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Removed init and freq members from dseries class (redundant informations). 

The frequency and initial date can still be accessed with the usual syntax:

ts.freq
ts.init

It is also possible to get the last date:

ts.last

Added new methods frequency, firstdate and lastdate as alias for ts.dates.freq, ts.dates(1) and ts.dates(end)
time-shift
Stéphane Adjemian (Charybdis) 2014-06-09 11:41:16 +02:00
parent 8507c27fab
commit 955dcab449
32 changed files with 189 additions and 164 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
matlab/@dseries/abs.m
View File

@ -40,10 +40,8 @@ function A = abs(B) % --*-- Unitary tests --*--
A = dseries();
A.freq = B.freq;
A.nobs = B.nobs;
A.vobs = B.vobs;
A.init = B.init;
A.dates = B.dates;
A.name = cell(A.vobs,1);
A.tex = cell(A.vobs,1);

48
matlab/@dseries/align.m
View File

@ -44,50 +44,50 @@ function [a,b] = align(a, b) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if ~isequal(a.freq,b.freq)
if ~isequal(frequency(a),frequency(b))
error(['dseries::align: ''' inputname(1) ''' and ''' inputname(2) ''' dseries objects must have common frequencies!'])
end
init = min(a.init,b.init);
init = min(firstdate(a),firstdate(b));
last = max(lastdate(a),lastdate(b));
time_range_of_a = a.init:a.init+a.nobs;
time_range_of_b = b.init:b.init+b.nobs;
last_a = time_range_of_a(a.nobs);
last_b = time_range_of_b(b.nobs);
common_time_range = intersect(time_range_of_a,time_range_of_b);
if isempty(common_time_range)
if isempty(intersect(a.dates,b.dates))
error(['dseries::align: ''' inputname(1) ''' and ''' inputname(2) ''' dseries object must have at least one common date!'])
end
if a.init<b.init
n = b.init-a.init;
a_init = init;
b_init = init;
a_last = last;
b_last = last;
if firstdate(b)>init
n = firstdate(b)-init;
b.data = [NaN(n,b.vobs); b.data];
b.nobs = b.nobs+n;
b.init = init;
b_init = init;
end
if a.init>b.init
n = a.init-b.init;
if firstdate(a)>init
n = firstdate(a)-init;
a.data = [NaN(n,a.vobs); a.data];
a.nobs = a.nobs+n;
a.init = init;
a_init = init;
end
if last_a>last_b
n = last_a-last_b;
if lastdate(b)<last
n = last-lastdate(b);
b.data = [b.data; NaN(n,b.vobs)];
b.nobs = b.nobs+n;
elseif last_a<last_b
n = last_b-last_a;
end
if lastdate(a)<last
n = last-lastdate(a);
a.data = [a.data; NaN(n,a.vobs)];
a.nobs = a.nobs+n;
end
a.dates = a.init:a.init+(a.nobs-1);
b.dates = b.init:b.init+(b.nobs-1);
a.dates = a_init:a_init+(a.nobs-1);
b.dates = b_init:b_init+(b.nobs-1);
%@test:1
%$ % Define a datasets.
@ -111,7 +111,7 @@ b.dates = b.init:b.init+(b.nobs-1);
%$ catch
%$ t(1) = 0;
%$ end
%$
%$
%$ if t(1)
%$ t(2) = dyn_assert(ts1.nobs,ts2.nobs);
%$ t(3) = dyn_assert(isequal(ts1.init,ts2.init),1);

4
matlab/@dseries/baxter_king_filter.m
View File

@ -94,8 +94,8 @@ end
% Update dseries object.
ts.data = tmp(K+1:end-K,:);
ts.nobs = ts.nobs-2*K;
ts.init = ts.init+K;
ts.dates = ts.init:ts.init+(ts.nobs-1);
init = firstdate(ts)+K;
ts.dates = init:init+(ts.nobs-1);
%@test:1
%$ plot_flag = 0;

