or one.
% Copyright (C) 2013 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/>.
if nargin~=2
error('dseries::isequal: I need exactly two input arguments!')
end
if ~isdseries(B)
error('dseries::isequal: Both input arguments must be dseries objects!')
end
if ~isequal(nobs(A), nobs(B))
C = 0;
return
end
if ~isequal(vobs(A), vobs(B))
C = 0;
return
end
if ~isequal(frequency(A),frequency(B))
C = 0;
return
end
if ~isequal(A.dates,B.dates)
C = 0;
return
end
if ~isequal(A.name,B.name)
warning('dseries::isequal: Both input arguments do not have the same variables!')
end
if ~isequal(A.tex,B.tex)
warning('dseries::isequal: Both input arguments do not have the same tex names!')
end
if nargin<3
C = isequal(A.data, B.data);
else
C = ~(max(abs(A.data(:)-B.data(:)))>tol);
end

85
matlab/@dseries/lag.m
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@ -1,85 +0,0 @@
function us = lag(ts,p) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{us} =} lag (@var{ts})
%! @anchor{lag}
%! @sp 1
%! Computes lagged time series.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @var
%! @item ts
%! Dynare time series object, instantiated by @ref{dseries}
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @var
%! @item us
%! Dynare time series object with transformed data field.
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2013 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/>.
% Set default number of lags
if nargin<2
p = 1;
end
if p<=0
error('dseries::lag: Second input argument must be strictly positive! Use lead method instead.')
end
% Copy of ts dseries object
us = ts;
% Update data member
us.data = [NaN(p, vobs(ts)); ts.data(1:end-p,:)];
for i=1:vobs(ts)
us.name(i) = {[ 'lag(' ts.name{i} ',' int2str(p) ')']};
us.tex(i) = {[ ts.tex{i} '_{-' int2str(p) '}']};
end
%@test:1
%$ t = zeros(4,1);
%$
%$ try
%$ data = transpose(0:1:50);
%$ ts = dseries(data,'1950Q1');
%$ a = ts.lag;
%$ b = ts.lag.lag;
%$ c = lag(ts,2);
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ DATA = [NaN(1,ts.vobs); transpose(0:1:49)];
%$ t(2) = dassert(a.data,DATA,1e-15);
%$ DATA = [NaN(2,ts.vobs); transpose(0:1:48)];
%$ t(3) = dassert(b.data,DATA,1e-15);
%$ t(4) = dassert(b.data,c.data,1e-15);
%$ end
%$
%$ T = all(t);
%@eof:1

20
matlab/@dseries/lastdate.m
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@ -1,20 +0,0 @@
function l = lastdate(o)
% Copyright (C) 2014 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/>.
l = o.dates(end);

85
matlab/@dseries/lead.m
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@ -1,85 +0,0 @@
function us = lead(ts,p) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{us} =} lead (@var{ts})
%! @anchor{lag}
%! @sp 1
%! Computes leaded time series.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @var
%! @item ts
%! Dynare time series object, instantiated by @ref{dseries}
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @var
%! @item us
%! Dynare time series object with transformed data field.
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2013 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/>.
% Set default number of leads
if nargin<2
p = 1;
end
if p<=0
error('dseries::lead: Second input argument must be strictly positive! Use lag method instead.')
end
% Copy of ts dseries object
us = ts;
% Update data member
us.data = [ ts.data(p+1:end,:); NaN(p, vobs(ts));];
for i=1:vobs(ts)
us.name(i) = {[ 'lead(' ts.name{i} ',' int2str(p) ')']};
us.tex(i) = {[ ts.tex{i} '_{+' int2str(p) '}']};
end
%@test:1
%$ t = zeros(4,1);
%$
%$ try
%$ data = transpose(0:1:50);
%$ ts = dseries(data,'1950Q1');
%$ a = ts.lead;
%$ b = ts.lead.lead;
%$ c = lead(ts,2);
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ DATA = [transpose(1:50); NaN(1,ts.vobs)];
%$ t(2) = dassert(a.data,DATA,1e-15);
%$ DATA = [transpose(2:50); NaN(2,ts.vobs)];
%$ t(3) = dassert(b.data,DATA,1e-15);
%$ t(4) = dassert(b.data,c.data,1e-15);
%$ end
%$
%$ T = all(t);
%@eof:1

55
matlab/@dseries/log.m
View File

@ -1,55 +0,0 @@
function ts = log(ts)
%@info:
%! @deftypefn {Function File} {@var{ts} =} log(@var{ts})
%! @anchor{log}
%! Apply the logarithm function to a Dynare time series object.
%!
%! @strong{Inputs}
%! @table @var
%! @item ts
%! Dynare time series object, instantiated by @ref{dseries}
%! @end table
%!
%! @strong{Outputs}
%! @table @var
%! @item ts
%! Dynare time series object with transformed data field.
%! @end table
%!
%! @strong{This function is called by:}
%! None.
%!
%! @strong{This function calls:}
%! None.
%!
%! @end deftypefn
%@eod:
% Copyright (C) 2011-2013 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/>.
if any(ts.data<eps)
error('dseries::log: Input argument has to be strictly positive!')
end
for i=1:vobs(ts)
ts.name(i) = {['log(' ts.name{i} ')']};
ts.tex(i) = {['\log(' ts.tex{i} ')']};
end
ts.data = log(ts.data);

146
matlab/@dseries/merge.m
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@ -1,146 +0,0 @@
function A = merge(B,C) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{A} =} merge (@var{B},@var{C})
%! @anchor{@dseries/plus}
%! @sp 1
%! Overloads the merge method for the Dynare time series class (@ref{dseries}).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item B
%! Dynare time series object instantiated by @ref{dseries}.
%! @item C
%! Dynare time series object instantiated by @ref{dseries}.
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item A
%! Dynare time series object.
%! @end deftypefn
%@eod:
% Copyright (C) 2013 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/>.
if ~isdseries(C)
error('dseries::merge: Both inputs must be dseries objects!')
end
if ~isequal(frequency(B),frequency(C))
error(['dseries::merge: Cannot merge ' inputname(1) ' and ' inputname(2) ' (frequencies are different)!'])
end
A = dseries();
[A.name, IBC, junk] = unique([B.name; C.name], 'last');
tex = [B.tex; C.tex];
A.tex = tex(IBC);
if nobs(B) == 0
A = C;
elseif nobs(C) == 0
A = B;
elseif firstdate(B) >= firstdate(C)
diff = firstdate(B) - firstdate(C);
A_nobs = max(nobs(B) + diff, nobs(C));
A.data = NaN(A_nobs, vobs(A));
Z1 = [NaN(diff, vobs(B));B.data];
if nobs(A) > nobs(B) + diff
Z1 = [Z1; NaN(nobs(A)-(nobs(B) + diff), vobs(B))];
end;
Z2 = C.data;
if nobs(A) > nobs(C)
Z2 = [Z2; NaN(nobs(A) - nobs(C), vobs(C))];
end;
Z = [Z1 Z2];
A.data = Z(:,IBC);
A_init = firstdate(C);
else
diff = firstdate(C) - firstdate(B);
A_nobs = max(nobs(C) + diff, nobs(B));
A.data = NaN(A_nobs, vobs(A));
Z1 = [NaN(diff, vobs(C)); C.data];
if nobs(A) > nobs(C) + diff
Z1 = [Z1; NaN(nobs(A)-(nobs(C) + diff), vobs(C))];
end
Z2 = B.data;
if nobs(A) > nobs(B)
Z2 = [Z2; NaN(nobs(A) - nobs(B), vobs(B))];
end;
Z = [Z2 Z1];
A.data = Z(:,IBC);
A_init = B.init;
end
A.dates = A_init:A_init+(nobs(A)-1);
%@test:1
%$ % Define a datasets.
%$ A = rand(10,2); B = randn(10,1);
%$
%$ % Define names
%$ A_name = {'A1';'A2'}; B_name = {'A1'};
%$
%$ t = zeros(4,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$ ts3 = merge(ts1,ts2);
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts3.vobs,2);
%$ t(3) = dassert(ts3.nobs,10);
%$ t(4) = dassert(ts3.data,[B, A(:,2)],1e-15);
%$ end
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a datasets.
%$ A = rand(10,2); B = randn(10,1);
%$
%$ % Define names
%$ A_name = {'A1';'A2'}; B_name = {'B1'};
%$
%$ t = zeros(4,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$ ts3 = merge(ts1,ts2);
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts3.vobs,3);
%$ t(3) = dassert(ts3.nobs,10);
%$ t(4) = dassert(ts3.data,[A, B],1e-15);
%$ end
%$ T = all(t);
%@eof:2

196
matlab/@dseries/minus.m
View File

@ -1,196 +0,0 @@
function A = minus(B,C) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{A} =} minus (@var{B},@var{C})
%! @anchor{@dseries/minus}
%! @sp 1
%! Overloads the minus method for the Dynare time series class (@ref{dseries}).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item B
%! Dynare time series object instantiated by @ref{dseries}.
%! @item C
%! Dynare time series object instantiated by @ref{dseries}.
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item A
%! Dynare time series object.
%! @end deftypefn
%@eod:
% Copyright (C) 2012-2014, 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/>.
if isnumeric(B) && (isscalar(B) || isvector(B))
if ~isdseries(C)
error('dseries::minus: Second input argument must be a dseries object!')
end
A = C;
A.data = bsxfun(@minus,B,C.data);
return;
end
if isnumeric(C) && (isscalar(C) || isvector(C))
if ~isdseries(B)
error('dseries::minus: First input argument must be a dseries object!')
end
A = B;
A.data = bsxfun(@minus,B.data,C);
return
end
if ~isequal(vobs(B), vobs(C)) && ~(isequal(vobs(B),1) || isequal(vobs(C),1))
error(['dseries::minus: Cannot substract ' inputname(1) ' and ' inputname(2) ' (wrong number of variables)!'])
else
if vobs(B)>vobs(C)
idB = 1:vobs(B);
idC = ones(1:vobs(B));
elseif vobs(B)<vobs(C)
idB = ones(1,vobs(C));
idC = 1:vobs(C);
else
idB = 1:vobs(B);
idC = 1:vobs(C);
end
end
if ~isequal(frequency(B),frequency(C))
error(['dseries::plus: Cannot substract ' inputname(1) ' and ' inputname(2) ' (frequencies are different)!'])
end
if ~isequal(nobs(B), nobs(C)) || ~isequal(firstdate(B),firstdate(C))
[B, C] = align(B, C);
end
if isempty(B)
A = -C;
return
end
if isempty(C)
A = B;
return
end
A = dseries();
A.dates = B.dates;
A_vobs = max(vobs(B), vobs(C));
A.name = cell(A_vobs,1);
A.tex = cell(A_vobs,1);
for i=1:A_vobs
A.name(i) = {['minus(' B.name{idB(i)} ';' C.name{idC(i)} ')']};
A.tex(i) = {['(' B.tex{idB(i)} '-' C.tex{idC(i)} ')']};
end
A.data = bsxfun(@minus,B.data,C.data);
%@test:1
%$ % Define a datasets.
%$ A = rand(10,2); B = randn(10,1);
%$
%$ % Define names
%$ A_name = {'A1';'A2'}; B_name = {'B1'};
%$
%$ t = zeros(5,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$ ts3 = ts1-ts2;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts3.vobs,2);
%$ t(3) = dassert(ts3.nobs,10);
%$ t(4) = dassert(ts3.data,[A(:,1)-B, A(:,2)-B],1e-15);
%$ t(5) = dassert(ts3.name,{'minus(A1;B1)';'minus(A2;B1)'});
%$ end
%$ T = all(t);
%@eof:1
%@test:3
%$ % Define a datasets.
%$ A = rand(10,2); B = randn(5,1);
%$
%$ % Define names
%$ A_name = {'A1';'A2'}; B_name = {'B1'};
%$
%$ t = zeros(5,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$ ts3 = ts1-ts2;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts3.vobs,2);
%$ t(3) = dassert(ts3.nobs,10);
%$ t(4) = dassert(ts3.data,[A(1:5,1)-B(1:5), A(1:5,2)-B(1:5) ; NaN(5,2)],1e-15);
%$ t(5) = dassert(ts3.name,{'minus(A1;B1)';'minus(A2;B1)'});
%$ end
%$ T = all(t);
%@eof:3
%@test:4
%$ ts1 = dseries(ones(3,1));
%$ ts2 = ts1-1;
%$ ts3 = 2-ts1;
%$ t(1) = isequal(ts2.data, zeros(3,1));
%$ t(2) = isequal(ts3.data, ts1.data);
%$ T = all(t);
%@eof:4
%@test:5
%$ ts1 = dseries(ones(3,2));
%$ ts2 = ts1-1;
%$ ts3 = 2-ts1;
%$ t(1) = isequal(ts2.data, zeros(3,2));
%$ t(2) = isequal(ts3.data, ts1.data);
%$ T = all(t);
%@eof:5
%@test:6
%$ ts1 = dseries(ones(3,2));
%$ ts2 = ts1-ones(3,1);
%$ ts3 = 2*ones(3,1)-ts1;
%$ t(1) = isequal(ts2.data, zeros(3,2));
%$ t(2) = isequal(ts3.data, ts1.data);
%$ T = all(t);
%@eof:6
%@test:7
%$ ts1 = dseries(ones(3,2));
%$ ts2 = ts1-ones(1,2);
%$ ts3 = 2*ones(1,2)-ts1;
%$ t(1) = isequal(ts2.data, zeros(3,2));
%$ t(2) = isequal(ts3.data, ts1.data);
%$ T = all(t);
%@eof:7

168
matlab/@dseries/mpower.m
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@ -1,168 +0,0 @@
function A = mpower(B,C) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{A} =} mpower (@var{B},@var{C})
%! @anchor{@dseries/mpower}
%! @sp 1
%! Overloads the mpower method for the Dynare time series class (@ref{dseries}).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item B
%! Dynare time series object instantiated by @ref{dseries}, with T observations and N variables.
%! @item C
%! Real scalar or a dseries object with T observations and N variables.
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item A
%! dseries object with T observations and N variables.
%! @end deftypefn
%@eod:
% Copyright (C) 2013 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/>.
if isnumeric(B) && isvector(B) && length(B)>1
if ~isdseries(C)
error('dseries::mpower: Second input argument must be a dseries object!')
end
A = C;
A.data = bsxfun(@power,C.data,B);
return;
end
if isnumeric(C) && isvector(C) && length(C)>1
if ~isdseries(B)
error('dseries::mpower: First input argument must be a dseries object!')
end
A = B;
A.data = bsxfun(@power,B.data,C);
return
end
if isdseries(B) && isnumeric(C) && isreal(C) && isscalar(C)
A = dseries();
A.dates = B.dates;
A.data = B.data.^C;
A.name = cell(vobs(A),1);
A.tex = cell(vobs(A),1);
for i=1:vobs(A)
A.name(i) = {['power(' B.name{i} ';' num2str(C) ')']};
A.tex(i) = {[B.tex{i} '^' num2str(C) ]};
end
return
end
if isdseries(B) && isdseries(C)
if isequal(nobs(B),nobs(C)) && isequal(vobs(B), vobs(C)) && isequal(frequency(B),frequency(C))
A = dseries();
A.data = B.data.^C.data;
A.dates = B.dates;
A.name = cell(vobs(A),1);
A.tex = cell(vobs(A),1);
for i=1:vobs(A)
A.name(i) = {['power(' B.name{i} ';' C.name{i} ')']};
A.tex(i) = {[B.tex{i} '^{' C.tex{i} '}']};
end
else
error('dseries::mpower: If both input arguments are dseries objects, they must have the same numbers of variables and observations and common frequency!')
end
return
end
error(['dseries::mpower: Wrong calling sequence!'])
%@test:1
%$ % Define a datasets.
%$ A = rand(10,2); B = randn(10,2);
%$
%$ % Define names
%$ A_name = {'A1';'A2'}; B_name = {'B1';'B2'};
%$
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$ ts3 = ts1^ts2;
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts3.vobs,2);
%$ t(3) = dassert(ts3.nobs,10);
%$ t(4) = dassert(ts3.data,A.^B,1e-15);
%$ t(5) = dassert(ts3.name,{'power(A1;B1)';'power(A2;B2)'});
%$ t(6) = dassert(ts3.tex,{'A1^{B1}';'A2^{B2}'});
%$ end
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a datasets.
%$ A = rand(10,2);
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts3 = ts1^2;
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts3.vobs,2);
%$ t(3) = dassert(ts3.nobs,10);
%$ t(4) = dassert(ts3.data,A.^2,1e-15);
%$ t(5) = dassert(ts3.name,{'power(A1;2)';'power(A2;2)'});
%$ t(6) = dassert(ts3.tex,{'A1^2';'A2^2'});
%$ end
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define a dseries object
%$ ts1=dseries([1 1;2 2;3 3], '1999y', {'MyVar1','MyVar2'});
%$
%$ % Use the power
%$ try
%$ ts2 = ts1^transpose(1:3);
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts2.vobs,2);
%$ t(3) = dassert(ts2.nobs,3);
%$ t(4) = dassert(ts2.data,bsxfun(@power,ts1.data,transpose(1:3)),1e-15);
%$ t(5) = dassert(ts2.name,{'MyVar1';'MyVar2'});
%$ t(6) = dassert(ts2.tex,{'MyVar1';'MyVar2'});
%$ end
%$ T = all(t);
%@eof:3

