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Merge branch 'master' into use-dynSeries

time-shift
Stéphane Adjemian (Charybdis) 2014-06-12 17:42:52 +02:00
parent a9e8dbb752 08ea66057c
commit af1009d8a4
62 changed files with 1409 additions and 371 deletions
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4
README.md
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@ -255,7 +255,9 @@ Configure and make:
- Next to `Command Line Tools`, click on `Install`
- Download [MacOSX10.6.sdk.zip](http://www.jamesgeorge.org/uploads/MacOSX10.6.sdk.zip) and unzip it in `/Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs`. Change the owner to be `root` and the group to be `wheel`
- Install [Homebrew](http://mxcl.github.io/homebrew/) and [Homebrew Science](https://github.com/Homebrew/homebrew-science)
- Install [Homebrew](http://mxcl.github.io/homebrew/) by following the instructions on the website
- Tap [Homebrew Science](https://github.com/Homebrew/homebrew-science) by doing:
- ```brew tap homebrew/science```
- Install the following brews:
- ```brew install automake```
- ```brew install gsl```

146
doc/dseries-and-reporting/dseriesReporting.tex
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@ -104,7 +104,7 @@ X =
\texttt{multiplyByTwo()}.
\myitem In most object-oriented
languages, writing \texttt{X.multiplyByTwo();} will change the value
contained in \texttt{X} to \texttt{2/2}
contained in \texttt{X} to \texttt{2}
\end{itemize}
\end{itemize}
\end{frame}
@ -139,7 +139,7 @@ X =
\item[] \begin{itemize}
\myitem To get the desired change, you must overwrite \texttt{X}
\begin{verbatim}
>> X=X.multiplyByTwo()
>> X = X.multiplyByTwo()
X =
@ -194,10 +194,6 @@ X =
>> t = dates(`1999q1', `2020q2', `-190q3');
\end{alltt}
Notice that noncontiguous and negative dates are possible
\myitem{A date range}
\begin{alltt}
>> dr = dates(`1999y'):dates(`2020y');
\end{alltt}
\myitem Can also create \texttt{dates} programatically
\begin{alltt}
>> t = dates(4, [1990; 1990; 1978], [1; 2; 3])
@ -234,10 +230,6 @@ Notice that noncontiguous and negative dates are possible
\myitem{Multiple dates} \texttt{t = [1999q1 2020q2 1960q3];}
\begin{alltt}
\(\Rightarrow\) t = [dates(`1999q1') dates(`2020q2') dates(`1960q3')];
\end{alltt}
\myitem{A date range} \texttt{dr = 1999y:2020y;}
\begin{alltt}
\(\Rightarrow\) dr = dates(`1999y'):dates(`2020y');
\end{alltt}
\myitem NB: This can cause problems when dates are included in strings. \textit{e.g.,}
\begin{alltt}
@ -398,7 +390,7 @@ would be transformed into
\myitem All time series in a \texttt{dseries} must have the same frequency
\myitem A \texttt{dseries} runs from the earliest date to the latest date,
with \texttt{NaN}'s inserted to pad the shorter series
\myitem A \texttt{dseries} object contains 3 members:
\myitem A \texttt{dseries} object contains 6 members:
\begin{itemize}
\myitem{\textbf{\texttt{data}}}: The data points
\myitem{\textbf{\texttt{dates}}}: The \texttt{dates} of the sample
@ -452,7 +444,7 @@ would be transformed into
\texttt{NAMES\_\_}, and, optionally, \texttt{TEX\_\_}. More info in the
manual. Data are vectors.
\begin{alltt}
INIT__ = `1999q1’;
INIT__ = `1999q1';
NAMES__ = \{`cons'\};
cons = randn(100,1);
\end{alltt}
@ -475,13 +467,11 @@ would be transformed into
\begin{alltt}
ts(2001Y:2003Y)
\end{alltt}
\myitem Can also use integer indices
\myitem Can also use integer indices (in a roundabout way)
\begin{alltt}
start = find(ts.dates==2001Y);
ts(start:end);
ts(ts.dates(start:end));
\end{alltt}
\myitem NB: Integer indices cannot be used to extract a single observation
because of lag/lead notation (see below)
\end{itemize}
\end{frame}
@ -687,6 +677,12 @@ the time range of \verb+vs+ will be the union of \verb+ts.dates+ and
\end{frame}
\tikzstyle{abstract}=[rectangle, draw=black, rounded corners, fill=blue!10, drop shadow,
text centered, anchor=north, text=black, text width=2.6cm]
\tikzstyle{comment}=[rectangle, draw=black, rounded corners, fill=green!10, drop shadow,
text centered, anchor=north, text=black, text width=2.6cm]
\begin{frame}[fragile,t]
\frametitle{Reporting Class Hierarchy}
\begin{itemize}
@ -694,9 +690,9 @@ the time range of \verb+vs+ will be the union of \verb+ts.dates+ and
\myitem Arrows represent what the new object can be added to; objects in ellipses are treated a bit differently (explained below)
\end{itemize}
\begin{center}
\scriptsize{
\footnotesize{
\begin{tikzpicture}[
node distance = .45cm,
node distance = .25cm,
auto,
line/.style={->, >=stealth'},
]
@ -715,29 +711,29 @@ the time range of \verb+vs+ will be the union of \verb+ts.dates+ and
\textbf{Section}
\nodepart{second}\texttt{addSection(...);}
};
\node (Paragraph) [abstract, ellipse split, rectangle split parts=2, right=of Section]
{
\textbf{Paragraph}
\nodepart{lower}\texttt{addParagraph(...);}
};
\node (Vspace) [abstract, ellipse split, rectangle split parts=2, left=of Section]
{
\textbf{Vspace}
\nodepart{lower}\texttt{addVspace(...);}
};
\node (Spacer) [abstract, rectangle split, rectangle split parts=2, opacity=0, below=of Section]
\node (Spacer) [rectangle split, rectangle split parts=2, opacity=0, below=of Section]
{
};
\node (Graph) [abstract, rectangle split, rectangle split parts=2, left=of Spacer]
\node (Graph) [abstract, rectangle split, rectangle split parts=2, left=of Spacer, xshift=.25cm]
{
\textbf{Graph}
\nodepart{second}\texttt{addGraph(...);}
};
\node (Table) [abstract, rectangle split, rectangle split parts=2, right=of Spacer, text height=]
\node (Table) [abstract, rectangle split, rectangle split parts=2, right=of Spacer, xshift=-.25cm, text height=]
{
\textbf{Table}
\nodepart{second}\texttt{addTable(...);}
};
\node (Vspace) [comment, rectangle split, rectangle split parts=2, left=of Graph]
{
\textbf{Vspace}
\nodepart{second}\texttt{addVspace(...);}
};
\node (Paragraph) [comment, rectangle split, rectangle split parts=2, right=of Table]
{
\textbf{Paragraph}
\nodepart{second}\texttt{addParagraph(...);}
};
\node (Series) [abstract, rectangle split, rectangle split parts=2, below=of Spacer]
{
\textbf{Series}
@ -747,8 +743,8 @@ the time range of \verb+vs+ will be the union of \verb+ts.dates+ and
\draw [line] (Series) to node { } (Graph);
\draw [line] (Table) to node { } (Section);
\draw [line] (Graph) to node { } (Section);
\draw [line] (Paragraph) to node { } (Section);
\draw [line] (Vspace) to node { } (Section);
\draw [line] (Paragraph.north) to node { } (Section);
\draw [line] (Vspace.north) to node { } (Section);
\draw [line] (Section) to node { } (Page);
\draw [line] (Page) to node { } (Report);
\end{tikzpicture}}
@ -819,8 +815,8 @@ the time range of \verb+vs+ will be the union of \verb+ts.dates+ and
\myitem \textbf{Options}: \texttt{data}, \texttt{graphDirName}, \texttt{graphName}, \texttt{graphSize}, \texttt{height}, \ldots
\begin{alltt}
>> rep = rep.addGraph(`title', `Headline Inflation (y/y)', ...
`xrange', prange, ...
`shade', srange, ...
`xrange', dates(`2007q1'):dates(`2013q4'), ...
`shade', dates(`2010q1'):dates(`2013q4'), ...
`showZeroline', true);
\end{alltt}
\end{itemize}
@ -829,7 +825,7 @@ the time range of \verb+vs+ will be the union of \verb+ts.dates+ and
\myitem \textbf{Options}: \texttt{data}, \texttt{showHlines}, \texttt{precision}, \texttt{range}, \texttt{seriesToUse}, \ldots
\begin{alltt}
>> rep = rep.addTable(`title', \{`Real GDP Growth',`subtitle 1'\}, ...
`range', larange, ...
`range', dates(`2007y'):dates(`2014y'), ...