8
matlab/@dseries/chain.m
View File

@ -1,4 +1,4 @@
function vs = chain(ts,us)
function vs = chain(ts,us) % --*-- Unitary tests --*--
% Copyright (C) 2014 Dynare Team
%
@ -21,11 +21,11 @@ if ts.vobs-us.vobs
error(['dseries::chain: dseries objects ' inputname(1) ' and ' inputname(2) ' must have the same number of variables!'])
end
if ts.freq-us.freq
if frequency(ts)-frequency(us)
error(['dseries::chain: dseries objects ' inputname(1) ' and ' inputname(2) ' must have common frequencies!'])
end
if ts.dates(end)<us.dates(1)
if lastdate(ts)<firstdate(us)
error(['dseries::chain: The last date in ' inputname(1) ' (' date2string(ts.dates(end)) ') must not preceed the first date in ' inputname(2) ' (' date2string(us.dates(1)) ')!'])
end
@ -37,7 +37,7 @@ vs = ts;
vs.data = [vs.data; bsxfun(@times,CumulatedGrowthFactors,vs.data(end,:))];
vs.nobs = rows(vs.data);
vs.dates = vs.init:(vs.init+vs.nobs);
vs.dates = firstdate(vs):firstdate(vs)+vs.nobs;
%@test:1
%$ try

4
matlab/@dseries/check.m
View File

@ -69,7 +69,7 @@ if ~isequal(numel(unique(A.name)),numel(A.name));
return
end
if ~isequa(numel(unique(A.tex)),numel(A.tex));
if ~isequal(numel(unique(A.tex)),numel(A.tex));
error_flag = 1;
if nargout>1
message = ['dseries: The variable tex names in dseries object ''' inputname(1) ''' are not unique!'];
@ -77,7 +77,7 @@ if ~isequa(numel(unique(A.tex)),numel(A.tex));
return
end
if ~isequal(A.dates,A.init:A.init+A.nobs)
if ~isequal(A.dates,firstdate(A):firstdate(A)+A.nobs)
error_flag = 1;
if nargout>1
message = ['dseries: Wrong definition of the dates member in dseries object ''' inputname(1) '''!'];

4
matlab/@dseries/cumprod.m
View File

@ -67,7 +67,7 @@ switch nargin
B = cumprod(varargin{1});
t = find(B.dates==varargin{2});
if isempty(t)
if varargin{2}==(B.init-1)
if varargin{2}==(firstdate(B)-1)
return
else
error(['dseries::cumprod: date ' date2string(varargin{2}) ' is not in the sample!'])
@ -96,7 +96,7 @@ switch nargin
B = cumprod(varargin{1});
t = find(B.dates==varargin{2});
if isempty(t)
if varargin{2}==(B.init-1)
if varargin{2}==(firstdate(B)-1)
B.data = bsxfun(@times,B.data,varargin{3}.data);
return
else

4
matlab/@dseries/cumsum.m
View File

@ -66,7 +66,7 @@ switch nargin
B = cumsum(varargin{1});
t = find(B.dates==varargin{2});
if isempty(t)
if varargin{2}==(B.init-1)
if varargin{2}==(firstdate(B)-1)
return
else
error(['dseries::cumsum: date ' date2string(varargin{2}) ' is not in the sample!'])
@ -95,7 +95,7 @@ switch nargin
B = cumsum(varargin{1});
t = find(B.dates==varargin{2});
if isempty(t)
if varargin{2}==(B.init-1)
if varargin{2}==(firstdate(B)-1)
B.data = bsxfun(@plus,B.data,varargin{3}.data);
return
else