174
matlab/@dseries/mrdivide.m
View File

@ -1,174 +0,0 @@
function A = mrdivide(B,C) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{A} =} mrdivide (@var{B},@var{C})
%! @anchor{@dseries/mrdivide}
%! @sp 1
%! Overloads the mrdivide method for the Dynare time series class (@ref{dseries}).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item B
%! Dynare time series object instantiated by @ref{dseries}.
%! @item C
%! Dynare time series object instantiated by @ref{dseries}.
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item A
%! Dynare time series object.
%! @end deftypefn
%@eod:
% Copyright (C) 2012-2014 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/>.
if isnumeric(B) && (isscalar(B) || isvector(B))
if ~isdseries(C)
error('dseries::mrdivide: Second input argument must be a dseries object!')
end
A = C;
A.data = bsxfun(@rdivide,B,C.data);
return;
end
if isnumeric(C) && (isscalar(C) || isvector(C))
if ~isdseries(B)
error('dseries::mrdivide: First input argument must be a dseries object!')
end
A = B;
A.data = bsxfun(@rdivide,B.data,C);
return
end
if isdseries(B) && isdseries(C)
% Element by element divisions of two dseries object
if ~isequal(vobs(B), vobs(C)) && ~(isequal(vobs(B),1) || isequal(vobs(C),1))
error(['dseries::times: Cannot divide ' inputname(1) ' and ' inputname(2) ' (wrong number of variables)!'])
else
if vobs(B)>vobs(C)
idB = 1:vobs(B);
idC = ones(1:vobs(B));
elseif vobs(B)<vobs(C)
idB = ones(1,vobs(C));
idC = 1:vobs(C);
else
idB = 1:vobs(B);
idC = 1:vobs(C);
end
end
if ~isequal(frequency(B),frequency(C))
error(['dseries::times: Cannot divide ' inputname(1) ' and ' inputname(2) ' (frequencies are different)!'])
end
if ~isequal(nobs(B), nobs(C)) || ~isequal(firstdate(B),firstdate(C))
[B, C] = align(B, C);
end
A = dseries();
A.dates = B.dates;
A_vobs = max(vobs(B),vobs(C));
A.name = cell(A_vobs,1);
A.tex = cell(A_vobs,1);
for i=1:A_vobs
A.name(i) = {['divide(' B.name{idB(i)} ';' C.name{idC(i)} ')']};
A.tex(i) = {['(' B.tex{idB(i)} '/' C.tex{idC(i)} ')']};
end
A.data = bsxfun(@rdivide,B.data,C.data);
else
error()
end
%@test:1
%$ % Define a datasets.
%$ A = rand(10,2); B = randn(10,1);
%$
%$ % Define names
%$ A_name = {'A1';'A2'}; B_name = {'B1'};
%$
%$ t = zeros(4,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$ ts3 = ts1/ts2;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts3.vobs,2);
%$ t(3) = dassert(ts3.nobs,10);
%$ t(4) = dassert(ts3.data,[A(:,1)./B, A(:,2)./B],1e-15);
%$ end
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a datasets.
%$ A = rand(10,2); B = pi;
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$ t = zeros(4,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = ts1/B;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts2.vobs,2);
%$ t(3) = dassert(ts2.nobs,10);
%$ t(4) = dassert(ts2.data,A/B,1e-15);
%$ end
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define a datasets.
%$ A = rand(10,2); B = pi;
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$ t = zeros(4,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = B/ts1;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts2.vobs,2);
%$ t(3) = dassert(ts2.nobs,10);
%$ t(4) = dassert(ts2.data,B./A,1e-15);
%$ end
%$ T = all(t);
%@eof:3

197
matlab/@dseries/mtimes.m
View File

@ -1,197 +0,0 @@
function A = mtimes(B,C) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{A} =} mtimes (@var{B},@var{C})
%! @anchor{@dseries/mtimes}
%! @sp 1
%! Overloads the mtimes method for the Dynare time series class (@ref{dseries}).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item B
%! Dynare time series object instantiated by @ref{dseries}.
%! @item C
%! Dynare time series object instantiated by @ref{dseries}.
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item A
%! Dynare time series object.
%! @end deftypefn
%@eod:
% Copyright (C) 2012-2014 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/>.
if isnumeric(B) && (isscalar(B) || isvector(B))
if ~isdseries(C)
error('dseries::mtimes: Second input argument must be a dseries object!')
end
A = C;
A.data = bsxfun(@times,C.data,B);
return;
end
if isnumeric(C) && (isscalar(C) || isvector(C))
if ~isdseries(B)
error('dseries::mtimes: First input argument must be a dseries object!')
end
A = B;
A.data = bsxfun(@times,B.data,C);
return
end
if isdseries(B) && isdseries(C)
% Element by element multiplication of two dseries object
if ~isequal(vobs(B), vobs(C)) && ~(isequal(vobs(B),1) || isequal(vobs(C),1))
error(['dseries::times: Cannot multiply ' inputname(1) ' and ' inputname(2) ' (wrong number of variables)!'])
else
if vobs(B)>vobs(C)
idB = 1:vobs(B);
idC = ones(1:vobs(B));
elseif vobs(B)<vobs(C)
idB = ones(1,vobs(C));
idC = 1:vobs(C);
else
idB = 1:vobs(B);
idC = 1:vobs(C);
end
end
if ~isequal(frequency(B),frequency(C))
error(['dseries::times: Cannot multiply ' inputname(1) ' and ' inputname(2) ' (frequencies are different)!'])
end
if ~isequal(nobs(B), nobs(C)) || ~isequal(firstdate(B),firstdate(C))
[B, C] = align(B, C);
end
A = dseries();
A.dates = B.dates;
A_vobs = max(vobs(B),vobs(C));
A.name = cell(A_vobs,1);
A.tex = cell(A_vobs,1);
for i=1:A_vobs
A.name(i) = {['multiply(' B.name{idB(i)} ';' C.name{idC(i)} ')']};
A.tex(i) = {['(' B.tex{idB(i)} '*' C.tex{idC(i)} ')']};
end
A.data = bsxfun(@times,B.data,C.data);
else
error()
end
%@test:1
%$ % Define a datasets.
%$ A = rand(10,2); B = randn(10,1);
%$
%$ % Define names
%$ A_name = {'A1';'A2'}; B_name = {'B1'};
%$
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$ ts3 = ts1*ts2;
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts3.vobs,2);
%$ t(3) = dassert(ts3.nobs,10);
%$ t(4) = dassert(ts3.data,[A(:,1).*B, A(:,2).*B],1e-15);
%$ t(5) = dassert(ts3.name,{'multiply(A1;B1)';'multiply(A2;B1)'});
%$ end
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a datasets.
%$ A = rand(10,2); B = pi;
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = ts1*B;
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts2.vobs,2);
%$ t(3) = dassert(ts2.nobs,10);
%$ t(4) = dassert(ts2.data,A*B,1e-15);
%$ end
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define a datasets.
%$ A = rand(10,2); B = pi;
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = B*ts1;
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts2.vobs,2);
%$ t(3) = dassert(ts2.nobs,10);
%$ t(4) = dassert(ts2.data,A*B,1e-15);
%$ end
%$ T = all(t);
%@eof:3
%@test:4
%$ % Define a datasets.
%$ A = rand(10,2); B = A(1,:);
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = B*ts1;
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts2.vobs,2);
%$ t(3) = dassert(ts2.nobs,10);
%$ t(4) = dassert(ts2.data,bsxfun(@times,A,B),1e-15);
%$ end
%$ T = all(t);
%@eof:4

100
matlab/@dseries/ne.m
View File

@ -1,100 +0,0 @@
function C = ne(A,B) % --*-- Unitary tests --*--
% Overloads ne (~=) operator.
%
% INPUTS
% o A dseries object (T periods, N variables).
% o B dseries object (T periods, N variables).
%
% OUTPUTS
% o C T*N matrix of zeros and ones. Element C(t,n) is nonzero iff observation t of variable n in A and B are different.
%
% REMARKS
% If the number of variables, the number of observations or the frequencies are different in A and B, the function returns one.
% Copyright (C) 2013 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/>.
if nargin~=2
error('dseries::ne: I need exactly two input arguments!')
end
if ~(isdseries(A) && isdseries(B))
error('dseries::ne: Both input arguments must be dseries objects!')
end
if ~isequal(nobs(A), nobs(B))
warning('dseries::ne: Both input arguments should have the same number of observations!')
C = 1;
return
end
if ~isequal(vobs(A), vobs(B))
warning('dseries::ne: Both input arguments should have the same number of observations!')
C = 1;
return
end
if ~isequal(frequency(A),frequency(B))
warning('dseries::ne: Both input arguments should have the same frequencies!')
C = 1;
return
end
if ~isequal(firstdate(A),firstdate(B))
warning('dseries::ne: Both input arguments should have the same initial period!')
C = 1;
return
end
if ~isequal(A.name,B.name)
warning('dseries::ne: Both input arguments do not have the same variables!')
end
if ~isequal(A.tex,B.tex)
warning('dseries::ne: Both input arguments do not have the same tex names!')
end
C = ne(A.data, B.data);
%@test:1
%$ % Define a datasets.
%$ A = rand(10,3);
%$ B = A;
%$ B(:,3) = rand(10,1);
%$
%$ % Define names
%$ A_name = {'A1';'A2';'A3'}; B_name = A_name;
%$
%$ t = zeros(2,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$ ts2 = ts1;
%$ a = eq(ts1,ts2);
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(a,logical([ones(10,2), ones(10,1)]));
%$ end
%$ T = all(t);
%@eof:1

22
matlab/@dseries/nobs.m
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@ -1,22 +0,0 @@
function s = nobs(ts)
% Returns the number of observations in a @dseries object.
% Copyright (C) 2014 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/>.
s = rows(ts.data);

20
matlab/@dseries/numel.m
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@ -1,20 +0,0 @@
function n = numel(obj, varargin)
% Copyright (C) 2012-2013 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/>.
n = 1;

84
matlab/@dseries/plot.m
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@ -1,84 +0,0 @@
function h = plot(ts, varargin)
% Overloads Matlab/Octave's plot function for dseries objects.
% Copyright (C) 2013 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/>.
% Get the number of dseries objects
if isequal(nargin,1)
ndseries = 1;
nvariables = vobs(ts);
nobservations = nobs(ts);
else
if isdseries(varargin{1})
ndseries = 2;
nvariables = vobs(ts);
nobservations = nobs(ts);
if nargin>2 && any(cellfun(@isdseries,varargin(2:end)))
error('dseries::plot: You cannot pass more two dseries objects!')
end
if ~isequal(nvariables, vobs(varargin{1}))
error('dseries::plot: The two dseries objects must have the same number of variables!')
end
if ~isequal(nobservations, nobs(varargin{1}))
error('dseries::plot: The two dseries objects must have the same number of observations!')
end
else
ndseries = 1;
nvariables = vobs(ts);
nobservations = nobs(ts);
end
end
switch ndseries
case 1
if isequal(nvariables,1)
hh = plot(ts.data,varargin{:});
else
if length(varargin)
message = sprintf('dseries::plot: dseries object %s has %d>1 variables but you passed additional arguments to the plot function.\n These additional arguments won''t ne interpreted. Use the Matlab/Octave set command and the plot\n handle instead if you wish to modify the properties of the plotted time series.',inputname(1),nvariables);
warning(message)
end
hh = plot(ts.data);
end
axis tight;
id = get(gca,'XTick');
if isequal(id(1),0)
dates = strings([ts.dates(1)-1,ts.dates(id(2:end))]);
else
dates = strings(ts.dates(id));
end
set(gca,'XTickLabel',dates);
case 2
[ts0, ts1] = align(ts, varargin{1});
if isequal(nvariables,1)
hh = plot(ts0.data, ts1.data, varargin{2:end});
else
if length(varargin)>1
message = sprintf('dseries::plot: dseries objects %s and %s have %d>1 variables but you passed additional arguments to the plot function.\n These additional arguments won''t ne interpreted. Use the Matlab/Octave set command and the plot\n handle instead if you wish to modify the properties of the plotted time series.',inputname(1),inputname(2),nvariables);
warning(message)
end
hh = plot(ts0.data, ts1.data);
end
otherwise
error('dseries::plot: This is a bug! Please report the bug to the authors of Dynare.')
end
if nargout
h = hh;
end

