From 4dad18b22251f52c15a6648a372bac1b84c73e14 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 2 May 2014 12:30:34 +0200
Subject: [PATCH] Added new function from.

Allows the follwing syntax

FROM d1 TO d2 DO y(t)=f(y(t-1),e(t),e(t+1),e(t-1))

where d1 and d2 are @dates objects (d1<d2), y is a @dseries object
defined over d1-1:d2, and e is a @dseries object defined over
d1-1:d2+1.
---
 matlab/dynare_config.m          |   1 +
 matlab/utilities/dseries/from.m | 117 ++++++++++++++++++++++++++++++++
 2 files changed, 118 insertions(+)
 create mode 100644 matlab/utilities/dseries/from.m

diff --git a/matlab/dynare_config.m b/matlab/dynare_config.m
index 9701f3a88..cbdf251b7 100644
--- a/matlab/dynare_config.m
+++ b/matlab/dynare_config.m
@@ -63,6 +63,7 @@ addpath([dynareroot '/utilities/tests/'])
 addpath([dynareroot '/utilities/dates/'])
 addpath([dynareroot '/utilities/dataset/'])
 addpath([dynareroot '/utilities/general/'])
+addpath([dynareroot '/utilities/dseries/'])
 addpath([dynareroot '/reports/'])
 
 % For functions that exist only under some Octave versions
diff --git a/matlab/utilities/dseries/from.m b/matlab/utilities/dseries/from.m
new file mode 100644
index 000000000..75675dc6b
--- /dev/null
+++ b/matlab/utilities/dseries/from.m
@@ -0,0 +1,117 @@
+function from(varargin)
+
+% 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 ~(ismember('to',varargin) && ismember('do',varargin))
+    error('This command must be followed by TO and DO keywords (in that order).')
+end
+
+to_id = strmatch('to',varargin);
+do_id = strmatch('do',varargin);
+
+if do_id<to_id
+    error(sprintf('Wrong syntax! The TO keyword must preceed the DO keyword.\nThe correct syntax is:\n\n    from d1 to d2 do SOMETHING\n\n where d1<d2 are dates objects, and SOMETHING is a recursive expression involving dseries objects.'))
+end
+
+if ~isdate(varargin{1})
+    error('Wrong syntax! The FROM statement must be followed by a dates object')
+end
+
+if ~isequal(to_id,2)
+    error('Wrong syntax! The first dates object must be immediately followed by the TO keyword.')
+end
+
+if ~isdate(varargin{3})
+    error('Wrong syntax! The TO keyword must be followed by a second dates object')
+end
+
+d1 = dates(varargin{1});
+d2 = dates(varargin{3});
+
+if d1>d2
+    error('The first date must preceed the second one!')
+end
+
+if ~isequal(do_id,4)
+    error('Wrong syntax! The second dates object must be immediately followed by the DO keyword.')
+end
+
+% Build the recursive expression.
+EXPRESSION = [];
+for i=5:nargin
+    EXPRESSION = [EXPRESSION, varargin{i}];
+end
+
+% Get all the variables involved in the recusive expression.
+variables = regexpi(EXPRESSION, '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)','match');
+
+% Remove the time indices.
+for i=1:length(variables)
+    start = regexpi(variables{i},'\(t\)|\(t\-\d\)|\(t\+\d\)');
+    variables(i) = {variables{i}(1:start-1)};
+end
+
+% Remove duplicates.
+variables = unique(variables);
+
+% Test that all the involved variables are available dseries objects.
+for i=1:length(variables)
+    try
+        var = evalin('caller',variables{i});
+    catch
+        error(['Variable ' variables{i} ' is unknown!'])
+    end
+    if ~isdseries(var)
+        error(['Variable ' variables{i} ' is not a dseries object!'])
+    else
+        eval(sprintf('%s = var;',variables{i}));
+    end
+end
+
+% Check that the recursion is assigning something to a variable
+equal_id = strfind(EXPRESSION,'=');
+if isempty(equal_id)
+    error('The expression following the DO keyword must be an assignment (missing equal symbol)!')
+end
+if isequal(length(equal_id),1)
+    assignedvariablename = regexpi(EXPRESSION(1:equal_id-1), '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)','match');
+    if isempty(assignedvariablename)
+        error('The expression following the DO keyword must be an assignment (missing variable before the equal symbol)!')
+    end
+    if length(assignedvariablename)>1
+        error('No more than one variable can be assigned!')
+    end
+    assignedvariablename = assignedvariablename{1}(1:regexpi(assignedvariablename{1},'\(t\)|\(t\-\d\)|\(t\+\d\)')-1);
+    eval(sprintf('wrongtype = ~isdseries(%s);',assignedvariablename))
+    if wrongtype
+        error('The assigned variable must be a dseries object!')
+    end
+else
+    error('Not yet implemented! Only one assignment is allowed in the FROM-TO-DO statement.')
+end
+
+% Transform the indexed variables after the assignment symbol: X(t-1) -> X(t-1).data
+expression = EXPRESSION(equal_id+1:end);
+expression = regexprep(expression,'\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)','$0.data');
+EXPRESSION = [EXPRESSION(1:equal_id),expression];
+
+% Run the recursion!
+eval(sprintf('t=dates(''%s''); while t<=dates(''%s''), %s; t = t+1; end',char(d1),char(d2),EXPRESSION))
+
+% Put assigned variable back in the caller workspace...
+eval(sprintf('assignin(''caller'', assignedvariablename, %s)',assignedvariablename));
\ No newline at end of file