Added the possibility to select variables in a dynSeries object. It is possible to use regular expressions. Examples are given in unitary test #6 of subsref overloaded method.
Stéphane Adjemian (Charybdis)
parent
e9458a8954
commit
96321a8afd
|
|
@ -0,0 +1,72 @@
|
|||
function A = extract(B,varargin)
|
||||
% Extract some variables from a database.
|
||||
|
||||
A = dynSeries();
|
||||
|
||||
% Get the names of the variables to be extracted from dynSeries object B.
|
||||
VariableName_ = {};
|
||||
for i=1:nargin-1
|
||||
VariableName = varargin{i};
|
||||
idArobase = strfind(VariableName,'@');
|
||||
if length(idArobase)==2
|
||||
first_block_id = 0;
|
||||
last_block_id = 0;
|
||||
if idArobase(1)>1
|
||||
first_block_id = idArobase(1)-1;
|
||||
end
|
||||
if idArobase(2)<length(VariableName)
|
||||
last_block_id = length(VariableName)-idArobase(2)-1;
|
||||
end
|
||||
VariableName(idArobase(1)) = '[';
|
||||
VariableName(idArobase(2)) = ']';
|
||||
idVariables = find(isnotempty_cell(regexp(B.name,VariableName,'match')));
|
||||
if isempty(idVariables)
|
||||
error(['dynSeries::extract: Can''t find any variable matching ' VariableName ' pattern!'])
|
||||
end
|
||||
idVariables_ = [];
|
||||
for j = 1:length(idVariables)
|
||||
first_block_flag = 0;
|
||||
if (first_block_id && strcmp(B.name{idVariables(j)}(1:first_block_id),VariableName(1:first_block_id))) || ~first_block_id
|
||||
first_block_flag = 1;
|
||||
end
|
||||
last_block_flag = 0;
|
||||
if (last_block_id && strcmp(B.name{idVariables(j)}(end-last_block_id:end),VariableName(end-last_block_id:end))) || ~last_block_id
|
||||
last_block_flag = 1;
|
||||
end
|
||||
if first_block_flag && last_block_flag
|
||||
idVariables_ = [idVariables_; idVariables(j)];
|
||||
end
|
||||
end
|
||||
VariableName = B.name(idVariables_);
|
||||
end
|
||||
VariableName_ = vertcat(VariableName_,VariableName);
|
||||
end
|
||||
|
||||
% Get indices of the selected variables
|
||||
idVariableName = NaN(length(VariableName_),1);
|
||||
for i = 1:length(idVariableName)
|
||||
idx = strmatch(VariableName_{i},B.name,'exact');
|
||||
if isempty(idx)
|
||||
error(['dynSeries::extract: Variable ' VariableName_{i} ' is not a member of ' inputname(1) '!'])
|
||||
end
|
||||
idVariableName(i) = idx;
|
||||
end
|
||||
|
||||
A.data = B.data(:,idVariableName);
|
||||
A.init = B.init;
|
||||
A.freq = B.freq;
|
||||
A.nobs = B.nobs;
|
||||
A.vobs = length(idVariableName);
|
||||
A.name = B.name(idVariableName);
|
||||
|
||||
|
||||
|
||||
|
||||
function b = isnotempty_cell(CellArray)
|
||||
CellArrayDimension = size(CellArray);
|
||||
b = NaN(CellArrayDimension);
|
||||
for i=1:CellArrayDimension(1)
|
||||
for j = 1:CellArrayDimension(2)
|
||||
b(i,j) = ~isempty(CellArray{i,j});
|
||||
end
|
||||
end
|
||||
|
|
@ -0,0 +1,2 @@
|
|||
function n = numel(obj, varargin)
|
||||
n = 1;
|
||||
|
|
@ -114,8 +114,14 @@ if (length(S)==2) && (isequal(S(1).subs,'init'))
|
|||
else
|
||||
error('dynSeries:subsref:: I don''t understand what you are trying to do!')
|
||||
end
|
||||
return
|
||||
end
|
||||
|
||||
if (length(S)==1) && isequal(S(1).type,'{}')
|
||||
us = extract(ts,S(1).subs{:});
|
||||
end
|
||||
|
||||
|
||||
%@test:1
|
||||
%$ % Define a data set.
|
||||
%$ A = [transpose(1:10),2*transpose(1:10)];
|
||||
|
|
@ -228,3 +234,75 @@ end
|
|||
%$ end
|
||||
%$ T = all(t);
|
||||
%@eof:4
|
||||
|
||||
%@test:5
|
||||
%$ % Define a data set.