325
matlab/@dseries/plus.m
View File

@ -1,325 +0,0 @@
function A = plus(B,C) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{A} =} plus (@var{B},@var{C})
%! @anchor{@dseries/plus}
%! @sp 1
%! Overloads the plus method for the Dynare time series class (@ref{dseries}).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item B
%! Dynare time series object instantiated by @ref{dseries}.
%! @item C
%! Dynare time series object instantiated by @ref{dseries}.
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item A
%! Dynare time series object.
%! @end deftypefn
%@eod:
% Copyright (C) 2011-2014 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/>.
if isnumeric(B) && (isscalar(B) || isvector(B))
if ~isdseries(C)
error('dseries::plus: Second input argument must be a dseries object!')
end
A = C;
A.data = bsxfun(@plus,C.data,B);
return;
end
if isnumeric(C) && (isscalar(C) || isvector(C))
if ~isdseries(B)
error('dseries::plus: First input argument must be a dseries object!')
end
A = B;
A.data = bsxfun(@plus,B.data,C);
return
end
if ~isequal(vobs(B), vobs(C)) && ~(isequal(vobs(B), 1) || isequal(vobs(C), 1))
error(['dseries::plus: Cannot add ' inputname(1) ' and ' inputname(2) ' (wrong number of variables)!'])
else
if vobs(B)>vobs(C)
idB = 1:vobs(B);
idC = ones(1,vobs(B));
elseif vobs(B)<vobs(C)
idB = ones(1,vobs(C));
idC = 1:vobs(C);
else
idB = 1:vobs(B);
idC = 1:vobs(C);
end
end
if ~isequal(frequency(B),frequency(C))
error(['dseries::plus: Cannot add ' inputname(1) ' and ' inputname(2) ' (frequencies are different)!'])
end
if ~isequal(nobs(B), nobs(C)) || ~isequal(firstdate(B),firstdate(C))
[B, C] = align(B, C);
end
if isempty(B)
A = C;
return
end
if isempty(C)
A = B;
return
end
A = dseries();
A.data = bsxfun(@plus,B.data,C.data);
A.dates = B.dates;
A_vobs = max(vobs(B), vobs(C));
A.name = cell(A_vobs,1);
A.tex = cell(A_vobs,1);
for i=1:A_vobs
A.name(i) = {['plus(' B.name{idB(i)} ';' C.name{idC(i)} ')']};
A.tex(i) = {['(' B.tex{idB(i)} '+' C.tex{idC(i)} ')']};
end
%@test:1
%$ % Define a datasets.
%$ A = rand(10,2); B = randn(10,1);
%$
%$ % Define names
%$ A_name = {'A1';'A2'}; B_name = {'B1'};
%$
%$ t = zeros(5,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$ ts3 = ts1+ts2;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts3.vobs,2);
%$ t(3) = dassert(ts3.nobs,10);
%$ t(4) = dassert(ts3.data,[A(:,1)+B, A(:,2)+B],1e-15);
%$ t(5) = dassert(ts3.name,{'plus(A1;B1)';'plus(A2;B1)'});
%$ end
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a datasets.
%$ A = rand(10,2); B = randn(10,1);
%$
%$ % Define names
%$ A_name = {'A1';'A2'}; B_name = {'B1'};
%$
%$ t = zeros(5,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$ ts3 = ts1+ts2;
%$ ts4 = ts3+ts1;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts4.vobs,2);
%$ t(3) = dassert(ts4.nobs,10);
%$ t(4) = dassert(ts4.data,[A(:,1)+B, A(:,2)+B]+A,1e-15);
%$ t(5) = dassert(ts4.name,{'plus(plus(A1;B1);A1)';'plus(plus(A2;B1);A2)'});
%$ end
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define a datasets.
%$ A = rand(10,2); B = randn(5,1);
%$
%$ % Define names
%$ A_name = {'A1';'A2'}; B_name = {'B1'};
%$
%$ t = zeros(5,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$ ts3 = ts1+ts2;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts3.vobs,2);
%$ t(3) = dassert(ts3.nobs,10);
%$ t(4) = dassert(ts3.data,[A(1:5,1)+B(1:5), A(1:5,2)+B(1:5) ; NaN(5,2)],1e-15);
%$ t(5) = dassert(ts3.name,{'plus(A1;B1)';'plus(A2;B1)'});
%$ end
%$ T = all(t);
%@eof:3
%@test:4
%$ t = zeros(7,1);
%$
%$ try
%$ ts = dseries(transpose(1:5),'1950q1',{'Output'}, {'Y_t'});
%$ us = dseries(transpose(1:5),'1949q4',{'Consumption'}, {'C_t'});
%$ vs = ts+us;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(us.freq,4);
%$ t(4) = dassert(ts.init.time,[1950, 1]);
%$ t(5) = dassert(us.init.time,[1949, 4]);
%$ t(6) = dassert(vs.init.time,[1949, 4]);
%$ t(7) = dassert(vs.nobs,6);
%$ end
%$
%$ T = all(t);
%@eof:4
%@test:5
%$ t = zeros(7,1);
%$
%$ try
%$ ts = dseries(transpose(1:5),'1950q1',{'Output'}, {'Y_t'});
%$ us = dseries(transpose(1:7),'1950q1',{'Consumption'}, {'C_t'});
%$ vs = ts+us;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(us.freq,4);
%$ t(4) = dassert(ts.init.time,[1950, 1]);
%$ t(5) = dassert(us.init.time,[1950, 1]);
%$ t(6) = dassert(vs.init.time,[1950, 1]);
%$ t(7) = dassert(vs.nobs,7);
%$ end
%$
%$ T = all(t);
%@eof:5
%@test:6
%$ t = zeros(8,1);
%$
%$ try
%$ ts = dseries(transpose(1:5),'1950q1',{'Output'}, {'Y_t'});
%$ us = dseries(transpose(1:7),'1950q1',{'Consumption'}, {'C_t'});
%$ vs = ts+us('1950q1').data;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(us.freq,4);
%$ t(4) = dassert(ts.init.time,[1950, 1]);
%$ t(5) = dassert(us.init.time,[1950, 1]);
%$ t(6) = dassert(vs.init.time,[1950, 1]);
%$ t(7) = dassert(vs.nobs,5);
%$ t(8) = dassert(vs.data,ts.data+1);
%$ end
%$
%$ T = all(t);
%@eof:6
%@test:7
%$ t = zeros(8,1);
%$
%$ try
%$ ts = dseries([transpose(1:5), transpose(1:5)],'1950q1');
%$ us = dseries([transpose(1:7),2*transpose(1:7)],'1950q1');
%$ vs = ts+us('1950q1').data;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(us.freq,4);
%$ t(4) = dassert(ts.init.time,[1950, 1]);
%$ t(5) = dassert(us.init.time,[1950, 1]);
%$ t(6) = dassert(vs.init.time,[1950, 1]);
%$ t(7) = dassert(vs.nobs,5);
%$ t(8) = dassert(vs.data,bsxfun(@plus,ts.data,[1, 2]));
%$ end
%$
%$ T = all(t);
%@eof:7
%@test:8
%$ ts1 = dseries(ones(3,1));
%$ ts2 = ts1+1;
%$ ts3 = 1+ts1;
%$ t(1) = isequal(ts2.data, 2*ones(3,1));
%$ t(2) = isequal(ts3.data, 2*ones(3,1));
%$ T = all(t);
%@eof:8
%@test:9
%$ ts1 = dseries(ones(3,2));
%$ ts2 = ts1+1;
%$ ts3 = 1+ts1;
%$ t(1) = isequal(ts2.data, 2*ones(3,2));
%$ t(2) = isequal(ts3.data, 2*ones(3,2));
%$ T = all(t);
%@eof:9
%@test:10
%$ ts1 = dseries(ones(3,2));
%$ ts2 = ts1+ones(3,1);
%$ ts3 = ones(3,1)+ts1;
%$ t(1) = isequal(ts2.data, 2*ones(3,2));
%$ t(2) = isequal(ts3.data, 2*ones(3,2));
%$ T = all(t);
%@eof:10
%@test:11
%$ ts1 = dseries(ones(3,2));
%$ ts2 = ts1+ones(1,2);
%$ ts3 = ones(1,2)+ts1;
%$ t(1) = isequal(ts2.data, 2*ones(3,2));
%$ t(2) = isequal(ts3.data, 2*ones(3,2));
%$ T = all(t);
%@eof:11

113
matlab/@dseries/pop.m
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@ -1,113 +0,0 @@
function [ts,id] = pop(ts,a) % --*-- Unitary tests --*--
% Removes a variable from a dseries object.
%@info:
%! @deftypefn {Function File} {@var{ts} =} pop (@var{ts}, @var{a})
%! @anchor{dseries/pop}
%! @sp 1
%! Pop method for the dseries class. Removes a variable from a dseries object.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item ts
%! Object instantiated by @ref{dseries}.
%! @item a
%! String, name of the variable to be removed.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item ts
%! Object instantiated by @ref{dseries}, without variable (@var{a}).
%! @item id
%! Scalar integer, position of variable (@var{a}) in the original dseries object @var{ts}.
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2013 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/>.
if nargin<2
% Removes the last variable
id = vobs(ts);
else
id = find(strcmp(a,ts.name));
end
if isempty(id)
id = 0;
return
end
ts.data(:,id) = [];
ts.name(id) = [];
ts.tex(id) = [];
%@test:1
%$ % Define a datasets.
%$ A = rand(10,3);
%$
%$ % Define names
%$ A_name = {'A1';'A2';'A3'};
%$
%$ t = zeros(4,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = pop(ts1,'A2');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts2.vobs,2);
%$ t(3) = dassert(ts2.nobs,10);
%$ t(4) = dassert(ts2.data,[A(:,1), A(:,3)],1e-15);
%$ end
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a datasets.
%$ A = rand(10,3);
%$
%$ % Define names
%$ A_name = {'A1';'A2';'A3'};
%$
%$ t = zeros(2,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ [ts2,id] = pop(ts1,'A4');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(id,0);
%$ t(2) = dassert(ts1,ts2);
%$ end
%$ T = all(t);
%@eof:2

27
matlab/@dseries/private/default_name.m
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@ -1,27 +0,0 @@
function names = default_name(dim)
% Copyright (C) 2013 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/>.
names = {};
for i=1:dim
names = vertcat(names, {['Variable_' int2str(i)]});
end

107
matlab/@dseries/qdiff.m
View File

@ -1,107 +0,0 @@
function us = qdiff(ts) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{us} =} qdiff (@var{ts})
%! @anchor{qdiff}
%! @sp 1
%! Computes quaterly differences.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @var
%! @item ts
%! Dynare time series object, instantiated by @ref{dseries}
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @var
%! @item us
%! Dynare time series object with transformed data field.
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2012-2013 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/>.
us = ts;
switch frequency(ts)
case 1
error('dseries::qgrowth: I cannot compute quaterly differences from yearly data!')
case 4
us.data(2:end,:) = ts.data(2:end,:)-ts.data(1:end-1,:);
us.data(1,:) = NaN;
for i = 1:vobs(ts)
us.name(i) = {['qdiff(' us.name{i} ')']};
us.tex(i) = {['\Delta ' us.tex{i}]};
end
case 12
us.data(4:end,:) = ts.data(4:end,:)-ts.data(1:end-3,:);
us.data(1:3,:) = NaN;
for i = 1:vobs(ts)
us.name(i) = {['qdiff(' us.name{i} ')']};
us.tex(i) = {['\Delta_3 ' us.tex{i}]};
end
case 52
error('dseries::qgrowth: I do not know yet how to compute quaterly differences from weekly data!')
otherwise
error(['dseries::ygrowth: object ' inputname(1) ' has unknown frequency']);
end
%@test:1
%$ t = zeros(2,1);
%$
%$ try
%$ data = transpose(0:1:50);
%$ ts = dseries(data,'1950Q1');
%$ ts = ts.qdiff;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ DATA = NaN(1,ts.vobs);
%$ DATA = [DATA; ones(ts.nobs-1,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA,1e-15);
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ t = zeros(2,1);
%$
%$ try
%$ data = transpose(0:1:80);
%$ ts = dseries(data,'1950M1');
%$ ts = ts.qdiff;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ DATA = NaN(3,ts.vobs);
%$ DATA = [DATA; 3*ones(ts.nobs-3,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA,1e-15);
%$ end
%$
%$ T = all(t);
%@eof:2

107
matlab/@dseries/qgrowth.m
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@ -1,107 +0,0 @@
function us = qgrowth(ts) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{us} =} qgrowth (@var{ts})
%! @anchor{qgrowth}
%! @sp 1
%! Computes quaterly growth rates.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @var
%! @item ts
%! Dynare time series object, instantiated by @ref{dseries}
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @var
%! @item us
%! Dynare time series object with transformed data field.
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2012-2013 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/>.
us = ts;
switch frequency(ts)
case 1
error('dseries::qgrowth: I cannot compute quaterly growth rates from yearly data!')
case 4
us.data(2:end,:) = ts.data(2:end,:)./ts.data(1:end-1,:) - 1;
us.data(1,:) = NaN;
for i = 1:vobs(ts)
us.name(i) = {['qgrowth(' us.name{i} ')']};
us.tex(i) = {['\delta ' us.tex{i}]};
end
case 12
us.data(4:end,:) = ts.data(4:end,:)./ts.data(1:end-3,:) - 1;
us.data(1:3,:) = NaN;
for i = 1:vobs(ts)
us.name(i) = {['qgrowth(' us.name{i} ')']};
us.tex(i) = {['\delta_3 ' us.tex{i}]};
end
case 52
error('dseries::qgrowth: I do not know yet how to compute quaterly growth rates from weekly data!')
otherwise
error(['dseries::ygrowth: object ' inputname(1) ' has unknown frequency']);
end
%@test:1
%$ t = zeros(2,1);
%$
%$ try
%$ data = (1+.01).^transpose(0:1:50);
%$ ts = dseries(data,'1950Q1');
%$ ts = ts.qgrowth;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ DATA = NaN(1,ts.vobs);
%$ DATA = [DATA; .01*ones(ts.nobs-1,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA,1e-15);
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ t = zeros(2,1);
%$
%$ try
%$ data = (1+.01).^transpose(0:1:80);
%$ ts = dseries(data,'1950M1');
%$ ts = ts.qgrowth;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ DATA = NaN(3,ts.vobs);
%$ DATA = [DATA; (1.01^3-1)*ones(ts.nobs-3,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA,1e-15);
%$ end
%$
%$ T = all(t);
%@eof:2

98
matlab/@dseries/remove.m
View File

@ -1,98 +0,0 @@
function ts = remove(ts,a) % --*-- Unitary tests --*--
% Removes a variable from a dseries object (alias for the pop method).
%@info:
%! @deftypefn {Function File} {@var{ts} =} pop (@var{ts}, @var{a})
%! @anchor{dseries/pop}
%! @sp 1
%! Remove method for the dseries class. Removes a variable from a dseries object.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item ts
%! Object instantiated by @ref{dseries}.
%! @item a
%! String, name of the variable to be removed.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item ts
%! Object instantiated by @ref{dseries}, without variable (@var{a}).
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2014 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/>.
ts = pop(ts, a);
%@test:1
%$ % Define a datasets.
%$ A = rand(10,3);
%$
%$ % Define names
%$ A_name = {'A1';'A2';'A3'};
%$
%$ t = zeros(4,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = remove(ts1,'A2');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts2.vobs,2);
%$ t(3) = dassert(ts2.nobs,10);
%$ t(4) = dassert(ts2.data,[A(:,1), A(:,3)],1e-15);
%$ end
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a datasets.
%$ A = rand(10,3);
%$
%$ % Define names
%$ A_name = {'A1';'A2';'A3'};
%$
%$ t = zeros(4,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = ts1.remove('A2');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts2.vobs,2);
%$ t(3) = dassert(ts2.nobs,10);
%$ t(4) = dassert(ts2.data,[A(:,1), A(:,3)],1e-15);
%$ end
%$ T = all(t);
%@eof:2

76
matlab/@dseries/rename.m
View File

@ -1,76 +0,0 @@
function ts = rename(ts,old,new) % --*-- Unitary tests --*--
% Copyright (C) 2013 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/>.
if ~ischar(old) || ~ischar(new)
error(['dseries::rename: Input arguments ''' inputname(2) ''' and ''' inputname(3) ''' have to be strings!'])
end
idname = find(strcmp(old,ts.name));
if isempty(idname)
error(['dseries::rename: Variable ' old ' is unknown in dseries object ' inputname(1) '!'])
end
ts.name(idname) = {new};
%@test:1
%$ t = zeros(8,1);
%$ ts = dseries([transpose(1:5), transpose(6:10)],'1950q1',{'Output'; 'Consumption'}, {'Y_t'; 'C_t'});
%$ try
%$ ts = rename(ts,'Output','Production');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(ts.init.freq,4);
%$ t(4) = dassert(ts.init.time,[1950, 1]);
%$ t(5) = dassert(ts.vobs,2);
%$ t(6) = dassert(ts.nobs,5);
%$ t(7) = dassert(ts.name,{'Production'; 'Consumption'});
%$ t(8) = dassert(ts.tex,{'Y_t'; 'C_t'});
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ t = zeros(8,1);
%$ ts = dseries([transpose(1:5), transpose(6:10)],'1950q1',{'Output'; 'Consumption'}, {'Y_t'; 'C_t'});
%$ try
%$ ts = ts.rename('Output','Production');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(ts.init.freq,4);
%$ t(4) = dassert(ts.init.time,[1950, 1]);
%$ t(5) = dassert(ts.vobs,2);
%$ t(6) = dassert(ts.nobs,5);
%$ t(7) = dassert(ts.name,{'Production'; 'Consumption'});
%$ t(8) = dassert(ts.tex,{'Y_t'; 'C_t'});
%$ end
%$
%$ T = all(t);
%@eof:2

