revise options checks
Michel Juillard
parent
9e94252d1a
commit
57c94a1c76
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@ -130,115 +130,128 @@ nobs0 = series.nobs;
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first_obs_ispresent = false;
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last_obs_ispresent = false;
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if ~isfield(options, 'first_obs') || isempty(options.first_obs)
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if isfield(options, 'first_simulation_period')
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options.first_obs = options.first_simulation_period ...
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- M.orig_maximum_lag;
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elseif isfield(options, 'firstsimulationperiod')
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options.firstobs = options.firstsimulationperiod ...
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- M.orig_maximum_lag;
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end
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elseif isfield(options, 'first_simulation_period')
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nobs = options.first_simulation_period - opions_.first_obs;
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if M.orig_maximum_lag ~= nobs
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error(sprintf(['HISTVALF: first_obs = %d and', ...
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' first_simulation_period = %d', ...
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' don''t provide for the number of' ...
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' lags in the model.'], ...
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options.first_obs, ...
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options.first_simulation_period))
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end
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end
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if isfield(options, 'first_obs')
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i = options.first_obs;
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if i < 1
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error([caller, '_FILE: the first requested period is before available', ...
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' data.'])
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elseif i > nobs0
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error([caller, '_FILE: the first requested period is after available', ...
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' data.'])
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end
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first_obs = periods(i);
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if nobs > 0
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last_obs = first_obs + nobs - 1;
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last_obs_ispresent = true;
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end
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first_obs_ispresent = true;
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elseif isfield(options, 'firstobs')
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first_obs = options.firstobs;
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if nobs > 0
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last_obs = first_obs + nobs - 1;
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last_obs_ispresent = true;
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end
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first_obs_ispresent = true;
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end
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if last_obs_ispresent
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if isfield(options, 'last_obs')
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i = options.last_obs;
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if i < 1
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error([caller, '_FILE: the last requested period is before available', ...
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' data.'])
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elseif i > nobs0
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error([caller, '_FILE: the last requested period is after available', ...
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' data.'])
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first_obs = periods(1);
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if isfield(options, 'first_obs') && ~isempty(options.first_obs)
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if options.first_obs < 1
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error('first_obs must be a positive number')
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elseif options.first_obs > nobs0
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error(sprintf([caller, '_FILE: first_obs = %d is larger than the number', ...
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' of observations in the data file (%d)'], ...
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options.first_obs, nobs0))
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elseif isfield(options, 'first_simulation_period')
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if options.first_obs == options.first_simulation_period ...
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- M.orig_maximum_lag
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first_obs = periods(options.first_obs);
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else
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error(sprintf([caller, '_FILE: first_obs = %d and', ...
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' first_simulation_period = %d have values', ...
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' inconsistent with a maximum lag of %d periods'], ...
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options.first_obs, options_.first_simulation_period, ...
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M.orig_maximum_lag))
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end
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if last_obs ~= periods(i)
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error([caller, '_FILE: FIST_OBS, LAST_OBS and NOBS contain', ...
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' inconsistent information. Use only two of these', ...
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' options.'])
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end
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elseif isfield(options, 'lastobs')
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if last_obs ~= options.lastobs
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error([caller, '_FILE: FIST_OBS, LAST_OBS and NOBS contain', ...
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' inconsistent information. Use only two of these', ...
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' options.'])
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end
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elseif isfield(options, 'firstsimulationperiod')
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if periods(options.first_obs) == options.firstsimulationperiod ...
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- M.orig_maximum_lag
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first_obs = periods(options.first_obs);
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else
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error(sprintf([caller, '_FILE: first_obs = %d and', ...
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' first_simulation_period = %s have values', ...
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' inconsistent with a maximum lag of %d periods'], ...
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options.first_obs, options_.firstsimulationperiod, ...
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M.orig_maximum_lag))
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end
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else
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first_obs = periods(options_.first_obs);
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end
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elseif isfield(options, 'last_obs')
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i = options.last_obs;
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if i < 1
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error([caller, '_FILE: the last requested period is before available', ...
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' data.'])
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elseif i > nobs0
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error([caller, '_FILE: the last requested period is after available', ...
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' data.'])
