Added new routines to load data from m, mat or csv files. Used by dynSeries class.

time-shift
Stéphane Adjemian (Charybdis) 2012-11-26 15:05:14 +01:00
parent f01b97da18
commit 7e47128212
4 changed files with 322 additions and 11 deletions

View File

@ -1,4 +1,4 @@
function ts = dynSeries(a,b,c,d)
function ts = dynSeries(varargin)% dynSeries(a,b,c,d)
%@info:
%! @deftypefn {Function File} {@var{ts} =} dynSeries (@var{a},@var{b},@var{c},@var{d})
@ -90,16 +90,38 @@ ts = struct;
ts.data = [];
ts.nobs = 0;
ts.vobs = 0;
ts.name = [];
ts.tex = [];
ts.name = {};
ts.tex = {};
ts.freq = [];
ts.Time = dynTime();
ts.init = dynDate();%ts.Time = dynTime();
ts = class(ts,'dynSeries');
switch nargin
case 0
% Create an empty dynSeries object.
return
case 1
if isa(varargin{1},'dynDate')
if isempty(varargin{1})
error(['dynSeries:: ' inputname(1) ' (identified as a dynDate object) must be non empty!'])
else
% Create an empty dynSeries object with an initial date.
ts.init = varargin{1};
ts.freq = varargin{1}.freq;
end
elseif ischar(varargin{1})
% Create a dynSeries object loading data in a file (*.csv, *.m, *.mat).
if check_file_extension(varargin{1},'m')
[freq,init,data,varlist] = load_m_file_data(varargin{1});
elseif check_file_extension(varargin{1},'mat')
[freq,init,data,varlist] = load_mat_file_data(varargin{1});
elseif check_file_extension(varargin{1},'csv')
[freq,init,data,varlist] = load_csv_file_data(varargin{1});
else
error(['dynSeries:: I''m not able to load data from ' inputname(1) '!'])
end
end
case {2,4}
if nargin==2
c = [];

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@ -1,4 +1,42 @@
function [list_of_variables, data, time] = readcsv(file, withtime, withnames, noemptycell)
function [freq, init, data, varlist] = load_csv_file_data(file, withtime, withnames, noemptycell)
%@info:
%! @deftypefn {Function File} {@var{freq}, @var{init}, @var{data}, @var{varlist} =} load_m_file_data (@var{file}, @var{withtime}, @var{withnames}, @var{noemptycell})
%! @anchor{load_csv_file_data}
%! @sp 1
%! Loads data in a csv file.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item file
%! string, name of the m file (matlab/octave script).
%! @item withtime
%! Scalar integer, non zero iff the first column is for the dates of the observations.
%! @item withnames
%! Scalar integer, non zero iff the first row is for the names of the variables.
%! @item noemptycell
%! Scalar integer, non zero iff the csv file does not have empty cells.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item freq
%! Scalar integer (1, 4, 12, 52).
%! @item init
%! dynDate object, initial date.
%! @item data
%! Matrix of doubles, data.
%! @item varlist
%! Cell of strings (names of the variables in the database).
%! @end table
%! @sp 2
%! @strong{Remarks}
%! @sp 1
%! The frequency and initial date can be specified with variables FREQ__ and INIT__ in the matlab/octave script. FREQ__ must be a scalar integer and INIT__ a string like '1938M11', '1945Q3', '1973W3' or '2009'. If these variables are not specified default values for freq and init are 1 and dynDate(1).
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
%
@ -19,6 +57,20 @@ function [list_of_variables, data, time] = readcsv(file, withtime, withnames, no
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
% Set defaults.
if nargin<4
noemptycell = 1;
if nargin<3
withnames = 1;
if nargin <2
withtime = 1;
if nargin<1
error('load_csv_file_data:: I need at least one input (name of the csv file)!')
end
end
end
end
if ~withtime && ~withname && noemptycell
% Use matlab builtin routine!
data = csvread(file);
@ -33,7 +85,7 @@ if ~( isequal(withnames,0) || isequal(withnames,1) )
end
% Output initialization
time = []; data = []; list_of_variables = [];
time = []; data = []; varlist = [];
% Check if file exists.
if check_file_extension(file,'csv')
@ -83,10 +135,10 @@ if withnames
B = B(2:end);
C = C(2:end);
end
list_of_variables = cell(length(B),1);
number_of_variables = length(list_of_variables);
varlist = cell(length(B),1);
number_of_variables = length(varlist);
for i=1:number_of_variables
list_of_variables(i) = {linee(B(i):C(i))};
varlist(i) = {linee(B(i):C(i))};
end
linea = linea+1;
end
@ -107,10 +159,12 @@ if withtime
% Remove the Y (gpm/iris date format) if necessary
tmp = { tmp(1:end-1) };
end
initial_date = dynDate(tmp);
init = dynDate(tmp);
freq = init.freq;
first = 2;
else
initial_date = dynDate(1);
init = dynDate(1);
freq = 1;
first = 1;
end

