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Added new class for unordered dates (not ready).

time-shift
Stéphane Adjemian (Charybdis) 2011-10-10 22:11:49 +02:00
parent 01bfd371d2
commit 8c66d4b86a
1 changed files with 198 additions and 0 deletions
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matlab/@dynDates/dynDates.m Normal file
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function dd = dynDates(varargin)
%@info:
%! @deftypefn {Function File} {@var{dd} =} dynDates (@var{a},@var{b},...)
%! @anchor{dynDates}
%! @sp 1
%! Constructor for the Dynare dates class (unordered sequence of dates).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item a
%! String, date.
%! @item b
%! String, date.
%! @item c
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item dd
%! Dynare dates object.
%! @end table
%! @sp 1
%! @strong{Properties}
%! @sp 1
%! The constructor defines the following properties:
%! @sp 1
%! @table @ @var
%! @item ndate
%! Scalar integer, the number of dates.
%! @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 time
%! Array of integers (nobs*2). The first column defines the years associated to each date. The second column,
%! depending on the frequency, indicates the week, month or quarter numbers. For yearly data or unspecified frequency
%! the second column is filled by ones.
%! @end table
%! @sp 2
%! @strong{This function is called by:}
%! @sp 2
%! @strong{This function calls:}
%!
%! @end deftypefn
%@eod:
% Copyright (C) 2011 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
dd = struct;
dd.ndat = [];
dd.freq = [];
dd.time = dynTime();
dd = class(ts,'dynDates');
switch nargin
case 0
% Returns an empty object
return
case 1
if isa(varargin{1},'dynDates')
% Returns a copy of the input argument
dd = varargin{1};
elseif ischar(varargin{1})
tmp = dynDate(varargin{1});
dd.ndat = 1;
dd.freq = tmp.freq;
dd.time = tmp.time;
else
error('dynDates:: Wrong calling sequence of the constructor!')
end
otherwise
for i=
end
if nargin==2
c = [];
d = [];
end
% Get data, number of observations and number of variables.
ts.data = a;
ts.nobs = size(a,1);
ts.vobs = size(a,2);
% Get the first date and set the frequency.
if ~isempty(b)
if ischar(b)% Weekly, Monthly or Quaterly data.
quaterly = findstr('Q',b);
monthly = findstr('M',b);
weekly = findstr('W',b);
if ~isempty(quaterly)
ts.freq = 4;
end
if ~isempty(monthly)
ts.freq = 12;
end
if ~isempty(weekly)
ts.freq = 52;
end
if isempty(quaterly) && isempty(monthly) && isempty(weekly)
error('dynSeries:: Using a string as a second input argument, I can only handle weekly (W), monthly (M) or quaterly (Q) data!');
end
else% If b is not a string then yearly data are assumed.
ts.freq = 1;
end
ts.Time = ts.Time.setFreq(ts.freq);
ts.Time = ts.Time.setTime(dynDate(b):dynDate(b)+ts.nobs);
else% If b is empty.
ts.freq = 1;
ts.Time = ts.Time.setFreq(1);
ts.Time = ts.Time.setTime([transpose(1:ts.nobs) ones(ts.nobs,1)]);
end
% Get the names of the variables.
if ~isempty(c)
if ts.vobs==size(c,1)
ts.name = c;
else
error('dynSeries:: The number of declared names does not match the number of variables!')
end
else
for i=1:ts.vobs
ts.name = char(ts.name,'--NA--');
end
end
if ~isempty(d)
if ts.vobs==size(d,1)
ts.tex = d;
else
error('dynSeries:: The number of declared tex names does not match the number of variables!')
end
else
for i=1:ts.vobs
ts.tex = char(ts.tex,'--NA--');
end
end
otherwise
error('dynSeries:: Can''t instantiate the class, wrong calling sequence!')
end
%@test:1
%$ addpath ../matlab
%$ % Define a data set.
%$ A = transpose(1:10);
%$
%$ % Define initial date
%$ B1 = 1950;
%$ B2 = '1950Q2';
%$ B3 = '1950M10';
%$ B4 = '1950W50';
%$
%$ % Define expected results.
%$ e1.Time = transpose([1950 1951 1952 1953 1954 1955 1956 1957 1958 1959]);
%$ e1.freq = 1;
%$ e2.Time = char('1950Q2','1950Q3','1950Q4','1951Q1','1951Q2','1951Q3','1951Q4','1952Q1','1952Q2','1952Q3');
%$ e2.freq = 4;
%$ e3.Time = char('1950M10','1950M11','1950M12','1951M1','1951M2','1951M3','1951M4','1951M5','1951M6','1951M7');
%$ e3.freq = 12;
%$ e4.Time = char('1950W50','1950W51','1950W52','1951W1','1951W2','1951W3','1951W4','1951W5','1951W6','1951W7');
%$ e4.freq = 52;
%$
%$ % Call the tested routine.
%$ ts1 = dynSeries(A,B1);
%$ ts2 = dynSeries(A,B2);
%$ ts3 = dynSeries(A,B3);
%$ ts4 = dynSeries(A,B4);
%$
%$ % Check the results.
%$ t(1) = dyn_assert(getTime(ts1),e1.Time);
%$ t(2) = dyn_assert(getTime(ts2),e2.Time);
%$ t(3) = dyn_assert(getTime(ts3),e3.Time);
%$ t(4) = dyn_assert(getTime(ts4),e4.Time);
%$ t(5) = dyn_assert(ts1.freq,e1.freq);
%$ t(6) = dyn_assert(ts2.freq,e2.freq);
%$ t(7) = dyn_assert(ts3.freq,e3.freq);
%$ t(8) = dyn_assert(ts4.freq,e4.freq);
%$ T = all(t);
%@eof:1