32
matlab/@dseries/dseries.m
View File

@ -83,8 +83,6 @@ if nargin>0 && ischar(varargin{1}) && isequal(varargin{1},'initialize')
ts.vobs = 0;
ts.name = {};
ts.tex = {};
ts.freq = [];
ts.init = dates();
ts.dates = dates();
ts = class(ts,'dseries');
assignin('base','emptydseriesobject',ts);
@ -104,13 +102,10 @@ switch nargin
error(['dseries::dseries: Input ' inputname(1) ' (identified as a dates object) must be non empty!'])
case 1
% Create an empty dseries object with an initial date.
ts.init = varargin{1};
ts.freq = varargin{1}.freq;
ts.dates = varargin{1};
otherwise
% A range of dates is passed to the constructor
ts.dates = varargin{1};
ts.init = varargin{1}(1);
ts.freq = varargin{1}.freq;
end
return
elseif ischar(varargin{1})
@ -140,12 +135,11 @@ switch nargin
else
error(['dseries:: I''m not able to load data from ' inputname(1) '!'])
end
ts.init = init;
ts.freq = freq;
ts.data = data;
ts.name = varlist;
ts.vobs = length(varlist);
ts.nobs = size(data,1);
ts.dates = init:init+(ts.nobs-1);
if isempty(tex)
ts.tex = name2tex(varlist);
else
@ -154,10 +148,9 @@ switch nargin
elseif isnumeric(varargin{1}) && isequal(ndims(varargin{1}),2)
ts.data = varargin{1};
[ts.nobs, ts.vobs] = size(ts.data);
ts.freq = 1;
ts.init = dates(1,1);
ts.name = default_name(ts.vobs);
ts.tex = name2tex(ts.name);
ts.dates = dates(1,1):dates(1,1)+(ts.nobs-1);
end
case {2,3,4}
a = varargin{1};
@ -184,20 +177,15 @@ switch nargin
ts.vobs = size(a,2);
% Get the first date and set the frequency.
if isempty(b)
ts.freq = 1;
ts.init = dates(1,1);
init = dates(1,1);
elseif (isdates(b) && isequal(length(b),1))
ts.freq = b.freq;
ts.init = b;
init = b;
elseif isdate(b)% Weekly, Monthly, Quaterly or Annual data (string).
ts.init = dates(b);
ts.freq = ts.init.freq;
init = dates(b);
elseif (isnumeric(b) && isscalar(b) && isint(b)) % Yearly data.
ts.freq = 1;
ts.init = dates([num2str(b) 'Y']);
init = dates([num2str(b) 'Y']);
elseif isdates(b) % Range of dates
ts.freq = b.freq;
ts.init = b(1);
init = b(1);
if ts.nobs>1 && ~isequal(b.ndat,ts.nobs)
message = 'dseries::dseries: If second input is a range, its number of elements must match ';
message = char(message, ' the number of rows in the first input, unless the first input');
@ -222,7 +210,7 @@ switch nargin
if ~isempty(c)
if ts.vobs==length(c)
for i=1:ts.vobs
ts.name = vertcat(ts.name, c(i) );
ts.name = vertcat(ts.name, c(i));
end
else
error('dseries::dseries: The number of declared names does not match the number of variables!')
@ -246,7 +234,7 @@ switch nargin
end
if isempty(ts.dates)
ts.dates = ts.init:ts.init+(ts.nobs-1);
ts.dates = init:init+(ts.nobs-1);
end
%@test:1

4
matlab/@dseries/eq.m
View File

@ -49,13 +49,13 @@ if ~isequal(A.vobs,B.vobs)
return
end
if ~isequal(A.freq,B.freq)
if ~isequal(frequency(A),frequency(B))
warning('dseries::eq: Both input arguments should have the same frequencies!')
C = 0;
return
end
if ~isequal(A.init,B.init)
if ~isequal(firstdate(A),firstdate(B))
warning('dseries::eq: Both input arguments should have the same initial period!')
C = 0;
return

2
matlab/@dseries/extract.m
View File

@ -126,8 +126,6 @@ end
A.data = B.data(:,idVariableName);
A.dates = B.dates;
A.init = B.init;
A.freq = B.freq;
A.nobs = B.nobs;
A.vobs = length(idVariableName);
A.name = B.name(idVariableName);

20
matlab/@dseries/firstdate.m Normal file
View File

@ -0,0 +1,20 @@
function f = firstdate(o)
% 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/>.
f = o.dates(1);

20
matlab/@dseries/frequency.m Normal file
View File

@ -0,0 +1,20 @@
function f = frequency(o)
% 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/>.
f = o.dates.freq;

