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Merge remote-tracking branch 'upstream/master'

time-shift
Johannes Pfeifer 2013-03-15 15:38:37 +01:00
parent 195ed8baac fe882dfe3d
commit e18dc65871
65 changed files with 1402 additions and 438 deletions
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18
matlab/@dynDate/colon.m
View File

@ -47,8 +47,6 @@ function sp = colon(a,b)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if nargin~=2
error('dynDate::colon: I need exactly two input arguments!')
end
@ -71,22 +69,6 @@ for t=1:n
a = +a;
sp = sp.append(a);
end
% $$$ if a==b% Time range with only one date.
% $$$ sp = dynDates(a);
% $$$ sp = sp.setFreq(a.freq);
% $$$ sp = sp.setSize(1);
% $$$ sp = sp.setTime(1,a.time);
% $$$ else
% $$$ n = b-a;
% $$$ sp = dynDates();
% $$$ sp = sp.setFreq(a.freq);
% $$$ sp = sp.setSize(n+1);
% $$$ sp = sp.setTime(1,a.time);
% $$$ for t=2:n+1
% $$$ a = +a;
% $$$ sp = sp.setTime(t,a.time);
% $$$ end
% $$$ end
%@test:1
%$ % Define two dates

3
matlab/@dynDate/display.m
View File

@ -17,5 +17,4 @@ function display(d)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
fprintf('%s = <dynDate: %s>\n', inputname(1), format(d));
end
fprintf('%s = <dynDate: %s>\n', inputname(1), format(d));

61
matlab/@dynDate/dynDate.m
View File

@ -1,4 +1,4 @@
function date = dynDate(a)
function date = dynDate(a,b)
%@info:
%! @deftypefn {Function File} {@var{date} =} dynDate (@var{a})
@ -60,8 +60,6 @@ function date = dynDate(a)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
date = struct;
date.freq = NaN;
@ -75,6 +73,7 @@ switch nargin
return
case 1
if ischar(a)% Weekly, Monthly or Quaterly data.
a = upper(a);
if length(a)>1
quaterly = findstr('Q',a);
monthly = findstr('M',a);
@ -129,6 +128,23 @@ switch nargin
error('dynDate:: Can''t instantiate the class, wrong calling sequence!')
end
end
case 2 % provide time and freq to instantiate a dynDate object
date = dynDate();
if isnumeric(b) && isscalar(b) && (b==1 || b==4 || b==12 || b==52)
date.freq = b;
if ~isnumeric(a) && size(a)~=2 && size(a,2)~=2
error(['dynDate:: Can''t instantiate the class! The first argument ' inputname(a) ' must be a 1*2 vector of integers.'])
end
if b==1 && a(2)~1
error(['dynDate:: Can''t instantiate the class! The second element of the first argument ' inputname(a) ' must be equal to one.'])
end
if a(2)<=0 || a(2)>b
error(['dynDate:: Can''t instantiate the class! The second element of the first argument ' inputname(a) ' must be <=' int2str(b) '.' ])
end
date.time = a;
else
error(['dynDate:: Can''t instantiate the class! The second argument ' inputname(b) ' must be equal to 1, 4, 12 or 52.'])
end
otherwise
error('dynDate:: Can''t instantiate the class, wrong calling sequence!')
end
@ -137,8 +153,8 @@ end
%$ % Define some dates
%$ date_1 = 1950;
%$ date_2 = '1950Q2';
%$ date_3 = '1950M10';
%$ date_4 = '1950W50';
%$ date_3 = '1950m10';
%$ date_4 = '1950w50';
%$ date_5 = '1950';
%$
%$ % Define expected results.
@ -188,4 +204,37 @@ end
%$ t(5) = dyn_assert(all(isnan(mm.time)),1);
%$ t(6) = dyn_assert(all(isnan(ww.time)),1);
%$ T = all(t);
%@eof:1
%@eof:2
%@test:3
%$ % Try to instatiate dynDate objects.
%$ try
%$ a = dynDate([1950 1],4);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$ try
%$ a = dynDate([1950 5],4);
%$ t(1) = 0;
%$ catch
%$ t(1) = 1;
%$ end
%$ T = all(t);
%@eof:3
%@test:4
%$ % Instatiate an empty objects for quaterly, monthly and weekly dates.
%$ qq = dynDate('q');
%$ mm = dynDate('m');
%$ ww = dynDate('w');
%$
%$ % Check the results.
%$ t(1) = dyn_assert(qq.freq,4);
%$ t(2) = dyn_assert(mm.freq,12);
%$ t(3) = dyn_assert(ww.freq,52);
%$ t(4) = dyn_assert(all(isnan(qq.time)),1);
%$ t(5) = dyn_assert(all(isnan(mm.time)),1);
%$ t(6) = dyn_assert(all(isnan(ww.time)),1);
%$ T = all(t);
%@eof:4

42
matlab/@dynDate/eq.m
View File

@ -46,8 +46,6 @@ function c = eq(a,b)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if nargin~=2
error('dynDate::eq: I need exactly two input arguments!')
end
@ -57,14 +55,13 @@ if ~( isa(a,'dynDate') && isa(b,'dynDate'))
end
if ~isequal(a.freq,b.freq)
error(['dynDate::eq: Input arguments ' inputname(1) 'and ' inputname(2) ' have no common frequencies!'])
c = 0;
return
end
c = isequal(a.time,b.time);
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ date_1 = 1950;
%$ date_2 = '1950Q2';
@ -80,10 +77,11 @@ c = isequal(a.time,b.time);
%$ d5 = dynDate(date_5);
%$ try
%$ i1 = (d1==d2);
%$ t1 = 0;
%$ catch
%$ t1 = 1;
%$ catch
%$ t1 = 0;
%$ end
%$ t1 = t1 & ~i1;
%$ i2 = (d2==d2);
%$ i3 = (d4==d5);
%$
@ -94,3 +92,33 @@ c = isequal(a.time,b.time);
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define some dates
%$ date_1 = 1950;
%$ date_2 = '1950q2';
%$ date_3 = '1950m10';
%$ date_4 = '1950w50';
%$ date_5 = '1950w32';
%$
%$ % Call the tested routine.
%$ d1 = dynDate(date_1);
%$ d2 = dynDate(date_2);
%$ d3 = dynDate(date_3);
%$ d4 = dynDate(date_4);
%$ d5 = dynDate(date_5);
%$ try
%$ i1 = (d1==d2);
%$ t1 = 1;
%$ catch
%$ t1 = 0;
%$ end
%$ t1 = t1 & ~i1;
%$ i2 = (d2==d2);
%$ i3 = (d4==d5);
%$
%$ % Check the results.
%$ t(1) = t1;
%$ t(2) = dyn_assert(i2,1);
%$ t(3) = dyn_assert(i3,0);
%$ T = all(t);
%@eof:2

4
matlab/@dynDate/format.m
View File

@ -69,8 +69,6 @@ switch date.freq
end
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ date_1 = 1950;
%$ date_2 = '1950Q2';
@ -89,4 +87,4 @@ end
%$ t(3) = dyn_assert(date_3,DATE_3);
%$ t(4) = dyn_assert(date_4,DATE_4);
%$ T = all(t);
%@eof:1
%@eof:1

8
matlab/@dynDate/ge.m
View File

@ -30,7 +30,7 @@ function c = ge(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011, 2013 Dynare Team
%
% This file is part of Dynare.
%
@ -47,8 +47,6 @@ function c = ge(a,b)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if a>b
c=1;
else
@ -60,8 +58,6 @@ else
end
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ date_1 = '1950Q3';
%$ date_2 = '1950Q3';
@ -84,4 +80,4 @@ end
%$ t(3) = dyn_assert(i3,0);
%$ t(4) = dyn_assert(i4,1);
%$ T = all(t);
%@eof:1
%@eof:1

6
matlab/@dynDate/gt.m
View File

@ -46,8 +46,6 @@ function c = gt(a,b)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if nargin~=2
error('dynDate::eq: I need exactly two input arguments!')
end
@ -73,8 +71,6 @@ else
end
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ date_1 = 1950;
%$ date_2 = '1950Q2';
@ -99,4 +95,4 @@ end
%$ t(3) = dyn_assert(i3,0);
%$ t(4) = dyn_assert(i4,0);
%$ T = all(t);
%@eof:1
%@eof:1

14
matlab/@dynDate/isempty.m
View File

@ -27,7 +27,7 @@ function b = isempty(a)
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012, 2013 Dynare Team
%
% This file is part of Dynare.
%
@ -44,10 +44,16 @@ function b = isempty(a)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if ~isa(a,'dynDate')
error(['dynDate::isempty: Input argument ' inputname(1) ' have to be a dynDate object!'])
end
b = all(isnan(a.time)) && isnan(a.freq);
b = all(isnan(a.time)) && isnan(a.freq);
%@test:1
%$ % Instantiate an empty dynDate object
%$ d = dynDate();
%$ % Test if this object is empty
%$ t(1) = isempty(d);
%$ T = all(t);
%@eof:1

6
matlab/@dynDate/le.m
View File

@ -30,7 +30,7 @@ function c = le(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011, 2013 Dynare Team
%
% This file is part of Dynare.
%
@ -47,8 +47,6 @@ function c = le(a,b)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if a<b
c=1;
else
@ -60,8 +58,6 @@ else
end
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ date_1 = '1950Q3';
%$ date_2 = '1950Q3';

4
matlab/@dynDate/lt.m
View File

@ -46,8 +46,6 @@ function c = lt(a,b)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if nargin~=2
error('dynDate::eq: I need exactly two input arguments!')
end
@ -73,8 +71,6 @@ else
end
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ date_1 = 1950;
%$ date_2 = '1950Q2';

8
matlab/@dynDate/max.m
View File

@ -46,8 +46,6 @@ function c = max(a,b)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if nargin~=2
error('dynDate::min: I need exactly two input arguments!')
end
@ -67,14 +65,12 @@ else
end
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ date_1 = 1950;
%$ date_2 = 2000;
%$ date_3 = '1950Q2';
%$ date_3 = '1950q2';
%$ date_4 = '1950Q3';
%$ date_5 = '1950M1';
%$ date_5 = '1950m1';
%$ date_6 = '1948M6';
%$
%$ % Call the tested routine.

