Added dynTime class.
Stéphane Adjemian (Scylla)
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function sp = dynTime(a)
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%@info:
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%! @deftypefn {Function File} {@var{sp} =} dynTime (@var{a})
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%! @anchor{dynTime}
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%! @sp 1
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%! Constructor for the Dynare dynTime class.
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%! @sp 2
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%! @strong{Inputs}
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%! @sp 1
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%! @table @ @var
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%! @item a
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%! dynTime object instantiated by @ref{dynTime}.
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%! @end table
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%! @sp 2
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%! @strong{Outputs}
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%! @sp 1
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%! @table @ @var
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%! @item sp
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%! dynTime object.
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%! @end table
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%! @sp 2
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%! @strong{Properties}
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%! @sp 1
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%! The constructor defines the following properties:
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%! @sp 1
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%! @table @ @var
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%! @item freq
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%! Scalar integer, the frequency of the time series. @var{freq} is equal to 1 if data are on a yearly basis or if
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%! frequency is unspecified. @var{freq} is equal to 4 if data are on a quaterly basis. @var{freq} is equal to
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%! 12 if data are on a monthly basis. @var{freq} is equal to 52 if data are on a weekly basis.
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%! @item time
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%! Array of integers (nobs*2). The first column defines the years associated to each observation. The second column,
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%! depending on the frequency, indicates the week, month or quarter numbers. For yearly data or unspecified frequency
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%! the second column is filled by ones.
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%! @end table
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%! @sp 1
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%! @strong{This function is called by:}
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%! @sp 2
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%! @strong{This function calls:}
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%!
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%! @end deftypefn
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%@eod:
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% Copyright (C) 2011 Dynare Team
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% stephane DOT adjemian AT univ DASH lemans DOT fr
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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sp = struct;
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sp.freq = [];
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sp.time = [];
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sp = class(sp,'dynTime');
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switch nargin
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case 0
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return
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case 1
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if isa(a,'dynTime')
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sp = a;
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else
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error(['dynTime::dynTime: Input argument ' inputname(1) ' must be a dynTime object!'])
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end
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otherwise
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error(['dynTime::dynTime: Too many input arguments!'])
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end
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function sp = setFreq(sp,freq)
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%@info:
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%! @deftypefn {Function File} {@var{sp} =} setFreq (@var{sp}, @var{freq})
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%! @anchor{@dynTime/setFreq}
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%! @sp 1
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%! Set frequency of a dynTime object.
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%! @sp 2
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%! @strong{Inputs}
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%! @sp 1
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%! @table @ @var
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%! @item sp
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%! dynTime object instantiated by @ref{dynTime}
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%! @item freq
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%! scalar integer equal to 1 (yearly data), 4 (quaterly data), 12 (monthly data) or 52 (weekly data).
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%! @end table
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%! @sp 1
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%! @strong{Outputs}
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%! @sp 1
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%! @table @ @var
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%! @item sp
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%! Updated @ref{dynTime} object.
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%! @end table
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%! @sp 2
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%! @strong{Example}
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%! @sp 1
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%! Let @var{sp} be an object instantiated by @ref{dynTime}, both following syntaxes can be used to define the frequency:
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%! @sp 1
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%! @example
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%! sp = setFreq(sp,4);
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%! @end example
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%! or
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%! @example
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%! sp = sp.setFreq(4);
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%! @end example
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%! @sp 1
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%! Note that the second syntax is probably slower than the first one, and should not be used in a large loop.
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%! @sp 2
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%! @strong{This function is called by:}
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%! @sp 2
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%! @strong{This function calls:}
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%!
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%! @end deftypefn
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%@eod:
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sp.freq = freq;
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function sp = setSize(sp,n)
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%@info:
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%! @deftypefn {Function File} {@var{sp} =} setSize (@var{sp}, @var{n})
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%! @anchor{@dynTime/setSize}
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%! @sp 1
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%! Set the size of a dynTime object.
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%! @sp 2
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%! @strong{Inputs}
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%! @sp 1
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%! @table @ @var
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%! @item sp
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%! dynTime object instantiated by @ref{dynTime}
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%! @item n
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%! Positive scalar integer, the number of periods.
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%! @end table
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%! @sp 1
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%! @strong{Outputs}
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%! @sp 1
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%! @table @ @var
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%! @item sp
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%! Updated @ref{dynTime} object.
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%! @end table
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%! @sp 2
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%! @strong{Example}
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%! @sp 1
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%! Let @var{sp} be an object instantiated by @ref{dynTime}, both following syntaxes are equivalent:
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%! @sp 1
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%! @example
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%! sp = setSize(sp,167);
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%! @end example
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%! or
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%! @example
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%! sp = sp.setSize(167);
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%! @end example
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%! @sp 1
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%! Note that the second syntax is probably slower than the first one, and should not be used in a large loop.
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%! @sp 2
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%! @strong{This function is called by:}
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%! @sp 2
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%! @strong{This function calls:}
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%!
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%! @end deftypefn
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%@eod:
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sp.time = NaN(n,2);
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@ -0,0 +1,2 @@
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function sp = setTime(sp,i,date)
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sp.time(i,:) = date;
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function B = subsref(A, S)
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%@info:
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%! @deftypefn {Function File} {@var{B} =} subsref (@var{A},@var{S})
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%! @anchor{@dynTime/subsref}
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%! @sp 1
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%! Overloads the subsref method for the Dynare time series class (@ref{dynTime}).