`vlineAfter', dates(`2011y'));
\end{alltt}
\end{itemize}
@ -852,7 +848,7 @@ the time range of \verb+vs+ will be the union of \verb+ts.dates+ and
To create a report:
\begin{itemize}
\myitem \texttt{write()}: Writes the report to a \LaTeX\ file
\myitem \texttt{compile(\ldots)}: Compiles the report
\myitem \texttt{compile(\ldots)}: Compiles the report, creating a \texttt{.pdf} file
\begin{itemize}
\myitem \textbf{Options}: \texttt{compiler}
\end{itemize}
@ -867,43 +863,49 @@ the time range of \verb+vs+ will be the union of \verb+ts.dates+ and
\end{frame}
\subsection{Examples}
\section{Putting it All Together}
\begin{frame}[fragile=singleslide,t]
\frametitle{Create Report of IRFs from \texttt{example1.mod}}
\frametitle{Create Report of IRFs from \texttt{example1.mod} (1/3)}
\begin{itemize}
\myitem \texttt{example1.mod} is located in the Dynare \texttt{examples} directory
\myitem The lines below can be added at the end of that file.
\end{itemize}
\begin{block}{Create \texttt{dseries} from IRFs}
\begin{verbatim}
shocke = dseries();
shocku = dseries();
@#define endovars=["y", "c", "k", "a", "h", "b"]
@#for var in endovars
shocke.@{var} = dseries(@{var}_e, 2014q3, `@{var}');
shocku.@{var} = dseries(@{var}_u, 2014q3, `@{var}');
shocke = [shocke dseries(@{var}_e, 2014q3, '@{var}')];
shocku = [shocku dseries(@{var}_u, 2014q3, '@{var}')];
@#endfor
\end{verbatim}
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide,t]
\frametitle{Create Report of IRFs from \texttt{example1.mod}}
\begin{block}{Populate Report (1/2)}
\frametitle{Create Report of IRFs from \texttt{example1.mod} (2/3)}
\begin{block}{Populate Report}
\small{
\begin{verbatim}
r = report();
@#for shock in ["e", "u"]
report = report.addPage(`title', {`Dseries \& Report Example', ...
`Shock to @{shock}'}, ...
`titleFormat', {`\Large\bfseries', ...
`\large\bfseries'});
report = report.addSection(`cols', 2);
r = r.addPage(`title',{`Dseries/Report Example',`Shock @{shock}'},...
`titleFormat', {`\Large\bfseries', `\large\bfseries'});
r = r.addSection(`cols', 2);
@# for var in endovars
report = report.addGraph(`data', shock@{shock}.@{var}, ...
`title', `@{var}', ...
`showGrid', false, ...
`showZeroLine', true);
r = r.addGraph(`data', shock@{shock}.@{var}, `title', `@{var}', ...
`showGrid', false, `yTickLabelPrecision', 2, ...
`yTickLabelZeroFill', false);
r = r.addSeries(`graphHline', 0, `graphLineColor', `red');
@# endfor
r = r.addVspace(`number', 2);
r = r.addSection(`cols', 1);
r = r.addTable(`range', 2022q1:2024q1, `precision', 5);
@# for var in endovars
r = r.addSeries(`data', shock@{shock}.@{var});
@# endfor
@#endfor
\end{verbatim}
}
\end{block}
@ -911,27 +913,29 @@ the time range of \verb+vs+ will be the union of \verb+ts.dates+ and
\begin{frame}[fragile=singleslide,t]
\frametitle{Create Report of IRFs from \texttt{example1.mod}}
\begin{block}{Populate Report (2/2)}
\small{
\begin{verbatim}
report = report.addVspace(`number', 2);
report = report.addSection(`cols', 1);
report = report.addTable(`range', 2022q1:2024q1, `precision', 5);
@# for var in endovars
report = report.addSeries(`data', shock@{shock}.@{var});
@# endfor
@#endfor
\end{verbatim}
}
\end{block}
\frametitle{Create Report of IRFs from \texttt{example1.mod} (3/3)}
\begin{block}{Compile Report}
\small{
\begin{verbatim}
report.write();
report.compile();
r.write();
r.compile();
\end{verbatim}
}
\end{block}
\begin{block}{Output Files}
\small{
\begin{verbatim}
>> ls report.*
report.aux report.log report.pdf report.synctex.gz report.tex
>> ls tmpRepDir/
graph_pg1_sec1_row1_col1.tex graph_pg2_sec1_row1_col1.tex
graph_pg1_sec1_row1_col2.tex graph_pg2_sec1_row1_col2.tex
graph_pg1_sec1_row2_col1.tex graph_pg2_sec1_row2_col1.tex
graph_pg1_sec1_row2_col2.tex graph_pg2_sec1_row2_col2.tex
graph_pg1_sec1_row3_col1.tex graph_pg2_sec1_row3_col1.tex
graph_pg1_sec1_row3_col2.tex graph_pg2_sec1_row3_col2.tex
table_pg1_sec2_row1_col1.tex table_pg2_sec2_row1_col1.tex
\end{verbatim}
}
\end{block}

105
doc/dynare.texi
View File

@ -9713,12 +9713,6 @@ A @code{nobs}*1 cell of strings or a @code{nobs}*p character array, the names of
@item tex
A @code{nobs}*1 cell of strings or a @code{nobs}*p character array, the tex names of the variables.
@item freq
A scalar integer equal to 1, 4, 12 or 52, the frequency of the dataset.
@item init
A single element @dates object, the initial date of the sample.
@item dates
A @dates object with @code{nobs} element, the dates of the sample.
@ -9727,13 +9721,13 @@ A @code{nobs} by @code{vobs} array of doubles, the data.
@end table
@noindent @code{freq}, @code{nobs}, @code{vobs}, @code{data}, @code{name}, @code{tex} are private members. The following constructors are available:
@noindent @code{nobs}, @code{vobs}, @code{data}, @code{name}, @code{tex} are private members. The following constructors are available:
@deftypefn {dseries} dseries ()
@deftypefnx {dseries} dseries (@var{INITIAL_DATE})
@deftypefnx {dseries} dseries (@var{RANGE_OF_DATES})
Instantiates an empty @dseries object, with, if defined, an initial date given by the single element @dates object @var{INITIAL_DATE} or the first element of the @dates object @var{RANGE_OF_DATES} (the frequency is then set accordingly).
Instantiates an empty @dseries object, with, if defined, an initial date given by the single element @dates object @var{INITIAL_DATE} or the first element of the @dates object @var{RANGE_OF_DATES}.
@end deftypefn
@ -10160,6 +10154,24 @@ ans is a dseries object:
@sp 1
@deftypefn {dseries} {@var{f} =} freq (@var{B})
Returns the frequency of the variables in @dseries object @var{B}.
@examplehead
@example
>> ts = dseries(randn(3,2),'1973Q1');
>> ts.freq
ans =
4
@end example
@end deftypefn
@sp 1
@deftypefn{dseries} {@var{D} =} horzcat (@var{A}, @var{B}[, ...])
Overloads the @code{horzcat} Matlab/Octave's method for @dseries
@ -10277,6 +10289,21 @@ The previous code should produce something like:
@sp 1
@deftypefn {dseries} {@var{f} =} init (@var{B})
Returns the initial date in @dseries object @var{B}.
@examplehead
@example
>> ts = dseries(randn(3,2),'1973Q1');
>> ts.init
ans = <dates: 1973Q1>
@end example
@end deftypefn
@sp 1
@deftypefn {dseries} {@var{C} = } insert (@var{A}, @var{B}, @var{I})
Inserts variables contained in @dseries object @var{B} in @dseries object @var{A} at positions specified by integer scalars in vector @var{I}, returns augmented @dseries object @var{C}. The integer scalars in @var{I} must take values between @code{1} and @code{A.length()+1} and refers to @var{A}'s column numbers. The @dseries objects @var{A} and @var{B} need not to be defined over the same time ranges, but it is assumed that they have common frequency.
@ -10393,6 +10420,21 @@ ans is a dseries object:
@sp 1
@deftypefn {dseries} {@var{l} =} last (@var{B})
Returns the last date in @dseries object @var{B}.
@examplehead
@example
>> ts = dseries(randn(3,2),'1973Q1');
>> ts.last
ans = <dates: 1973Q3>
@end example
@end deftypefn
@sp 1
@deftypefn {dseries} {@var{B} = } lead (@var{A}[, @var{p}])
Returns leaded time series. Default value of @var{p}, the number of leads, is @code{1}. As for the @code{lag} method, the @dseries class overloads the parenthesis so that @code{ts.lead(p)} is equivalent to @code{ts(p)}.
@ -10848,6 +10890,40 @@ ts1 is a dseries object:
@sp 1
@deftypefn{dseries} {@var{C} =} remove (@var{A}, @var{B})
Alias for the @code{pop} method with two arguments. Removes variable @var{B} from @dseries object @var{A}.
@examplehead
@example
>> ts0 = dseries(ones(3,3));
>> ts1 = ts0.remove('Variable_2');
ts1 is a dseries object:
| Variable_1 | Variable_3
1Y | 1 | 1
2Y | 1 | 1
3Y | 1 | 1
@end example
@sp 1
A shorter syntax is available: @code{remove(ts,'Variable_2')} is
equivalent to @code{ts@{'Variable_2'@} = []} (@code{[]} can be replaced
by any empty object). This alternative syntax is usefull if more than
one variable has to be removed. For instance:
@example
ts@{'Variable_@@2,3,4@@'@} = [];
@end example
will remove @code{Variable_2}, @code{Variable_3} and @code{Variable_4}
from @dseries object @code{ts} (if these variables exist). Regular
expressions cannot be used but implicit loops can.
@end deftypefn
@sp 1
@deftypefn{dseries} {@var{B} =} rename (@var{A},@var{oldname},@var{newname})
Rename variable @var{oldname} to @var{newname} in @dseries object
@ -11163,7 +11239,7 @@ command. Default: @code{`!'}
@end defmethod
@anchor{addGraph}
@defmethod Report addGraph data, graphDirName, graphName, graphSize, height, showGrid, showLegend, showLegendBox, legendLocation, legendOrientation, legendFontSize, miscTikzAxisOptions, miscTikzPictureOptions, seriesToUse, shade, shadeColor, shadeOpacity, title, width, xlabel, ylabel, xAxisTight, xrange, xTicks, xTickLabels, xTickLabelAnchor, xTickLabelRotation, yAxisTight, yrange, showZeroline
@defmethod Report addGraph data, graphDirName, graphName, graphSize, height, showGrid, showLegend, showLegendBox, legendLocation, legendOrientation, legendFontSize, miscTikzAxisOptions, miscTikzPictureOptions, seriesToUse, shade, shadeColor, shadeOpacity, title, width, xlabel, ylabel, xAxisTight, xrange, xTicks, xTickLabels, xTickLabelAnchor, xTickLabelRotation, yAxisTight, yTickLabelFixed, yTickLabelPrecision, yTickLabelZeroFill, yrange, showZeroline
Adds a @code{Graph} to a @code{Section}.
@optionshead
@table @code
@ -11303,6 +11379,17 @@ The boundary on the y-axis to display in the graph, represented as a
@code{NUMERICAL_VECTOR} of size @math{2}, with the first entry less
than the second entry. Default: all
@item yTickLabelFixed, @code{BOOLEAN}
Round the y tick labels to a fixed number of decimal places, given by
@ref{yTickLabelPrecision}. Default: @code{true}
@anchor{yTickLabelPrecision}
@item yTickLabelPrecision, @code{INTEGER}
The precision with which to report the yTickLabel. Default: @code{1}
@item yTickLabelZeroFill, @code{BOOLEAN}
Whether or not to fill missing precision spots with zeros. Default: @code{true}
@item showZeroline, @code{BOOLEAN}
Display a solid black line at @math{y = 0}. Default: @code{false}

72
matlab/@dates/colon.m
View File

@ -30,7 +30,7 @@ function C = colon(varargin) % --*-- 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(nargin,2)
if isequal(nargin,2)
A = varargin{1};
B = varargin{2};
d = 1;
@ -68,22 +68,45 @@ end
C = dates();
n = (B-A)+1;
C.freq = A.freq;
C.ndat = n;
C.time = NaN(n,2);
C.time(1,:) = A.time;
current_date = A;
linee = 1;
while current_date<B
linee = linee+1;
C.time(linee,:) = add_periods_to_array_of_dates(C.time(linee-1,:), C.freq, d);
current_date = current_date + d;
m = n;
if d>1
m = length(1:d:n);
end
C.freq = A.freq;
C.time = C.time(1:linee,:);
C.ndat = rows(C.time);
if isequal(C.freq,1)
C.ndat = m;
C.time = NaN(m,2);
C.time(:,1) = A.time(1)+transpose(0:d:n-1);
C.time(:,2) = 1;
else
C.time = NaN(n,2);
initperiods = min(C.freq-A.time(2)+1,n);
C.time(1:initperiods,1) = A.time(1);
C.time(1:initperiods,2) = transpose(A.time(2)-1+(1:initperiods));
if n>initperiods
p = n-initperiods;
if p<=C.freq
C.time(initperiods+(1:p),1) = A.time(1)+1;
C.time(initperiods+(1:p),2) = transpose(1:p);
else
q = fix(p/C.freq);
r = rem(p,C.freq);
C.time(initperiods+(1:C.freq*q),2) = repmat(transpose(1:C.freq),q,1);
C.time(initperiods+(1:C.freq*q),1) = kron(A.time(1)+transpose(1:q),ones(C.freq,1));
if r>0
C.time(initperiods+C.freq*q+(1:r),1) = C.time(initperiods+C.freq*q,1)+1;
C.time(initperiods+C.freq*q+(1:r),2) = transpose(1:r);
end
end
end
if d>1
C.time = C.time(1:d:n,:);
C.ndat = m;
else
C.ndat = n;
end
end
%@test:1
%$ % Define two dates
@ -149,4 +172,21 @@ C.ndat = rows(C.time);
%$ t(1) = dyn_assert(d.time,e.time);
%$ t(2) = dyn_assert(d.freq,e.freq);
%$ T = all(t);
%$ @eof:3
%$ @eof:3
%$ @test:4
%$ % Create an empty dates object for quaterly data
%$ qq = dates('Q');
%$
%$ % Define expected results.
%$ e.freq = 4;
%$ e.time = [1950 1; 1950 2; 1950 3];
%$
%$ % Call the tested routine.
%$ d = qq(1950,1):qq(1950,3);
%$
%$ % Check the results.
%$ t(1) = dyn_assert(d.time,e.time);
%$ t(2) = dyn_assert(d.freq,e.freq);
%$ T = all(t);
%$ @eof:4

18
matlab/@dates/dates.m
View File

@ -60,10 +60,16 @@ function dd = dates(varargin) % --*-- Unitary tests --*--
% 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/>.
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
dd = struct('ndat', 0, 'freq', NaN(0), 'time', NaN(0,2));
dd = class(dd,'dates');
if nargin>0 && ischar(varargin{1}) && isequal(varargin{1},'initialize')
dd = struct('ndat', 0, 'freq', NaN(0), 'time', NaN(0,2));
dd = class(dd,'dates');
assignin('base','emptydatesobject',dd);
return
end
dd = evalin('base','emptydatesobject');
switch nargin
case 0
@ -104,7 +110,7 @@ switch nargin
dd = subsref(dd,S);
return
else
error(['dates::dates: Wrong calling sequence!'])
error('dates::dates: Wrong calling sequence!')
end
for i=2:dd.ndat
if isdate(varargin{i})
@ -112,10 +118,10 @@ switch nargin
if isequal(date.freq,dd.freq)
dd.time(i,:) = date.time;
else
error(['dates::dates: Check that all the inputs have the same frequency (see input number ' str2num(i) ')!'])
error(sprintf('dates::dates: Check that all the inputs have the same frequency (see input number %i)!',i))
end
else
error(['dates::dates: Input ' str2num(i) ' has to be a string date!'])
error(sprintf('dates::dates: Input %i has to be a string date!',i))
end
end
end

27
matlab/@dates/ge.m
View File

@ -43,26 +43,41 @@ if isequal(A.ndat, B.ndat)
C = (A==B);
idx = find(C==0);
for i=1:length(idx)
C(idx(i)) = compare_vectors(@gt, A.time(idx(i),:), B.time(idx(i),:));
C(idx(i)) = greaterorequal(A.time(idx(i),:), B.time(idx(i),:));
end
else
if isequal(A.ndat,1) && isequal(B.ndat,1)
C = compare_vectors(@ge, A.time, B.time);
elseif isequal(A.ndat,1)
if isequal(A.ndat,1)
C = NaN(B.ndat,1);
for i=1:B.ndat
C(i) = compare_vectors(@ge, A.time, B.time(i,:));
C(i) = greaterorequal(A.time, B.time(i,:));
end
elseif isequal(B.ndat,1)
C = NaN(A.ndat,1);
for i=1:A.ndat
C(i) = compare_vectors(@ge, A.time(i,:), B.time);
C(i) = greaterorequal(A.time(i,:), B.time);
end
else
C = 0;
end
end
function c = greaterorequal(a,b)
if a(1)>b(1)
c = 1;
else
if a(1)<b(1)
c = 0;
else
if a(2)>=b(2)
c = 1;
else
c = 0;
end
end
end
%@test:1
%$ % Define some dates
%$ date_2 = '1950Q2';

26
matlab/@dates/gt.m
View File

@ -42,26 +42,40 @@ end
if isequal(A.ndat, B.ndat)
C = NaN(A.ndat,1);
for i=1:A.ndat
C(i) = compare_vectors(@gt, A.time(i,:), B.time(i,:));
C(i) = greaterthan(A.time(i,:), B.time(i,:));
end
else
if isequal(A.ndat,1) && isequal(B.ndat,1)
C = compare_vectors(@gt, A.time, B.time);
elseif isequal(A.ndat,1)
if isequal(A.ndat,1)
C = NaN(B.ndat,1);
for i=1:B.ndat
C(i) = compare_vectors(@gt, A.time, B.time(i,:));
C(i) = greaterthan(A.time, B.time(i,:));
end
elseif isequal(B.ndat,1)
C = NaN(A.ndat,1);
for i=1:A.ndat
C(i) = compare_vectors(@gt, A.time(i,:), B.time);
C(i) = greaterthan(A.time(i,:), B.time);
end
else
C = 0;
end
end
function c = greaterthan(a,b)
if a(1)>b(1)
c = 1;
else
if a(1)<b(1)
c = 0;
else
if a(2)>b(2)
c = 1;
else
c = 0;
end
end
end
%@test:1
%$ % Define some dates
%$ date_2 = '1950Q2';

29
matlab/@dates/le.m
View File

@ -43,26 +43,41 @@ if isequal(A.ndat, B.ndat)
C = (A==B);
idx = find(C==0);
for i=1:length(idx)
C(idx(i)) = compare_vectors(@lt, A.time(idx(i),:), B.time(idx(i),:));
C(idx(i)) = lessorequal(A.time(idx(i),:), B.time(idx(i),:));
end
else
if isequal(A.ndat,1) && isequal(B.ndat,1)
C = compare_vectors(@le, A.time, B.time);
elseif isequal(A.ndat,1)
if isequal(A.ndat,1)
C = NaN(B.ndat,1);
for i=1:B.ndat
C(i) = compare_vectors(@le, A.time, B.time(i,:));
C(i) = lessorequal(A.time, B.time(i,:));
end
elseif isequal(B.ndat,1)
C = NaN(A.ndat,1);
for i=1:A.ndat
C(i) = compare_vectors(@le, A.time(i,:), B.time);
C(i) = lessorequal(A.time(i,:), B.time);
end
else
C = 0;
end
end
function c = lessorequal(a, b)
if a(1)<b(1)
c = 1;
else
if a(1)>b(1)
c = 0;
else
if a(2)<=b(2)
c = 1;
else
c = 0;
end
end
end
%@test:1
%$ % Define some dates
%$ date_2 = '1950Q2';
@ -79,7 +94,7 @@ end
%$ i2 = (d3<=d4);
%$ i3 = (d4<=d2);
%$ i4 = (d5<=d4);
%$ i5 = (d5<=d5);
%$ i5 = (d5<=d5);
%$
%$ % Check the results.
%$ t(1) = dyn_assert(i1,1);

25
matlab/@dates/lt.m
View File

@ -42,26 +42,39 @@ end
if isequal(A.ndat, B.ndat)
C = NaN(A.ndat,1);
for i=1:A.ndat
C(i) = compare_vectors(@lt, A.time(i,:), B.time(i,:));
C(i) = lessthan(A.time(i,:),B.time(i,:));
end
else
if isequal(A.ndat,1) && isequal(B.ndat,1)
C = compare_vectors(@lt, A.time, B.time);
elseif isequal(A.ndat,1)
if isequal(A.ndat,1)
C = NaN(B.ndat,1);
for i=1:B.ndat
C(i) = compare_vectors(@lt, A.time, B.time(i,:));
C(i) = lessthan(A.time,B.time(i,:));
end
elseif isequal(B.ndat,1)
C = NaN(A.ndat,1);
for i=1:A.ndat
C(i) = compare_vectors(@lt, A.time(i,:), B.time);
C(i) = lessthan(A.time(i,:),B.time);
end
else
C = 0;
end
end
function c = lessthan(a,b)
if a(1)<b(1)
c = 1;
else
if a(1)>b(1)
c = 0;
else
if a(2)<b(2)
c = 1;
else
c = 0;
end
end
end
%@test:1
%$ % Define some dates
%$ date_2 = '1950Q2';

6
matlab/@dates/subsref.m
View File

@ -93,7 +93,7 @@ switch S(1).type
elseif isequal(m,1)
B.time = [S(1).subs{2}, ones(n,1)];
else
error(['dates::subsref: This is a bug!'])
error('dates::subsref: This is a bug!')
end
B.ndat = rows(B.time);
elseif isequal(length(S(1).subs),3)
@ -148,7 +148,7 @@ switch S(1).type
elseif isequal(m,1) && isequal(B.freq,1)
B.time = [S(1).subs{1}, ones(n,1)];
else
error(['dates::subsref: This is a bug!'])
error('dates::subsref: This is a bug!')
end
B.ndat = rows(B.time);
else
@ -267,7 +267,7 @@ end
%$
%$ % Define a ranges of dates using qq.
%$ try
%$ r1 = qq(1950,1):qq([1950, 3]);
%$ r1 = qq(1950,1):qq(1950,3);%qq([1950, 3]);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;

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

54
matlab/@dseries/dseries.m
View File

@ -76,18 +76,20 @@ function ts = dseries(varargin) % --*-- 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/>.
ts = struct;
if nargin>0 && ischar(varargin{1}) && isequal(varargin{1},'initialize')
ts = struct;
ts.data = [];
ts.nobs = 0;
ts.vobs = 0;
ts.name = {};
ts.tex = {};
ts.dates = dates();
ts = class(ts,'dseries');
assignin('base','emptydseriesobject',ts);
return
end
ts.data = [];
ts.nobs = 0;
ts.vobs = 0;
ts.name = {};
ts.tex = {};
ts.freq = [];
ts.init = dates();
ts.dates = dates();
ts = class(ts,'dseries');
ts = evalin('base','emptydseriesobject');
switch nargin
case 0
@ -100,13 +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})
@ -136,12 +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
@ -150,10 +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};
@ -180,20 +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');
@ -218,7 +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!')
@ -242,7 +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

21
matlab/@dseries/end.m Normal file
View File

@ -0,0 +1,21 @@
function lastIndex = end(o, k, n)
% 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/>.
assert(k==1 && n==1, 'dseries::end: Wrong indexing!');
lastIndex = o.vobs;

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;

55
matlab/@dseries/horzcat.m
View File

@ -51,14 +51,21 @@ end
function a = concatenate(b,c)
[n,message] = common_strings_in_cell_arrays(b.name,c.name);
if isempty(b)
a = c;
return
end
if isempty(c)
a = b;
return
end
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)
@ -67,29 +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
@ -289,3 +293,28 @@ function a = concatenate(b,c)
%$
%$ T = t;
%@eof:6
%@test:7
%$ % Define X
%$ X = randn(30,2);
%$
%$ % Instantiate two time series objects.
%$ ts1 = dseries();
%$ ts2 = dseries(randn(30,2),'1950Q2');
%$
%$ % Call the tested method.
%$ try
%$ ts3 = [ts1,ts2];
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dyn_assert(ts3.freq,4);
%$ t(3) = dyn_assert(ts3.data,X);
%$ t(4) = dyn_assert(isequal(ts3.dates(1),dates('1950Q2')),1);
%$ end
%$
%$ T = t;
%@eof:7

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);

50
matlab/@dseries/mpower.m
View File

@ -40,10 +40,26 @@ function A = mpower(B,C) % --*-- 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 isdseries(B) && isnumeric(C) && isreal(C) && isscalar(C)
if isnumeric(B) && isvector(B) && length(B)>1
if ~isdseries(C)
error('dseries::mpower: Second input argument must be a dseries object!')
end
A = C;
A.data = bsxfun(@power,C.data,B);
return;
end
if isnumeric(C) && isvector(C) && length(C)>1
if ~isdseries(B)
error('dseries::mpower: First input argument must be a dseries object!')
end
A = B;
A.data = bsxfun(@power,B.data,C);
return
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;
@ -58,10 +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;
@ -133,4 +147,26 @@ error(['dseries::mpower: Wrong calling sequence!'])
%$ t(6) = dyn_assert(ts3.tex,{'A1^2';'A2^2'});
%$ end
%$ T = all(t);
%@eof:2
%@eof:2
%@test:3
%$ % Define a dseries object
%$ ts1=dseries([1 1;2 2;3 3], '1999y', {'MyVar1','MyVar2'});
%$
%$ % Use the power
%$ try
%$ ts2 = ts1^transpose(1:3);
%$ t = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dyn_assert(ts2.vobs,2);
%$ t(3) = dyn_assert(ts2.nobs,3);
%$ t(4) = dyn_assert(ts2.data,bsxfun(@power,ts1.data,transpose(1:3)),1e-15);
%$ t(5) = dyn_assert(ts2.name,{'MyVar1';'MyVar2'});
%$ t(6) = dyn_assert(ts2.tex,{'MyVar1';'MyVar2'});
%$ end
%$ T = all(t);
%@eof:3

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

98
matlab/@dseries/remove.m Normal file
View File

@ -0,0 +1,98 @@
function ts = remove(ts,a) % --*-- Unitary tests --*--
% Removes a variable from a dseries object (alias for the pop method).
%@info:
%! @deftypefn {Function File} {@var{ts} =} pop (@var{ts}, @var{a})
%! @anchor{dseries/pop}
%! @sp 1
%! Remove method for the dseries class. Removes a variable from a dseries object.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item ts
%! Object instantiated by @ref{dseries}.
%! @item a
%! String, name of the variable to be removed.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item ts
%! Object instantiated by @ref{dseries}, without variable (@var{a}).
%! @end table
%! @end deftypefn
%@eod:
% 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/>.
ts = pop(ts, a);
%@test:1
%$ % Define a datasets.
%$ A = rand(10,3);
%$
%$ % Define names
%$ A_name = {'A1';'A2';'A3'};
%$
%$ t = zeros(4,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = remove(ts1,'A2');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dyn_assert(ts2.vobs,2);
%$ t(3) = dyn_assert(ts2.nobs,10);
%$ t(4) = dyn_assert(ts2.data,[A(:,1), A(:,3)],1e-15);
%$ end
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a datasets.