22
matlab/@dseries/horzcat.m
View File

@ -62,11 +62,10 @@ function a = concatenate(b,c)
if n
error(['dseries::horzcat: I cannot concatenate dseries objects with common variable names (' message ')!'])
end
if ~isequal(b.freq,c.freq)
if ~isequal(frequency(b),frequency(c))
error('dseries::horzcat: All time series objects must have common frequency!')
else
a = dseries();
a.freq = b.freq;
end
d_nobs_flag = 0;
if ~isequal(b.nobs,c.nobs)
@ -75,29 +74,26 @@ function a = concatenate(b,c)
a.nobs = b.nobs;
end
d_init_flag = 0;
if ~isequal(b.init,c.init)
if ~isequal(firstdate(b),firstdate(c))
d_init_flag = 1;
end
a.vobs = b.vobs+c.vobs;
a.name = vertcat(b.name,c.name);
a.tex = vertcat(b.tex,c.tex);
if ~( d_nobs_flag(1) || d_init_flag(1) )
a.init = b.init;
a.data = [b.data,c.data];
a.dates = b.dates;
else
if b.init<=c.init
a.init = b.init;
if b.init<c.init
c.data = [NaN(c.init-b.init,c.vobs); c.data];
if firstdate(b)<=firstdate(c)
if firstdate(b)<firstdate(c)
c.data = [NaN(firstdate(c)-firstdate(b),c.vobs); c.data];
end
else
a.init = c.init;
b_first_lines = b.init-c.init;
b.data = [NaN(b.init-c.init,b.vobs); b.data];
b_first_lines = firstdate(b)-firstdate(c);
b.data = [NaN(firstdate(b)-firstdate(c),b.vobs); b.data];
end
b_last_date = b.init+b.nobs;
c_last_date = c.init+c.nobs;
b_last_date = firstdate(b)+b.nobs;
c_last_date = firstdate(c)+c.nobs;
if b_last_date<c_last_date
b.data = [b.data; NaN(c_last_date-b_last_date,b.vobs)];
elseif b_last_date>c_last_date

2
matlab/@dseries/insert.m
View File

@ -52,7 +52,7 @@ if n
error(['dseries::insert: Variable(s) ' message ' already exist in ''' inputname(1) '''!'])
end
if ~isequal(ts.freq,us.freq)
if ~isequal(frequency(ts),frequency(us))
error(['dseries::insert: ''' inputname(1) ''' and ''' inputname(2) ''' dseries objects must have common frequencies!'])
end

4
matlab/@dseries/isequal.m
View File

@ -44,12 +44,12 @@ if ~isequal(A.vobs,B.vobs)
return
end
if ~isequal(A.freq,B.freq)
if ~isequal(frequency(A),frequency(B))
C = 0;
return
end
if ~isequal(A.init,B.init)
if ~isequal(A.dates,B.dates)
C = 0;
return
end

20
matlab/@dseries/lastdate.m Normal file
View File

@ -0,0 +1,20 @@
function l = lastdate(o)
% 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/>.
l = o.dates(end);

17
matlab/@dseries/merge.m
View File

@ -44,12 +44,11 @@ if ~isdseries(C)
error('dseries::merge: Both inputs must be dseries objects!')
end
if ~isequal(B.freq,C.freq)
if ~isequal(frequency(B),frequency(C))
error(['dseries::merge: Cannot merge ' inputname(1) ' and ' inputname(2) ' (frequencies are different)!'])
end
A = dseries();
A.freq = B.freq;
[A.name, IBC, junk] = unique([B.name; C.name], 'last');
tex = [B.tex; C.tex];
A.tex = tex(IBC);
@ -59,8 +58,8 @@ if B.nobs == 0
A = C;
elseif C.nobs == 0
A = B;
elseif B.init >= C.init
diff = B.init - C.init;
elseif firstdate(B) >= firstdate(C)
diff = firstdate(B) - firstdate(C);
A.nobs = max(B.nobs + diff, C.nobs);
A.data = NaN(A.nobs, A.vobs);
Z1 = [NaN(diff,B.vobs);B.data];
@ -68,14 +67,14 @@ elseif B.init >= C.init
Z1 = [Z1; NaN(A.nobs-(B.nobs + diff),B.vobs)];
end;
Z2 = C.data;
if A.nobs > C.nobs
if A.nobs > C.nobs
Z2 = [Z2; NaN(A.nobs - C.nobs,C.vobs)];
end;
Z = [Z1 Z2];
A.data = Z(:,IBC);
A.init = C.init;
A_init = firstdate(C);
else
diff = C.init - B.init;
diff = firstdate(C) - firstdate(B);
A.nobs = max(C.nobs + diff, B.nobs);
A.data = NaN(A.nobs, A.vobs);
Z1 = [NaN(diff,C.vobs);C.data];
@ -88,10 +87,10 @@ else
end;
Z = [Z2 Z1];
A.data = Z(:,IBC);
A.init = B.init;
A_init = B.init;
end
A.dates = A.init:A.init+(A.nobs-1);
A.dates = A_init:A_init+(A.nobs-1);
%@test:1
%$ % Define a datasets.

