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Added method dynTimeIndex::mpower -> lead-lag operators à la G-M ;-). 

This method can be used to apply the lead and lag methods an arbitrary number of times to a dynSeries object. For instance, if ts is a dynSeries object, and if we define

>> B = dynTimeIndex()-1;
>> F = dynTimeIndex()+1;

B and F can be used as lag and lead operators and the following syntax:

>> us = ts(F^2);

is equivalent to

>> us = ts.lead(2)

or

>> us = ts.lead.lead
time-shift
Stéphane Adjemian (Charybdis) 2013-09-06 16:49:40 +02:00
parent f14db386c6
commit 6b237eb6c2
1 changed files with 74 additions and 0 deletions
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matlab/@dynTimeIndex/mpower.m Normal file
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function C = mpower(A,B) % --*-- Unitary tests --*--
% C = mpower(A,B)
%
% Overloads binary mpower operator (^).
%
% INPUTS :
% * A, dynTimeIndex object.
% * B, integer scalar.
%
% OUTPUTS :
% * C, dynTimeIndex object.
%
% EXAMPLE 1 :
%
% >> B = dynTimeIndex()-1;
% >> B
% B = <dynTimeIndex: -1>
% >> B^4
% ans = <dynTimeIndex: -4>
% >>
%
% EXAMPLE 2 :
% This method can be used to apply the lead and lag methods an arbitrary number of times to a dynSeries object. For instance, if
% ts is a dynSeries object, and if we define
%
% >> B = dynTimeIndex()-1;
% >> F = dynTimeIndex()+1;
%
% B and F can be used as lag and lead operators and the following syntax:
%
% >> us = ts(F^2);
%
% is equivalent to
%
% >> us = ts.lead(2)
%
% or
%
% >> us = ts.lead.lead
%
% 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 ~(isa(A,'dynTimeIndex') || isint(B))
error(['dynTimeIndex::mpower: Input arguments ''' inputname(1) ''' and ''' inputname(2) ''' must be a dynTimeIndex object and an integer!'])
end
C = struct();
C.index = A.index*B;
C = class(C,'dynTimeIndex');
%@test:1
%$ a = dynTimeIndex()+1;
%$ b = a^2;
%$ t(1) = isa(b,'dynTimeIndex');
%$ t(2) = isequal(b.index,int8(2));
%$ T = all(t);
%@eof:1