%$ A = rand(10,3);
%$
%$ % Define names
%$ A_name = {'A1';'A2';'A3'};
%$
%$ t = zeros(4,1);
%$
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = ts1.remove('A2');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
%$ t(2) = dyn_assert(ts2.vobs,2);
%$ t(3) = dyn_assert(ts2.nobs,10);
%$ t(4) = dyn_assert(ts2.data,[A(:,1), A(:,3)],1e-15);
%$ end
%$ T = all(t);
%@eof:2

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 = [];

68
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
@ -77,6 +77,12 @@ switch length(S)
end
end
end
if isempty(B)
for i=1:length(S(1).subs)
A = remove(A,S(1).subs{i});
end
return
end
if ~isequal(length(S(1).subs),B.vobs)
error('dseries::subsasgn: Wrong syntax!')
end
@ -99,20 +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.
@ -211,7 +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)
@ -278,8 +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);
@ -440,8 +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);
@ -469,8 +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);
@ -499,8 +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);
@ -845,7 +845,7 @@ end
%$ T = all(t);
%@eof:21
%@test:21
%@test:22
%$ % Define a datasets.
%$ A = rand(1,3);
%$
@ -867,4 +867,28 @@ end
%$ t(4) = dyn_assert(ts.data,repmat(A,4,1),1e-15);
%$ end
%$ T = all(t);
%@eof:21
%@eof:22
%@test:23
%$ % Instantiate a dseries object.
%$ ts0 = dseries(randn(10,6), '1999y');
%$
%$ % Try to remove Variable_2 and Variable_3
%$ try
%$ ts0{'Variable_@2,3@'} = [];
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ % Try to display Variable_2 and Variable_3 again (should fail because already removed)
%$ try
%$ ts0{'Variable_@2,3@'};
%$ t(2) = 0;
%$ catch
%$ t(2) = 1;
%$ end
%$ end
%$ T = all(t);
%@eof:23

45
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)
@ -90,7 +99,7 @@ switch S(1).type
else
B = feval(S(1).subs,A);
end
case {'cumsum','insert','pop','cumprod'} % Methods with less than three argument.
case {'cumsum','insert','pop','cumprod','remove'} % Methods with less than three argument.
if length(S)>1 && isequal(S(2).type,'()')
if isempty(S(2).subs)
B = feval(S(1).subs,A);
@ -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!')
@ -227,29 +234,9 @@ 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}))
% Extract a subsample using a vector of integers (observation index).
% Note that this does not work if S(1).subs is an integer scalar... In which case S(1).subs is interpreted as a lead/lag operator (as in the Dynare syntax).
% To extract one observation, a dates with one element input must be used.
if all(S(1).subs{1}>0) && all(S(1).subs{1}<=A.nobs)
if size(A.data,2)>1
S(1).subs = [S(1).subs, ':'];
end
B = dseries();
B.data = builtin('subsref', A.data, S(1));
B.nobs = size(B.data,1);
B.vobs = A.vobs;
B.freq = A.freq;
B.dates = A.dates(S(1).subs{1});
B.init = B.dates(1);
B.name = A.name;
B.tex = A.tex;
else
error('dseries::subsref: Indices are out of bounds!')
end
error('dseries::subsref: It is not possible to select observations with a vector of integers. You have to index with a dates object instead!');
else
error('dseries::subsref: I have no idea of what you are trying to do!')
end
@ -267,8 +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?!')
@ -293,7 +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)];
@ -653,7 +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;
@ -670,7 +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;

5
matlab/dynare_config.m
View File

@ -63,6 +63,7 @@ addpath([dynareroot '/utilities/tests/'])
addpath([dynareroot '/utilities/dates/'])
addpath([dynareroot '/utilities/dataset/'])
addpath([dynareroot '/utilities/general/'])
addpath([dynareroot '/utilities/dseries/'])
addpath([dynareroot '/reports/'])
% For functions that exist only under some Octave versions
@ -249,4 +250,8 @@ if verbose
skipline()
end
% Save empty dates and dseries objects (necessary if a mod file is not preprocessed).
dates('initialize');
dseries('initialize');
cd(origin);

2
matlab/dynare_solve.m
View File

@ -64,7 +64,7 @@ if ~isempty(i)
disp(' i) if all parameters occurring in these equations are defined')
disp(' ii) that no division by an endogenous variable initialized to 0 occurs')
info = 1;
x = NaN;
x = NaN(size(fvec));
return;
end

7
matlab/reports/@graph/graph.m
View File

@ -69,6 +69,10 @@ o.xTickLabels = {};
o.xTickLabelRotation = 0;
o.xTickLabelAnchor = 'east';
o.yTickLabelPrecision = 0;
o.yTickLabelFixed = true;
o.yTickLabelZeroFill = true;
o.width = 6;
o.height = 4.5;
@ -125,6 +129,9 @@ assert(isfloat(o.width), '@graph.graph: o.width must be a real number');
assert(isfloat(o.height), '@graph.graph: o.height must be a real number');
assert(isfloat(o.xTickLabelRotation), '@graph.graph: o.xTickLabelRotation must be a real number');
assert(ischar(o.xTickLabelAnchor), '@graph.graph: xTickLabelAnchor must be a string');
assert(isint(o.yTickLabelPrecision), '@graph.graph: o.yTickLabelPrecision must be an integer');
assert(islogical(o.yTickLabelFixed), '@graph.graph: yTickLabelFixed must be either true or false');
assert(islogical(o.yTickLabelZeroFill), '@graph.graph: yTickLabelZeroFill must be either true or false');
valid_shadeColor = {'red', 'green', 'blue', 'cyan ', 'magenta', 'yellow', ...
'black', 'gray', 'darkgray', 'lightgray', 'brown', ...

38
matlab/reports/@graph/writeGraphFile.m
View File

@ -103,7 +103,15 @@ for i = 1:xlen
fprintf(fid,',');
end
end
fprintf(fid, '},\nx tick label style={rotate=%f', o.xTickLabelRotation);
fprintf(fid, '},\ny tick label style={\n/pgf/number format/.cd,\n');
if o.yTickLabelFixed
fprintf(fid, 'fixed,\n');
end
if o.yTickLabelZeroFill
fprintf(fid, 'zerofill,\n');
end
fprintf(fid, 'precision=%d,\n/tikz/.cd\n},\n', o.yTickLabelPrecision);
fprintf(fid, 'x tick label style={rotate=%f', o.xTickLabelRotation);
if o.xTickLabelRotation ~= 0
fprintf(fid, ',anchor=%s', o.xTickLabelAnchor);
end
@ -176,21 +184,8 @@ if ~isempty(o.miscTikzAxisOptions)
end
fprintf(fid, ']\n');
if o.showZeroline
fprintf(fid, '%%zeroline\n\\addplot[black,line width=.5,forget plot] coordinates {(1,0)(%d,0)};\n',dd.ndat);
end
for i=1:ne
o.series{i}.writeSeriesForGraph(fid, dd);
if o.showLegend
le = o.series{i}.getNameForLegend();
if ~isempty(le)
fprintf(fid, '\\addlegendentry{%s}\n', le);
end
end
end
if ~isempty(o.shade)
fprintf(fid, '%%shading\n');
stringsdd = strings(dd);
x1 = find(strcmpi(date2string(o.shade(1)), stringsdd));
x2 = find(strcmpi(date2string(o.shade(end)), stringsdd));
@ -216,6 +211,19 @@ if ~isempty(o.shade)
end
end
if o.showZeroline
fprintf(fid, '%%zeroline\n\\addplot[black,line width=.5,forget plot] coordinates {(1,0)(%d,0)};\n',dd.ndat);
end
for i=1:ne
o.series{i}.writeSeriesForGraph(fid, dd);
if o.showLegend
le = o.series{i}.getNameForLegend();
if ~isempty(le)
fprintf(fid, '\\addlegendentry{%s}\n', le);
end
end
end
fprintf(fid, '\\end{axis}\n\\end{tikzpicture}%%');
if fclose(fid) == -1
error('@graph.writeGraphFile: closing %s\n', o.filename);

2
matlab/reports/@report/write.m
View File

@ -69,11 +69,13 @@ fprintf(fid, '\\renewcommand{\\textfraction}{0.05}\n');
fprintf(fid, '\\renewcommand{\\topfraction}{0.8}\n');
fprintf(fid, '\\renewcommand{\\bottomfraction}{0.8}\n');
fprintf(fid, '\\setlength{\\parindent}{0in}\n');
fprintf(fid, '\\setlength{\\tabcolsep}{1em}\n');
fprintf(fid, '\\newlength\\sectionheight\n');
fprintf(fid, '\\begin{document}\n');
fprintf(fid, '\\pgfdeclarelayer{background0}\n');
fprintf(fid, '\\pgfdeclarelayer{background1}\n');
fprintf(fid, '\\pgfsetlayers{background0,background1,main}\n');
fprintf(fid, '\\pgfplotsset{tick scale binop={\\times},\ntrim axis left}\n');
fprintf(fid, '\\centering\n');
nps = length(o.pages);

12
matlab/utilities/dates/add_periods_to_array_of_dates.m
View File

@ -27,12 +27,16 @@ time(:,1) = time(:,1) + fix(p/freq);
time(:,2) = time(:,2) + rem(p,freq);
id1 = find(time(:,2)>freq);
time(id1,1) = time(id1,1) + 1;
time(id1,2) = time(id1,2) - freq;
if ~isempty(id1)
time(id1,1) = time(id1,1) + 1;
time(id1,2) = time(id1,2) - freq;
end
id2 = find(time(:,2)<1);
time(id2,1) = time(id2,1) - 1;
time(id2,2) = time(id2,2) + freq;
if ~isempty(id2)
time(id2,1) = time(id2,1) - 1;
time(id2,2) = time(id2,2) + freq;
end
%@test:1
%$ t(1) = dyn_assert(add_periods_to_array_of_dates([1950 1], 4, 1),[1950 2]);

57
matlab/utilities/dates/add_periods_to_date.m Normal file
View File

@ -0,0 +1,57 @@
function time = add_periods_to_date(time, freq, p) % --*-- Unitary tests --*--
% Adds a p periods (p can be negative) to a date (or a set of dates) characterized by array time and frequency freq.