171
matlab/@dseries/save.m
View File

@ -1,171 +0,0 @@
function save(A,basename,format) % --*-- Unitary tests --*--
% Saves a dseries object on disk.
% Copyright (C) 2013 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/>.
if nargin<3 || isempty(format)
format = 'csv';
end
if nargin<2 || isempty(basename)
basename = inputname(1);
end
switch format
case 'm'
if exist([basename, '.m'],'file')
copyfile([basename, '.m'],[basename, '.old.m']);
end
fid = fopen([basename, '.m'],'w');
fprintf(fid,'%% File created on %s.\n',datestr(now));
fprintf(fid,'\n');
fprintf(fid,'FREQ__ = %s;\n',num2str(frequency(A)));
fprintf(fid,'INIT__ = ''%s'';\n',date2string(firstdate(A)));
fprintf(fid,'\n');
fprintf(fid,'NAMES__ = {');
for i=1:vobs(A)
fprintf(fid,[ '''' A.name{i} '''']);
if i<vobs(A)
fprintf(fid,'; ');
end
end
fprintf(fid,'};\n');
str = 'TEX__ = {';
for i=1:vobs(A)-1
str = [str, '''%s''; '];
end
str = [str, '''%s''};'];
str = sprintf(str, A.tex{:});
pattern = '(\w*)(\\\_)';
str = regexprep(str, pattern, '$1\\\\_');
fprintf(fid,str);
fprintf(fid,'\n\n');
for v=1:vobs(A)
fprintf(fid,'%s = [\n', A.name{v});
fprintf(fid,'%15.8g\n',A.data(1:end-1,v));
fprintf(fid,'%15.8g];\n\n',A.data(end,v));
end
fclose(fid);
case 'mat'
FREQ__ = frequency(A);
INIT__ = date2string(firstdate(A));
NAMES__ = A.name;
TEX__ = A.tex;
str = [];
for v=1:vobs(A)
str = [str, A.name{v} ' = A.data(:,' num2str(v) ');' ];
end
eval(str);
if exist([basename, '.mat'],'file')
copyfile([basename, '.mat'],[basename, '.old.mat']);
end
save([basename '.mat'],'INIT__','FREQ__','NAMES__','TEX__',A.name{:});
case 'csv'
if exist([basename, '.csv'],'file')
copyfile([basename, '.csv'],[basename, '.old.csv']);
end
fid = fopen([basename, '.csv'],'w');
fprintf(fid,',%s', A.name{:});
fprintf(fid,'\n');
for t=1:nobs(A)
str = sprintf(', %15.8g',A.data(t,:));
fprintf(fid, '%s%s\n',date2string(A.dates(t)),str);
end
fclose(fid);
end
%@test:1
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ save(ts1,[],'csv');
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ save(ts1,[],'m');
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ save(ts1,[],'mat');
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ T = all(t);
%@eof:3
%@test:4
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ if isoctave
%$ ts1.save('A');
%$ else
%$ ts1.save;
%$ end
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ T = all(t);
%@eof:4

113
matlab/@dseries/set_names.m
View File

@ -1,113 +0,0 @@
function A = set_names(B,varargin) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{A} =} times (@var{B},@code{varargin})
%! @anchor{@nSeries/set_names}
%! @sp 1
%! Specify names of the variables in a @ref{dseries} object.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item B
%! Dynare time series object instantiated by @ref{dseries}.
%! @item C
%! Dynare time series object instantiated by @ref{dseries}.
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item A
%! Dynare time series object.
%! @end deftypefn
%@eod:
% Copyright (C) 2012 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
n = nargin-1;
if ~isdseries(B)
error(['dseries::rename: ' inputname(1) ' must be a dseries object!'])
end
if ~isequal(vobs(B),n)
error(['dseries::rename: The number of variables in ' inputname(1) ' does not match the number of declared names!'])
end
A = B;
for i=1:vobs(A)
if ~isempty(varargin{i})
A.name(i) = { varargin{i} };
end
end
%@test:1
%$ % Define a datasets.
%$ A = rand(10,3);
%$
%$ % Define names
%$ A_name = {'A1';'Variable_2';'A3'};
%$
%$ t = zeros(4,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],[],[]);
%$ ts2 = set_names(ts1,'A1',[],'A3');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts2.vobs,3);
%$ t(3) = dassert(ts2.nobs,10);
%$ t(4) = dassert(ts2.name,A_name);
%$ end
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a datasets.
%$ A = rand(10,3);
%$
%$ % Define names
%$ A_name = {'A1';'Variable_2';'A3'};
%$
%$ t = zeros(4,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],[],[]);
%$ ts1 = ts1.set_names('A1',[],'A3');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts1.vobs,3);
%$ t(3) = dassert(ts1.nobs,10);
%$ t(4) = dassert(ts1.name,A_name);
%$ end
%$ T = all(t);
%@eof:2

34
matlab/@dseries/size.m
View File

@ -1,34 +0,0 @@
function varargout = size(o, varargin)
% Copyright (C) 2013-2014 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/>.
switch nargout
case 0
size(o.data, varargin{:})
case 1
varargout{1} = size(o.data, varargin{:});
case 2
if isequal(nargin, 1)
varargout{1} = size(o.data, 1);
varargout{2} = size(o.data, 2);
else
error('dseries::size: Wrong calling sequence!')
end
otherwise
error('dseries::size: Wrong calling sequence! Cannot return more than two arguments.')
end

