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.
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function A = extract(B,varargin)
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% Extract some variables from a database.
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A = dynSeries();
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% Get the names of the variables to be extracted from dynSeries object B.
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VariableName_ = {};
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for i=1:nargin-1
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VariableName = varargin{i};
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idArobase = strfind(VariableName,'@');
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if length(idArobase)==2
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first_block_id = 0;
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last_block_id = 0;
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if idArobase(1)>1
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first_block_id = idArobase(1)-1;
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end
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if idArobase(2)<length(VariableName)
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last_block_id = length(VariableName)-idArobase(2)-1;
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end
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VariableName(idArobase(1)) = '[';
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VariableName(idArobase(2)) = ']';
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idVariables = find(isnotempty_cell(regexp(B.name,VariableName,'match')));
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if isempty(idVariables)
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error(['dynSeries::extract: Can''t find any variable matching ' VariableName ' pattern!'])
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end
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idVariables_ = [];
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for j = 1:length(idVariables)
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first_block_flag = 0;
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if (first_block_id && strcmp(B.name{idVariables(j)}(1:first_block_id),VariableName(1:first_block_id))) || ~first_block_id
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first_block_flag = 1;
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end
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last_block_flag = 0;
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if (last_block_id && strcmp(B.name{idVariables(j)}(end-last_block_id:end),VariableName(end-last_block_id:end))) || ~last_block_id
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last_block_flag = 1;
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end
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if first_block_flag && last_block_flag
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idVariables_ = [idVariables_; idVariables(j)];
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end
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end
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VariableName = B.name(idVariables_);
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end
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VariableName_ = vertcat(VariableName_,VariableName);
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end
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% Get indices of the selected variables
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idVariableName = NaN(length(VariableName_),1);
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for i = 1:length(idVariableName)
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idx = strmatch(VariableName_{i},B.name,'exact');
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if isempty(idx)
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error(['dynSeries::extract: Variable ' VariableName_{i} ' is not a member of ' inputname(1) '!'])
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end
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idVariableName(i) = idx;
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end
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A.data = B.data(:,idVariableName);
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A.init = B.init;
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A.freq = B.freq;
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A.nobs = B.nobs;
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A.vobs = length(idVariableName);
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A.name = B.name(idVariableName);
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function b = isnotempty_cell(CellArray)
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CellArrayDimension = size(CellArray);
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b = NaN(CellArrayDimension);
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for i=1:CellArrayDimension(1)
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for j = 1:CellArrayDimension(2)
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b(i,j) = ~isempty(CellArray{i,j});
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end
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end
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@ -0,0 +1,2 @@
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function n = numel(obj, varargin)
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n = 1;
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@ -114,8 +114,14 @@ if (length(S)==2) && (isequal(S(1).subs,'init'))
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else
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error('dynSeries:subsref:: I don''t understand what you are trying to do!')
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end
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return
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end
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if (length(S)==1) && isequal(S(1).type,'{}')
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us = extract(ts,S(1).subs{:});
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end
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%@test:1
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%$ % Define a data set.
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%$ A = [transpose(1:10),2*transpose(1:10)];
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@ -228,3 +234,75 @@ end
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%$ end
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%$ T = all(t);
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%@eof:4
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%@test:5
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%$ % Define a data set.
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%$ A = [transpose(1:10),2*transpose(1:10),3*transpose(1:10)];
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%$
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%$ % Define names
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%$ A_name = {'A1';'A2';'B1'};
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%$
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%$ % Instantiate a time series object.
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%$ ts1 = dynSeries(A,[],A_name,[]);
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%$
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%$ % Call the tested method.
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%$ a = ts1{'A1','B1'};
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%$
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%$ % Expected results.
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%$ e.data = A(:,[1,3]);
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%$ e.nobs = 10;
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%$ e.vobs = 2;
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%$ e.name = {'A1';'B1'};
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%$ e.freq = 1;
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%$ e.init = dynDate(1);
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%$
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%$ t(1) = dyn_assert(e.data,a.data);
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%$ t(2) = dyn_assert(e.nobs,a.nobs);
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%$ t(3) = dyn_assert(e.vobs,a.vobs);
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%$ t(4) = dyn_assert(e.name,a.name);
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%$ t(5) = dyn_assert(e.init,a.init);
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%$ T = all(t);
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%@eof:5
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%@test:6
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%$ % Define a data set.
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%$ A = rand(10,24);
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%$
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%$ % Define names
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%$ 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';};
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%$
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%$ % Instantiate a time series object.
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%$ ts1 = dynSeries(A,[],A_name,[]);
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%$
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%$ % Call the tested method.
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%$ a = ts1{'GDP_@0-9@'};
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%$ b = ts1{'@A-Z@_1'};
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%$
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%$ % Expected results.
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%$ e1.data = A(:,1:12);
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%$ e1.nobs = 10;
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%$ e1.vobs = 12;
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%$ 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'};
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%$ e1.freq = 1;
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%$ e1.init = dynDate(1);
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%$ e2.data = A(:,[1, 13]);
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%$ e2.nobs = 10;
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%$ e2.vobs = 2;
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%$ e2.name = {'GDP_1';'HICP_1'};
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%$ e2.freq = 1;
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%$ e2.init = dynDate(1);
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%$
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%$ % Check results.
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%$ t(1) = dyn_assert(e1.data,a.data);
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%$ t(2) = dyn_assert(e1.nobs,a.nobs);
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%$ t(3) = dyn_assert(e1.vobs,a.vobs);
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%$ t(4) = dyn_assert(e1.name,a.name);
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%$ t(5) = dyn_assert(e1.init,a.init);
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%$ t(6) = dyn_assert(e2.data,b.data);
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%$ t(7) = dyn_assert(e2.nobs,b.nobs);
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%$ t(8) = dyn_assert(e2.vobs,b.vobs);
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%$ t(9) = dyn_assert(e2.name,b.name);
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%$ t(10) = dyn_assert(e2.init,b.init);
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%$ T = all(t);
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%@eof:6
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