4
matlab/@dynDate/min.m
View File

@ -46,8 +46,6 @@ function c = min(a,b)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if nargin~=2
error('dynDate::min: I need exactly two input arguments!')
end
@ -67,8 +65,6 @@ else
end
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ date_1 = 1950;
%$ date_2 = 2000;

6
matlab/@dynDate/minus.m
View File

@ -31,7 +31,7 @@ function c = minus(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011, 2013 Dynare Team
%
% This file is part of Dynare.
%
@ -48,8 +48,6 @@ function c = minus(a,b)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if ~( isa(a,'dynDate') && isa(b,'dynDate') )
error(['dynDate::minus: Input arguments ' inputname(1) ' and ' inputname(2) ' must be dynDate objects!'])
end
@ -77,8 +75,6 @@ switch a.freq
end
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ date_0_1 = 1950;
%$ date_0_2 = 1950;

6
matlab/@dynDate/ne.m
View File

@ -46,8 +46,6 @@ function c = ne(a,b)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if nargin~=2
error('dynDate::ne: I need exactly two input arguments!')
end
@ -63,11 +61,9 @@ end
c = ~isequal(a.time,b.time);
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ date_1 = 1950;
%$ date_2 = '1950Q2';
%$ date_2 = '1950q2';
%$ date_3 = '1950M10';
%$ date_4 = '1950W50';
%$ date_5 = '1950W32';

7
matlab/@dynDate/plus.m
View File

@ -31,7 +31,7 @@ function c = plus(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011, 2013 Dynare Team
%
% This file is part of Dynare.
%
@ -48,8 +48,6 @@ function c = plus(a,b)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHORS(S) stephane DOT adjemian AT univ DASH lemans DOT fr
if ~isa(a,'dynDate')
error(['dynDate::plus: Input argument ' inputname(1) ' must be a dynDate object!'])
end
@ -58,7 +56,6 @@ if b<0 || ~isint(b)
error(['dynDate::plus: Input argument ' inputname(2) ' must be a positive integer'])
end
if b==0
c = a;
return
@ -80,8 +77,6 @@ switch a.freq
end
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ date_1 = 1950;
%$ date_2 = '1950Q4';

3
matlab/@dynDate/subsasgn.m
View File

@ -17,5 +17,4 @@ function val = subsasgn(val, idx, rhs)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
error('Members of dynDate class are private')
end
error('dynDate::subsasgn: Members of dynDate class are private')

175
matlab/@dynDate/subsref.m
View File

@ -32,7 +32,7 @@ function B = subsref(A,S)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011, 2012, 2013 Dynare Team
%
% This file is part of Dynare.
%
@ -49,75 +49,98 @@ function B = subsref(A,S)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
% Allow to populate an empty dynDate object or update a dynDate object
if isequal(length(S),1) && isequal(S.type,'()')
if isequal(length(S.subs),1) && ischar(S.subs{1})
B = dynDate(S.subs{1});
return
elseif isequal(length(S.subs),1) && isnumeric(S.subs{1})
% Yearly data are assumed.
if isequal(A.freq,1)
B = dynDate(S.subs{1});
return
end
elseif isequal(length(S.subs),2) && isequal(length(S.subs{1}),1) && isequal(length(S.subs{2}),1)
tmp = [];
switch A.freq
case 4
% Quaterly data
if S.subs{2}<5 && S.subs{2}>0
tmp = [num2str(S.subs{1}), 'Q' num2str(S.subs{2})];
end
case 12
% Monthly data
if S.subs{2}<13 && S.subs{2}>0
tmp = [num2str(S.subs{1}), 'M' num2str(S.subs{2})];
end
case 52
% Weekly data
if S.subs{2}<53 && S.subs{2}>0
tmp = [num2str(S.subs{1}), 'W' num2str(S.subs{2})];
end
otherwise
%
end
if ~isempty(tmp)
B = dynDate(tmp);
return
end
switch S(1).type
case '.'
switch S(1).subs
case 'format'
B = format(A);
case {'time', 'freq'}
B = builtin('subsref', A, S(1));
otherwise
error('dynDate::subsref: Unknown public member of method!')
end
case '()'
switch length(S(1).subs)
case 1
if ischar(S(1).subs{1})
if numel(S(1).subs{1})==1 && isempty(strmatch(S(1).subs{1},{'W','M','Q','Y'},'exact'))
error(['dynDate::subsref: To set the frequency, the input argument of dynDate object ''' inputname(1) ''' should be ''W'', ''M'', ''Q'' or ''Y''.'])
end
% Set the frequency (if numel==1) of an empty dynDate object or set the date (if numel>1).
B = dynDate(S(1).subs{1});
elseif isnumeric(S(1).subs{1}) && isscalar(S(1).subs{1}) && isint(S(1).subs{1})
if (~isnan(A.freq) && A.freq==1) || isnan(A.freq)
B = dynDate(S(1).subs{1});
else
error(['dynDate::subsref: dynDate object ''' inputname(1) ''' was not instantiated for years.'])
end
else
error('dynDate::subsref: Something is wrong in your syntax!')
end
case 2% Populate an empty dynDate object
if isnan(A.freq)
error(['dynDate::subsref: I cannot interpret the two inputs of dynDate object ''' inputname(1) ''' because frequency is not set.'])
else
tmp = [];
switch A.freq
case 4
% Quaterly data
if isint(S(1).subs{2}) && isint(S(1).subs{1}) && S(1).subs{2}<5 && S(1).subs{2}>0
tmp = [int2str(S(1).subs{1}), 'Q' int2str(S(1).subs{2})];
else
if ~isint(S(1).subs{2}) || ~(S(1).subs{2}<5 && S(1).subs{2}>0)
error(['dynDate::subsref: The second input argument of dynDate object ''' inputname(1) ''' (' num2str(S(1).subs{2}) ') should be a positive integer less than or equal to 4.'])
end
if ~isint(S(1).subs{2})
error(['dynDate::subsref: The first input argument of dynDate object ''' inputname(1) ''' (' num2str(S(1).subs{1}) ') should be an integer.'])
end
end
case 12
% Monthly data
if isint(S(1).subs{2}) && isint(S(1).subs{1}) && S(1).subs{2}<13 && S(1).subs{2}>0
tmp = [num2str(S(1).subs{1}), 'M' num2str(S(1).subs{2})];
else
if ~isint(S(1).subs{2}) || ~(S(1).subs{2}<13 && S(1).subs{2}>0)
error(['dynDate::subsref: The second input argument of dynDate object ''' inputname(1) ''' (' num2str(S(1).subs{2}) ') should be a positive integer less than or equal to 12.'])
end
if ~isint(S(1).subs{2})
error(['dynDate::subsref: The first input argument of dynDate object ''' inputname(1) ''' (' num2str(S(1).subs{1}) ') should be an integer.'])
end
end
case 52
% Weekly data
if isint(S(1).subs{2}) && isint(S(1).subs{1}) && S(1).subs{2}<53 && S(1).subs{2}>0
tmp = [num2str(S(1).subs{1}), 'W' num2str(S(1).subs{2})];
else
if ~isint(S(1).subs{2}) || ~(S(1).subs{2}<53 && S(1).subs{2}>0)
error(['dynDate::subsref: The second input argument of dynDate object ''' inputname(1) ''' (' num2str(S(1).subs{2}) ') should be a positive integer less than or equal to 52.'])
end
if ~isint(S(1).subs{2})
error(['dynDate::subsref: The first input argument of dynDate object ''' inputname(1) ''' (' num2str(S(1).subs{1}) ') should be an integer.'])
end
end
case 1
% Yearly data
error('dynDate::subsref: Frequency is set for years. You should not provide more than one integer input argument (to set the year)!')
otherwise
error('dynDate::subsref: Unknown frequency!')
end
if ~isempty(tmp)
B = dynDate(tmp);
end
end
otherwise
error(['dynDate::subsref: dynDate object ''' inputname(1) ''' cannot have more than two inputs.'])
end
otherwise
error('dynDate::subsref: Something is wrong in your syntax!')
end
% Give access to dynDate methods (format).
if isequal(length(S),1) && isequal(S.type,'.') && ( strcmp(S.subs,'format') )
B = format(A);
return
S = shiftS(S);
if ~isempty(S)
B = subsref(B, S);
end
% Give access to dynDate properties (time and freq).
if isequal(length(S),1) && isequal(S.type,'.') && ( strcmp(S.subs,'time') || strcmp(S.subs,'freq') )
B = builtin('subsref', A, S);
return
end
% Allow more complex call to subsref such that:
%
% a = dynDate();
% a('2009M4').time
%
% should return a row vector [2009 4]. Note that the object name should not match any function name
% declared in the matlab's path.
if length(S)>1 && isequal(S(1).type,'()') && isequal(S(2).type,'.')
tmp = dynDate(S(1).subs{1});
B = builtin('subsref', tmp, S(2));
return
end
error('dynDate::subsref: You''re trying to do something wrong!')
%@test:1
%$ t = zeros(3,1);
%$
@ -168,11 +191,13 @@ error('dynDate::subsref: You''re trying to do something wrong!')
%@test:3
%$ % Try more complex call to overloaded subsref
%$ t = zeros(1,1);
%$ t = zeros(3,1);
%$ try
%$ a = dynDate();
%$ a = dynDate('M');
%$ time = a('1973M1').time;
%$ t(1) = 1;
%$ t(2) = dyn_assert(time,[1973,1]);
%$ t(3) = dyn_assert(a.freq,12);
%$ catch
%$ % Nothing to do here.
%$ end
@ -180,7 +205,6 @@ error('dynDate::subsref: You''re trying to do something wrong!')
%$ T = all(t);
%@eof:3
%@test:4
%$ t = NaN(3,1);
%$ % Instantiate an empty object for quaterly date
@ -198,4 +222,17 @@ error('dynDate::subsref: You''re trying to do something wrong!')
%$ t(1) = dyn_assert(a.freq,4);
%$ t(2) = dyn_assert(a.time,[1938,4]);
%$ T = all(t);
%@eof:3
%@eof:4
%@test:5
%$ t = NaN(2,1);
%$ % Instantiate an empty object for quaterly date
%$ qq = dynDate('Q');
%$ % Populate this object and get the time member
%$ time = qq(1938,4).time;
%$
%$ % Check the results
%$ t(1) = dyn_assert(qq.freq,4);
%$ t(2) = dyn_assert(time,[1938,4]);
%$ T = all(t);
%@eof:5

