diff --git a/matlab/utilities/dseries/from.m b/matlab/utilities/dseries/from.m index 404c408b5..8adfe243e 100644 --- a/matlab/utilities/dseries/from.m +++ b/matlab/utilities/dseries/from.m @@ -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))