|
||||
%$ A = [transpose(1:10),2*transpose(1:10),3*transpose(1:10)];
|
||||
%$
|
||||
%$ % Define names
|
||||
%$ A_name = {'A1';'A2';'B1'};
|
||||
%$
|
||||
%$ % Instantiate a time series object.
|
||||
%$ ts1 = dynSeries(A,[],A_name,[]);
|
||||
%$
|
||||
%$ % Call the tested method.
|
||||
%$ a = ts1{'A1','B1'};
|
||||
%$
|
||||
%$ % Expected results.
|
||||
%$ e.data = A(:,[1,3]);
|
||||
%$ e.nobs = 10;
|
||||
%$ e.vobs = 2;
|
||||
%$ e.name = {'A1';'B1'};
|
||||
%$ e.freq = 1;
|
||||
%$ e.init = dynDate(1);
|
||||
%$
|
||||
%$ t(1) = dyn_assert(e.data,a.data);
|
||||
%$ t(2) = dyn_assert(e.nobs,a.nobs);
|
||||
%$ t(3) = dyn_assert(e.vobs,a.vobs);
|
||||
%$ t(4) = dyn_assert(e.name,a.name);
|
||||
%$ t(5) = dyn_assert(e.init,a.init);
|
||||
%$ T = all(t);
|
||||
%@eof:5
|
||||
|
||||
%@test:6
|
||||
%$ % Define a data set.
|
||||
%$ A = rand(10,24);
|
||||
%$
|
||||
%$ % Define names
|
||||
%$ A_name = {'GDP_1';'GDP_2';'GDP_3'; 'GDP_4'; 'GDP_5'; 'GDP_6'; 'GDP_7'; 'GDP_8'; 'GDP_9'; 'GDP_10'; 'GDP_11'; 'GDP_12'; 'HICP_1';'HICP_2';'HICP_3'; 'HICP_4'; 'HICP_5'; 'HICP_6'; 'HICP_7'; 'HICP_8'; 'HICP_9'; 'HICP_10'; 'HICP_11'; 'HICP_12';};
|
||||
%$
|
||||
%$ % Instantiate a time series object.
|
||||
%$ ts1 = dynSeries(A,[],A_name,[]);
|
||||
%$
|
||||
%$ % Call the tested method.
|
||||
%$ a = ts1{'GDP_@0-9@'};
|
||||
%$ b = ts1{'@A-Z@_1'};
|
||||
%$
|
||||
%$ % Expected results.
|
||||
%$ e1.data = A(:,1:12);
|
||||
%$ e1.nobs = 10;
|
||||
%$ e1.vobs = 12;
|
||||
%$ e1.name = {'GDP_1';'GDP_2';'GDP_3'; 'GDP_4'; 'GDP_5'; 'GDP_6'; 'GDP_7'; 'GDP_8'; 'GDP_9'; 'GDP_10'; 'GDP_11'; 'GDP_12'};
|
||||
%$ e1.freq = 1;
|
||||
%$ e1.init = dynDate(1);
|
||||
%$ e2.data = A(:,[1, 13]);
|
||||
%$ e2.nobs = 10;
|
||||
%$ e2.vobs = 2;
|
||||
%$ e2.name = {'GDP_1';'HICP_1'};
|
||||
%$ e2.freq = 1;
|
||||
%$ e2.init = dynDate(1);
|
||||
%$
|
||||
%$ % Check results.
|
||||
%$ t(1) = dyn_assert(e1.data,a.data);
|
||||
%$ t(2) = dyn_assert(e1.nobs,a.nobs);
|
||||
%$ t(3) = dyn_assert(e1.vobs,a.vobs);
|
||||
%$ t(4) = dyn_assert(e1.name,a.name);
|
||||
%$ t(5) = dyn_assert(e1.init,a.init);
|
||||
%$ t(6) = dyn_assert(e2.data,b.data);
|
||||
%$ t(7) = dyn_assert(e2.nobs,b.nobs);
|
||||
%$ t(8) = dyn_assert(e2.vobs,b.vobs);
|
||||
%$ t(9) = dyn_assert(e2.name,b.name);
|
||||
%$ t(10) = dyn_assert(e2.init,b.init);
|
||||
%$ T = all(t);
|
||||
%@eof:6
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue