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Code optimization. Removed manipulations of dseries objects in the 

main loop.
time-shift
Stéphane Adjemian (Scylla) 2014-05-07 18:37:21 +02:00 committed by Stéphane Adjemian (Charybdis)
parent 6dc0748de5
commit f5e2fda22a
1 changed files with 31 additions and 7 deletions
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38
matlab/utilities/dseries/from.m
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@ -184,16 +184,40 @@ else
error('Not yet implemented! Only one assignment is allowed in the FROM-TO-DO statement.')
end
% Transform the indexed variables after the assignment symbol: X(t-1) -> X(t-1).data
expression = EXPRESSION(equal_id+1:end);
expression = regexprep(expression,'\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)','$0.data');
EXPRESSION = [EXPRESSION(1:equal_id),expression];
% Put all the variables in a unique dseries object.
list_of_variables = leadlagtable{1,1};
for i=2:number_of_variables
list_of_variables = [list_of_variables, ',' leadlagtable{i,1}];
end
try
eval(sprintf('tmp = [%s];', list_of_variables));
catch
error('dseries::from: All the dseries objects should contain variables with different names!')
end
% Run the recursion!
eval(sprintf('t=dates(''%s''); while t<=dates(''%s''), %s; t = t+1; end',char(d1),char(d2),EXPRESSION))
% Get base time index
t1 = find(d1==tmp.dates);
t2 = find(d2==tmp.dates);
% Get data
data = tmp.data;
% Transform EXPRESSION by replacing calls to the dseries objects by references to data.
for i=1:number_of_variables
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t\\)',leadlagtable{i,1}),sprintf('data(t,%s)',num2str(i)));
for lag=1:leadlagtable{i,2}
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t-%s\\)',leadlagtable{i,1},num2str(lag)),sprintf('data(t-%s,%s)',num2str(lag),num2str(i)));
end
for lead=1:leadlagtable{i,4}
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t+%s\\)',leadlagtable{i,1},num2str(lead)),sprintf('data(t+%s,%s)',num2str(lead),num2str(i)));
end
end
% Do the job. Evaluate the recursion.
eval(sprintf('for t=%s:%s, %s; end',num2str(t1),num2str(t2),EXPRESSION));
% Put assigned variable back in the caller workspace...
eval(sprintf('assignin(''caller'', assignedvariablename, %s)',assignedvariablename));
eval(sprintf('assignin(''caller'', ''%s'', dseries(data(:,indva),y.init,y.name,y.tex));',assignedvariablename))