% Copyright (C) 2013 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/>.
time(1) = time(1) + fix(p/freq);
time(2) = time(2) + rem(p,freq);
if time(2)>freq
time(1) = time(1) + 1;
time(2) = time(2) - freq;
end
if time(2)<1
time(1) = time(1) - 1;
time(2) = time(2) + freq;
end
%@test:1
%$ t(1) = dyn_assert(add_periods_to_date([1950 1], 4, 1),[1950 2]);
%$ t(2) = dyn_assert(add_periods_to_date([1950 1], 4, 2),[1950 3]);
%$ t(3) = dyn_assert(add_periods_to_date([1950 1], 4, 3),[1950 4]);
%$ t(4) = dyn_assert(add_periods_to_date([1950 1], 4, 4),[1951 1]);
%$ t(5) = dyn_assert(add_periods_to_date([1950 1], 4, 5),[1951 2]);
%$ t(6) = dyn_assert(add_periods_to_date([1950 1], 4, 6),[1951 3]);
%$ t(7) = dyn_assert(add_periods_to_date([1950 1], 4, 7),[1951 4]);
%$ t(8) = dyn_assert(add_periods_to_date([1950 1], 4, 8),[1952 1]);
%$ T = all(t);
%@eof:1
%@test:2
%$ t(1) = dyn_assert(add_periods_to_date([1950 1], 4, -1),[1949 4]);
%$ t(2) = dyn_assert(add_periods_to_date([1950 1], 4, -2),[1949 3]);
%$ t(3) = dyn_assert(add_periods_to_date([1950 1], 4, -3),[1949 2]);
%$ t(4) = dyn_assert(add_periods_to_date([1950 1], 4, -4),[1949 1]);
%$ t(5) = dyn_assert(add_periods_to_date([1950 1], 4, -5),[1948 4]);
%$ t(6) = dyn_assert(add_periods_to_date([1950 1], 4, -6),[1948 3]);
%$ t(7) = dyn_assert(add_periods_to_date([1950 1], 4, -7),[1948 2]);
%$ t(8) = dyn_assert(add_periods_to_date([1950 1], 4, -8),[1948 1]);
%$ T = all(t);
%@eof:2

8
matlab/utilities/dates/isdate.m
View File

@ -25,11 +25,11 @@ function b = isdate(str) % --*-- 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 length(str)>1
%if length(str)>1
b = isquaterly(str) || isyearly(str) || ismonthly(str) || isweekly(str);
else
b = 0;
end
%else
%b = 0;
%end
%@test:1
%$

6
matlab/utilities/dates/ismonthly.m
View File

@ -26,7 +26,11 @@ function b = ismonthly(str) % --*-- Unitary tests --*--
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if ischar(str)
b = ~isempty(regexp(str,'^-?[0-9]*[Mm]([1-9]|1[0-2])$'));
if isempty(regexp(str,'^-?[0-9]*[Mm]([1-9]|1[0-2])$','once'))
b = 0;
else
b = 1;
end
else
b = 0;
end

8
matlab/utilities/dates/isquaterly.m
View File

@ -25,8 +25,12 @@ function b = isquaterly(str) % --*-- 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 ischar(str)
b = ~isempty(regexp(str,'^-?[0-9]*[Qq][1-4]$'));
if ischar(str)
if isempty(regexp(str,'^-?[0-9]*[Qq][1-4]$','once'))
b = 0;
else
b = 1;
end
else
b = 0;
end

6
matlab/utilities/dates/isweekly.m
View File

@ -26,7 +26,11 @@ function b = isweekly(str) % --*-- Unitary tests --*--
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if ischar(str)
b = ~isempty(regexp(str,'^-?[0-9]*[Ww]([1-9]|[1-4][0-9]|5[0-2])$'));
if isempty(regexp(str,'^-?[0-9]*[Ww]([1-9]|[1-4][0-9]|5[0-2])$','once'))
b = 0;
else
b = 1;
end
else
b = 0;
end

6
matlab/utilities/dates/isyearly.m
View File

@ -26,7 +26,11 @@ function b = isyearly(str) % --*-- Unitary tests --*--
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if ischar(str)
b = ~isempty(regexp(str,'^-?[0-9]*[YyAa]$'));
if isempty(regexp(str,'^-?[0-9]*[YyAa]$','once'))
b = 0;
else
b = 1;
end
else
b = 0;
end

15
matlab/utilities/dates/string2date.m
View File

@ -26,7 +26,7 @@ end
if isyearly(a)
year = 1:(regexp(a,'[AaYy]')-1);
date.freq = 1;
date.time = write_time_field(a, year);
date.time = write_time_field_y(a, year);
return
end
@ -51,13 +51,14 @@ if isweekly(a)
return
end
function b = write_time_field(c, d)
b(1) = str2num(c(d));
if ismember(c(d(end)+1),{'Y','y','A','a'})
b(2) = 1;
else
b(2) = str2num(c(d(end)+2:end));
end
b(1) = str2double(c(d));
b(2) = str2double(c(d(end)+2:end));
function b = write_time_field_y(c, d)
b(1) = str2double(c(d));
b(2) = 1;
%@test:1
%$

424
matlab/utilities/dseries/from.m Normal file
View File

@ -0,0 +1,424 @@
function from(varargin)
% 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/>.
lvarargin = lower(varargin);
to_id = strmatch('to',lvarargin);
do_id = strmatch('do',lvarargin);
if isempty(to_id) || isempty(do_id)
error(get_error_message_0())
end
if do_id<to_id
msg = sprinf('dseries::from: Wrong syntax! The TO keyword must preceed the DO keyword.\n');
error(get_error_message_0(msg))
end
if ~isdate(varargin{1})
% The first argument is not a string formatted date. Test if this argument refers to a dates object
% in the caller workspace.
try
d1 = evalin('caller', varargin{1});
if ~isdates(d1)
error(['dseries::from: Variable ' varargin{1} ' is not a dates object!'])
end
catch
error(['dseries::from: Variable ' varargin{1} ' is unknown!'])
end
if ~exist('d1')
msg = sprintf('dseries::from: Wrong syntax! The FROM statement must be followed by a string formatted date.\n');
error(get_error_message_0(msg))
end
else
d1 = dates(varargin{1}); % First date
end
if ~isequal(to_id,2)
msg = sprintf('dseries::from: Wrong syntax! The first dates object must be immediately followed by the TO keyword.\n');
error(get_error_message_0(msg))
end
if ~isdate(varargin{3})
% The third argument is not a string formatted date. Test if this argument refers to a dates object
% in the caller workspace.
try
d2 = evalin('caller', varargin{3});
if ~isdates(d2)
error(['dseries::from: Variable ' varargin{3} ' is not a dates object!'])
end
catch
error(['dseries::from: Variable ' varargin{3} ' is unknown!'])
end
if ~exist('d2')
msg = sprintf('dseries::from: Wrong syntax! The TO keyword must be followed by a second dates object.\n');
error(get_error_message_0(msg))
end
else
d2 = dates(varargin{3}); % Last date
end
if d1>d2
error('dseries::from: The first date must preceed the second one!')
end
if ~isequal(do_id,4)
msg = sprintf('dseries::from: Wrong syntax! The second dates object must be immediately followed by the DO keyword.\n');
error(get_error_message_0(msg))
end
% Build the recursive expression.
EXPRESSION = char([varargin{5:end}]);
% Check that the expression is an assignment
equal_id = strfind(EXPRESSION,'=');
if isempty(equal_id)
error('dseries::from: Wrong syntax! The expression following the DO keyword must be an assignment (missing equal symbol).')
end
% Issue ann error message if the user attempts to do more than one assignment.
if ~isequal(length(equal_id),1)
error('dseries::from: Not yet implemented! Only one assignment is allowed in the FROM-TO-DO statement.')
end
% Get all the variables involved in the recursive expression.
variables = unique(regexpi(EXPRESSION, '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)|\w*\.\w*\(t\)|\w*\.\w*\(t\-\d\)|\w*\.\w*\(t\+\d\)','match'));
% Copy EXPRESSION in expression. In the next loop we will remove all indexed variables from expression.
expression = EXPRESSION;
% Build an incidence table (max lag/lead for each variable)
%
% Column 1: Name of the variable.
% Column 2: Maximum lag order.
% Column 3: Equal to 1 if the variable appears at the current period, 0 otherwise.
% Column 4: Maximum lead order.
% Column 5: Vector of effective lag orders.
% Column 6: Vector of effective lead orders.
%
% Initialization.
leadlagtable = cell(0,6);
% Loop over the variables (dseries objects).
for i=1:length(variables)
expression = strrep(expression,variables{i},'');
current = ~isempty(regexpi(variables{i},'\(t\)'));
lag = ~isempty(regexpi(variables{i},'\(t\-\d\)'));
lead = ~isempty(regexpi(variables{i},'\(t\+\d\)'));
start = regexpi(variables{i},'\(t\)|\(t\-\d\)|\(t\+\d\)');
index = variables{i}(start:end);
variables(i) = {variables{i}(1:start-1)};
if isempty(leadlagtable)
leadlagtable(1,1) = {variables{i}};
if current
leadlagtable(1,3) = {1};
else
leadlagtable(1,3) = {0};
end
if lag
tmp = regexpi(index,'\d','match');
leadlagtable(1,2) = {str2double(tmp{1})};
leadlagtable(1,5) = {str2double(tmp{1})};
else
leadlagtable(1,2) = {0};
leadlagtable(1,5) = {[]};
end
if lead
tmp = regexpi(index,'\d','match');
leadlagtable(1,4) = {str2double(tmp{1})};
leadlagtable(1,6) = {str2double(tmp{1})};
else
leadlagtable(1,4) = {0};
leadlagtable(1,6) = {[]};
end
else
linea = strmatch(variables{i},leadlagtable(:,1));
if isempty(linea)
% This is a new variable!
linea = size(leadlagtable,1)+1;
leadlagtable(linea,1) = {variables{i}};
leadlagtable(linea,2) = {0};
leadlagtable(linea,3) = {0};
leadlagtable(linea,4) = {0};
leadlagtable(linea,5) = {[]};
leadlagtable(linea,6) = {[]};
end
if current
leadlagtable(linea,3) = {1};
end
if lag
tmp = regexpi(index,'\d','match');
leadlagtable(linea,2) = {max(str2double(tmp{1}),leadlagtable{linea,2})};
leadlagtable(linea,5) = {sortrows([leadlagtable{linea,5}; str2double(tmp{1})])};
end
if lead
tmp = regexpi(index,'\d','match');
leadlagtable(linea,4) = {max(str2double(tmp{1}),leadlagtable{linea,4})};
leadlagtable(linea,6) = {sortrows([leadlagtable{linea,6}; str2double(tmp{1})])};
end
end
end
% Set the number of variables
number_of_variables = size(leadlagtable,1);
% Initialize a cell array containing the names of the variables.
variable_names = cell(1);
% Test that all the involved variables are available dseries objects. Also check that
% these time series are defined over the time range given by d1 and d2 (taking care of
% the lags and leads) and check that each object is a singleton
for i=1:number_of_variables
current_variable = leadlagtable{i,1};
idvar = strfind(current_variable,'.');
if isempty(idvar)
idvar = 0;
end
if idvar
current_variable_0 = current_variable(1:idvar-1);
else
current_variable_0 = current_variable;
end
try
var = evalin('caller',current_variable_0);
catch
error(['dseries::from: Variable ' current_variable_0 ' is unknown!'])
end
if idvar
try
eval(sprintf('var = var.%s;',current_variable(idvar+1:end)))
catch
error(sprintf('dseries::from: Variable %s is not a member of dseries oject %s!', current_variable(idvar+1:end), current_variable_0))
end
end
if ~isdseries(var)
error(['dseries::from: Variable ' current_variable ' is not a dseries object!'])
else
if ~var.vobs
msg = sprintf('dseries::from: Object %s must not be empty!\n',current_variable);
error(msg)
end
if var.vobs>1
msg = sprintf('dseries::from: Object %s must contain only one variable!\n',current_variable);
error(msg)
end
if i>1
if ismember(var.name,variable_names)
error('dseries::from: All the dseries objects should contain variables with different names!')
else
variable_names(i) = {var.name{1}};
end
else
variable_names(i) = {var.name{1}};
end
if d1<var.dates(1)+leadlagtable{i,2}
msg = sprintf('dseries::from: Initial date of the loop (%s) is inconsistent with %s''s range!\n',char(d1),current_variable);
msg = [msg, sprintf(' Initial date should be greater than or equal to %s.',char(var.dates(1)+leadlagtable{i,2}))];
error(msg)
end
if d2>var.dates(end)-leadlagtable{i,4}
% The first variable should be the assigned variable (will be tested later)
if ~isassignedvariable(leadlagtable{i,1},EXPRESSION)
msg = sprintf('dseries::from: Last date of the loop (%s) is inconsistent with %s''s range!\n',char(d2),current_variable);
msg = [msg, sprintf(' Last date should be less than or equal to %s.',char(var.dates(end)-leadlagtable{i,4}))];
error(msg)
else
var = [var; dseries(NaN((d2-var.dates(end)),1),var.dates(end)+1:d2,var.name)];
end
end
eval(sprintf('%s = var;',current_variable));
end
end
% Get the name of the assigned variable (with time index)
assignedvariablename = regexpi(EXPRESSION(1:equal_id-1), '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)|\w*\.\w*\(t\)|\w*\.\w*\(t\-\d\)|\w*\.\w*\(t\+\d\)','match');
if isempty(assignedvariablename)
error('dseries::from: Wrong syntax! The expression following the DO keyword must be an assignment (missing variable before the equal symbol).')
end
if length(assignedvariablename)>1
error('dseries::from: No more than one variable can be assigned!')
end
% Check if the model is static
start = regexpi(assignedvariablename{1},'\(t\)|\(t\-\d\)|\(t\+\d\)');
index = assignedvariablename{1}(start:end);
assignedvariablename = assignedvariablename{1}(1:start-1);
indva = strmatch(assignedvariablename, leadlagtable(:,1));
dynamicmodel = ~isempty(regexpi(EXPRESSION(equal_id:end), ...
sprintf('%s\\(t\\)|%s\\(t\\-\\d\\)|%s\\(t\\+\\d\\)',assignedvariablename,assignedvariablename,assignedvariablename),'match'));
% Check that the dynamic model for the endogenous variable is not forward looking.
if dynamicmodel
indum = index2num(index);
if indum<leadlagtable{indva,4}
error('dseries::from: It is not possible to simulate a forward looking model!')
end
end
% Check that the assigned variable does not depend on itself (the assigned variable can depend on its past level but not on the current level).
if dynamicmodel
tmp = regexpi(EXPRESSION(equal_id+1:end), ...
sprintf('%s\\(t\\)|%s\\(t\\-\\d\\)|%s\\(t\\+\\d\\)',assignedvariablename,assignedvariablename,assignedvariablename),'match');
tmp = cellfun(@extractindex, tmp);
tmp = cellfun(@index2num, tmp);
if ~all(tmp(:)<indum)
error(sprintf('dseries::from: On the righthand side, the endogenous variable, %s, must be indexed by %s at most.',assignedvariablename,num2index(indum-1)))
end
end
% Put all the variables in a unique dseries object.
list_of_variables = leadlagtable{1,1};
for i=2:number_of_variables
list_of_variables = [list_of_variables, ',' leadlagtable{i,1}];
end
eval(sprintf('tmp = [%s];', list_of_variables));
% Get base time index
t1 = find(d1==tmp.dates);
t2 = find(d2==tmp.dates);
% Get data
data = tmp.data;
% Isolate the (potential) parameters in the expression to be evaluated
[~, TMP314] = strsplit(expression,'([0-9]*\.[0-9]*|\w*)','DelimiterType','RegularExpression','CollapseDelimiters',false);
% Here I remove the numbers (TMP314 -> TMP314159).