8
matlab/@dynDate/uminus.m
View File

@ -29,7 +29,7 @@ function b = uminus(a)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011, 2013 Dynare Team
%
% This file is part of Dynare.
%
@ -46,8 +46,6 @@ function b = uminus(a)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if ~isa(a,'dynDate')
error(['dynDate::uminus: Input argument ' inputname(1) ' must be a dynDate object.'])
end
@ -83,14 +81,12 @@ switch b.freq
end
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ date_1 = '1950Q1';
%$ date_2 = '1950Q4';
%$ date_3 = '1950M1';
%$ date_4 = '1950M12';
%$ date_5 = '1950W1';
%$ date_5 = '1950w1';
%$ date_6 = '1950W52';
%$ date_7 = 2000;
%$

8
matlab/@dynDate/uplus.m
View File

@ -29,7 +29,7 @@ function b = uplus(a)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011, 2013 Dynare Team
%
% This file is part of Dynare.
%
@ -46,8 +46,6 @@ function b = uplus(a)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if ~isa(a,'dynDate')
error(['dynDate::uplus: Input argument ' inputname(1) ' must be a dynDate object.'])
end
@ -83,13 +81,11 @@ switch b.freq
end
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ date_1 = '1950Q3';
%$ date_2 = '1950Q4';
%$ date_3 = '1950M3';
%$ date_4 = '1950M12';
%$ date_4 = '1950m12';
%$ date_5 = '1950W3';
%$ date_6 = '1950W52';
%$ date_7 = 2000;

26
matlab/@dynDates/append.m
View File

@ -96,4 +96,28 @@ end
%$ t(2) = dyn_assert(d.freq,e.freq);
%$ t(3) = dyn_assert(d.ndat,e.ndat);
%$ T = all(t);
%@eof:1
%@eof:1
%@test:2
%$ % Define some dates
%$ B1 = '1953Q4';
%$ B2 = '1950Q2';
%$ B3 = '1950Q1';
%$ B4 = '1945Q3';
%$ B5 = '2009q2';
%$
%$ % Define expected results.
%$ e.time = [1945 3; 1950 1; 1950 2; 1953 4; 2009 2];
%$ e.freq = 4;
%$ e.ndat = 5;
%$
%$ % Call the tested routine.
%$ d = dynDates(B4,B3,B2,B1);
%$ d = d.append(B5);
%$
%$ % Check the results.
%$ t(1) = dyn_assert(d.time,e.time);
%$ t(2) = dyn_assert(d.freq,e.freq);
%$ t(3) = dyn_assert(d.ndat,e.ndat);
%$ T = all(t);
%@eof:2

44
matlab/@dynDates/dynDates.m
View File

@ -45,7 +45,7 @@ function dd = dynDates(varargin)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -60,15 +60,13 @@ function dd = dynDates(varargin)
% 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/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
dd = struct;
dd.ndat = 0;
dd.freq = [];
dd.time = [];
dd.freq = NaN;
dd.time = NaN(1,2);
dd = class(dd,'dynDates');
@ -104,12 +102,10 @@ switch nargin
end
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ B1 = '1945Q3';
%$ B2 = '1950Q2';
%$ B3 = '1950Q1';
%$ B3 = '1950q1';
%$ B4 = '1953Q4';
%$
%$ % Define expected results.
@ -128,8 +124,6 @@ end
%@eof:1
%@test:2
%$ addpath ../matlab
%$
%$ % Define some dates
%$ B1 = '1945M3';
%$ B2 = '1950M2';
@ -152,8 +146,6 @@ end
%@eof:2
%@test:3
%$ addpath ../matlab
%$
%$ % Define some dates
%$ B1 = '1945';
%$ B2 = '1950';
@ -176,23 +168,21 @@ end
%@eof:3
%@test:4
%$ addpath ../matlab
%$
%$ % Define some dates
%$ B1 = '1945Q1';
%$ B2 = '1950Q3';
%$ B3 = '1950M10';
%$ B4 = '1953Q1';
%$ % Define a dynDates object
%$ B = dynDate('1950Q1'):dynDate('1960Q3');
%$
%$
%$ % Call the tested routine.
%$ try
%$ d = dynDates(B1,B2,B3,B4);
%$ t(1) = 0;
%$ T = 0;
%$ catch
%$ % Expected issue...
%$ d = B(2);
%$ if isa(d,'dynDate')
%$ t(1) = 1;
%$ T = 1;
%$ else
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dyn_assert(d.freq,B.freq);
%$ t(3) = dyn_assert(d.time,[1950 2]);
%$ end
%$ T = all(t);
%@eof:4

80
matlab/@dynDates/eq.m Normal file
View File

@ -0,0 +1,80 @@
function C = eq(A,B)
%@info:
%! @deftypefn {Function File} {@var{C} =} eq (@var{A},@var{B})
%! @anchor{@dynDates/eq}
%! @sp 1
%! Overloads the eq (equal) operator for the @ref{dynDates} class.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item A
%! @ref{dynDates} object.
%! @item B
%! @ref{dynDates} object.
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item C
%! scalar integer equal to one if a==b, 0 otherwise.
%! @end table
%! @end deftypefn
%@eod:
% 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/>.
if nargin~=2
error('dynDates::eq: I need exactly two input arguments!')
end
if ~isa(A,'dynDates') || ~isa(B,'dynDates')
error(['dynDates::eq: Input arguments ''' inputname(1) ''' and ''' inputname(2) ''' have to be a dynDates objects!'])
end
if ~isequal(A.freq,B.freq)
C = 0;
return
end
if ~isequal(A.ndat,B.ndat)
C = 0;
return
end
C = isequal(A.time,B.time);
%@test:1
%$ % Define some dynDates objects
%$ d1 = dynDate('1950Q1'):dynDate('1959Q4') ;
%$ d2 = dynDate('1960Q1'):dynDate('1979Q4') ;
%$ d3 = dynDate('1970M1'):dynDate('1979M12') ;
%$
%$ % Call the tested routine.
%$ t1 = d1==d1;
%$ t2 = d1==d2;
%$ t3 = d1==d3;
%$
%$ % Check the results.
%$ t(1) = dyn_assert(t1,1);
%$ t(2) = dyn_assert(t2,0);
%$ t(2) = dyn_assert(t3,0);
%$ T = all(t);
%@eof:1

84
matlab/@dynDates/intersect.m Normal file
View File

@ -0,0 +1,84 @@
function C = intersect(A,B)
%@info:
%! @deftypefn {Function File} {@var{C} =} intersect (@var{A},@var{B})
%! @anchor{@dynDates/intersect}
%! @sp 1
%! C of B and A.
%! if A and B are not disjoints.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item A
%! @ref{dynDates} object.
%! @item B
%! @ref{dynDates} object.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item C
%! @ref{dynDates} object.
%! @end table
%! @end deftypefn
%@eod:
% 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/>.
if ~isa(A,'dynDates') || ~isa(B,'dynDates')
error(['dynDates::plus: Input arguments ''' inputname(1) ''' and ''' inputname(2) ''' must be dynDates objects!'])
end
if eq(A,B)
C = A;
return
end
if ~isequal(A.freq,B.freq)
C = dynDates();
return
end
time = intersect(A.time,B.time,'rows');
C = dynDates();
if isempty(time)
return
end
C.freq = A.freq;
C.time = time;
C.ndat = rows(time);
%@test:1
%$ % Define some dynDates objects
%$ d1 = dynDate('1950Q1'):dynDate('1969Q4') ;
%$ d2 = dynDate('1960Q1'):dynDate('1969Q4') ;
%$ d3 = dynDate('1970Q1'):dynDate('1979Q4') ;
%$
%$ % Call the tested routine.
%$ c1 = intersect(d1,d2);
%$ c2 = intersect(d1,d3);
%$
%$ % Check the results.
%$ t(1) = dyn_assert(c1==d2,1);
%$ t(2) = dyn_assert(isempty(c2),1);
%$ T = all(t);
%@eof:1

50
matlab/@dynDates/isempty.m Normal file
View File

@ -0,0 +1,50 @@
function B = isempty(A)
%@info:
%! @deftypefn {Function File} {@var{B} =} isempty (@var{A})
%! @anchor{@dynDates/isempty}
%! @sp 1
%! Overloads the isempty function for the @ref{dynDates} class.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item A
%! @ref{dynDates} object.
%! @end table
%! @sp 1
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item b
%! Integer scalar (equal to zero if @var{A} is not empty).
%! @end table
%! @end deftypefn
%@eod:
% 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/>.
B = all(isnan(A.time(:))) && isnan(A.freq) && isequal(A.ndat,0);
%@test:1
%$ % Instantiate an empty dynDate object
%$ d = dynDates();
%$ % Test if this object is empty
%$ t(1) = isempty(d);
%$ T = all(t);
%@eof:1