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first_obs_ispresent = true;
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end
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if isfield(options, 'firstobs') && ~isempty(options.firstobs)
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if isfield(options, 'first_simulation_period')
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if options.firstobs == periods(options.first_simulation_period) ...
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- M.orig_maximum_lag
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first_obs = options.firstobs;
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else
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error(sprintf([caller, '_File: first_obs = %s and', ...
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' first_simulation_period = %d have values', ...
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' inconsistent with a maximum lag of %d periods'], ...
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options.firstobs, options_.first_simulation_period, ...
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M.orig_maximum_lag))
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end
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elseif isfield(options, 'firstsimulationperiod')
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if options.firstobs == options.firstsimulationperiod ...
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- M.orig_maximum_lag
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first_obs = options.firstobs;
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else
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error(sprintf([caller, '_FILE: firstobs = %s and', ...
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' first_simulation_period = %s have values', ...
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' inconsistent with a maximum lag of %d periods'], ...
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options.firstobs, options.firstsimulationperiod, ...
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M.orig_maximum_lag))
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end
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else
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first_obs = options.firstobs;
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end
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last_obs = periods(i);
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if nobs > 0
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first_obs = last_obs - nobs + 1;
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first_obs_ispresent = true;
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end
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last_obs_ispresent = true;
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elseif isfield(options, 'lastobs')
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last_obs = options.lastobs;
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if nobs > 0
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first_obs = last_obs - nobs + 1;
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first_obs_ispresent = true;
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end
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last_obs_ispresent = true;
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first_obs_ispresent = true;
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end
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if ~first_obs_ispresent
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first_obs = periods(1);
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end
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if ~last_obs_ispresent
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if nobs > 0
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last_obs = first_obs + nobs - 1;
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else
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last_obs = periods(end);
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if isfield(options, 'first_simulation_period')
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if options.first_simulation_period < options.maximum_lag
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error(sprintf([caller, '_FILE: first_simulation_period = %d', ...
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'must be larger than the maximum lag (%d)'], ...
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options.first_simulation_period, M.orig_maximum_lag))
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elseif options.first_simulation_period > nobs0
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error(sprintf([caller, '_FILE: first_simulations_period = %d', ...
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' is larger than the number of observations in', ...
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' the data file (%d)'], ...
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options.first_obs, nobs0))
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else
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first_obs = periods(options.first_simulation_period) - ...
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M.orig_maximum_lag;
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end
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first_obs_ispresent = true;
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elseif isfield(options, 'firstsimulationperiod')
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first_obs = options.firstsimulationperiod - ...
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M.orig_maximum_lag;
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first_obs_ispresent = true;
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end
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end
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if first_obs < series.init
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error([caller, '_FILE: the first requested period is before available', ...
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' data.'])
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elseif last_obs > series.last
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error([caller, '_FILE: the last requested period is after available', ...
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' data.'])
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if isfield(options, 'last_obs')
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if options.last_obs > nobs0
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error(sprintf([caller, '_FILE: last_obs is larger than the number', ...
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'observations in the dataset (%d)'], ...
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options.last_obs, nobs0))
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elseif first_obs_ispresent
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if nobs > 0 && (periods(options.last_obs) ~= first_obs + nobs - 1)
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error([caller, '_FILE: FIST_OBS, LAST_OBS and NOBS contain', ...
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' inconsistent information. Use only two of these', ...
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' options.'])
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else
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last_obs = periods(options.last_obs)
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end
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end
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elseif isfield(options, 'lastobs')
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if options.lastobs > series.last
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error(sprintf([caller, '_FILE: last_obs = %s is larger than the number', ...
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'observations in the dataset (%s)'], ...
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options.lastobs, series.last))
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elseif first_obs_ispresent
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if nobs > 0 && (options.lastobs ~= first_obs + nobs - 1)
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error([caller, '_FILE: FIST_OBS, LAST_OBS and NOBS contain', ...
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' inconsistent information. Use only two of these', ...
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' options.'])
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else
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last_obs = options.last_obs
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end
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end
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elseif nobs > 0
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last_obs = first_obs + nobs - 1
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else
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series = series(first_obs:last_obs);
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last_obs = series.last
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end
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series = series(first_obs:last_obs);
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