TMP3141 = regexp(TMP314,'(([0-9]*\.[0-9]*)|([0-9]*))','match');
TMP31415 = find(cellfun(@isempty,TMP3141));
TMP314159 = TMP314(TMP31415);
if dynamicmodel
% Transform EXPRESSION by replacing calls to the dseries objects by references to data.
for i=1:number_of_variables
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t\\)',leadlagtable{i,1}),sprintf('data(t,%s)',num2str(i)));
for j=1:length(leadlagtable{i,5})
lag = leadlagtable{i,5}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t-%s\\)',leadlagtable{i,1},num2str(lag)), ...
sprintf('data(t-%s,%s)',num2str(lag),num2str(i)));
end
for j=1:length(leadlagtable{i,6})
lead = leadlagtable{i,6}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t+%s\\)',leadlagtable{i,1},num2str(lead)), ...
sprintf('data(t+%s,%s)',num2str(lead),num2str(i)));
end
end
% Get values for the parameters (if any)
if ~isempty(TMP314159)
for i=1:length(TMP314159)
wordcandidate = TMP314159{i};
try % If succesful, word is a reference to a variable in the caller function/script.
thiswordisaparameter = evalin('caller', wordcandidate);
eval(sprintf('%s = thiswordisaparameter;',wordcandidate));
catch
% I assume that word is a reference to a function.
end
end
end
% Do the job. Evaluate the recursion.
eval(sprintf('for t=%s:%s, %s; end',num2str(t1),num2str(t2),EXPRESSION));
else
% Transform EXPRESSION by replacing calls to the dseries objects by references to data.
for i=1:number_of_variables
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t\\)',leadlagtable{i,1}), ...
sprintf('data(%s:%s,%s)',num2str(t1),num2str(t2),num2str(i)));
for j=1:length(leadlagtable{i,5})
lag = leadlagtable{i,5}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t-%s\\)',leadlagtable{i,1},num2str(lag)), ...
sprintf('data(%s:%s,%s)',num2str(t1-lag),num2str(t2-lag),num2str(i)));
end
for j=1:length(leadlagtable{i,6})
lead = leadlagtable{i,6}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t+%s\\)',leadlagtable{i,1},num2str(lead)), ...
sprintf('data(%s:%s,%s)',num2str(t1-lead),num2str(t2-lead),num2str(i)));
end
end
% Transform some operators (^ -> .^, / -> ./ and * -> .*)
EXPRESSION = strrep(EXPRESSION,'^','.^');
EXPRESSION = strrep(EXPRESSION,'*','.*');
EXPRESSION = strrep(EXPRESSION,'/','./');
% Get values for the parameters (if any)
if ~isempty(TMP314159)
for i=1:length(TMP314159)
wordcandidate = TMP314159{i};
try % If succesful, word is a reference to a variable in the caller function/script.
thiswordisaparameter = evalin('caller', wordcandidate);
eval(sprintf('%s = thiswordisaparameter;',wordcandidate));
catch
% I assume that word is a reference to a function.
end
end
end
% Do the job. Evaluate the static expression.
eval(sprintf('%s;',EXPRESSION));
end
% Put assigned variable back in the caller workspace...
if isempty(strfind(assignedvariablename,'.'))
eval(sprintf('assignin(''caller'', ''%s'', dseries(data(:,indva),%s.init,%s.name,%s.tex));', ...
assignedvariablename,assignedvariablename,assignedvariablename,assignedvariablename))
else
DATA = num2cell(data(:,indva));
strdata = sprintf('%f ', DATA{:});
evalin('caller',sprintf('%s = dseries(transpose([%s]),%s.init,%s.name,%s.tex);', ...
assignedvariablename,strdata,assignedvariablename,assignedvariablename,assignedvariablename))
end
function msg = get_error_message_0(msg)
if ~nargin
msg = sprintf('Wrong syntax! The correct syntax is:\n\n');
else
msg = [msg, sprintf('The correct syntax is:\n\n')];
end
msg = [msg, sprintf(' from d1 to d2 do SOMETHING\n\n')];
msg = [msg, sprintf('where d1<d2 are dates objects, and SOMETHING is a recursive expression involving dseries objects.')];
function index = extractindex(str)
index = regexpi(str,'\(t\)|\(t\-\d\)|\(t\+\d\)','match');
function i = index2num(id)
if isequal('(t)',id)
i = 0;
return
end
if isequal('-',id(3))
i = - str2num(id(4:end-1));
else
i = str2num(id(4:end-1));
end
function id = num2index(i)
if isequal(i,0)
id = '(t)';
return
end
if i<0
id = ['(t-' int2str(abs(i)) ')'];
else
id = ['(t+' int2str(i) ')'];
end
function i = isassignedvariable(var,expr)
idv = strfind(expr,var);
idq = strfind(expr,'=');
if ~isempty(idv)
if idv(1)<idq
i = 1;
return
end
end
i = 0;

11
matlab/utilities/general/name2tex.m
View File

@ -1,7 +1,7 @@
function tex = name2tex(name, info) % --*-- Unitary tests --*--
% Converts plain text name into tex name.
% Copyright (C) 2013 Dynare Team
%
% This file is part of Dynare.
@ -64,7 +64,7 @@ if info
if gotonextcondition && ndx>2
if idx(end)<ntx
texname = [ texname(1:idx(end)-2) '_{' texname(idx(end)+1:end) '}' ];
else
else
texname = [ texname(1:idx(end-1)-2) '_{' texname(idx(end-1)+1:end) '}' ];
end
end
@ -93,9 +93,9 @@ end
%$ t14 = name2tex('azert_uiop',1);
%$ t15 = name2tex('azert_uiop_qsdfg',1);
%$ t16 = name2tex('azert_uiop_qsdfg_',1);
%$ t17 = name2tex('_azert_uiop_qsdfg',1);
%$ t17 = name2tex('_azert_uiop_qsdfg',1);
%$ t18 = name2tex('_azert_uiop_qsdfg_',1);
%$
%$
%$ t(1) = dyn_assert(strcmp(t1,'\\_azert'),1);
%$ t(2) = dyn_assert(strcmp(t2,'azert\\_'),1);
%$ t(3) = dyn_assert(strcmp(t3,'\\_azert\\_'),1);
@ -106,7 +106,7 @@ end
%$ t(8) = dyn_assert(strcmp(t8,'\\_azert\\_uiop\\_qsdfg\\_'),1);
%$ t(9) = dyn_assert(strcmp(t11,'\\_azert'),1);
%$ t(10) = dyn_assert(strcmp(t12,'azert\\_'),1);
%$ t(11) = dyn_assert(strcmp(t13,'\\_azert\\_'),1);
%$ t(11) = dyn_assert(strcmp(t13,'\\_azert\\_'),1);
%$ t(12) = dyn_assert(strcmp(t14,'azert_{uiop}'),1);
%$ t(13) = dyn_assert(strcmp(t15,'azert\\_uiop_{qsdfg}'),1);
%$ t(14) = dyn_assert(strcmp(t16,'azert\\_uiop_{qsdfg\\_}'),1);
@ -185,7 +185,6 @@ end
%@eof:3
%@test:4
%$ pwd
%$ try
%$ db = dseries('csv/dd.csv');
%$ t(1) = 1;

4
preprocessor/ModFile.cc
View File

@ -554,6 +554,10 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, b
mOutputFile << "clear all" << endl;
mOutputFile << "tic;" << endl
<< "% Save empty dates and dseries objects in memory." << endl
<< "dates('initialize');" << endl
<< "dseries('initialize');" << endl
<< "% Define global variables." << endl
<< "global M_ oo_ options_ ys0_ ex0_ estimation_info" << endl
<< "options_ = [];" << endl
<< "M_.fname = '" << basename << "';" << endl

3
tests/Makefile.am
View File

@ -177,7 +177,8 @@ MODFILES = \
loglinear/example4_loglinear.mod \
smoother2histval/fs2000_simul.mod \
smoother2histval/fs2000_smooth.mod \
smoother2histval/fs2000_smooth_stoch_simul.mod
smoother2histval/fs2000_smooth_stoch_simul.mod \
reporting/example1.mod
XFAIL_MODFILES = ramst_xfail.mod \
estim_param_in_shock_value.mod

81
tests/reporting/example1.mod Normal file
View File

@ -0,0 +1,81 @@
// Example 1 from Collard's guide to Dynare
var y, c, k, a, h, b;
varexo e, u;
verbatim;
% I want these comments included in
% example1.m
%
var = 1;
end;
parameters beta, rho, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho = 0.95;
tau = 0.025;
beta = 0.99;
delta = 0.025;
psi = 0;
theta = 2.95;
phi = 0.1;
model;
c*theta*h^(1+psi)=(1-alpha)*y;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
k = exp(b)*(y-c)+(1-delta)*k(-1);
a = rho*a(-1)+tau*b(-1) + e;
b = tau*a(-1)+rho*b(-1) + u;
end;
initval;
y = 1.08068253095672;
c = 0.80359242014163;
h = 0.29175631001732;
k = 11.08360443260358;
a = 0;
b = 0;
e = 0;
u = 0;
end;
shocks;
var e; stderr 0.009;
var u; stderr 0.009;
var e, u = phi*0.009*0.009;
end;
stoch_simul;
shocke = dseries();
shocku = dseries();
@#define endovars=["y", "c", "k", "a", "h", "b"]
@#for var in endovars
shocke = [shocke dseries(@{var}_e, 2014q3, '@{var}')];
shocku = [shocku dseries(@{var}_u, 2014q3, '@{var}')];
@#endfor
r = report();
@#for shock in ["e", "u"]
r = r.addPage('title',{'Dseries/Report Example','Shock @{shock}'},...
'titleFormat', {'\Large\bfseries', '\large\bfseries'});
r = r.addSection('cols', 2);
@# for var in endovars
r = r.addGraph('data', shock@{shock}.@{var}, 'title', '@{var}', ...
'showGrid', false, 'yTickLabelPrecision', 2, 'yTickLabelZeroFill', false);
r = r.addSeries('graphHline', 0, 'graphLineColor', 'red');
@# endfor
r = r.addVspace('number', 2);
r = r.addSection('cols', 1);
r = r.addTable('range', 2022q1:2024q1, 'precision', 5);
@# for var in endovars
r = r.addSeries('data', shock@{shock}.@{var});
@# endfor
@#endfor
r.write();
r.compile();