886
matlab/@dseries/subsasgn.m
View File

@ -1,886 +0,0 @@
function A = subsasgn(A,S,B) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{A} =} subsasgn (@var{A}, @var{S}, @var{B})
%! @anchor{@dseries/subsasgn}
%! @sp 1
%! Overloads the subsasgn method for the Dynare time series class (@ref{dseries}).
%! @end deftypefn
%@eod:
% Copyright (C) 2012-2014 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/>.
merge_dseries_objects = 1;
switch length(S)
case 1
switch S(1).type
case '{}' % Multiple variable selection.
if ~isequal(numel(S(1).subs),numel(unique(S(1).subs)))
error('dseries::subsasgn: Wrong syntax!')
end
for i=1:numel(S(1).subs)
element = S(1).subs{i};
idArobase = strfind(element,'@');
if ~isempty(idArobase)
switch length(idArobase)
case 2
idComma = strfind(element(idArobase(1)+1:idArobase(2)-1),',');
if ~isempty(idComma)
elements = cell(1,numel(idComma)+1); j = 1;
expression = element(idArobase(1)+1:idArobase(2)-1);
while ~isempty(expression)
[token, expression] = strtok(expression,',');
elements(j) = {[element(1:idArobase(1)-1), token, element(idArobase(2)+1:end)]};
j = j + 1;
end
S(1).subs = replace_object_in_a_one_dimensional_cell_array(S(1).subs, elements(:), i);
else
error('dseries::subsasgn: Wrong syntax, matlab''s regular expressions cannot be used here!')
end
case 4
idComma_1 = strfind(element(idArobase(1)+1:idArobase(2)-1),',');
idComma_2 = strfind(element(idArobase(3)+1:idArobase(4)-1),',');
if ~isempty(idComma_1)
elements = cell(1,(numel(idComma_1)+1)*(numel(idComma_2)+1)); j = 1;
expression_1 = element(idArobase(1)+1:idArobase(2)-1);
while ~isempty(expression_1)
[token_1, expression_1] = strtok(expression_1,',');
expression_2 = element(idArobase(3)+1:idArobase(4)-1);
while ~isempty(expression_2)
[token_2, expression_2] = strtok(expression_2,',');
elements(j) = {[element(1:idArobase(1)-1), token_1, element(idArobase(2)+1:idArobase(3)-1), token_2, element(idArobase(4)+1:end)]};
j = j+1;
end
end
S(1).subs = replace_object_in_a_one_dimensional_cell_array(S(1).subs, elements(:), i);
else
error('dseries::subsasgn: Wrong syntax, matlab''s regular expressions cannot be used here!')
end
otherwise
error('dseries::subsasgn: Wrong syntax!')
end
end
end
if isempty(B)
for i=1:length(S(1).subs)
A = remove(A,S(1).subs{i});
end
return
end
if ~isequal(length(S(1).subs),vobs(B))
error('dseries::subsasgn: Wrong syntax!')
end
if ~isequal(S(1).subs(:),B.name)
for i = 1:vobs(B)
if ~isequal(S(1).subs{i},B.name{i})
% Rename a variable.
id = find(strcmp(S(1).subs{i},A.name));
if isempty(id)
% Add a new variable a change its name.
B.name(i) = {S(1).subs{i}};
B.tex(i) = {name2tex(S(1).subs{i})};
else
% Rename variable and change its content.
B.name(i) = A.name(id);
B.tex(i) = A.tex(id);
end
end
end
end
case '.'
if isequal(S(1).subs,'init') && isdates(B) && isequal(length(B),1)
% Change the initial date (update dates member)
A.dates = B:B+(nobs(A)-1);
return
elseif isequal(S(1).subs,'dates') && isdates(B)
% Overwrite the dates member
A.dates = B;
return
elseif ismember(S(1).subs,{'data','name','tex'})
error(['dseries::subsasgn: You cannot overwrite ' S(1).subs ' member!'])
elseif ~isequal(S(1).subs,B.name)
% Single variable selection.
if ~isequal(S(1).subs,B.name{1})
% Rename a variable.
id = find(strcmp(S(1).subs,A.name));
if isempty(id)
% Add a new variable a change its name.
B.name(1) = {S(1).subs};
B.tex(1) = {name2tex(S(1).subs)};
else
% Rename variable and change its content.
B.name(1) = A.name(id);
B.tex(1) = A.tex(id);
end
end
end
case '()' % Date(s) selection
if isdates(S(1).subs{1}) || isdate(S(1).subs{1})
if isdate(S(1).subs{1})
Dates = dates(S(1).subs{1});
else
Dates = S(1).subs{1};
end
[junk, tdx] = intersect(A.dates.time,Dates.time,'rows');
if isdseries(B)
[junk, tdy] = intersect(B.dates.time,Dates.time,'rows');
if isempty(tdy)
error('dseries::subsasgn: Periods of the dseries objects on the left and right hand sides must intersect!')
end
if ~isequal(vobs(A), vobs(B))
error('dseries::subsasgn: Dimension error! The number of variables on the left and right hand side must match.')
end
A.data(tdx,:) = B.data(tdy,:);
merge_dseries_objects = 0;
elseif isnumeric(B)
merge_dseries_objects = 0;
if isequal(length(tdx),rows(B))
if isequal(columns(A.data),columns(B))
A.data(tdx,:) = B;
else
error('dseries::subsasgn: Dimension error! The number of variables on the left and right hand side must match.')
end
else
error('dseries::subsassgn: Dimension error! The number of periods on the left and right hand side must match.')
end
else
error('dseries::subsasgn: The object on the right hand side must be a dseries object or a numeric array!')
end
elseif ischar(S(1).subs{1}) && isequal(S(1).subs{1},':') && isempty(A)
if isnumeric(B)
if isequal(rows(B),1)
A.data = repmat(B,A.dates.ndat,1);
elseif isequal(rows(B),A.dates.ndat)
A.data = B;
else
error('dseries::subsasgn: Wrong syntax!')
end
if isempty(A.name)
A.name = default_name(vobs(A));
A.tex = name2tex(A.name);
end
elseif isdseries(B)
if isequal(nobs(B), 1)
A.data = repmat(B.data,A.dates.ndat,1);
elseif isequal(nobs(B), A.dates.ndat)
A.data = B;
else
error('dseries::subsasgn: Wrong syntax!')
end
if isempty(A.name)
A.name = B.name;
A.tex = B.tex;
end
end
return
else
error('dseries::subsasgn: Wrong syntax!')
end
otherwise
error('dseries::subsasgn: Wrong syntax!')
end
case 2
merge_dseries_objects = 0;
if ((isequal(S(1).type,'{}') || isequal(S(1).type,'.')) && isequal(S(2).type,'()'))
if isequal(S(1).type,'{}')
sA = extract(A,S(1).subs{:});
else
sA = extract(A,S(1).subs);
end
if (isdseries(B) && isequal(vobs(sA), vobs(B))) || (isnumeric(B) && isequal(vobs(sA),columns(B))) || (isnumeric(B) && isequal(columns(B),1))
if isdates(S(2).subs{1})
[junk, tdx] = intersect(sA.dates.time,S(2).subs{1}.time,'rows');
if isdseries(B)
[junk, tdy] = intersect(B.dates.time,S(2).subs{1}.time,'rows');
if isempty(tdy)
error('dseries::subsasgn: Periods of the dseries objects on the left and right hand sides must intersect!')
end
sA.data(tdx,:) = B.data(tdy,:);
elseif isnumeric(B)
merge_dseries_objects = 0;
if isequal(length(tdx),rows(B))
if isequal(columns(sA.data),columns(B))
sA.data(tdx,:) = B;
elseif isequal(size(B,2),1)
sA.data(tdx,:) = repmat(B,1,columns(sA.data));
else
error('dseries::subsasgn: Dimension error! The number of variables on the left and right hand side must match.')
end
else
if isequal(columns(sA.data),columns(B)) && isequal(rows(B),1)
sA.data(tdx,:) = repmat(B,length(tdx),1);
elseif isequal(rows(B),1)
sA.data(tdx,:) = B;
else
error('dseries::subsassgn: Dimension error! The number of periods on the left and right hand side must match.')
end
end
else
error('dseries::subsasgn: The object on the right hand side must be a dseries object or a numeric array!')
end
else
error('dseries::subsasgn: Wrong syntax!')
end
A = merge(A,sA);
else
error('dseries::subsasgn: Dimension error! The number of variables on the left and right hand side must match.')
end
end
otherwise
error('dseries::subsasgn: Wrong syntax!')
end
if isempty(A)
% Assign variables to an empty dseries object.
A = B;
return
end
if merge_dseries_objects
A = merge(A,B);
end
%@test:1
%$ % Define a datasets.
%$ A = rand(10,3); B = rand(10,1);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,[],{'A1';'A2';'A3'},[]);
%$ ts2 = dseries(B,[],{'B1'},[]);
%$
%$ % modify first object.
%$ try
%$ ts1{'A2'} = ts2;
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,3);
%$ t(3) = dassert(ts1.nobs,10);
%$ t(4) = dassert(ts1.name{2},'A2');
%$ t(5) = dassert(ts1.name{1},'A1');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(7) = dassert(ts1.data,[A(:,1), B, A(:,3)],1e-15);
%$ end
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a datasets.
%$ A = rand(10,3);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,[],{'A1';'A2';'A3'},[]);
%$
%$ % Apply the exponential function to the second variable.
%$ ts1{'A2'} = ts1{'A2'}.exp;
%$
%$ % Instantiate a time series object.
%$
%$ t(1) = dassert(ts1.vobs,3);
%$ t(2) = dassert(ts1.nobs,10);
%$ t(3) = dassert(ts1.name{2},'A2');
%$ t(4) = dassert(ts1.name{1},'A1');
%$ t(5) = dassert(ts1.name{3},'A3');
%$ t(6) = dassert(ts1.data,[A(:,1), exp(A(:,2)), A(:,3)],1e-15);
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define a datasets.
%$ A = rand(10,3);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,[],{'A1';'A2';'A3'},[]);
%$
%$ % Apply the logarithm function to the first and third variables.
%$ ts1{'A1'} = ts1{'A1'}.log;
%$ ts1{'A3'} = ts1{'A3'}.log;
%$
%$ % Instantiate a time series object.
%$
%$ t(1) = dassert(ts1.vobs,3);
%$ t(2) = dassert(ts1.nobs,10);
%$ t(3) = dassert(ts1.name{2},'A2');
%$ t(4) = dassert(ts1.name{1},'A1');
%$ t(5) = dassert(ts1.name{3},'A3');
%$ t(6) = dassert(ts1.data,[log(A(:,1)), A(:,2), log(A(:,3))],1e-15);
%$ T = all(t);
%@eof:3
%@test:4
%$ % Define a datasets.
%$ A = rand(10,3);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,[],{'A1';'A2';'A3'},[]);
%$
%$ % Apply the logarithm function to the first and third variables of ts1.
%$ ts1{'A1','A3'} = ts1{'A1','A3'}.log;
%$
%$ t(1) = dassert(ts1.vobs,3);
%$ t(2) = dassert(ts1.nobs,10);
%$ t(3) = dassert(ts1.name{1},'A1') && dassert(ts1.name{2},'A2') && dassert(ts1.name{3},'A3');
%$ t(4) = dassert(ts1.data,[log(A(:,1)), A(:,2), log(A(:,3))],1e-15);
%$ T = all(t);
%@eof:4
%@test:5
%$ % Define a datasets.
%$ A = rand(10,3); B = rand(10,3);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,[],{'A1';'A2';'A3'},[]);
%$ ts2 = dseries(B,[],{'A1';'B2';'B3'},[]);
%$
%$ % Apply the logarithm function to the first and third variables.
%$ ts1.A1 = ts2.A1;
%$
%$ % Instantiate a time series object.
%$
%$ t(1) = dassert(ts1.vobs,3);
%$ t(2) = dassert(ts1.nobs,10);
%$ t(3) = dassert(ts1.name{1},'A1');
%$ t(4) = dassert(ts1.data(:,1),B(:,1), 1e-15);
%$ t(5) = dassert(ts1.data(:,2:3),A(:,2:3), 1e-15);
%$ T = all(t);
%@eof:5
%@test:6
%$ % Define a datasets.
%$ A = rand(10,3); B = rand(10,2);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,[],{'A1';'A2';'A3'},[]);
%$ ts2 = dseries(B,[],{'B1';'B2'},[]);
%$
%$ % Call tested routine.
%$ try
%$ ts1.B2 = ts2.B2.log;
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,4);
%$ t(3) = dassert(ts1.nobs,10);
%$ t(4) = dassert(ts1.name{1},'A1');
%$ t(5) = dassert(ts1.name{2},'A2');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(7) = dassert(ts1.name{4},'B2');
%$ t(8) = dassert(ts1.data,[A(:,1), A(:,2), A(:,3), log(B(:,2))],1e-15);
%$ end
%$ T = all(t);
%@eof:6
%@test:7
%$ % Define a datasets.
%$ A = rand(10,3); B = rand(10,2);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,[],{'A1';'A2';'A3'},[]);
%$ ts2 = dseries(B,[],{'B1';'B2'},[]);
%$
%$ % Append B2 to the first object.
%$ ts1{'B2'} = ts2{'B2'};
%$ t(1) = 1;
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,4);
%$ t(3) = dassert(ts1.nobs,10);
%$ t(4) = dassert(ts1.name{1},'A1');
%$ t(5) = dassert(ts1.name{2},'A2');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(6) = dassert(ts1.name{4},'B2');
%$ t(7) = dassert(ts1.data,[A(:,1), A(:,2), A(:,3), B(:,2)],1e-15);
%$ end
%$ T = all(t);
%@eof:7
%@test:8
%$ % Define a datasets.
%$ A = rand(10,3); B = rand(10,1);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,[],{'A1';'A2';'A3'},[]);
%$ ts2 = dseries(B,[],{'B1'},[]);
%$
%$ % modify first object.
%$ try
%$ ts1{'A4'} = ts2;
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,4);
%$ t(3) = dassert(ts1.nobs,10);
%$ t(4) = dassert(ts1.name{2},'A2');
%$ t(5) = dassert(ts1.name{1},'A1');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(7) = dassert(ts1.name{4},'A4');
%$ t(8) = dassert(ts1.data,[A, B],1e-15);
%$ end
%$ T = all(t);
%@eof:8
%@test:9
%$ % Define a datasets.
%$ A = rand(10,3); B = rand(10,2);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,[],{'A1';'A2';'A3'},[]);
%$ ts2 = dseries(B,[],{'A1';'B1'},[]);
%$
%$ % modify first object.
%$ try
%$ ts1{'A1','A4'} = ts2;
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,4);
%$ t(3) = dassert(ts1.nobs,10);
%$ t(4) = dassert(ts1.name{2},'A2');
%$ t(5) = dassert(ts1.name{1},'A1');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(7) = dassert(ts1.name{4},'A4');
%$ t(8) = dassert(ts1.data,[B(:,1), A(:,2:3), B(:,2)],1e-15);
%$ end
%$ T = all(t);
%@eof:9
%@test:10
%$ % Define a datasets.
%$ A = rand(10,3); B = rand(10,3);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,[],{'A1';'A2';'A3'},[]);
%$ ts2 = dseries(B,[],{'A1';'B1';'B2'},[]);
%$
%$ % modify first object.
%$ try
%$ ts1{'A@1,2@','A4'} = ts2;
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,4);
%$ t(3) = dassert(ts1.nobs,10);
%$ t(4) = dassert(ts1.name{1},'A1');
%$ t(5) = dassert(ts1.name{2},'A2');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(7) = dassert(ts1.name{4},'A4');
%$ t(8) = dassert(ts1.data,[B(:,1:2), A(:,3), B(:,3)],1e-15);
%$ end
%$ T = all(t);
%@eof:10
%@test:11
%$ % Define a datasets.
%$ A = rand(10,3); B = rand(10,5);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,[],{'A_1';'A_2';'A_3'},[]);
%$ ts2 = dseries(B,[],{'A_1';'A_2';'B_1';'B_2';'B_3'},[]);
%$
%$ % modify first object.
%$ try
%$ ts1{'@A,B@_@1,2@'} = ts2{'@A,B@_@1,2@'};
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ %t(2) = dassert(ts1.vobs,4);
%$ %t(3) = dassert(ts1.nobs,10);
%$ %t(4) = dassert(ts1.name,{'A1','A2';'A3';'B1';'B2'});
%$ %t(5) = dassert(ts1.data,[B(:,1:2), A(:,3), B(:,3:4)],1e-15);
%$ end
%$ T = all(t);
%@eof:11
%@test:12
%$ % Define a datasets.
%$ A = rand(40,3); B = rand(40,1);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,'1950Q1',{'A1';'A2';'A3'},[]);
%$ ts2 = dseries(B,'1950Q1',{'B1'},[]);
%$
%$ % modify first object.
%$ try
%$ d1 = dates('1950Q3');
%$ d2 = dates('1951Q3');
%$ rg = d1:d2;
%$ ts1{'A1'}(rg) = ts2{'B1'}(rg);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,3);
%$ t(3) = dassert(ts1.nobs,40);
%$ t(4) = dassert(ts1.name{2},'A2');
%$ t(5) = dassert(ts1.name{1},'A1');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(7) = dassert(ts1.data,[[A(1:2,1); B(3:7); A(8:end,1)], A(:,2:3)],1e-15);
%$ end
%$ T = all(t);
%@eof:12
%@test:13
%$ % Define a datasets.
%$ A = rand(40,3); B = rand(40,1);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,'1950Q1',{'A1';'A2';'A3'},[]);
%$ ts2 = dseries(B,'1950Q1',{'B1'},[]);
%$
%$ % modify first object.
%$ try
%$ d1 = dates('1950Q3');
%$ d2 = dates('1951Q3');
%$ rg = d1:d2;
%$ ts1{'A1'}(rg) = B(3:7);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,3);
%$ t(3) = dassert(ts1.nobs,40);
%$ t(4) = dassert(ts1.name{2},'A2');
%$ t(5) = dassert(ts1.name{1},'A1');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(7) = dassert(ts1.data,[[A(1:2,1); B(3:7); A(8:end,1)], A(:,2:3)],1e-15);
%$ end
%$ T = all(t);
%@eof:13
%@test:14
%$ % Define a datasets.
%$ A = rand(40,3); B = rand(40,1);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,'1950Q1',{'A1';'A2';'A3'},[]);
%$ ts2 = dseries(B,'1950Q1',{'B1'},[]);
%$
%$ % modify first object.
%$ try
%$ d1 = dates('1950Q3');
%$ d2 = dates('1951Q3');
%$ rg = d1:d2;
%$ ts1.A1(rg) = B(3:7);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,3);
%$ t(3) = dassert(ts1.nobs,40);
%$ t(4) = dassert(ts1.name{2},'A2');
%$ t(5) = dassert(ts1.name{1},'A1');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(7) = dassert(ts1.data,[[A(1:2,1); B(3:7); A(8:end,1)], A(:,2:3)],1e-15);
%$ end
%$ T = all(t);
%@eof:14
%@test:15
%$ % Define a datasets.
%$ A = rand(40,3); B = rand(40,1);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,'1950Q1',{'A1';'A2';'A3'},[]);
%$ ts2 = dseries(B,'1950Q1',{'B1'},[]);
%$
%$ % modify first object.
%$ try
%$ d1 = dates('1950Q3');
%$ d2 = dates('1951Q3');
%$ rg = d1:d2;
%$ ts1.A1(rg) = sqrt(pi);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,3);
%$ t(3) = dassert(ts1.nobs,40);
%$ t(4) = dassert(ts1.name{2},'A2');
%$ t(5) = dassert(ts1.name{1},'A1');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(7) = dassert(ts1.data,[[A(1:2,1); repmat(sqrt(pi),5,1); A(8:end,1)], A(:,2:3)],1e-15);
%$ end
%$ T = all(t);
%@eof:15
%@test:16
%$ % Define a datasets.
%$ A = rand(40,3); B = rand(40,1);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,'1950Q1',{'A1';'A2';'A3'},[]);
%$ ts2 = dseries(B,'1950Q1',{'B1'},[]);
%$
%$ % modify first object.
%$ try
%$ d1 = dates('1950Q3');
%$ d2 = dates('1951Q3');
%$ rg = d1:d2;
%$ ts1{'A1','A2'}(rg) = sqrt(pi);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,3);
%$ t(3) = dassert(ts1.nobs,40);
%$ t(4) = dassert(ts1.name{2},'A2');
%$ t(5) = dassert(ts1.name{1},'A1');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(7) = dassert(ts1.data,[[A(1:2,1); repmat(sqrt(pi),5,1); A(8:end,1)], [A(1:2,2); repmat(sqrt(pi),5,1); A(8:end,2)], A(:,3)],1e-15);
%$ end
%$ T = all(t);
%@eof:16
%@test:17
%$ % Define a datasets.
%$ A = rand(40,3); B = rand(40,1);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,'1950Q1',{'A1';'A2';'A3'},[]);
%$ ts2 = dseries(B,'1950Q1',{'B1'},[]);
%$
%$ % modify first object.
%$ try
%$ d1 = dates('1950Q3');
%$ d2 = dates('1951Q3');
%$ rg = d1:d2;
%$ ts1{'A1','A2'}(rg) = [sqrt(pi), pi];
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,3);
%$ t(3) = dassert(ts1.nobs,40);
%$ t(4) = dassert(ts1.name{2},'A2');
%$ t(5) = dassert(ts1.name{1},'A1');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(7) = dassert(ts1.data,[[A(1:2,1); repmat(sqrt(pi),5,1); A(8:end,1)], [A(1:2,2); repmat(pi,5,1); A(8:end,2)], A(:,3)],1e-15);
%$ end
%$ T = all(t);
%@eof:17
%@test:18
%$ % Define a datasets.
%$ A = rand(40,3); B = rand(40,1);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,'1950Q1',{'A1';'A2';'A3'},[]);
%$ ts2 = dseries(B,'1950Q1',{'B1'},[]);
%$
%$ % modify first object.
%$ try
%$ d1 = dates('1950Q3');
%$ d2 = dates('1951Q3');
%$ rg = d1:d2;
%$ ts1{'A1','A2'}(rg) = ones(5,1);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,3);
%$ t(3) = dassert(ts1.nobs,40);
%$ t(4) = dassert(ts1.name{2},'A2');
%$ t(5) = dassert(ts1.name{1},'A1');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(7) = dassert(ts1.data,[[A(1:2,1); ones(5,1); A(8:end,1)], [A(1:2,2); ones(5,1); A(8:end,2)], A(:,3)],1e-15);
%$ end
%$ T = all(t);
%@eof:18
%@test:19
%$ % Define a datasets.
%$ A = rand(40,3);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,'1950Q1',{'A1';'A2';'A3'},[]);
%$
%$ % Instantiate a dates object.
%$ dd = dates('1952Q1');
%$
%$ % modify first object.
%$ try
%$ ts1.init = dd;
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,3);
%$ t(3) = dassert(ts1.nobs,40);
%$ t(4) = dassert(ts1.name{2},'A2');
%$ t(5) = dassert(ts1.name{1},'A1');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(7) = dassert(ts1.data,A,1e-15);
%$ t(8) = dassert(ts1.init,dd);
%$ t(9) = dassert(ts1.dates(1),dd);
%$ end
%$ T = all(t);
%@eof:19
%@test:20
%$ % Define a datasets.
%$ A = rand(40,3);
%$
%$ % Instantiate two dseries object.
%$ ts1 = dseries(A,'1950Q1',{'A1';'A2';'A3'},[]);
%$
%$ % Instantiate a dates object.
%$ dd = dates('1952Q1');
%$
%$ % modify first object.
%$ try
%$ ts1.dates = dd:(dd+(ts1.nobs-1));
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts1.vobs,3);
%$ t(3) = dassert(ts1.nobs,40);
%$ t(4) = dassert(ts1.name{2},'A2');
%$ t(5) = dassert(ts1.name{1},'A1');
%$ t(6) = dassert(ts1.name{3},'A3');
%$ t(7) = dassert(ts1.data,A,1e-15);
%$ t(8) = dassert(ts1.init,dd);
%$ t(9) = dassert(ts1.dates(1),dd);
%$ end
%$ T = all(t);
%@eof:20
%@test:21
%$ % Define a datasets.
%$ A = rand(4,3);
%$
%$ % Instantiate an empty dseries object.
%$ ts = dseries(dates('1950Q1'):dates('1950Q4'));
%$
%$ % Populate ts
%$ try
%$ ts(:) = A;
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts.vobs,3);
%$ t(3) = dassert(ts.nobs,4);
%$ t(4) = dassert(ts.data,A,1e-15);
%$ end
%$ T = all(t);
%@eof:21
%@test:22
%$ % Define a datasets.
%$ A = rand(1,3);
%$
%$ % Instantiate an empty dseries object.
%$ ts = dseries(dates('1950Q1'):dates('1950Q4'));
%$
%$ % Populate ts
%$ try
%$ ts(:) = A;
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dassert(ts.vobs,3);
%$ t(3) = dassert(ts.nobs,4);
%$ t(4) = dassert(ts.data,repmat(A,4,1),1e-15);
%$ end
%$ T = all(t);
%@eof:22
%@test:23
%$ % Instantiate a dseries object.
%$ ts0 = dseries(randn(10,6), '1999y');
%$
%$ % Try to remove Variable_2 and Variable_3
%$ try
%$ ts0{'Variable_@2,3@'} = [];
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ % Try to display Variable_2 and Variable_3 again (should fail because already removed)
%$ try
%$ ts0{'Variable_@2,3@'};
%$ t(2) = 0;
%$ catch
%$ t(2) = 1;
%$ end
%$ end
%$ T = all(t);
%@eof:23

689
matlab/@dseries/subsref.m
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@ -1,689 +0,0 @@
function B = subsref(A, S) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{us} =} subsref (@var{ts},S)
%! @anchor{@dseries/subsref}
%! @sp 1
%! Overloads the subsref method for the Dynare time series class (@ref{dseries}).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item ts
%! Dynare time series object instantiated by @ref{dseries}.
%! @item S
%! Matlab's structure array S with two fields, type and subs. The type field is string containing '()', '@{@}', or '.', where '()' specifies
%! integer subscripts, '@{@}' specifies cell array subscripts, and '.' specifies subscripted structure fields. The subs field is a cell array
%! or a string containing the actual subscripts (see matlab's documentation).
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item us
%! Dynare time series object. Depending on the calling sequence @var{us} is a transformation of @var{ts} obtained by applying a public method on @var{ts},
%! or a dseries object built by extracting a variable from @var{ts}, or a dseries object containing a subsample of the all the variable in @var{ts}.
%! @end table
%! @sp 2
%! @strong{Example 1.} Let @var{ts} be a dseries object containing three variables named 'A1', 'A2' and 'A3'. Then the following syntax:
%! @example
%! us = ts.A1;
%! @end example
%!will create a new dseries object @var{us} containing the variable 'A1'.
%! @sp 1
%! @strong{Example 2.} Let @var{ts} be a dseries object. Then the following syntax:
%! @example
%! us = ts.log;
%! @end example
%!will create a new dseries object @var{us} containing all the variables of @var{ts} transformed by the neperian logarithm.
%! @sp 1
%! @strong{Example 3.} Let @var{ts} be a dseries object. The following syntax:
%! @example
%! us = ts(3:50);
%! @end example
%!will create a new dseries object @var{us} by selecting a subsample out of @var{ts}.
%! @end deftypefn
%@eod:
% Copyright (C) 2011-2014 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/>.
switch S(1).type
case '.'
switch S(1).subs
case {'data','name','tex','dates'} % Public members.
if length(S)>1 && isequal(S(2).type,'()') && isempty(S(2).subs)
error(['dseries::subsref: ' S(1).subs ' is not a method but a member!'])
end
B = builtin('subsref', A, S(1));
case {'log','exp','ygrowth','qgrowth','ydiff','qdiff','abs'} % Give "dot access" to public methods without args.
B = feval(S(1).subs,A);
if length(S)>1 && isequal(S(2).type,'()') && isempty(S(2).subs)
S = shiftS(S,1);
end
case 'nobs'
% Returns the number of observations.
B = rows(A.data);
case 'vobs'
% Returns the number of variables.
B = columns(A.data);
case 'init'
% Returns a dates object (first date).
B = A.dates(1);
case 'last'
% Returns a dates object (last date).
B = A.dates(end);
case 'freq'
% Returns an integer characterizing the data frequency (1, 4, 12 or 52)
B = A.dates.freq;
case {'lag','lead','hptrend','hpcycle','chain','detrend','exist'} % Methods with less than two arguments.
if length(S)>1 && isequal(S(2).type,'()')
if isempty(S(2).subs)
B = feval(S(1).subs,A);
S = shiftS(S,1);
else
if ~ischar(S(2).subs{1}) && length(S(2).subs{1})>1
error(['dseries::subsref: ' S(1).subs{1} ' method admits no more than one argument!'])
end
B = feval(S(1).subs,A,S(2).subs{1});
S = shiftS(S,1);
end
else
B = feval(S(1).subs,A);
end
case {'cumsum','insert','pop','cumprod','remove'} % Methods with less than three argument.
if length(S)>1 && isequal(S(2).type,'()')
if isempty(S(2).subs)
B = feval(S(1).subs,A);
S = shiftS(S,1);
else
if length(S(2).subs)>2
error(['dseries::subsref: ' S(1).subs{1} ' method admits no more than two arguments!'])
end
B = feval(S(1).subs,A,S(2).subs{:});
S = shiftS(S,1);
end
else
B = feval(S(1).subs,A);
end
case 'baxter_king_filter'
if length(S)>1 && isequal(S(2).type,'()')
if isempty(S(2).subs)
B = feval(S(1).subs,A);
S = shiftS(S,1);
else
B = feval(S(1).subs,A,S(2).subs{1})
S = shiftS(S,1);
end
else
B = feval(S(1).subs,A);
end
case 'save' % Save dseries object on disk (default is a csv file).
B = NaN;
if isequal(length(S),2)
if strcmp(S(2).type,'()')
if isempty(S(2).subs)
save(A,inputname(1));
else
if isempty(S(2).subs{1})
save(A,inputname(1),S(2).subs{2});
else
save(A,S(2).subs{:});
end
end
S = shiftS(S,1);
else
error('dseries::subsref: Wrong syntax.')
end
elseif isequal(length(S),1)
save(A,inputname(1));
else
error('dseries::subsref: Call to save method must come in last position!')
end
case 'size'
if isequal(length(S),2) && strcmp(S(2).type,'()')
if isempty(S(2).subs)
[x,y] = size(A);
B = [x, y];
else
B = size(A,S(2).subs{1});
end
S = shiftS(S,1);
elseif isequal(length(S),1)
[x,y] = size(A);
B = [x, y];
else
error('dseries::subsref: Call to size method must come in last position!')
end
case {'set_names','rename','tex_rename'}
B = feval(S(1).subs,A,S(2).subs{:});
S = shiftS(S,1);
case {'disp'}
feval(S(1).subs,A);
return
otherwise % Extract a sub-object by selecting one variable.
ndx = find(strcmp(S(1).subs,A.name));
if ~isempty(ndx)
B = dseries();
B.data = A.data(:,ndx);
B.name = A.name(ndx);
B.tex = A.tex(ndx);
B.tex = deblank(A.tex(ndx,:));
B.dates = A.dates;
else
error('dseries::subsref: Unknown public method, public member or variable!')
end
end
case '()'
if ischar(S(1).subs{1}) && ~isdate(S(1).subs{1})
% If ts is an empty dseries object, populate this object by reading data in a file.
if isempty(A)
B = dseries(S(1).subs{1});
else
error(['dseries::subsref: dseries object ''' inputname(1) ''' is not empty!'])
end
elseif isa(S(1).subs{1},'dynTimeIndex')
% shift backward/forward (lag/lead) dseries object
shift = S(1).subs{1}.index;
if shift>0
B = feval('lead',A,shift);
elseif shift<0
B = feval('lag',A,-shift);
else
% Do nothing.
B = A;
end
elseif isscalar(S(1).subs{1}) && isnumeric(S(1).subs{1}) && isint(S(1).subs{1})
% Input is also interpreted as a backward/forward operator
if S(1).subs{1}>0
B = feval('lead', A, S(1).subs{1});
elseif S(1).subs{1}<0
B = feval('lag', A, -S(1).subs{1});
else
% Do nothing.
B = A;
end
elseif isdates(S(1).subs{1}) || isdate(S(1).subs{1})
if isdate(S(1).subs{1})
Dates = dates(S(1).subs{1});
else
Dates = S(1).subs{1};
end
% Test if Dates is out of bounds
if min(Dates)<min(A.dates)
error(['dseries::subsref: Indices are out of bounds! Subsample cannot start before ' date2string(A.dates(1)) '.'])
end
if max(Dates)>max(A.dates)
error(['dseries::subsref: Indices are out of bounds! Subsample cannot end after ' date2string(A.dates(end)) '.'])
end
% Extract a subsample using a dates object
[junk,tdx] = intersect(A.dates.time,Dates.time,'rows');
B = dseries();
B.data = A.data(tdx,:);
B.name = A.name;
B.tex = A.tex;
B.dates = A.dates(tdx);
elseif isvector(S(1).subs{1}) && all(isint(S(1).subs{1}))
error('dseries::subsref: It is not possible to select observations with a vector of integers. You have to index with a dates object instead!');
else
error('dseries::subsref: I have no idea of what you are trying to do!')
end
case '{}'
if iscellofchar(S(1).subs)
B = extract(A,S(1).subs{:});
elseif isequal(length(S(1).subs),1) && all(isint(S(1).subs{1}))
idx = S(1).subs{1};
if max(idx)>size(A.data,2) || min(idx)<1
error('dseries::subsref: Indices are out of bounds!')
end
B = dseries();
B.data = A.data(:,idx);
B.name = A.name(idx);
B.tex = A.tex(idx);
B.dates = A.dates;
else
error('dseries::subsref: What the Hell are you tryin'' to do?!')
end
otherwise
error('dseries::subsref: What the Hell are you doin'' here?!')
end
S = shiftS(S,1);
if ~isempty(S)
B = subsref(B, S);
end
%@test:1
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ a = ts1(ts1.dates(2:9));
%$
%$ % Expected results.
%$ e.data = [transpose(2:9),2*transpose(2:9)];
%$ e.nobs = 8;
%$ e.vobs = 2;
%$ e.name = {'A1';'A2'};
%$ e.freq = 1;
%$ e.init = dates(1,2);
%$
%$ % Check the results.
%$ t(1) = dassert(a.data,e.data);
%$ t(2) = dassert(a.nobs,e.nobs);
%$ t(3) = dassert(a.vobs,e.vobs);
%$ t(4) = dassert(a.freq,e.freq);
%$ t(5) = dassert(a.init,e.init);
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ a = ts1.A1;
%$
%$ % Expected results.
%$ e.data = transpose(1:10);
%$ e.nobs = 10;
%$ e.vobs = 1;
%$ e.name = {'A1'};
%$ e.freq = 1;
%$ e.init = dates(1,1);
%$
%$ % Check the results.
%$ t(1) = dassert(a.data,e.data);
%$ t(2) = dassert(a.init,e.init);
%$ t(3) = dassert(a.nobs,e.nobs);
%$ t(4) = dassert(a.vobs,e.vobs);
%$ t(5) = dassert(a.freq,e.freq);
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ a = ts1.log;
%$
%$ % Expected results.
%$ e.data = log(A);
%$ e.nobs = 10;
%$ e.vobs = 2;
%$ e.name = {'A1';'A2'};
%$ e.freq = 1;
%$ e.init = dates(1,1);
%$
%$ % Check the results.
%$ t(1) = dassert(a.data,e.data);
%$ t(2) = dassert(a.nobs,e.nobs);
%$ t(3) = dassert(a.vobs,e.vobs);
%$ t(4) = dassert(a.freq,e.freq);
%$ t(5) = dassert(a.init,e.init);
%$ T = all(t);
%@eof:3
%@test:4
%$ % Create an empty dseries object.
%$ dataset = dseries();
%$
%$ t = zeros(5,1);
%$
%$ try
%$ A = dataset('dynseries_test_data.csv');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ % Check the results.
%$ if length(t)>1
%$ t(2) = dassert(A.nobs,4);
%$ t(3) = dassert(A.vobs,4);
%$ t(4) = dassert(A.freq,4);
%$ t(5) = dassert(A.init,dates('1990Q1'));
%$ end
%$ T = all(t);
%@eof:4
%@test:5
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10),3*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2';'B1'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ a = ts1{'A1','B1'};
%$
%$ % Expected results.
%$ e.data = A(:,[1,3]);
%$ e.nobs = 10;
%$ e.vobs = 2;
%$ e.name = {'A1';'B1'};
%$ e.freq = 1;
%$ e.init = dates(1,1);
%$
%$ t(1) = dassert(e.data,a.data);
%$ t(2) = dassert(e.nobs,a.nobs);
%$ t(3) = dassert(e.vobs,a.vobs);
%$ t(4) = dassert(e.name,a.name);
%$ t(5) = dassert(e.init,a.init);
%$ T = all(t);
%@eof:5
%@test:6
%$ % Define a data set.
%$ A = rand(10,24);
%$
%$ % Define names
%$ A_name = {'GDP_1';'GDP_2';'GDP_3'; 'GDP_4'; 'GDP_5'; 'GDP_6'; 'GDP_7'; 'GDP_8'; 'GDP_9'; 'GDP_10'; 'GDP_11'; 'GDP_12'; 'HICP_1';'HICP_2';'HICP_3'; 'HICP_4'; 'HICP_5'; 'HICP_6'; 'HICP_7'; 'HICP_8'; 'HICP_9'; 'HICP_10'; 'HICP_11'; 'HICP_12';};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ a = ts1{'GDP_[0-9]'};
%$ b = ts1{'[A-Z]_1$'};
%$
%$ % Expected results.
%$ e1.data = A(:,1:12);
%$ e1.nobs = 10;
%$ e1.vobs = 12;
%$ e1.name = {'GDP_1';'GDP_2';'GDP_3'; 'GDP_4'; 'GDP_5'; 'GDP_6'; 'GDP_7'; 'GDP_8'; 'GDP_9'; 'GDP_10'; 'GDP_11'; 'GDP_12'};
%$ e1.freq = 1;
%$ e1.init = dates(1,1);
%$ e2.data = A(:,[1 13]);
%$ e2.nobs = 10;
%$ e2.vobs = 2;
%$ e2.name = {'GDP_1';'HICP_1'};
%$ e2.freq = 1;
%$ e2.init = dates(1,1);
%$
%$ % Check results.
%$ t(1) = dassert(e1.data,a.data);
%$ t(2) = dassert(e1.nobs,a.nobs);
%$ t(3) = dassert(e1.vobs,a.vobs);
%$ t(4) = dassert(e1.name,a.name);
%$ t(5) = dassert(e1.init,a.init);
%$ t(6) = dassert(e2.data,b.data);
%$ t(7) = dassert(e2.nobs,b.nobs);
%$ t(8) = dassert(e2.vobs,b.vobs);
%$ t(9) = dassert(e2.name,b.name);
%$ t(10) = dassert(e2.init,b.init);
%$ T = all(t);
%@eof:6
%@test:7
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts1.save('ts1');
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ T = all(t);
%@eof:7
%@test:8
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts1.save('test_generated_data_file','m');
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ T = all(t);
%@eof:8
%@test:9
%$ % Define a data set.
%$ A = [transpose(1:60),2*transpose(1:60),3*transpose(1:60)];
%$
%$ % Define names
%$ A_name = {'A1';'A2';'B1'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,'1971Q1',A_name,[]);
%$
%$ % Define the range of a subsample.
%$ range = dates('1971Q2'):dates('1971Q4');
%$ % Call the tested method.
%$ a = ts1(range);
%$
%$ % Expected results.
%$ e.data = A(2:4,:);
%$ e.nobs = 3;
%$ e.vobs = 3;
%$ e.name = {'A1';'A2';'B1'};
%$ e.freq = 4;
%$ e.init = dates('1971Q2');
%$
%$ t(1) = dassert(e.data,a.data);
%$ t(2) = dassert(e.nobs,a.nobs);
%$ t(3) = dassert(e.vobs,a.vobs);
%$ t(4) = dassert(e.name,a.name);
%$ t(5) = dassert(e.init,a.init);
%$ T = all(t);
%@eof:9
%@test:10
%$ % Define a data set.
%$ A = [transpose(1:60),2*transpose(1:60),3*transpose(1:60)];
%$
%$ % Define names
%$ A_name = {'A1';'A2';'B1'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,'1971Q1',A_name,[]);
%$
%$ % Test the size method.
%$ B = ts1.size();
%$ C = ts1.size(1);
%$ D = ts1.size(2);
%$ E = ts1.size;
%$
%$ t(1) = dassert(B,[60, 3]);
%$ t(2) = dassert(E,[60, 3]);
%$ t(3) = dassert(C,60);
%$ t(4) = dassert(D,3);
%$ T = all(t);
%@eof:10
%@test:11
%$ % Define a data set.
%$ A = [transpose(1:60),2*transpose(1:60),3*transpose(1:60)];
%$
%$ % Define names
%$ A_name = {'A1';'A2';'B1'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,'1971Q1',A_name,[]);
%$
%$ % Test the size method.
%$ B = ts1{1};
%$ C = ts1{[1,3]};
%$ D = ts1{'A1'};
%$
%$ t(1) = dassert(B.name{1},'A1');
%$ t(2) = dassert(B.data,A(:,1));
%$ t(3) = dassert(C.name{1},'A1');
%$ t(4) = dassert(C.data(:,1),A(:,1));
%$ t(5) = dassert(C.name{2},'B1');
%$ t(6) = dassert(C.data(:,2),A(:,3));
%$ t(7) = dassert(D.name{1},'A1');
%$ t(8) = dassert(D.data,A(:,1));
%$ T = all(t);
%@eof:11
%@test:12
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ if isoctave
%$ ts1.save('ts1');
%$ else
%$ ts1.save();
%$ end
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ T = all(t);
%@eof:12
%@test:13
%$ try
%$ data = transpose(0:1:50);
%$ ts = dseries(data,'1950Q1');
%$ a = ts.lag;
%$ b = ts.lead;
%$ tt = dynTimeIndex();
%$ c = ts(tt-1);
%$ d = ts(tt+1);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)>1
%$ t(2) = (a==c);
%$ t(3) = (b==d);
%$ end
%$
%$ T = all(t);
%@eof:13
%@test:14
%$ try
%$ data = transpose(0:1:50);
%$ ts = dseries(data,'1950Q1');
%$ a = ts.lag;
%$ b = ts.lead;
%$ c = ts(-1);
%$ d = ts(1);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)>1
%$ t(2) = (a==c);
%$ t(3) = (b==d);
%$ end
%$
%$ T = all(t);
%@eof:14
%@test:15
%$ try
%$ ds = dseries(transpose(1:5));
%$ ts = ds(ds.dates(2:3));
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)>1
%$ t(2) = isdseries(ts);
%$ t(3) = isequal(ts.data,ds.data(2:3));
%$ end
%$
%$ T = all(t);
%@eof:15
%@test:16
%$ try
%$ ds = dseries(transpose(1:5));
%$ ts = ds(ds.dates(2:6));
%$ t(1) = 0;
%$ catch
%$ t(1) = 1;
%$ end
%$
%$ T = all(t);
%@eof:16
%@test:17
%$ try
%$ ds = dseries(transpose(1:5));
%$ ts = ds(dates('1Y'):dates('6Y'));
%$ t(1) = 0;
%$ catch
%$ t(1) = 1;
%$ end
%$
%$ T = all(t);
%@eof:17
%@test:18
%$ try
%$ ds = dseries(transpose(1:5));
%$ ts = ds(dates('-2Y'):dates('4Y'));
%$ t(1) = 0;
%$ catch
%$ t(1) = 1;
%$ end
%$
%$ T = all(t);
%@eof:18