85
matlab/@dynDates/minus.m Normal file
View File

@ -0,0 +1,85 @@
function C = minus(A,B)
%@info:
%! @deftypefn {Function File} {@var{C} =} minus (@var{A},@var{B})
%! @anchor{@dynDates/minus}
%! @sp 1
%! Overloads the minus (soustraction) operator for the @ref{dynDates} class. C is the relative complement of B in A.
%! if A and B are not disjoints.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item A
%! @ref{dynDates} object.
%! @item B
%! @ref{dynDates} object.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item C
%! @ref{dynDates} object.
%! @end table
%! @end deftypefn
%@eod:
% 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/>.
if isempty(B)
C = A;
return
end
if isempty(A)
C = dynDates();
return
end
if ~isequal(A.freq,B.freq)
C = A;
return
end
D = intersect(A,B);
if isempty(D)
C = A;
else
C = dynDates();
C.freq = A.freq;
C.time = setdiff(A.time,D.time,'rows');
C.ndat = rows(C.time);
end
%@test:1
%$ % Define some dynDates objects
%$ d1 = dynDate('1950Q1'):dynDate('1959Q4') ;
%$ d2 = dynDate('1960Q1'):dynDate('1969Q4') ;
%$ d3 = d1+d2;
%$
%$ % Call the tested routine.
%$ e1 = d1-d2;
%$ e2 = d3-d1;
%$
%$ % Check the results.
%$ t(1) = dyn_assert(e1==d1,1);
%$ t(2) = dyn_assert(e2==d2,1);
%$ T = all(t);
%@eof:1

87
matlab/@dynDates/plus.m Normal file
View File

@ -0,0 +1,87 @@
function C = plus(A,B)
%@info:
%! @deftypefn {Function File} {@var{C} =} plus (@var{A},@var{B})
%! @anchor{@dynDates/plus}
%! @sp 1
%! Overloads the plus (addition) operator for the @ref{dynDates} class. Combines two dynDates objects, A and B, without removing repetitions
%! if A and B are not disjoints.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item A
%! @ref{dynDates} object.
%! @item B
%! @ref{dynDates} object.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item C
%! @ref{dynDates} object.
%! @end table
%! @end deftypefn
%@eod:
% 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/>.
if ~isa(A,'dynDates') || ~isa(B,'dynDates')
error(['dynDates::plus: Input arguments ''' inputname(1) ''' and ''' inputname(2) ''' must be dynDates objects!'])
end
if isempty(B)
C = A;
return
end
if isempty(A)
C = B;
return
end
if ~isequal(A.freq,B.freq)
error(['dynDates::plus: Input arguments ''' inputname(1) ''' and ''' inputname(2) ''' must have common frequencies!'])
end
C = dynDates();
C.freq = A.freq;
C.time = [A.time; B.time];
C.ndat = A.ndat+B.ndat;
%@test:1
%$ % Define some dynDates objects
%$ d1 = dynDate('1950Q1'):dynDate('1959Q4') ;
%$ d2 = dynDate('1960Q1'):dynDate('1969Q4') ;
%$ d3 = dynDate('1970Q1'):dynDate('1979Q4') ;
%$
%$ % Call the tested routine.
%$ e1 = d1+d2;
%$ e2 = d1+d2+d3;
%$
%$ % Expected results.
%$ f1 = dynDate('1950Q1'):dynDate('1969Q4');
%$ f2 = dynDate('1950Q1'):dynDate('1979Q4');
%$
%$ % Check the results.
%$ t(1) = dyn_assert(e1==f1,1);
%$ t(2) = dyn_assert(e2==f2,1);
%$ T = all(t);
%@eof:1

6
matlab/@dynDates/sort.m
View File

@ -45,8 +45,6 @@ function dd = sort(dd)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
if ~isa(dd,'dynDates')
error(['dynDates::sort: Input argument ' inputname(dd) ' has to be a dynDates object.'])
end
@ -58,8 +56,6 @@ end
dd.time = sortrows(dd.time,[1,2]);
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ B1 = '1953Q4';
%$ B2 = '1950Q2';
@ -73,7 +69,7 @@ dd.time = sortrows(dd.time,[1,2]);
%$
%$ % Call the tested routine.
%$ d = dynDates(B1,B2,B3,B4);
%$ d = d.sort();
%$ d = d.sort;
%$
%$ % Check the results.
%$ t(1) = dyn_assert(d.time,e.time);

3
matlab/@dynDates/subsasgn.m
View File

@ -17,5 +17,4 @@ function val = subsasgn(val, idx, rhs)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
error('Members of dynDates class are private')
end
error('dynDates::subsasgn: Members of dynDates class are private')

94
matlab/@dynDates/subsref.m
View File

@ -49,30 +49,88 @@ function B = subsref(A,S)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if isequal(S(1).type,'.')
switch S(1).type
case '.'
switch S(1).subs
case {'time','freq','ndat'} % Public members.
case {'time','freq','ndat'}% Access public members.
B = builtin('subsref', A, S(1));
case {'sort','append','pop','unique'} % Give "dot access" to public methods.
if length(S)==1 || (strcmp(S(2).type,'()') && isempty(S(2).subs))
B = feval(S(1).subs,A);
case {'sort','unique'}% Public methods (without arguments)
B = feval(S(1).subs,A);
case {'append','pop'}% Public methods (with arguments).
if isequal(S(2).type,'()')
B = feval(S(1).subs,A,S(2).subs{:});
S = shiftS(S);
else
if isequal(S(2).type,'()')
B = feval(S(1).subs,A,S(2).subs{:});
else
error('dynDates::subsref: Something is wrong in your syntax!')
end
error('dynDates::subsref: Something is wrong in your syntax!')
end
otherwise
error('dynDates::subsref: Unknown public method or member!')
error('dynDates::subsref: Unknown public member or method!')
end
elseif isequal(S.type,'()') % Extract a sub-sample.
if length(S.subs)==1
S.subs = [S.subs, ':'];
case '()'
if isscalar(S(1).subs{1})
if isint(S(1).subs{1}) && S(1).subs{1}>0 && S(1).subs{1}<A.ndat
B = dynDate(A.time(S(1).subs{1},:),A.freq);
else
error(['dynDates::subsref: the index have to be a positive integer less than or equal to ' int2str(A.ndat) '!'])
end
else
if isvector(S(1).subs{1}) && all(isint(S(1).subs{1})) && all(S(1).subs{1}>0) && all(S(1).subs{1}<A.ndat)
B = dynDates();
B.freq = A.freq;
B.time = A.time(S(1).subs{1},:);
B.ndat = length(S(1).subs{1});
else
error(['dynDates::subsref: indices have to be a vector of positive integers less than or equal to ' int2str(A.ndat) '!'])
end
end
B = builtin('subsref', A.time, S);
else
otherwise
error('dynDates::subsref: Something is wrong in your syntax!')
end
S = shiftS(S);
if ~isempty(S)
B = subsref(B, S);
end
%@test:1
%$ % Define a dynDates object
%$ B = dynDate('1950Q1'):dynDate('1960Q3');
%$
%$ % Try to extract a sub-dynDates object.
%$ d = B(2:3);
%$
%$ if isa(d,'dynDates')
%$ t(1) = 1;
%$ else
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dyn_assert(d.freq,B.freq);
%$ t(3) = dyn_assert(d.time,[1950 2; 1950 3]);
%$ t(4) = dyn_assert(d.ndat,2);
%$ end
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a dynDates object
%$ B = dynDate('1950Q1'):dynDate('1960Q3');
%$
%$ % Try to extract a sub-dynDates object and apply a method
%$
%$ d = B(2:3).sort ;
%$
%$ if isa(d,'dynDates')
%$ t(1) = 1;
%$ else
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dyn_assert(d.freq,B.freq);
%$ t(3) = dyn_assert(d.time,[1950 2; 1950 3]);
%$ t(4) = dyn_assert(d.ndat,2);
%$ end
%$ T = all(t);
%@eof:2

6
matlab/@dynDates/unique.m
View File

@ -45,8 +45,6 @@ function dd = unique(dd)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
if ~isa(dd,'dynDates')
error(['dynDates::unique: Input argument ' inputname(dd) ' has to be a dynDates object.'])
end
@ -63,7 +61,7 @@ dd.ndat = size(dd.time,1);
%$ % Define some dates
%$ B1 = '1953Q4';
%$ B2 = '1950Q2';
%$ B3 = '1950Q1';
%$ B3 = '1950q1';
%$ B4 = '1945Q3';
%$ B5 = '1950Q2';
%$
@ -74,7 +72,7 @@ dd.ndat = size(dd.time,1);
%$
%$ % Call the tested routine.
%$ d = dynDates(B1,B2,B3,B4,B5);
%$ d = d.unique();
%$ d = d.unique;
%$
%$ % Check the results.
%$ t(1) = dyn_assert(d.time,e.time);

26
matlab/@dynSeries/dynSeries.m
View File

@ -59,7 +59,7 @@ function ts = dynSeries(varargin)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011, 2012, 2013 Dynare Team
%
% This file is part of Dynare.
%
@ -76,8 +76,6 @@ function ts = dynSeries(varargin)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
ts = struct;
ts.data = [];
@ -143,26 +141,8 @@ switch nargin
% Get the first date and set the frequency.
if ~isempty(b)
if ischar(b)% Weekly, Monthly or Quaterly data.
quaterly = findstr('Q',b);
monthly = findstr('M',b);
weekly = findstr('W',b);
yearly = findstr('Y',b);
if ~isempty(quaterly)
ts.freq = 4;
end
if ~isempty(monthly)
ts.freq = 12;
end
if ~isempty(weekly)
ts.freq = 52;
end
if ~isempty(yearly)
ts.freq = 1;
end
if isempty(quaterly) && isempty(monthly) && isempty(weekly) && isempty(yearly)
error('dynSeries:: Using a string as a second input argument, I can only handle weekly (W), monthly (M), quaterly (Q) or yearly (Y) data!');
end
ts.init = dynDate(b);
ts.freq = ts.init.freq;
elseif isa(b,'dynDate') && ~isempty(b)
ts.freq = b.freq;
ts.init = b;
@ -354,7 +334,7 @@ ts.time = ts.init:(ts.init+ts.nobs);
%$ t = zeros(7,1);
%$
%$ try
%$ ts = dynSeries([transpose(1:5), transpose(6:10)],'1950Q1',{'Output'; 'Consumption'}, {'Y_t'; 'C_t'});
%$ ts = dynSeries([transpose(1:5), transpose(6:10)],'1950q1',{'Output'; 'Consumption'}, {'Y_t'; 'C_t'});
%$ t(1) = 1;
%$ catch
%$ t = 0;