124
matlab/load_m_file_data.m Normal file
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@ -0,0 +1,124 @@
function [freq,init,data,varlist] = load_m_file_data(file)
%@info:
%! @deftypefn {Function File} {@var{freq}, @var{init}, @var{data}, @var{varlist} =} load_m_file_data (@var{file})
%! @anchor{load_m_file_data}
%! @sp 1
%! Loads data in a matlab/octave m-file.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item file
%! string, name of the m file (matlab/octave script).
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item freq
%! Scalar integer (1, 4, 12, 52).
%! @item init
%! dynDate object, initial date.
%! @item data
%! Matrix of doubles, data.
%! @item varlist
%! Cell of strings (names of the variables in the database).
%! @end table
%! @sp 2
%! @strong{Remarks}
%! @sp 1
%! The frequency and initial date can be specified with variables FREQ__ and INIT__ in the matlab/octave script. FREQ__ must be a scalar integer and INIT__ a string like '1938M11', '1945Q3', '1973W3' or '2009'. If these variables are not specified default values for freq and init are 1 and dynDate(1).
%! @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
run(file);
if exist('INIT__','var')
init = dynDate(INIT__);
clear('INIT__')
else
init = dynDate(1);
end
if exist('FREQ__','var')
freq = FREQ__;
clear('FREQ__');
else
freq = 1;
end
list_of_variables = whos();
data = [];
varlist = {};
for i=1:length(list_of_variables)
if isequal(list_of_variables(i).name,'freq') || isequal(list_of_variables(i).name,'time') || isequal(list_of_variables(i).name,'data') || isequal(list_of_variables(i).name,'varlist')
continue
end
if list_of_variables(i).global || list_of_variables(i).persistent
continue
end
if list_of_variables(i).complex || ~strcmp(list_of_variables(i).class,'double')
continue
end
try
eval(['data = [data, ' list_of_variables(i).name '];'])
eval(['varlist = {varlist{:}, ''' list_of_variables(i).name '''};'])
catch
error(['load_m_file:: All the vectors (variables) in ' inputname(1) ' must have the same number of rows (observations)!'])
end
end
%@test:1
%$ % Create a data m-file
%$ fid = fopen('data_m_file.m','w');
%$ fprintf(fid,'FREQ__ = 4;');
%$ fprintf(fid,'INIT__ = ''1938Q4'';');
%$ fprintf(fid,'azert = [1; 2; 3; 4; 5];');
%$ fprintf(fid,'yuiop = [2; 3; 4; 5; 6];');
%$ fclose(fid);
%$
%$ % Try to read the data m-file
%$ try
%$ datafile = 'data_m_file';
%$ [freq,init,data,varlist] = load_m_file_data(datafile);
%$ t(1) = 1;
%$ catch exception
%$ t(1) = 0;
%$ T = all(t);
%$ LOG = getReport(exception,'extended');
%$ return
%$ end
%$
%$ % Check the results.
%$ t(2) = dyn_assert(freq,4);
%$ t(3) = dyn_assert(isa(init,'dynDate'),1);
%$ t(4) = dyn_assert(init.freq,4);
%$ t(5) = dyn_assert(init.time,[1938 4]);
%$ t(6) = dyn_assert(varlist,{'azert','yuiop'});
%$ t(7) = dyn_assert(data(:,1),[1;2;3;4;5]);
%$ t(8) = dyn_assert(data(:,2),[2;3;4;5;6]);
%$ T = all(t);
%@eof:1

111
matlab/load_mat_file_data.m Normal file
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@ -0,0 +1,111 @@
function [freq,init,data,varlist] = load_mat_file_data(file)
%@info:
%! @deftypefn {Function File} {@var{freq}, @var{init}, @var{data}, @var{varlist} =} load_m_file_data (@var{file})
%! @anchor{load_m_file_data}
%! @sp 1
%! Loads data in a matlab/octave mat-file.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item file
%! string, name of the mat file.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item freq
%! Scalar integer (1, 4, 12, 52).
%! @item init
%! dynDate object, initial date.
%! @item data
%! Matrix of doubles, data.
%! @item varlist
%! Cell of strings (names of the variables in the database).
%! @end table
%! @sp 2
%! @strong{Remarks}
%! @sp 1
%! The frequency and initial date can be specified with variables FREQ__ and INIT__ in the matlab/octave mat file. FREQ__ must be a scalar integer and INIT__ a string like '1938M11', '1945Q3', '1973W3' or '2009'. If these variables are not specified, default values for freq and init are 1 and dynDate(1).
%! @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
datafile = load(file);
if isfield(datafile,'INIT__')
init = dynDate(datafile.INIT__);
datafile = rmfield(datafile, 'INIT__');
else
init = dynDate(1);
end
if isfield(datafile,'FREQ__')
freq = datafile.FREQ__;
datafile = rmfield(datafile, 'FREQ__');
else
freq = 1;
end
data = [];
varlist = fieldnames(datafile);
for i=1:length(varlist)
try
data = [data, getfield(datafile,varlist{i})];
catch
error(['load_mat_file:: All the vectors (variables) in ' inputname(1) ' must have the same number of rows (observations)!'])
end
end
%@test:1
%$ % Create a data mat-file
%$ FREQ__ = 12;
%$ INIT__ = '1938M11';
%$ hagop = [1; 2; 3; 4; 5];
%$ bedros = [2; 3; 4; 5; 6];
%$ save('datafile_for_test');
%$
%$ % Try to read the data mat-file
%$ t = zeros(8,1);
%$ try
%$ [freq,init,data,varlist] = load_mat_file_data('datafile_for_test');
%$ t(1) = 1;
%$ catch exception
%$ t = t(1);
%$ T = all(t);
%$ LOG = getReport(exception,'extended');
%$ return
%$ end
%$
%$ % Check the results.
%$ t(2) = dyn_assert(freq,12);
%$ t(3) = dyn_assert(isa(init,'dynDate'),1);
%$ t(4) = dyn_assert(init.freq,12);
%$ t(5) = dyn_assert(init.time,[1938 11]);
%$ t(6) = dyn_assert(varlist,{'hagop';'bedros'});
%$ t(7) = dyn_assert(data(:,1),[1;2;3;4;5]);
%$ t(8) = dyn_assert(data(:,2),[2;3;4;5;6]);
%$ T = all(t);
%@eof:1