88
matlab/@dseries/tex_rename.m
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@ -1,88 +0,0 @@
function ts = tex_rename(ts, varargin) % --*-- Unitary tests --*--
% Copyright (C) 2013 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/>.
assert(nargin <= 3, 'dseries::tex_rename: accepts at most three args');
if nargin == 2
newtexname = varargin{1};
assert(vobs(ts) == 1, ['dseries::tex_rename: with one argument, the dseries contain only one variable.']);
else
newtexname = varargin{2};
name = varargin{1};
assert(ischar(name), 'dseries::tex_rename: second input argument (name) must be a string');
end
assert(ischar(newtexname), 'dseries::tex_rename: third input argument (newtexname) name must be a string');
if nargin == 2
idname = 1;
else
idname = find(strcmp(name, ts.name));
if isempty(idname)
error(['dseries::tex_rename: Variable ' name ' is unknown in dseries object ' inputname(1) '!'])
end
end
ts.tex(idname) = {newtexname};
%@test:1
%$ t = zeros(8,1);
%$ ts = dseries([transpose(1:5), transpose(6:10)],'1950q1',{'Output'; 'Consumption'}, {'Y_t'; 'C_t'});
%$ try
%$ ts = tex_rename(ts,'Output','\\Delta Y_t');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(ts.init.freq,4);
%$ t(4) = dassert(ts.init.time,[1950, 1]);
%$ t(5) = dassert(ts.vobs,2);
%$ t(6) = dassert(ts.nobs,5);
%$ t(7) = dassert(ts.name,{'Output'; 'Consumption'});
%$ t(8) = dassert(ts.tex,{'\\Delta Y_t'; 'C_t'});
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ t = zeros(8,1);
%$ ts = dseries([transpose(1:5), transpose(6:10)],'1950q1',{'Output'; 'Consumption'}, {'Y_t'; 'C_t'});
%$ try
%$ ts = ts.tex_rename('Output','\\Delta Y_t');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts.freq,4);
%$ t(3) = dassert(ts.init.freq,4);
%$ t(4) = dassert(ts.init.time,[1950, 1]);
%$ t(5) = dassert(ts.vobs,2);
%$ t(6) = dassert(ts.nobs,5);
%$ t(7) = dassert(ts.name,{'Output'; 'Consumption'});
%$ t(8) = dassert(ts.tex,{'\\Delta Y_t'; 'C_t'});
%$ end
%$
%$ T = all(t);
%@eof:2

81
matlab/@dseries/uminus.m
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@ -1,81 +0,0 @@
function A = uminus(B) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{A} =} plus (@var{B},@var{C})
%! @anchor{@dseries/uminus}
%! @sp 1
%! Overloads the uminus method for the Dynare time series class (@ref{dseries}).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item B
%! Dynare time series object instantiated by @ref{dseries}.
%! @item C
%! Dynare time series object instantiated by @ref{dseries}.
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item A
%! Dynare time series object.
%! @end deftypefn
%@eod:
% Copyright (C) 2012-2013 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/>.
A = dseries();
A.data = -(B.data);
A.dates = B.dates;
A.name = cell(vobs(A),1);
A.tex = cell(vobs(A),1);
for i = 1:vobs(A)
A.name(i) = {[ '-' B.name{i}]};
A.tex(i) = {[ '-' B.tex{i}]};
end
%@test:1
%$ % Define a datasets.
%$ A = rand(10,2);
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$ A_tex = {'A_1';'A_2'};
%$ t = zeros(6,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,A_tex);
%$ ts2 = -ts1;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dassert(ts2.vobs,2);
%$ t(3) = dassert(ts2.nobs,10);
%$ t(4) = dassert(ts2.data,-A,1e-15);
%$ t(5) = dassert(ts2.name,{'-A1';'-A2'});
%$ t(6) = dassert(ts2.tex,{'-A_1';'-A_2'});
%$ end
%$ T = all(t);
%@eof:1

142
matlab/@dseries/vertcat.m
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@ -1,142 +0,0 @@
function a = vertcat(varargin) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function file} {@var{a} =} vertcat (@var{b},@var{c}, ...)
%! @anchor{horzcat}
%! @sp 1
%! Method of the dseries class.
%! @sp 1
%! This method overloads the vertical concatenation operator, so that
%! two (or more) time series objects containing the same variables
%! can be merged using the following syntax:
%!
%! a = [b; c; d];
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item b
%! Dynare time series object, instantiated by @ref{dseries}.
%! @item c
%! Dynare time series object, instantiated by @ref{dseries}.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @var
%! @item a
%! Dynare time series object.
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2013 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/>.
if nargin==0
a = DynSeries();
elseif nargin == 1
a = varargin{1};
elseif nargin>1
a = varargin{1};
for i=2:nargin
a = vertcat_(a,varargin{i});
end
end
function d = vertcat_(b, c)
d = NaN;
if ~isequal(frequency(b), frequency(c))
error('dseries::vertcat: Frequencies must be common!')
end
if ~isequal(vobs(b), vobs(c))
error('dseries::vertcat: Number of variables must be common!')
end
if ~isequal(b.name, c.name)
error('dseries::vertcat: Variables must be common!')
end
d = b;
d.data = [b.data; c.data];
d.dates = [b.dates; c.dates];
%@test:1
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$ B = [transpose(1:10),2*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$ B_name = {'A1';'A2'};
%$
%$ % Define expected results.
%$ e.init = dates(1,1);
%$ e.freq = 1;
%$ e.name = {'A1';'A2'};
%$ e.data = [A;B];
%$
%$ % Instantiate two time series objects.
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$
%$ % Call the tested method.
%$ ts3 = [ts1;ts2];
%$
%$ % Check the results.
%$
%$ t(1) = dassert(ts3.init,e.init);
%$ t(2) = dassert(ts3.freq,e.freq);
%$ t(3) = dassert(ts3.data,e.data);
%$ t(4) = dassert(ts3.name,e.name);
%$ t(5) = dassert(ts3.nobs,20);
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$ B = [transpose(1:10),2*transpose(1:10)];
%$ C = [transpose(1:10),3*transpose(1:10)];
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$ B_name = {'A1';'A2'};
%$ C_name = {'A1';'A2'};
%$
%$ % Define expected results.
%$ e.init = dates(1,1);
%$ e.freq = 1;
%$ e.name = {'A1';'A2'};
%$ e.data = [A;B;C];
%$
%$ % Instantiate two time series objects.
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(B,[],B_name,[]);
%$ ts3 = dseries(C,[],C_name,[]);
%$
%$ % Call the tested method.
%$ ts4 = [ts1; ts2; ts3];
%$
%$ % Check the results.
%$
%$ t(1) = dassert(ts4.init,e.init);
%$ t(2) = dassert(ts4.freq,e.freq);
%$ t(3) = dassert(ts4.data,e.data);
%$ t(4) = dassert(ts4.name,e.name);
%$ t(5) = dassert(ts4.nobs,30);
%$ T = all(t);
%@eof:2

22
matlab/@dseries/vobs.m
View File

@ -1,22 +0,0 @@
function s = vobs(ts)
% Returns the number of variables in a @dseries object.
% Copyright (C) 2014 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/>.
s = columns(ts.data);

171
matlab/@dseries/ydiff.m
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@ -1,171 +0,0 @@
function us = ydiff(ts) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{us} =} ydiff (@var{ts})
%! @anchor{ydiff}
%! @sp 1
%! Computes annual differences.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @var
%! @item ts
%! Dynare time series object, instantiated by @ref{dseries}
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @var
%! @item us
%! Dynare time series object with transformed data field.
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2012-2013 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/>.
us = ts;
switch frequency(ts)
case 1
us.data(2:end,:) = ts.data(2:end,:)-ts.data(1:end-1,:);
us.data(1,:) = NaN;
for i = 1:vobs(ts)
us.name(i) = {['ydiff(' us.name{i} ')']};
us.tex(i) = {['\Delta ' us.tex{i}]};
end
case 4
us.data(5:end,:) = ts.data(5:end,:)-ts.data(1:end-4,:);
us.data(1:4,:) = NaN;
for i = 1:vobs(ts)
us.name(i) = {['ydiff(' us.name{i} ')']};
us.tex(i) = {['\Delta_4 ' us.tex{i}]};
end
case 12
us.data(13:end,:) = ts.data(13:end,:)-ts.data(1:end-12,:);
us.data(1:12,:) = NaN;
for i = 1:vobs(ts)
us.name(i) = {['ydiff(' us.name{i} ')']};
us.tex(i) = {['\Delta_{12} ' us.tex{i}]};
end
case 52
us.data(53:end,:) = ts.data(53:end,:)-ts.data(1:end-52,:);
us.data(1:52,:) = NaN;
for i = 1:vobs(ts)
us.name(i) = {['ydiff(' us.name{i} ')']};
us.tex(i) = {['\Delta_{52} ' us.tex{i}]};
end
otherwise
error(['dseries::ygrowth: object ' inputname(1) ' has unknown frequency']);
end
%@test:1
%$ t = zeros(4,1);
%$
%$ try
%$ data = transpose(1:100);
%$ ts = dseries(data,'1950Q1',{'A1'},{'A_1'});
%$ ts = ts.ydiff;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$
%$ if length(t)>1
%$ DATA = NaN(4,ts.vobs);
%$ DATA = [DATA; 4*ones(ts.nobs-4,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA);
%$ t(3) = dassert(ts.name{1},['ydiff(A1)']);
%$ t(4) = dassert(ts.tex{1},['\\Delta_4 A_1']);
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ t = zeros(4,1);
%$
%$ try
%$ data = transpose(1:100);
%$ ts = dseries(data,'1950M1',{'A1'},{'A_1'});
%$ ts = ts.ydiff;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$
%$ if length(t)>1
%$ DATA = NaN(12,ts.vobs);
%$ DATA = [DATA; 12*ones(ts.nobs-12,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA);
%$ t(3) = dassert(ts.name{1},['ydiff(A1)']);
%$ t(4) = dassert(ts.tex{1},['\\Delta_{12} A_1']);
%$ end
%$
%$ T = all(t);
%@eof:2
%@test:3
%$ t = zeros(2,1);
%$
%$ try
%$ data = transpose(1:100);
%$ ts = dseries(data,'1950W1',{'A1'},{'A_1'});
%$ ts = ts.ydiff;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$
%$ if length(t)>1
%$ DATA = NaN(52,ts.vobs);
%$ DATA = [DATA; 52*ones(ts.nobs-52,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA);
%$ t(3) = dassert(ts.name{1},['ydiff(A1)']);
%$ t(4) = dassert(ts.tex{1},['\\Delta_{52} A_1']);
%$ end
%$
%$ T = all(t);
%@eof:3
%@test:4
%$ t = zeros(4,1);
%$
%$ try
%$ data = transpose(1:100);
%$ ts = dseries(data,'1950Y',{'A1'},{'A_1'});
%$ ts = ts.ydiff;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$
%$ if length(t)>1
%$ DATA = NaN(1,ts.vobs);
%$ DATA = [DATA; ones(ts.nobs-1,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA);
%$ t(3) = dassert(ts.name{1},['ydiff(A1)']);
%$ t(4) = dassert(ts.tex{1},['\\Delta A_1']);
%$ end
%$
%$ T = all(t);
%@eof:4

141
matlab/@dseries/ygrowth.m
View File

@ -1,141 +0,0 @@
function us = ygrowth(ts) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{us} =} ygrowth (@var{ts})
%! @anchor{ygrowth}
%! @sp 1
%! Computes annual growth rates.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @var
%! @item ts
%! Dynare time series object, instantiated by @ref{dseries}
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @var
%! @item us
%! Dynare time series object with transformed data field.
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2012-2013 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/>.
us = ts;
switch frequency(ts)
case 1
us.data(2:end,:) = ts.data(2:end,:)./ts.data(1:end-1,:) - 1;
us.data(1,:) = NaN;
for i = 1:vobs(ts)
us.name(i) = {['ygrowth(' us.name{i} ')']};
us.tex(i) = {['\delta ' us.tex{i}]};
end
case 4
us.data(5:end,:) = ts.data(5:end,:)./ts.data(1:end-4,:) - 1;
us.data(1:4,:) = NaN;
for i = 1:vobs(ts)
us.name(i) = {['ygrowth(' us.name{i} ')']};
us.tex(i) = {['\delta_4 ' us.tex{i}]};
end
case 12
us.data(13:end,:) = ts.data(13:end,:)./ts.data(1:end-12,:) - 1;
us.data(1:12,:) = NaN;
for i = 1:vobs(ts)
us.name(i) = {['ygrowth(' us.name{i} ')']};
us.tex(i) = {['\delta_{12} ' us.tex{i}]};
end
case 52
us.data(53:end,:) = ts.data(53:end,:)./ts.data(1:end-52,:) - 1;
us.data(1:52,:) = NaN;
for i = 1:vobs(ts)
us.name(i) = {['ygrowth(' us.name{i} ')']};
us.tex(i) = {['\delta_{52} ' us.tex{i}]};
end
otherwise
error(['dseries::ygrowth: object ' inputname(1) ' has unknown frequency']);
end
%@test:1
%$ t = zeros(2,1);
%$
%$ try
%$ data = repmat(transpose(1:4),100,1);
%$ ts = dseries(data,'1950Q1');
%$ ts = ts.ygrowth;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$
%$ if length(t)>1
%$ DATA = NaN(4,ts.vobs);
%$ DATA = [DATA; zeros(ts.nobs-4,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA);
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ t = zeros(2,1);
%$
%$ try
%$ data = repmat(transpose(1:12),100,1);
%$ ts = dseries(data,'1950M1');
%$ ts = ts.ygrowth;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$
%$ if length(t)>1
%$ DATA = NaN(12,ts.vobs);
%$ DATA = [DATA; zeros(ts.nobs-12,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA);
%$ end
%$
%$ T = all(t);
%@eof:2
%@test:3
%$ t = zeros(2,1);
%$
%$ try
%$ data = repmat(transpose(1:52),100,1);
%$ ts = dseries(data,'1950W1');
%$ ts = ts.ygrowth;
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$
%$ if length(t)>1
%$ DATA = NaN(52,ts.vobs);
%$ DATA = [DATA; zeros(ts.nobs-52,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA);
%$ end
%$
%$ T = all(t);
%@eof:3

494
matlab/utilities/dseries/from.m
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@ -1,494 +0,0 @@
function from(varargin) % --*-- Unitary tests --*--
% Copyright (C) 2014 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/>.
lvarargin = lower(varargin);
to_id = strmatch('to',lvarargin);
do_id = strmatch('do',lvarargin);
if isempty(to_id) || isempty(do_id)
error(get_error_message_0())
end
if do_id<to_id
msg = sprinf('dseries::from: Wrong syntax! The TO keyword must preceed the DO keyword.\n');
error(get_error_message_0(msg))
end
if ~isdate(varargin{1})
% The first argument is not a string formatted date. Test if this argument refers to a dates object
% in the caller workspace.
try
d1 = evalin('caller', varargin{1});
if ~isdates(d1)
error(['dseries::from: Variable ' varargin{1} ' is not a dates object!'])
end
catch
error(['dseries::from: Variable ' varargin{1} ' is unknown!'])
end
if ~exist('d1')
msg = sprintf('dseries::from: Wrong syntax! The FROM statement must be followed by a string formatted date.\n');
error(get_error_message_0(msg))
end
else
d1 = dates(varargin{1}); % First date
end
if ~isequal(to_id,2)
msg = sprintf('dseries::from: Wrong syntax! The first dates object must be immediately followed by the TO keyword.\n');
error(get_error_message_0(msg))
end
if ~isdate(varargin{3})
% The third argument is not a string formatted date. Test if this argument refers to a dates object
% in the caller workspace.
try
d2 = evalin('caller', varargin{3});
if ~isdates(d2)
error(['dseries::from: Variable ' varargin{3} ' is not a dates object!'])
end
catch
error(['dseries::from: Variable ' varargin{3} ' is unknown!'])
end
if ~exist('d2')
msg = sprintf('dseries::from: Wrong syntax! The TO keyword must be followed by a second dates object.\n');
error(get_error_message_0(msg))
end
else
d2 = dates(varargin{3}); % Last date
end
if d1>d2
error('dseries::from: The first date must preceed the second one!')
end
if ~isequal(do_id,4)
msg = sprintf('dseries::from: Wrong syntax! The second dates object must be immediately followed by the DO keyword.\n');
error(get_error_message_0(msg))
end
% Build the recursive expression.
EXPRESSION = char([varargin{5:end}]);
% Check that the expression is an assignment
equal_id = strfind(EXPRESSION,'=');
if isempty(equal_id)
error('dseries::from: Wrong syntax! The expression following the DO keyword must be an assignment (missing equal symbol).')
end
% Issue ann error message if the user attempts to do more than one assignment.
if ~isequal(length(equal_id),1)
error('dseries::from: Not yet implemented! Only one assignment is allowed in the FROM-TO-DO statement.')
end
% Get all the variables involved in the recursive expression.
variables = unique(regexpi(EXPRESSION, '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)|\w*\.\w*\(t\)|\w*\.\w*\(t\-\d\)|\w*\.\w*\(t\+\d\)','match'));
% Copy EXPRESSION in expression. In the next loop we will remove all indexed variables from expression.
expression = EXPRESSION;
% Build an incidence table (max lag/lead for each variable)
%
% Column 1: Name of the variable.
% Column 2: Maximum lag order.
% Column 3: Equal to 1 if the variable appears at the current period, 0 otherwise.
% Column 4: Maximum lead order.
% Column 5: Vector of effective lag orders.
% Column 6: Vector of effective lead orders.
%
% Initialization.
leadlagtable = cell(0,6);
% Loop over the variables (dseries objects).
for i=1:length(variables)
expression = strrep(expression,variables{i},'');
current = ~isempty(regexpi(variables{i},'\(t\)'));
lag = ~isempty(regexpi(variables{i},'\(t\-\d\)'));
lead = ~isempty(regexpi(variables{i},'\(t\+\d\)'));
start = regexpi(variables{i},'\(t\)|\(t\-\d\)|\(t\+\d\)');
index = variables{i}(start:end);
variables(i) = {variables{i}(1:start-1)};
if isempty(leadlagtable)
leadlagtable(1,1) = {variables{i}};
if current
leadlagtable(1,3) = {1};
else
leadlagtable(1,3) = {0};
end
if lag
tmp = regexpi(index,'\d','match');
leadlagtable(1,2) = {str2double(tmp{1})};
leadlagtable(1,5) = {str2double(tmp{1})};
else
leadlagtable(1,2) = {0};
leadlagtable(1,5) = {[]};
end
if lead
tmp = regexpi(index,'\d','match');
leadlagtable(1,4) = {str2double(tmp{1})};
leadlagtable(1,6) = {str2double(tmp{1})};
else
leadlagtable(1,4) = {0};
leadlagtable(1,6) = {[]};
end
else
linea = strmatch(variables{i},leadlagtable(:,1));
if isempty(linea)
% This is a new variable!
linea = size(leadlagtable,1)+1;
leadlagtable(linea,1) = {variables{i}};
leadlagtable(linea,2) = {0};
leadlagtable(linea,3) = {0};
leadlagtable(linea,4) = {0};
leadlagtable(linea,5) = {[]};
leadlagtable(linea,6) = {[]};
end
if current
leadlagtable(linea,3) = {1};
end
if lag
tmp = regexpi(index,'\d','match');
leadlagtable(linea,2) = {max(str2double(tmp{1}),leadlagtable{linea,2})};
leadlagtable(linea,5) = {sortrows([leadlagtable{linea,5}; str2double(tmp{1})])};
end
if lead
tmp = regexpi(index,'\d','match');
leadlagtable(linea,4) = {max(str2double(tmp{1}),leadlagtable{linea,4})};
leadlagtable(linea,6) = {sortrows([leadlagtable{linea,6}; str2double(tmp{1})])};
end
end
end
% Set the number of variables
number_of_variables = size(leadlagtable,1);
% Initialize a cell array containing the names of the variables.
variable_names = cell(1);
% Test that all the involved variables are available dseries objects. Also check that
% these time series are defined over the time range given by d1 and d2 (taking care of
% the lags and leads) and check that each object is a singleton
for i=1:number_of_variables
current_variable = leadlagtable{i,1};
idvar = strfind(current_variable,'.');
if isempty(idvar)
idvar = 0;
end
if idvar
current_variable_0 = current_variable(1:idvar-1);
else
current_variable_0 = current_variable;
end
try
var = evalin('caller',current_variable_0);
catch
error(['dseries::from: Variable ' current_variable_0 ' is unknown!'])
end
if idvar
try
eval(sprintf('var = var.%s;',current_variable(idvar+1:end)))
catch
error(sprintf('dseries::from: Variable %s is not a member of dseries oject %s!', current_variable(idvar+1:end), current_variable_0))
end
end
if ~isdseries(var)
error(['dseries::from: Variable ' current_variable ' is not a dseries object!'])
else
if ~var.vobs
msg = sprintf('dseries::from: Object %s must not be empty!\n',current_variable);
error(msg)
end
if var.vobs>1
msg = sprintf('dseries::from: Object %s must contain only one variable!\n',current_variable);
error(msg)
end
if i>1
if ismember(var.name,variable_names)
% Locally change variable name.
var = var.rename(var.name{1},get_random_string(20));
end
variable_names(i) = {var.name{1}};
else
variable_names(i) = {var.name{1}};
end
if d1<var.dates(1)+leadlagtable{i,2}
msg = sprintf('dseries::from: Initial date of the loop (%s) is inconsistent with %s''s range!\n',char(d1),current_variable);
msg = [msg, sprintf(' Initial date should be greater than or equal to %s.',char(var.dates(1)+leadlagtable{i,2}))];
error(msg)
end
if d2>var.dates(end)-leadlagtable{i,4}
% The first variable should be the assigned variable (will be tested later)
if ~isassignedvariable(leadlagtable{i,1},EXPRESSION)
msg = sprintf('dseries::from: Last date of the loop (%s) is inconsistent with %s''s range!\n',char(d2),current_variable);
msg = [msg, sprintf(' Last date should be less than or equal to %s.',char(var.dates(end)-leadlagtable{i,4}))];
error(msg)
else
var = [var; dseries(NaN((d2-var.dates(end)),1),var.dates(end)+1:d2,var.name)];
end
end
eval(sprintf('%s = var;',current_variable));
end
end
% Get the name of the assigned variable (with time index)
assignedvariablename = regexpi(EXPRESSION(1:equal_id-1), '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)|\w*\.\w*\(t\)|\w*\.\w*\(t\-\d\)|\w*\.\w*\(t\+\d\)','match');
if isempty(assignedvariablename)
error('dseries::from: Wrong syntax! The expression following the DO keyword must be an assignment (missing variable before the equal symbol).')
end
if length(assignedvariablename)>1
error('dseries::from: No more than one variable can be assigned!')
end
% Check if the model is static
start = regexpi(assignedvariablename{1},'\(t\)|\(t\-\d\)|\(t\+\d\)');
index = assignedvariablename{1}(start:end);
assignedvariablename = assignedvariablename{1}(1:start-1);
indva = strmatch(assignedvariablename, leadlagtable(:,1));
dynamicmodel = ~isempty(regexpi(EXPRESSION(equal_id:end), ...
sprintf('%s\\(t\\)|%s\\(t\\-\\d\\)|%s\\(t\\+\\d\\)',assignedvariablename,assignedvariablename,assignedvariablename),'match'));
% Check that the dynamic model for the endogenous variable is not forward looking.
if dynamicmodel
indum = index2num(index);
if indum<leadlagtable{indva,4}
error('dseries::from: It is not possible to simulate a forward looking model!')
end
end
% Check that the assigned variable does not depend on itself (the assigned variable can depend on its past level but not on the current level).
if dynamicmodel
tmp = regexpi(EXPRESSION(equal_id+1:end), ...
sprintf('%s\\(t\\)|%s\\(t\\-\\d\\)|%s\\(t\\+\\d\\)',assignedvariablename,assignedvariablename,assignedvariablename),'match');
tmp = cellfun(@extractindex, tmp);
tmp = cellfun(@index2num, tmp);
if ~all(tmp(:)<indum)
error(sprintf('dseries::from: On the righthand side, the endogenous variable, %s, must be indexed by %s at most.',assignedvariablename,num2index(indum-1)))
end
end
% Put all the variables in a unique dseries object.
list_of_variables = leadlagtable{1,1};
for i=2:number_of_variables
list_of_variables = [list_of_variables, ',' leadlagtable{i,1}];
end
eval(sprintf('tmp = [%s];', list_of_variables));
% Get base time index
t1 = find(d1==tmp.dates);
t2 = find(d2==tmp.dates);
% Get data
data = tmp.data;
% Isolate the (potential) parameters in the expression to be evaluated
TMP314 = regexp(expression, '([0-9]*\.[0-9]*|\w*)', 'match');
% Here I remove the numbers (TMP314 -> TMP314159).
TMP3141 = regexp(TMP314,'(([0-9]*\.[0-9]*)|([0-9]*))','match');
TMP31415 = find(cellfun(@isempty,TMP3141));
TMP314159 = TMP314(TMP31415);
if dynamicmodel
% Transform EXPRESSION by replacing calls to the dseries objects by references to data.
for i=1:number_of_variables
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t\\)',leadlagtable{i,1}),sprintf('data(t,%s)',num2str(i)));
for j=1:length(leadlagtable{i,5})
lag = leadlagtable{i,5}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t-%s\\)',leadlagtable{i,1},num2str(lag)), ...
sprintf('data(t-%s,%s)',num2str(lag),num2str(i)));
end
for j=1:length(leadlagtable{i,6})
lead = leadlagtable{i,6}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t+%s\\)',leadlagtable{i,1},num2str(lead)), ...
sprintf('data(t+%s,%s)',num2str(lead),num2str(i)));
end
end
% Get values for the parameters (if any)
if ~isempty(TMP314159)
for i=1:length(TMP314159)
wordcandidate = TMP314159{i};
try % If succesful, word is a reference to a variable in the caller function/script.
thiswordisaparameter = evalin('caller', wordcandidate);
eval(sprintf('%s = thiswordisaparameter;',wordcandidate));
catch
% I assume that word is a reference to a function.
end
end
end
% Do the job. Evaluate the recursion.
eval(sprintf('for t=%s:%s, %s; end',num2str(t1),num2str(t2),EXPRESSION));
else
% Transform EXPRESSION by replacing calls to the dseries objects by references to data.
for i=1:number_of_variables
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t\\)',leadlagtable{i,1}), ...
sprintf('data(%s:%s,%s)',num2str(t1),num2str(t2),num2str(i)));
for j=1:length(leadlagtable{i,5})
lag = leadlagtable{i,5}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t-%s\\)',leadlagtable{i,1},num2str(lag)), ...
sprintf('data(%s:%s,%s)',num2str(t1-lag),num2str(t2-lag),num2str(i)));
end
for j=1:length(leadlagtable{i,6})
lead = leadlagtable{i,6}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t+%s\\)',leadlagtable{i,1},num2str(lead)), ...
sprintf('data(%s:%s,%s)',num2str(t1-lead),num2str(t2-lead),num2str(i)));
end
end
% Transform some operators (^ -> .^, / -> ./ and * -> .*)
EXPRESSION = strrep(EXPRESSION,'^','.^');
EXPRESSION = strrep(EXPRESSION,'*','.*');
EXPRESSION = strrep(EXPRESSION,'/','./');
% Get values for the parameters (if any)
if ~isempty(TMP314159)
for i=1:length(TMP314159)
wordcandidate = TMP314159{i};
try % If succesful, word is a reference to a variable in the caller function/script.
thiswordisaparameter = evalin('caller', wordcandidate);
eval(sprintf('%s = thiswordisaparameter;',wordcandidate));
catch
% I assume that word is a reference to a function.
end
end
end
% Do the job. Evaluate the static expression.
eval(sprintf('%s;',EXPRESSION));
end
% Put assigned variable back in the caller workspace...
if isempty(strfind(assignedvariablename,'.'))
eval(sprintf('assignin(''caller'', ''%s'', dseries(data(:,indva),%s.init,%s.name,%s.tex));', ...
assignedvariablename,assignedvariablename,assignedvariablename,assignedvariablename))
else
DATA = num2cell(data(:,indva));
strdata = sprintf('%f ', DATA{:});
evalin('caller',sprintf('%s = dseries(transpose([%s]),%s.init,%s.name,%s.tex);', ...
assignedvariablename,strdata,assignedvariablename,assignedvariablename,assignedvariablename))
end
function msg = get_error_message_0(msg)
if ~nargin
msg = sprintf('Wrong syntax! The correct syntax is:\n\n');
else
msg = [msg, sprintf('The correct syntax is:\n\n')];
end
msg = [msg, sprintf(' from d1 to d2 do SOMETHING\n\n')];
msg = [msg, sprintf('where d1<d2 are dates objects, and SOMETHING is a recursive expression involving dseries objects.')];
function index = extractindex(str)
index = regexpi(str,'\(t\)|\(t\-\d\)|\(t\+\d\)','match');
function i = index2num(id)
if isequal('(t)',id)
i = 0;
return
end
if isequal('-',id(3))
i = - str2num(id(4:end-1));
else
i = str2num(id(4:end-1));
end
function id = num2index(i)
if isequal(i,0)
id = '(t)';
return
end
if i<0
id = ['(t-' int2str(abs(i)) ')'];
else
id = ['(t+' int2str(i) ')'];
end
function i = isassignedvariable(var,expr)
idv = strfind(expr,var);
idq = strfind(expr,'=');
if ~isempty(idv)
if idv(1)<idq
i = 1;
return
end
end
i = 0;
%@test:1
%$ try
%$ y = dseries(zeros(400,1),dates('1950Q1')) ;
%$ v = dseries(randn(400,1),dates('1950Q1')) ;
%$ u = dseries(randn(400,1),dates('1950Q1')) ;
%$ from 1950Q2 to 2049Q4 do y(t) = (1+.01*u(t))*y(t-1) + v(t)
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ try
%$ y = dseries(zeros(400,1),dates('1950Q1')) ;
%$ v = dseries(randn(400,1),dates('1950Q1')) ;
%$ u = dseries(randn(400,1),dates('1950Q1')) ;
%$ from 1950Q2 to 2049Q3 do y(t) = (1+.01*u(t))*y(t+1) + v(t)
%$ t(1) = 0;
%$ catch
%$ t(1) = 1;
%$ end
%$
%$ T = all(t);
%@eof:2
%@test:3
%$ try
%$ y = dseries(zeros(400,1),dates('1950Q1')) ;
%$ v = dseries(randn(400,1),dates('1950Q1')) ;
%$ u = dseries(randn(400,1),dates('1950Q1')) ;
%$ from 1950Q2 to 2049Q4 do y(t) = v(t) -.5*v(t-1);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ T = all(t);
%@eof:3
%@test:4
%$ try
%$ y = dseries(zeros(400,1),dates('1950Q1')) ;
%$ v = dseries(randn(400,1),dates('1950Q1')) ;
%$ u = dseries(randn(400,1),dates('1950Q1')) ;
%$ from 1950Q2 to 2049Q4 do y(t) = 2*((v(t) -.5*v(t-1))>0)-1;
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ T = all(t);
%@eof:4
%@test:5
%$ try
%$ y = dseries(zeros(4000,1),dates('1950Q1')) ;
%$ v = dseries(randn(4000,1),dates('1950Q1')) ;
%$ u = dseries(randn(4000,1),dates('1950Q1')) ;
%$ from 1950Q2 to 2949Q4 do y(t) = y(t-1)*(2*((v(t) -.5*v(t-1))>u(t))-1)+u(t); %plot(y)
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ T = all(t);
%@eof:5

20
matlab/utilities/dseries/isdseries.m
View File

@ -1,20 +0,0 @@
function B = isdseries(A)
% Copyright (C) 2011-2013 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/>.
B = isa(A,'dseries');