20
matlab/@dynSeries/extract.m
View File

@ -1,5 +1,22 @@
function A = extract(B,varargin)
% Extract some variables from a database.
% Copyright (C) 2012, 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/>.
A = dynSeries();
@ -49,10 +66,11 @@ for i = 1:length(idVariableName)
if isempty(idx)
error(['dynSeries::extract: Variable ' VariableName_{i} ' is not a member of ' inputname(1) '!'])
end
idVariableName(i) = idx;
idVariableName(i) = idx;
end
A.data = B.data(:,idVariableName);
A.time = B.time;
A.init = B.init;
A.freq = B.freq;
A.nobs = B.nobs;

10
matlab/@dynSeries/horzcat.m
View File

@ -58,11 +58,11 @@ function a = horzcat(varargin)
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
if nargin==0 || nargin==1
error('dynSeries::horzcat: I need at least two input arguments!')
end
if nargin==2
if nargin==0
a = DynSeries();
elseif nargin == 1
a = varargin{1};
elseif nargin==2
a = horzcat2(varargin{1},varargin{2});
else
a = horzcat2(varargin{1},varargin{2});

3
matlab/@dynSeries/minus.m
View File

@ -39,8 +39,6 @@ function A = minus(B,C)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
if ~isequal(B.vobs,C.vobs) && ~(isequal(B.vobs,1) || isequal(C.vobs,1))
error(['dynSeries::plus: Cannot add ' inputname(1) ' and ' inputname(2) ' (wrong number of variables)!'])
end
@ -71,6 +69,7 @@ A = dynSeries();
A.freq = B.freq;
A.init = B.init;
A.time = B.time;
A.nobs = max(B.nobs,C.nobs);
A.vobs = max(B.vobs,C.vobs);
A.name = repmat({'--NA--'},A.vobs,1);

5
matlab/@dynSeries/mrdivide.m
View File

@ -39,8 +39,6 @@ function A = mrdivide(B,C)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
if isa(B,'dynSeries') && isa(C,'dynSeries')
% Element by element divisions of two dynSeries object
if ~isequal(B.vobs,C.vobs) && ~(isequal(B.vobs,1) || isequal(C.vobs,1))
@ -58,6 +56,7 @@ if isa(B,'dynSeries') && isa(C,'dynSeries')
A = dynSeries();
A.freq = B.freq;
A.init = B.init;
A.time = B.time;
A.nobs = max(B.nobs,C.nobs);
A.vobs = max(B.vobs,C.vobs);
A.name = repmat({'--NA--'},A.vobs,1);
@ -67,6 +66,7 @@ elseif isnumeric(C) && isreal(C) && isequal(length(C),1) && isa(B,'dynSeries')
% division of a dynSeries object by a real scalar.
A = dynSeries();
A.freq = B.freq;
A.time = B.time;
A.init = B.init;
A.nobs = B.nobs;
A.vobs = B.vobs;
@ -77,6 +77,7 @@ elseif isnumeric(B) && isreal(B) && isequal(length(B),1) && isa(C,'dynSeries')
% division of a real scalar by a dynSeries object.
A = dynSeries();
A.freq = C.freq;
A.time = C.time;
A.init = C.init;
A.nobs = C.nobs;
A.vobs = C.vobs;

5
matlab/@dynSeries/mtimes.m
View File

@ -39,8 +39,6 @@ function A = mtimes(B,C)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
if isa(B,'dynSeries') && isa(C,'dynSeries')
% Element by element multiplication of two dynSeries object
if ~isequal(B.vobs,C.vobs) && ~(isequal(B.vobs,1) || isequal(C.vobs,1))
@ -58,6 +56,7 @@ if isa(B,'dynSeries') && isa(C,'dynSeries')
A = dynSeries();
A.freq = B.freq;
A.init = B.init;
A.time = B.time;
A.nobs = max(B.nobs,C.nobs);
A.vobs = max(B.vobs,C.vobs);
A.name = repmat({'--NA--'},A.vobs,1);
@ -68,6 +67,7 @@ elseif isnumeric(C) && isreal(C) && isequal(length(C),1) && isa(B,'dynSeries')
A = dynSeries();
A.freq = B.freq;
A.init = B.init;
A.time = B.time;
A.nobs = B.nobs;
A.vobs = B.vobs;
A.name = repmat({'--NA--'},A.vobs,1);
@ -78,6 +78,7 @@ elseif isnumeric(B) && isreal(B) && isequal(length(B),1) && isa(C,'dynSeries')
A = dynSeries();
A.freq = C.freq;
A.init = C.init;
A.time = C.time;
A.nobs = C.nobs;
A.vobs = C.vobs;
A.name = repmat({'--NA--'},A.vobs,1);

20
matlab/@dynSeries/numel.m
View File

@ -1,2 +1,20 @@
function n = numel(obj, varargin)
n = 1;
% Copyright (C) 2012, 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/>.
n = 1;

5
matlab/@dynSeries/private/horzcat2.m
View File

@ -108,5 +108,6 @@ else
c.data = [c.data; NaN(b_last_date-c_last_date,c.vobs)];
end
a.data = [b.data, c.data];
a.time = unique([b.time, c.time]);
end
a.time = unique(b.time.append(c.time));
end
a.nobs = size(a.data,1);

181
matlab/@dynSeries/subsref.m
View File

@ -1,4 +1,4 @@
function us = subsref(ts, S)
function B = subsref(A, S)
%@info:
%! @deftypefn {Function File} {@var{us} =} subsref (@var{ts},S)
%! @anchor{@dynSeries/subsref}
@ -44,7 +44,7 @@ function us = subsref(ts, S)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011, 2012, 2013 Dynare Team
%
% This file is part of Dynare.
%
@ -61,100 +61,88 @@ function us = subsref(ts, S)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
if length(S)==1 && isequal(S.type,'.')
switch S.subs
switch S(1).type
case '.'
switch S(1).subs
case {'data','nobs','vobs','name','tex','freq','time','init'} % Public members.
us = builtin('subsref', ts, S);
B = builtin('subsref', A, S(1));
case {'log','exp','ygrowth','qgrowth','ydiff','qdiff'} % Give "dot access" to public methods.
us = feval(S.subs,ts);
case {'save'}
B = feval(S(1).subs,A);
case {'save'} % Save dynSeries object on disk (default is a csv file).
us = NaN;
save(ts);
if length(S)==2 && strcmp(S(2).type,'()')
save(A,S(2).subs{:});
S = shiftS(S);
else
save(A);
end
otherwise % Extract a sub-object by selecting one variable.
ndx = strmatch(S.subs,ts.name);
ndx = strmatch(S(1).subs,A.name,'exact');
if ~isempty(ndx)
us = dynSeries();
us.data = ts.data(:,ndx);
us.name = deblank(ts.name(ndx,:));
us.tex = deblank(ts.tex(ndx,:));
us.nobs = ts.nobs;
us.vobs = 1;
us.freq = ts.freq;
us.init = ts.init;
return
B = dynSeries();
B.data = A.data(:,ndx);
B.name = deblank(A.name(ndx,:));
B.tex = deblank(A.tex(ndx,:));
B.nobs = A.nobs;
B.vobs = 1;
B.freq = A.freq;
B.init = A.init;
B.time = A.time;
else
error('dynSeries::subsref: Unknown public method, public member or variable!')
end
end
return
end
if length(S)==1 && isequal(S.type,'()')
if ischar(S.subs{1})
us = dynSeries(S.subs{1});
else
% Extract a sub-object by selecting a sub-sample.
if size(ts.data,2)>1
S.subs = [S.subs, ':'];
end
case '()'
if ischar(S(1).subs{1})
% If ts is an empty dynSeries object, populate this object by reading data in a file.
if isempty(A)
B = dynSeries(S(1).subs{1});
else
error(['dynSeries::subsref: dynSeries object ''' inputname(1) ''' is not empty!'])
end
elseif isa(S(1).subs{1},'dynDates')
% Extract a subsample using a dynDates object
[junk,tdx] = intersect(A.time.time,S(1).subs{1}.time,'rows');
B = dynSeries();
B.data = A.data(tdx,:);
B.name = deblank(A.name);
B.tex = deblank(A.tex);
B.nobs = length(tdx);
B.vobs = A.vobs;
B.freq = A.freq;
B.init = A.init+tdx(1);
B.time = A.time(tdx,:);
elseif isvector(S(1).subs{1}) && all(isint(S(1).subs{1}))
% Extract a subsample using a vector of integers (observation index).
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.data = builtin('subsref', A.data, S(1));
B.nobs = size(B.data,1);
B.vobs = A.vobs;
B.freq = A.freq;
B.time = builtin('subsref', A.time, S(1));
B.init = A.init+S(1).subs{1}(1);
B.name = A.name;
B.tex = A.tex;
else
error('dynSeries::subsref: Indices are out of bounds!')
end
us.data = builtin('subsref', ts.data, S);
us.nobs = size(us.data,1);
us.vobs = ts.vobs;
us.freq = ts.freq;
us.time = builtin('subsref', ts.time, S);
us.init = ts.init+S.subs{1}(1);
us.name = ts.name;
us.tex = ts.tex;
return
end
end
if (length(S)==2) && (isequal(S(1).subs,'init'))
if isequal(S(2).type,'.') && ( isequal(S(2).subs,'freq') || isequal(S(2).subs,'time') )
us = builtin('subsref', ts.init, S(2));
else
error('dynSeries:subsref:: I don''t understand what you are trying to do!')
error('dynSeries::subsref: I have no idea of what you are trying to do!')
end
return
case '{}'
B = extract(A,S(1).subs{:});
otherwise
error('dynSeries::subsref: What the Hell are you doin'' here?!')
end
if (length(S)==2) && (isequal(S(1).type,'.')) && (isequal(S(1).subs,'data')) && (isequal(S(2).type,'()'))
us = builtin('subsref',ts.data,S(2));
return
S = shiftS(S);
if ~isempty(S)
B = subsref(B, S);
end
if (length(S)==1) && isequal(S(1).type,'{}')
us = extract(ts,S(1).subs{:});
return
end
if (length(S)==2) && isequal(S(1).type,'{}')
us = extract(ts,S(1).subs{:});
us = subsref(us, S(2));
return
end
if (length(S)==2) && isequal(S(1).subs,'save') && isequal(S(1).type,'.') && isequal(S(2).type,'()')
us = NaN;
save(ts,S(2).subs{:});
return
end
if (length(S)==2) && isequal(S(1).subs,'set_names') && isequal(S(1).type,'.') && isequal(S(2).type,'()')
us = set_names(ts,S(2).subs{:});
return
end
if (length(S)==2) && isequal(S(1).subs,'name') && isequal(S(1).type,'.') && isequal(S(2).type,'{}')
us = ts.name{S(2).subs{1}};
return
end
%@test:1
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
@ -376,3 +364,34 @@ end
%$
%$ T = all(t);
%@eof:8
%@test:9
%$ % Define a data set.
%$ A = [transpose(1:60),2*transpose(1:60),3*transpose(1:60)];
%$
%$ % Define names
%$ A_name = {'A1';'A2';'B1'};
%$
%$ % Instantiate a time series object.
%$ ts1 = dynSeries(A,'1971Q1',A_name,[]);
%$
%$ % Define the range of a subsample.
%$ range = dynDate('1971Q2'):dynDate('1971Q4');
%$ % Call the tested method.
%$ a = ts1(range);
%$
%$ % Expected results.
%$ e.data = A(2:4,:);
%$ e.nobs = 3;
%$ e.vobs = 3;
%$ e.name = {'A1';'A2';'B1'};
%$ e.freq = 4;
%$ e.init = dynDate('1971Q2');
%$
%$ t(1) = dyn_assert(e.data,a.data);
%$ t(2) = dyn_assert(e.nobs,a.nobs);
%$ t(3) = dyn_assert(e.vobs,a.vobs);
%$ t(4) = dyn_assert(e.name,a.name);
%$ t(5) = dyn_assert(e.init,a.init);
%$ T = all(t);
%@eof:9