6
matlab/@dseries/minus.m
View File

@ -73,11 +73,11 @@ else
end
end
if ~isequal(B.freq,C.freq)
if ~isequal(frequency(B),frequency(C))
error(['dseries::plus: Cannot substract ' inputname(1) ' and ' inputname(2) ' (frequencies are different)!'])
end
if ~isequal(B.nobs,C.nobs) || ~isequal(B.init,C.init)
if ~isequal(B.nobs,C.nobs) || ~isequal(firstdate(B),firstdate(C))
[B, C] = align(B, C);
end
@ -93,8 +93,6 @@ end
A = dseries();
A.freq = B.freq;
A.init = B.init;
A.dates = B.dates;
A.nobs = max(B.nobs,C.nobs);
A.vobs = max(B.vobs,C.vobs);

6
matlab/@dseries/mpower.m
View File

@ -60,8 +60,6 @@ end
if isdseries(B) && isnumeric(C) && isreal(C) && isscalar(C)
A = dseries();
A.freq = B.freq;
A.init = B.init;
A.dates = B.dates;
A.nobs = B.nobs;
A.vobs = B.vobs;
@ -76,10 +74,8 @@ if isdseries(B) && isnumeric(C) && isreal(C) && isscalar(C)
end
if isdseries(B) && isdseries(C)
if isequal(B.nobs,C.nobs) && isequal(B.vobs,C.vobs) && isequal(B.freq,C.freq)
if isequal(B.nobs,C.nobs) && isequal(B.vobs,C.vobs) && isequal(frequency(B),frequency(C))
A = dseries();
A.freq = B.freq;
A.init = B.init;
A.dates = B.dates;
A.nobs = B.nobs;
A.vobs = B.vobs;

6
matlab/@dseries/mrdivide.m
View File

@ -74,15 +74,13 @@ if isdseries(B) && isdseries(C)
idC = 1:C.vobs;
end
end
if ~isequal(B.freq,C.freq)
if ~isequal(frequency(B),frequency(C))
error(['dseries::times: Cannot divide ' inputname(1) ' and ' inputname(2) ' (frequencies are different)!'])
end
if ~isequal(B.nobs,C.nobs) || ~isequal(B.init,C.init)
if ~isequal(B.nobs,C.nobs) || ~isequal(firstdate(B),firstdate(C))
[B, C] = align(B, C);
end
A = dseries();
A.freq = B.freq;
A.init = B.init;
A.dates = B.dates;
A.nobs = max(B.nobs,C.nobs);
A.vobs = max(B.vobs,C.vobs);

6
matlab/@dseries/mtimes.m
View File

@ -74,15 +74,13 @@ if isdseries(B) && isdseries(C)
idC = 1:C.vobs;
end
end
if ~isequal(B.freq,C.freq)
if ~isequal(frequency(B),frequency(C))
error(['dseries::times: Cannot multiply ' inputname(1) ' and ' inputname(2) ' (frequencies are different)!'])
end
if ~isequal(B.nobs,C.nobs) || ~isequal(B.init,C.init)
if ~isequal(B.nobs,C.nobs) || ~isequal(firstdate(B),firstdate(C))
[B, C] = align(B, C);
end
A = dseries();
A.freq = B.freq;
A.init = B.init;
A.dates = B.dates;
A.nobs = max(B.nobs,C.nobs);
A.vobs = max(B.vobs,C.vobs);