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%! @sp 2
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%! @strong{Inputs}
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%! @sp 1
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%! @table @ @var
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%! @item A
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%! Dynare time series object instantiated by @ref{dynSeries}.
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%! @item S
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%! Matlab's structure array S with two fields, type and subs. The type field is string containing '()', '@{@}', or '.', where '()' specifies
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%! integer subscripts, '@{@}' specifies cell array subscripts, and '.' specifies subscripted structure fields. The subs field is a cell array
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%! or a string containing the actual subscripts (see matlab's documentation).
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%! @end table
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%! @sp 1
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%! @strong{Outputs}
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%! @sp 1
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%! @table @ @var
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%! @item B
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%! Dynare time series object. Depending on the calling sequence @var{us} is a transformation of @var{ts} obtained by applying a public method on @var{ts},
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%! or a dynSeries object built by extracting a variable from @var{ts}, or a dynSeries object containing a subsample of the all the variable in @var{ts}.
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%! @end table
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%! @sp 2
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%! @strong{This function is called by:}
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%! @sp 2
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%! @strong{This function calls:}
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%! @sp 1
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%! @ref{dynTime}, @ref{@@dynTime/setFreq}, @ref{@@dynTime/setSize}, @ref{@@dynTime/setTime}
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%!
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%! @end deftypefn
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%@eod:
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if isequal(S(1).type,'.')
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switch S(1).subs
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case {'time','freq','init','last'} % Public members.
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B = builtin('subsref', A, S(1));
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case {'setFreq','setSize','setTime'} % Give "dot access" to public methods.
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if length(S)==1
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B = feval(S(1).subs,A);
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else
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if isequal(S(2).type,'()')
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B = feval(S(1).subs,A,S(2).subs{:});
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else
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error('dynTime::subsref: Something is wrong in your syntax!')
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end
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end
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otherwise
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error('dynTime::subsref: Unknown public method or member!')
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end
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else
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error('dynTime::subsref: Something is wrong in your syntax!')
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end
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%@test:1
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%$ addpath ../matlab
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%$ % Define a data set.
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%$ A = [transpose(1:10),2*transpose(1:10)];
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%$
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%$ % Define names
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%$ A_name = char('A1','A2');
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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(2:9);
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%$
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%$ % Expected results.
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%$ e.data = [transpose(2:9),2*transpose(2:9)];
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%$ e.nobs = 8;
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%$ e.vobs = 2;
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%$ e.name = char('A1','A2');
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%$ e.freq = 1;
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%$ tmp = ts1.time; e.time = tmp(2:9,:);
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%$ e.init = e.time(1,:);
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%$ e.last = e.time(end,:);
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%$
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%$ % Check the results.
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%$ t(1) = dyn_assert(a.data,e.data);
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%$ t(2) = dyn_assert(a.time,e.time);
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%$ t(3) = dyn_assert(a.nobs,e.nobs);
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%$ t(4) = dyn_assert(a.vobs,e.vobs);
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%$ t(5) = dyn_assert(a.freq,e.freq);
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%$ t(6) = dyn_assert(a.init,e.init);
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%$ t(7) = dyn_assert(a.last,e.last);
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%$ T = all(t);
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%@eof:1
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%@test:2
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%$ addpath ../matlab
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%$ % Define a data set.
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%$ A = [transpose(1:10),2*transpose(1:10)];
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%$
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%$ % Define names
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%$ A_name = char('A1','A2');
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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;
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%$
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%$ % Expected results.
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%$ e.data = transpose(1:10);
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%$ e.nobs = 10;
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%$ e.vobs = 1;
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%$ e.name = char('A1');
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%$ e.freq = 1;
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%$ e.time = [transpose(1:10),ones(10,1)];
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%$ e.init = e.time(1,:);
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%$ e.last = e.time(end,:);
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%$
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%$ % Check the results.
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%$ t(1) = dyn_assert(a.data,e.data);
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%$ t(2) = dyn_assert(a.time,e.time);
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%$ t(3) = dyn_assert(a.nobs,e.nobs);
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%$ t(4) = dyn_assert(a.vobs,e.vobs);
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%$ t(5) = dyn_assert(a.freq,e.freq);
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%$ t(6) = dyn_assert(a.init,e.init);
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%$ t(7) = dyn_assert(a.last,e.last);
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%$ T = all(t);
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%@eof:2
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%@test:3
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%$ addpath ../matlab
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%$ % Define a data set.
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%$ A = [transpose(1:10),2*transpose(1:10)];
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%$
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%$ % Define names
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%$ A_name = char('A1','A2');
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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.log;
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%$
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%$ % Expected results.
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%$ e.data = log(A);
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%$ e.nobs = 10;
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%$ e.vobs = 2;
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%$ e.name = char('A1','A2');
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%$ e.freq = 1;
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%$ tmp = ts1.time; e.time = tmp(1:10,:);
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%$ e.init = e.time(1,:);
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%$ e.last = e.time(end,:);
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%$
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%$ % Check the results.
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%$ t(1) = dyn_assert(a.data,e.data);
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%$ t(2) = dyn_assert(a.time,e.time);
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%$ t(3) = dyn_assert(a.nobs,e.nobs);
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%$ t(4) = dyn_assert(a.vobs,e.vobs);
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%$ t(5) = dyn_assert(a.freq,e.freq);
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%$ t(6) = dyn_assert(a.init,e.init);
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%$ t(7) = dyn_assert(a.last,e.last);
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%$ T = all(t);
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%@eof:3
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