3
matlab/@dynSeries/uminus.m
View File

@ -39,14 +39,13 @@ function A = uminus(B)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
A = dynSeries();
A.freq = B.freq;
A.nobs = B.nobs;
A.vobs = B.vobs;
A.init = B.init;
A.time = B.time;
A.name = repmat({'--NA--'},A.vobs,1);
A.data = -(B.data);

20
matlab/ep/extended_path.m
View File

@ -123,6 +123,17 @@ t = 0;
hh = dyn_waitbar(0,'Please wait. Extended Path simulations...');
set(hh,'Name','EP simulations.');
% hybrid correction
pfm.hybrid_order = options_.ep.stochastic.hybrid_order;
if pfm.hybrid_order
oo_.dr = set_state_space(oo_.dr,M_,options_);
options = options_;
options.order = pfm.hybrid_order;
pfm.dr = resol(0,M_,options,oo_);
else
pfm.dr = [];
end
% Main loop.
while (t<sample_size)
if ~mod(t,10)
@ -164,7 +175,14 @@ while (t<sample_size)
if options_.ep.stochastic.order == 0
[flag,tmp,err] = solve_perfect_foresight_model(endo_simul_1,exo_simul_1,pfm1);
else
[flag,tmp] = solve_stochastic_perfect_foresight_model(endo_simul_1,exo_simul_1,pfm1,options_.ep.stochastic.quadrature.nodes,options_.ep.stochastic.order);
switch(options_.ep.stochastic.algo)
case 0
[flag,tmp] = ...
solve_stochastic_perfect_foresight_model(endo_simul_1,exo_simul_1,pfm1,options_.ep.stochastic.quadrature.nodes,options_.ep.stochastic.order);
case 1
[flag,tmp] = ...
solve_stochastic_perfect_foresight_model_1(endo_simul_1,exo_simul_1,pfm1,options_.ep.stochastic.quadrature.nodes,options_.ep.stochastic.order);
end
end
end
info_convergence = ~flag;

0
matlab/solve_stochastic_perfect_foresight_model.m → matlab/ep/solve_stochastic_perfect_foresight_model.m
View File

285
matlab/ep/solve_stochastic_perfect_foresight_model_1.m Normal file
View File

@ -0,0 +1,285 @@
function [flag,endo_simul,err] = solve_stochastic_perfect_foresight_model_1(endo_simul,exo_simul,pfm,nnodes,order)
% Copyright (C) 2012 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/>.
flag = 0;
err = 0;
stop = 0;
params = pfm.params;
steady_state = pfm.steady_state;
ny = pfm.ny;
periods = pfm.periods;
dynamic_model = pfm.dynamic_model;
lead_lag_incidence = pfm.lead_lag_incidence;
nyp = pfm.nyp;
nyf = pfm.nyf;
i_cols_1 = pfm.i_cols_1;
i_cols_A1 = pfm.i_cols_A1;
i_cols_j = pfm.i_cols_j;
i_cols_T = nonzeros(lead_lag_incidence(1:2,:)');
hybrid_order = pfm.hybrid_order;
dr = pfm.dr;
maxit = pfm.maxit_;
tolerance = pfm.tolerance;
verbose = pfm.verbose;
number_of_shocks = size(exo_simul,2);
[nodes,weights] = gauss_hermite_weights_and_nodes(nnodes);
% make sure that there is a node equal to zero
% and permute nodes and weights to have zero first
k = find(abs(nodes) < 1e-12);
if ~isempty(k)
nodes = [nodes(k); nodes(1:k-1); nodes(k+1:end)];
weights = [weights(k); weights(1:k-1); weights(k+1:end)];
else
error('there is no nodes equal to zero')
end
if number_of_shocks>1
nodes = repmat(nodes,1,number_of_shocks)*chol(pfm.Sigma);
% to be fixed for Sigma ~= I
for i=1:number_of_shocks
rr(i) = {nodes(:,i)};
ww(i) = {weights};
end
nodes = cartesian_product_of_sets(rr{:});
weights = prod(cartesian_product_of_sets(ww{:}),2);
nnodes = nnodes^number_of_shocks;
else
nodes = nodes*sqrt(pfm.Sigma);
end
if hybrid_order > 0
if hybrid_order == 2
h_correction = 0.5*dr.ghs2(dr.inv_order_var);
end
end
if verbose
disp ([' -----------------------------------------------------']);
disp (['MODEL SIMULATION :']);
fprintf('\n');
end
z = endo_simul(find(lead_lag_incidence'));
[d1,jacobian] = dynamic_model(z,exo_simul,params,steady_state,2);
% Each column of Y represents a different world
% The upper right cells are unused
% The first row block is ny x 1
% The second row block is ny x nnodes
% The third row block is ny x nnodes^2
% and so on until size ny x nnodes^order
world_nbr = 1+(nnodes-1)*order;
Y = repmat(endo_simul(:),1,world_nbr);
% The columns of A map the elements of Y such that
% each block of Y with ny rows are unfolded column wise
dimension = ny*(order+(nnodes-1)*(order-1)*order/2+(periods-order)*world_nbr);
if order == 0
i_upd_r = (1:ny*periods);
i_upd_y = i_upd_r + ny;
else
i_upd_r = zeros(dimension,1);
i_upd_y = i_upd_r;
i_upd_r(1:ny) = (1:ny);
i_upd_y(1:ny) = ny+(1:ny);
i1 = ny+1;
i2 = 2*ny;
n1 = ny+1;
n2 = 2*ny;
for i=2:periods
k = n1:n2;
for j=1:(1+(nnodes-1)*min(i-1,order))
i_upd_r(i1:i2) = (n1:n2)+(j-1)*ny*periods;
i_upd_y(i1:i2) = (n1:n2)+ny+(j-1)*ny*(periods+2);
i1 = i2+1;
i2 = i2+ny;
end
n1 = n2+1;
n2 = n2+ny;
end
end
icA = [find(lead_lag_incidence(1,:)) find(lead_lag_incidence(2,:))+world_nbr*ny ...
find(lead_lag_incidence(3,:))+2*world_nbr*ny]';
h1 = clock;
for iter = 1:maxit
h2 = clock;
A1 = sparse([],[],[],ny*(order+(nnodes-1)*(order-1)*order/2),dimension,(order+1)*world_nbr*nnz(jacobian));
res = zeros(ny,periods,world_nbr);
i_rows = 1:ny;
i_cols = find(lead_lag_incidence');
i_cols_p = i_cols(1:nyp);
i_cols_s = i_cols(nyp+(1:ny));
i_cols_f = i_cols(nyp+ny+(1:nyf));
i_cols_A = i_cols;
i_cols_Ap0 = i_cols_p;
i_cols_As = i_cols_s;
i_cols_Af0 = i_cols_f - ny;
i_hc = i_cols_f - 2*ny;
for i = 1:order+1
i_w_p = 1;
for j = 1:(1+(nnodes-1)*(i-1))
innovation = exo_simul;
if i <= order && j == 1
% first world, integrating future shocks
for k=1:nnodes
if i == 2
i_cols_Ap = i_cols_Ap0;
elseif i > 2
i_cols_Ap = i_cols_Ap0 + ny*(i-2+(nnodes- ...
1)*(i-2)*(i-3)/2);
end
if k == 1
i_cols_Af = i_cols_Af0 + ny*(i-1+(nnodes-1)*i*(i-1)/ ...
2);
else
i_cols_Af = i_cols_Af0 + ny*(i-1+(nnodes-1)*i*(i-1)/ ...
2+(i-1)*(nnodes-1) ...
+ k - 1);
end
if i > 1
innovation(i+1,:) = nodes(k,:);
end
if k == 1
k1 = 1;
else
k1 = (nnodes-1)*(i-1)+k;
end
if hybrid_order == 2 && (k > 1 || i == order)
y = [Y(i_cols_p,1);
Y(i_cols_s,1);
Y(i_cols_f,k1)+h_correction(i_hc)];
else
y = [Y(i_cols_p,1);
Y(i_cols_s,1);
Y(i_cols_f,k1)];
end
[d1,jacobian] = dynamic_model(y,innovation,params,steady_state,i+1);
if i == 1
% in first period we don't keep track of
% predetermined variables
i_cols_A = [i_cols_As - ny; i_cols_Af];
A1(i_rows,i_cols_A) = A1(i_rows,i_cols_A) + weights(k)*jacobian(:,i_cols_1);
else
i_cols_A = [i_cols_Ap; i_cols_As; i_cols_Af];
A1(i_rows,i_cols_A) = A1(i_rows,i_cols_A) + weights(k)*jacobian(:,i_cols_j);
end
res(:,i,1) = res(:,i,1)+weights(k)*d1;
end
elseif j > 1 + (nnodes-1)*(i-2)
% new world, using previous state of world 1 and hit
% by shocks from nodes
i_cols_Ap = i_cols_Ap0 + ny*(i-2+(nnodes-1)*(i-2)*(i-3)/2);
i_cols_Af = i_cols_Af0 + ny*(i+(nnodes-1)*i*(i-1)/2+j-2);
k = j - (nnodes-1)*(i-2);
innovation(i+1,:) = nodes(k,:);
y = [Y(i_cols_p,1);
Y(i_cols_s,j);
Y(i_cols_f,j)];
[d1,jacobian] = dynamic_model(y,innovation,params,steady_state,i+1);
i_cols_A = [i_cols_Ap; i_cols_As; i_cols_Af];
A1(i_rows,i_cols_A) = jacobian(:,i_cols_j);
res(:,i,j) = d1;
i_cols_Af = i_cols_Af + ny;
else
% existing worlds other than 1
i_cols_Ap = i_cols_Ap0 + ny*(i-2+(nnodes-1)*(i-2)*(i-3)/2+j-1);
i_cols_Af = i_cols_Af0 + ny*(i+(nnodes-1)*i*(i-1)/2+j-2);
y = [Y(i_cols_p,j);
Y(i_cols_s,j);
Y(i_cols_f,j)];
[d1,jacobian] = dynamic_model(y,innovation,params,steady_state,i+1);
i_cols_A = [i_cols_Ap; i_cols_As; i_cols_Af];
A1(i_rows,i_cols_A) = jacobian(:,i_cols_j);
res(:,i,j) = d1;
i_cols_Af = i_cols_Af + ny;
end
i_rows = i_rows + ny;
if mod(j,nnodes) == 0
i_w_p = i_w_p + 1;
end
if i > 1
i_cols_As = i_cols_As + ny;
end
end
i_cols_p = i_cols_p + ny;
i_cols_s = i_cols_s + ny;
i_cols_f = i_cols_f + ny;
end
nzA = cell(periods,world_nbr);
parfor j=1:world_nbr
i_rows_y = find(lead_lag_incidence')+(order+1)*ny;
offset_c = ny*(order+(nnodes-1)*(order-1)*order/2+j-1);
offset_r = (j-1)*ny;
for i=order+2:periods
[d1,jacobian] = dynamic_model(Y(i_rows_y,j), ...
exo_simul,params, ...
steady_state,i+1);
if i == periods
[ir,ic,v] = find(jacobian(:,i_cols_T));
else
[ir,ic,v] = find(jacobian(:,i_cols_j));
end
nzA{i,j} = [offset_r+ir,offset_c+icA(ic), v]';
res(:,i,j) = d1;
i_rows_y = i_rows_y + ny;
offset_c = offset_c + world_nbr*ny;
offset_r = offset_r + world_nbr*ny;
end
end
err = max(abs(res(i_upd_r)));
if err < tolerance
stop = 1;
if verbose
fprintf('\n') ;
disp([' Total time of simulation :' num2str(etime(clock,h1))]) ;
fprintf('\n') ;
disp([' Convergency obtained.']) ;
fprintf('\n') ;
end
flag = 0;% Convergency obtained.
endo_simul = reshape(Y(:,1),ny,periods+2);%Y(ny+(1:ny),1);
% figure;plot(Y(16:ny:(periods+2)*ny,:))
% pause
break
end
A2 = [nzA{:}]';
A = [A1; sparse(A2(:,1),A2(:,2),A2(:,3),ny*(periods-order-1)*world_nbr,dimension)];
dy = -A\res(i_upd_r);
Y(i_upd_y) = Y(i_upd_y) + dy;
end
if ~stop
if verbose
fprintf('\n') ;
disp([' Total time of simulation :' num2str(etime(clock,h1))]) ;
fprintf('\n') ;
disp(['WARNING : maximum number of iterations is reached (modify options_.maxit_).']) ;
fprintf('\n') ;
end
flag = 1;% more iterations are needed.
endo_simul = 1;
end
if verbose
disp (['-----------------------------------------------------']) ;
end