16
matlab/@dseries/ne.m
View File

@ -38,35 +38,35 @@ if ~(isdseries(A) && isdseries(B))
end
if ~isequal(A.nobs,B.nobs)
warning('dseries::eq: Both input arguments should have the same number of observations!')
warning('dseries::ne: Both input arguments should have the same number of observations!')
C = 1;
return
end
if ~isequal(A.vobs,B.vobs)
warning('dseries::eq: Both input arguments should have the same number of observations!')
warning('dseries::ne: Both input arguments should have the same number of observations!')
C = 1;
return
end
if ~isequal(A.freq,B.freq)
warning('dseries::eq: Both input arguments should have the same frequencies!')
if ~isequal(frequency(A),frequency(B))
warning('dseries::ne: Both input arguments should have the same frequencies!')
C = 1;
return
end
if ~isequal(A.init,B.init)
warning('dseries::eq: Both input arguments should have the same initial period!')
if ~isequal(firstdate(A),firstdate(B))
warning('dseries::ne: Both input arguments should have the same initial period!')
C = 1;
return
end
if ~isequal(A.name,B.name)
warning('dseries::eq: Both input arguments do not have the same variables!')
warning('dseries::ne: Both input arguments do not have the same variables!')
end
if ~isequal(A.tex,B.tex)
warning('dseries::eq: Both input arguments do not have the same tex names!')
warning('dseries::ne: Both input arguments do not have the same tex names!')
end
C = ne(A.data, B.data);

11
matlab/@dseries/plus.m
View File

@ -73,11 +73,11 @@ else
end
end
if ~isequal(B.freq,C.freq)
if ~isequal(frequency(B),frequency(C))
error(['dseries::plus: Cannot add ' inputname(1) ' and ' inputname(2) ' (frequencies are different)!'])
end
if ~isequal(B.nobs,C.nobs) || ~isequal(B.init,C.init)
if ~isequal(B.nobs,C.nobs) || ~isequal(firstdate(B),firstdate(C))
[B, C] = align(B, C);
end
@ -93,8 +93,9 @@ end
A = dseries();
A.freq = B.freq;
A.init = B.init;
A.dates = B.dates;
%A.freq = B.freq;
%A.init = B.init;
A.nobs = max(B.nobs,C.nobs);
A.vobs = max(B.vobs,C.vobs);
A.name = cell(A.vobs,1);
@ -104,7 +105,7 @@ for i=1:A.vobs
A.tex(i) = {['(' B.tex{idB(i)} '+' C.tex{idC(i)} ')']};
end
A.data = bsxfun(@plus,B.data,C.data);
A.dates = A.init:A.init+(A.nobs-1);
%A.dates = A.init:A.init+(A.nobs-1);
%@test:1
%$ % Define a datasets.

2
matlab/@dseries/qdiff.m
View File

@ -41,7 +41,7 @@ function us = qdiff(ts) % --*-- Unitary tests --*--
us = ts;
switch ts.freq
switch frequency(ts)
case 1
error('dseries::qgrowth: I cannot compute quaterly differences from yearly data!')
case 4

2
matlab/@dseries/qgrowth.m
View File

@ -41,7 +41,7 @@ function us = qgrowth(ts) % --*-- Unitary tests --*--
us = ts;
switch ts.freq
switch frequency(ts)
case 1
error('dseries::qgrowth: I cannot compute quaterly growth rates from yearly data!')
case 4

8
matlab/@dseries/save.m
View File

@ -35,8 +35,8 @@ switch format
fid = fopen([basename, '.m'],'w');
fprintf(fid,'%% File created on %s.\n',datestr(now));
fprintf(fid,'\n');
fprintf(fid,'FREQ__ = %s;\n',num2str(A.freq));
fprintf(fid,'INIT__ = '' %s'';\n',date2string(A.init));
fprintf(fid,'FREQ__ = %s;\n',num2str(frequency(A)));
fprintf(fid,'INIT__ = '' %s'';\n',date2string(firstdate(A)));
fprintf(fid,'\n');
fprintf(fid,'NAMES__ = {');
for i=1:A.vobs
@ -61,8 +61,8 @@ switch format
end
fclose(fid);
case 'mat'
FREQ__ = A.freq;
INIT__ = date2string(A.init);
FREQ__ = frequency(A);
INIT__ = date2string(firstdate(A));
NAMES__ = A.name;
TEX__ = A.tex;
str = [];

34
matlab/@dseries/subsasgn.m
View File

@ -25,7 +25,7 @@ function A = subsasgn(A,S,B) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
merge_dseries_objects = 1;
merge_dseries_objects = 1;
switch length(S)
case 1
@ -105,20 +105,14 @@ switch length(S)
end
case '.'
if isequal(S(1).subs,'init') && isdates(B) && isequal(length(B),1)
% Overwrite the init member...
A.init = B;
% ... and update freq and time members.
A.freq = A.init.freq;
A.dates = A.init:A.init+(A.nobs-1);
% Change the initial date (update dates member)
A.dates = B:B+(A.nobs-1);
return
elseif isequal(S(1).subs,'dates') && isdates(B)
% Overwrite the time member...
% Overwrite the dates member
A.dates = B;
% ... and update the freq and init members.
A.init = B(1);
A.freq = A.init.freq;
return
elseif ismember(S(1).subs,{'freq','nobs','vobs','data','name','tex'})
elseif ismember(S(1).subs,{'nobs','vobs','data','name','tex'})
error(['dseries::subsasgn: You cannot overwrite ' S(1).subs ' member!'])
elseif ~isequal(S(1).subs,B.name)
% Single variable selection.
@ -217,7 +211,7 @@ switch length(S)
else
sA = extract(A,S(1).subs);
end
if (isdseries(B) && isequal(sA.vobs,B.vobs)) || (isnumeric(B) && isequal(sA.vobs,columns(B))) || (isnumeric(B) && isequal(columns(B),1))
if (isdseries(B) && isequal(sA.vobs,B.vobs)) || (isnumeric(B) && isequal(sA.vobs,columns(B))) || (isnumeric(B) && isequal(columns(B),1))
if isdates(S(2).subs{1})
[junk, tdx] = intersect(sA.dates.time,S(2).subs{1}.time,'rows');
if isdseries(B)
@ -284,8 +278,8 @@ end
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dyn_assert(ts1.vobs,3);
@ -446,8 +440,8 @@ end
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dyn_assert(ts1.vobs,4);
@ -475,8 +469,8 @@ end
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dyn_assert(ts1.vobs,4);
@ -505,8 +499,8 @@ end
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ end
%$
%$ % Instantiate a time series object.
%$ if t(1)
%$ t(2) = dyn_assert(ts1.vobs,4);

23
matlab/@dseries/subsref.m
View File

@ -65,7 +65,7 @@ function B = subsref(A, S) % --*-- Unitary tests --*--
switch S(1).type
case '.'
switch S(1).subs
case {'data','nobs','vobs','name','tex','freq','dates','init'} % Public members.
case {'data','nobs','vobs','name','tex','dates'} % Public members.
if length(S)>1 && isequal(S(2).type,'()') && isempty(S(2).subs)
error(['dseries::subsref: ' S(1).subs ' is not a method but a member!'])
end
@ -75,6 +75,15 @@ switch S(1).type
if length(S)>1 && isequal(S(2).type,'()') && isempty(S(2).subs)
S = shiftS(S,1);
end
case 'init'
% Returns a dates object (first date).
B = A.dates(1);
case 'last'
% Returns a dates object (last date).
B = A.dates(end);
case 'freq'
% Returns an integer characterizing the data frequency (1, 4, 12 or 52)
B = A.dates.freq;
case {'lag','lead','hptrend','hpcycle','chain'} % Methods with less than two arguments.
if length(S)>1 && isequal(S(2).type,'()')
if isempty(S(2).subs)
@ -170,8 +179,6 @@ switch S(1).type
B.tex = deblank(A.tex(ndx,:));
B.nobs = A.nobs;
B.vobs = 1;
B.freq = A.freq;
B.init = A.init;
B.dates = A.dates;
else
error('dseries::subsref: Unknown public method, public member or variable!')
@ -227,8 +234,6 @@ switch S(1).type
B.tex = A.tex;
B.nobs = length(tdx);
B.vobs = A.vobs;
B.freq = A.freq;
B.init = A.init+(tdx(1)-1);
B.dates = A.dates(tdx);
elseif isvector(S(1).subs{1}) && all(isint(S(1).subs{1}))
error('dseries::subsref: It is not possible to select observations with a vector of integers. You have to index with a dates object instead!');
@ -249,8 +254,6 @@ switch S(1).type
B.tex = A.tex(idx);
B.nobs = A.nobs;
B.vobs = length(idx);
B.freq = A.freq;
B.init = A.init;
B.dates = A.dates;
else
error('dseries::subsref: What the Hell are you tryin'' to do?!')
@ -275,7 +278,7 @@ end
%$ ts1 = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
%$ a = ts1(2:9);
%$ a = ts1(ts1.dates(2:9));
%$
%$ % Expected results.
%$ e.data = [transpose(2:9),2*transpose(2:9)];
@ -635,7 +638,7 @@ end
%@test:15
%$ try
%$ ds = dseries(transpose(1:5));
%$ ts = ds(2:3);
%$ ts = ds(ds.dates(2:3));
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
@ -652,7 +655,7 @@ end
%@test:16
%$ try
%$ ds = dseries(transpose(1:5));
%$ ts = ds(2:6);
%$ ts = ds(ds.dates(2:6));
%$ t(1) = 0;
%$ catch
%$ t(1) = 1;