3
matlab/global_initialization.m
View File

@ -177,12 +177,14 @@ ep.set_dynare_seed_to_default = 1;
ep.stack_solve_algo = 4;
% Stochastic extended path related options.
ep.stochastic.method = '';
ep.stochastic.algo = 0;
ep.stochastic.quadrature.ortpol = 'hermite';
ep.stochastic.order = 0;
ep.stochastic.quadrature.nodes = 5;
ep.stochastic.quadrature.pruned.status = 0;
ep.stochastic.quadrature.pruned.relative = 1e-5;
ep.stochastic.quadrature.pruned.level = 1e-5;
ep.stochastic.hybrid_order = 0;
% Copy ep structure in options_ global structure
options_.ep = ep;
@ -345,6 +347,7 @@ options_.filter_step_ahead = [];
options_.filtered_vars = 0;
options_.first_obs = 1;
options_.kalman_algo = 0;
options_.fast_kalman = 0;
options_.kalman_tol = 1e-10;
options_.use_univariate_filters_if_singularity_is_detected = 1;
options_.riccati_tol = 1e-6;

49
matlab/reports/@graph/createGraph.m
View File

@ -3,10 +3,10 @@ function o = createGraph(o)
% Create the graph
%
% INPUTS
% o - Graph Object
% o [graph] graph object
%
% OUTPUTS
% o - Graph Object
% o [graph] graph object
%
% SPECIAL REQUIREMENTS
% none
@ -51,29 +51,34 @@ end
%set(h, 'units', 'normalized', 'outerposition', [0 0 1 1]);
if strcmpi(o.seriestouse, 'all')
data = o.data.data;
ds = o.data;
else
data = o.data{o.seriestouse{:}}.data;
ds = o.data{o.seriestouse{:}};
end
x=[1:1:o.data.nobs];
xlabels=getDatesCellStringArray(o.data.time);
if ~strcmp(o.xrange, 'all')
dd1 = dynDate(o.xrange{1});
dd2 = dynDate(o.xrange{2});
ds = ds(dd1:dd2);
end
data = ds.data;
x = 1:1:ds.nobs;
xlabels = getDatesCellStringArray(ds.time);
plot(x, data);
if ~isempty(o.shade)
x1 = strmatch(lower(o.shade{1}), xlabels, 'exact');
x2 = strmatch(lower(o.shade{2}), xlabels, 'exact');
yrange = get(gca, 'YLim');
if ~strcmp(o.yrange, 'all')
ylim([o.yrange{:}]);
end
if isempty(x1)
error(['@graph.createGraph: ' o.shade{1} ' not in date range of ' ...
'provided data']);
end
if isempty(x2)
error(['@graph.createGraph: ' o.shade{2} ' not in date range of ' ...
'provided data']);
end
if ~isempty(o.shade)
x1 = find(strcmp(o.shade{1}, xlabels));
x2 = find(strcmp(o.shade{2}, xlabels));
assert(~isempty(x1) && ~isempty(x2), ['@graph.createGraph: either ' ...
o.shade{1} ' or ' o.shade{2} 'is not in the date ' ...
'range of data selected.']);
yrange = get(gca, 'YLim');
% From ShadePlotForEmpahsis (Matlab Exchange)
% use patch bc area doesn't work with matlab2tikz
@ -85,11 +90,7 @@ set(gca,'XTick', x);
set(gca,'XTickLabel', xlabels);
if o.legend
if strcmpi(o.seriestouse, 'all')
lh = legend(o.data.name);
else
lh = legend(o.seriestouse{:});
end
lh = legend(ds.name);
set(lh, 'orientation', o.legend_orientation);
set(lh, 'Location', o.legend_location);
set(lh, 'FontSize', o.legend_font_size);
@ -109,7 +110,7 @@ if ~isempty(o.title)
end
drawnow;
o.figname = ['figure-' num2str(cputime) '.tex'];
o.figname = [tempname '.tex'];
disp(' converting to tex....');
matlab2tikz('filename', o.figname, ...
'showInfo', false, ...