2
matlab/@dseries/uminus.m
View File

@ -42,10 +42,8 @@ function A = uminus(B) % --*-- Unitary tests --*--
A = dseries();
A.freq = B.freq;
A.nobs = B.nobs;
A.vobs = B.vobs;
A.init = B.init;
A.dates = B.dates;
A.name = cell(A.vobs,1);
A.tex = cell(A.vobs,1);

2
matlab/@dseries/vertcat.m
View File

@ -60,7 +60,7 @@ end
function d = vertcat_(b, c)
d = NaN;
if ~isequal(b.freq, c.freq)
if ~isequal(frequency(b), frequency(c))
error('dseries::vertcat: Frequencies must be common!')
end
if ~isequal(b.vobs, c.vobs)

8
matlab/@dseries/ydiff.m
View File

@ -41,7 +41,7 @@ function us = ydiff(ts) % --*-- Unitary tests --*--
us = ts;
switch ts.freq
switch frequency(ts)
case 1
us.data(2:end,:) = ts.data(2:end,:)-ts.data(1:end-1,:);
us.data(1,:) = NaN;
@ -55,21 +55,21 @@ switch ts.freq
for i = 1:ts.vobs
us.name(i) = {['ydiff(' us.name{i} ')']};
us.tex(i) = {['\Delta_4 ' us.tex{i}]};
end
end
case 12
us.data(13:end,:) = ts.data(13:end,:)-ts.data(1:end-12,:);
us.data(1:12,:) = NaN;
for i = 1:ts.vobs
us.name(i) = {['ydiff(' us.name{i} ')']};
us.tex(i) = {['\Delta_{12} ' us.tex{i}]};
end
end
case 52
us.data(53:end,:) = ts.data(53:end,:)-ts.data(1:end-52,:);
us.data(1:52,:) = NaN;
for i = 1:ts.vobs
us.name(i) = {['ydiff(' us.name{i} ')']};
us.tex(i) = {['\Delta_{52} ' us.tex{i}]};
end
end
otherwise
error(['dseries::ygrowth: object ' inputname(1) ' has unknown frequency']);
end

4
matlab/@dseries/ygrowth.m
View File

@ -41,7 +41,7 @@ function us = ygrowth(ts) % --*-- Unitary tests --*--
us = ts;
switch ts.freq
switch frequency(ts)
case 1
us.data(2:end,:) = ts.data(2:end,:)./ts.data(1:end-1,:) - 1;
us.data(1,:) = NaN;
@ -55,7 +55,7 @@ switch ts.freq
for i = 1:ts.vobs
us.name(i) = {['ygrowth(' us.name{i} ')']};
us.tex(i) = {['\delta_4 ' us.tex{i}]};
end
end
case 12
us.data(13:end,:) = ts.data(13:end,:)./ts.data(1:end-12,:) - 1;
us.data(1:12,:) = NaN;