2
matlab/reports/@graph/display.m
View File

@ -3,7 +3,7 @@ function display(o)
% Display a Graph object
%
% INPUTS
% none
% o [graph] graph object
%
% OUTPUTS
% none

12
matlab/reports/@graph/graph.m
View File

@ -3,11 +3,13 @@ function o = graph(varargin)
% Graph Class Constructor
%
% INPUTS
% 0 args => empty graph
% 1 arg (graph class) => copy object
% varargin 0 args : empty graph object
% 1 arg : must be graph object (return a copy of arg)
% > 1 args: option/value pairs (see structure below for
% options)
%
% OUTPUTS
% none
% o [graph] graph object
%
% SPECIAL REQUIREMENTS
% none
@ -42,7 +44,9 @@ o.footnote = '';
o.figname = '';
o.data = '';
o.seriestouse = 'all';
o.shade = ''; %{1959q1:1964q4}
o.shade = '';
o.xrange = 'all';
o.yrange = 'all';
o.grid = true;

5
matlab/reports/@graph/write.m
View File

@ -3,10 +3,11 @@ function o = write(o, fid)
% Write a Graph object
%
% INPUTS
% fid - int, file id
% o [graph] graph object
% fid [integer] file id
%
% OUTPUTS
% o - this
% o [graph] graph object
%
% SPECIAL REQUIREMENTS
% none

6
matlab/reports/@pages/addPage.m
View File

@ -19,10 +19,4 @@ function ps = addPage(ps, varargin)
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
ps.objArray = ps.objArray.addObj(page(varargin{:}));
%assert(nargin >= 1 && nargin <= 3)
%if nargin == 1
% ps.objArray = ps.objArray.addObj(page());
%else
% ps.objArray = ps.objArray.addObj(varargin{:});
%end
end

36
matlab/reports/@report/addGraph.m Normal file
View File

@ -0,0 +1,36 @@
function o = addGraph(o, varargin)
%function o = addGraph(o, varargin)
% Add a graph to the current section of the current page in the report
%
% INPUTS
% o [report] report object
% varargin arguments to @section/addGraph.m
%
% OUTPUTS
% o [report] updated report object
%
% SPECIAL REQUIREMENTS
% none
% 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/>.
lastPage = o.pages.numPages();
lastSection = o.pages(lastPage).numSections();
o.pages(lastPage).sections(lastSection) = ...
o.pages(lastPage).sections(lastSection).addGraph(varargin{:});
end

29
matlab/reports/@report/addPage.m
View File

@ -1,14 +1,13 @@
function o = addPage(o, varargin)
%function o = addPage(o, varargin)
% Add a page to the Cell Array of pages in the report
% Add a page to the report
%
% INPUTS
% 1 args => add empty page
% 2 args => add given page
% 3 args => add page at index
% o [report] report object
% varargin arguments to @section/addGraph.m
%
% OUTPUTS
% updated report object
% o [report] updated report object
%
% SPECIAL REQUIREMENTS
% none
@ -30,22 +29,6 @@ function o = addPage(o, varargin)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
%assert(nargin >= 1 && nargin <= 3, ['incorrect number of arguments passed ' ...
% 'to addPage']);
%assert(isa(r, 'report'), 'First argument must be a report object');
%if nargin > 1
% assert(isa(varargin{1},'page'), ['Optional 2nd arg to addPage must be a ' ...
% 'Page']);
% if nargin > 2
% assert(isnumeric(varargin{2}), ['Optional 3rd arg to addPage must be ' ...
% 'an index']);
% end
%end
if nargin == 1
o.pages = o.pages.addPage('orientation', o.orientation, 'paper', o.paper);
else
o.pages = o.pages.addPage('orientation', o.orientation, 'paper', ...
o.paper, varargin{:});
end
o.pages = o.pages.addPage('orientation', o.orientation, 'paper', o.paper, ...
varargin{:});
end

23
matlab/@dynSeries/private/isint.m → matlab/reports/@report/addSection.m
View File

@ -1,5 +1,18 @@
function b = isint(a)
% Copyright (C) 2012 Dynare Team
function o = addSection(o, varargin)
%function o = addSection(o, varargin)
% Add a section to the current page in the report
%
% INPUTS
% o [report] report object
% varargin arguments to @section/addGraph.m
%
% OUTPUTS
% o [report] updated report object
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2013 Dynare Team
%
% This file is part of Dynare.
%
@ -16,6 +29,6 @@ function b = isint(a)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
b = (floor(a)==a);
o.pages(o.pages.numPages()) = ...
o.pages(o.pages.numPages()).addSection(varargin{:});
end

36
matlab/reports/@report/addTable.m Normal file
View File

@ -0,0 +1,36 @@
function o = addTable(o, varargin)
%function o = addTable(o, varargin)
% Add a table to the current section of the current page in the report
%
% INPUTS
% o [report] report object
% varargin arguments to @section/addTable.m
%
% OUTPUTS
% o [report] updated report object
%
% SPECIAL REQUIREMENTS
% none
% 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/>.
lastPage = o.pages.numPages();
lastSection = o.pages(lastPage).numSections();
o.pages(lastPage).sections(lastSection) = ...
o.pages(lastPage).sections(lastSection).addTable(varargin{:});
end

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

@ -3,7 +3,7 @@ function display(o)
% Display a Report object
%
% INPUTS
% none
% o [report] report object
%
% OUTPUTS
% none

10
matlab/reports/@report/numPages.m
View File

@ -1,12 +1,12 @@
function np = numPages(r)
%function np = numPages(r)
function n = numPages(o)
%function n = numPages(o)
% return the number of pages currently in the report
%
% INPUTS
% none
% o [report] report object
%
% OUTPUTS
% none
% n [integer] number of pages in the report object
%
% SPECIAL REQUIREMENTS
% none
@ -28,5 +28,5 @@ function np = numPages(r)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
np = r.pages.numPages();
n = o.pages.numPages();
end

7
matlab/reports/@report/private/validateOrientation.m
View File

@ -3,10 +3,10 @@ function validateOrientation(orientation)
% Validate orientation string
%
% INPUTS
% char : the orientation
% orientation [char] orientation (one of 'portrait' or 'landscape')
%
% OUTPUTS
% char : lowercase orientation
% none
%
% SPECIAL REQUIREMENTS
% none
@ -29,5 +29,6 @@ function validateOrientation(orientation)
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
assert(any(strcmpi(orientation, {'portrait', 'landscape'})), ['Valid ' ...
'orientation arguments are: ''portrait'' and ''landscape''.']);
'orientation arguments are: ''portrait'' and ' ...
'''landscape''.']);
end

4
matlab/reports/@report/private/validatePaper.m
View File

@ -3,10 +3,10 @@ function validatePaper(paper)
% Validate paper string
%
% INPUTS
% char : paper size
% paper [char] valid LaTeX paper type
%
% OUTPUTS
% char : lowercase paper
% none
%
% SPECIAL REQUIREMENTS
% none

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

@ -3,11 +3,12 @@ function o = report(varargin)
% Report Class Constructor
%
% INPUTS
% 1 report class object => make a copy
% Otherwise, option/value pairs (see structure below for options)
% varargin 0 args : empty report object
% 1 arg : must be report object (return a copy of arg)
% > 1 args: option/value pairs (see structure below for options)
%
% OUTPUTS
% none
% o [report] report object
%
% SPECIAL REQUIREMENTS
% none

4
matlab/reports/@report/write.m
View File

@ -3,10 +3,10 @@ function o = write(o)
% Write Report object
%
% INPUTS
% o - Report Object
% o [report] report object
%
% OUTPUTS
% o - Report Object
% o [report] report object
%
% SPECIAL REQUIREMENTS
% none

41
matlab/reports/@table/table.m
View File

@ -39,9 +39,8 @@ o.hlines = false;
o.vlines = false;
o.data = '';
o.datatitles = '';
o.seriestouse = 'all';
o.range = '';
o.seriestouse = '';
o.range = {};
o.precision = 1;
if nargin == 1
@ -69,6 +68,42 @@ elseif nargin > 1
end
end
% Check options provided by user
assert(ischar(o.title), '@table.table: title must be a string');
assert(ischar(o.footnote), '@table.table: footnote must be a string');
assert(ischar(o.config), '@table.table: config file must be a string');
assert(islogical(o.hlines), '@table.table: hlines must be true or false');
assert(islogical(o.vlines), '@table.table: vlines must be true or false');
assert(isint(o.precision), '@table.table: precision must be an int');
assert(isempty(o.range) || (iscell(o.range) && length(o.range) == 2 && ...
ischar(o.range{1}) && ischar(o.range{2})), ...
['@table.table: range is specified as ''{''1999q1'',''999q2''}''.']);
assert(~isempty(o.data), '@table.table: must provide data');
msg = ['@table.table: data must either be a dynSeries or a cell array of ' ...
'dynSeries'];
if length(o.data) == 1
assert(isa(o.data, 'dynSeries'), msg);
else
assert(iscell(o.data), msg);
for i=1:length(o.data)
assert(isa(o.data{i}, 'dynSeries'), msg);
end
end
msg = ['@table.table: series to use must either be a string or a cell array ' ...
'of strings'];
if ~isempty(o.seriestouse)
if length(o.seriestouse) == 1
assert(ischar(o.seriestouse), msg);
else
assert(iscell(o.seriestouse), msg);
for i=1:length(o.seriestouse)
assert(ischar(o.seriestouse{i}), msg);
end
end
end
% Create table object
o = class(o, 'table');
end

14
matlab/reports/@table/write.m
View File

@ -34,6 +34,12 @@ if isempty(o.data)
return
end
if isempty(o.seriestouse)
ds = o.data;
else
ds = o.data{o.seriestouse{:}};
end
%number of left-hand columns, 1 until we allow the user to group data,
% e.g.: GDP Europe
% GDP France
@ -45,7 +51,7 @@ disp('creating table.........');
fprintf(fid, '%% Table Object\n');
fprintf(fid, '\\begin{tabular}{l');
dates = o.data.time;
dates = ds.time;
ndates = dates.ndat;
for i=1:ndates
@ -57,6 +63,7 @@ if ~isempty(o.title)
end
fprintf(fid, '\\toprule%%\n');
% Column Headers
datedata = dates.time;
years = unique(datedata(:, 1));
thdr = num2cell(years, size(years, 1));
@ -111,9 +118,10 @@ switch dates.freq
end
fprintf(fid, '%%\n');
vars = o.data.name;
% Table Data
vars = ds.name;
nvars = size(vars);
data = o.data.data;
data = ds.data;
assert(isint(o.precision));
precision = 10^o.precision;
dataString = [' & %.' num2str(o.precision) 'f'];

2
matlab/reports/shiftS.m → matlab/shiftS.m
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@ -1,5 +1,7 @@
function S = shiftS(S)
%function S = shiftS(S)
%
% Removes the first element of a one dimensional cell array.
% Copyright (C) 2013 Dynare Team
%

5
tests/dynseries_test_data.m Normal file
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@ -0,0 +1,5 @@
FREQ__ = 4;
INIT__ = '1994Q3';
azert = randn(100,1);
yuiop = randn(100,1);

BIN
tests/dynseries_test_data.mat Normal file
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4
tests/ep/rbcii.mod
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@ -22,9 +22,7 @@ effstar = 1.000;
sigma = 0.100;
@#if extended_path_version
rho = 0.800;
@#endif
rho = 0.800;
model(use_dll);