Commit Graph

201 Commits (07137e804b34a0e615398cb7cb5876f4a9027274)

Author SHA1 Message Date
Michel Juillard 63430a54ea dynSeries: replacing strmatch by strcmp 2013-10-15 15:39:15 +02:00
Michel Juillard 0ac8f4e5b1 dynSeries: fixed size of 'time' field 2013-10-09 12:29:45 +02:00
Michel Juillard af62f3e35d dynSeries: update 'time' field in align() 2013-10-09 12:28:52 +02:00
Stéphane Adjemian (Charybdis) c660219188 Fixes #493. 2013-10-08 17:37:36 +02:00
Stéphane Adjemian (Charybdis) 90d8efd147 Added unitary test. 2013-10-08 17:21:17 +02:00
Stéphane Adjemian (Charybdis) 2967328bb0 Changed behaviour of dynSeries objects.
Let ts be a dynSeries object. The following syntaxes are equivalent:

a = ts.lead
a = ts(1)

b = ts.lag(2)
b = ts(-2)

Advantage: If (some of) the variables used in the model block are known as dynSeries in matlab's workspace, then we can create new dynSeries objects with simple copy/pastes of the model's equations (because dynSeries objects understands leads and lags as Dynare's preprocessor).
2013-10-08 17:21:07 +02:00
Michel Juillard 5f483c7d2c the field 'time' was not updated when adding two time series 2013-10-07 17:17:05 +02:00
Stéphane Adjemian (Charybdis) db485235b5 data, name and tex of the dynSeries class are also private members that cannot be overwritten.
(cherry picked from commit 609f94881f)
2013-09-24 16:47:52 +02:00
Stéphane Adjemian (Charybdis) 3dee1674d5 Added unitary tests.
(cherry picked from commit 667e308585)
2013-09-24 16:47:52 +02:00
Stéphane Adjemian (Charybdis) 2ae0812012 Added the possibility to overwrite the time and init member of a dynSeries object (not allowed for freq, nobs and vobs).
(cherry picked from commit b0d6e2b7b6)
2013-09-24 16:47:52 +02:00
Stéphane Adjemian (Charybdis) 7dc6013eaa Added headers. 2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis) a51d8bfe31 Added Baxter and King (1999) band pass filter for dynSeries objects. 2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis) 07b50fd8b8 Added missing tag for triggering unitary tests. 2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis) 52e5e44b1c Do not produce plot in dynSeries::hpcycle unitary test. 2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis) ce4fe4113d Added methods in dynSeries class for filtering (hptrend and hpcycle). 2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis) 0ed35166de Added unitary tests (instantiation of the dynSeries class form an excel file).
(cherry picked from commit 84075cab81)
2013-09-11 17:25:07 +02:00
Stéphane Adjemian (Charybdis) 109066de2b Added the possibility to instantiate the dynSeries class from an excel (xls or xlsx) file.
Closes #348

(cherry picked from commit b7b4a9afdc)
2013-09-11 17:24:12 +02:00
Stéphane Adjemian (Charybdis) f14db386c6 Added missing case for set_names in subsref. This commit and the previous one fix the bug in @dynSeries::set_names method reported at http://www.dynare.org/stepan/dynare/tests/report-f4c01a43bc2882e7fd18f3cd82344fff9644088c.log. 2013-09-06 16:27:25 +02:00
Stéphane Adjemian (Charybdis) e641cdd455 Fixed unitary tests. If not specified, the name a variable in a dynSeries object is not '--NaN--' but 'Variable_xx' where x is the number of the variable. 2013-09-06 16:27:25 +02:00
Stéphane Adjemian (Charybdis) f4c01a43bc Introduce new syntax for shifting backward or forward a dynSeries object.
Suppose that ts is a dynSeries object and let

t = dynTimeIndex();

Then

us = ts.lag();  <=>  us = ts(t-1);

us = ts.lag(2);  <=>  us = ts(t-2);

us = ts.lead();  <=>  us = ts(t+1);

Added corresponding unitary test.
2013-09-05 17:46:04 +02:00
Stéphane Adjemian (Charybdis) feff44fe79 Added dynSeries::lead method. 2013-09-05 16:51:10 +02:00
Stéphane Adjemian (Charybdis) 1edb4c6d9a Added condition on dynSeries::lag method (input must be positive). 2013-09-05 16:50:27 +02:00
Stéphane Adjemian (Charybdis) 2975350319 Fixed typo (cosmetic). 2013-09-05 16:49:44 +02:00
Stéphane Adjemian (Charybdis) c9c0a25538 Added missing semicolon and deleted trailing whitespaces. 2013-09-05 12:31:37 +02:00
Stéphane Adjemian (Charybdis) 12fc7a4241 Cosmetic changes. Removed useless curly braces and deleted trailing white spaces. 2013-09-05 12:17:55 +02:00
Stéphane Adjemian (Charybdis) 02eb19fb49 Fixed bug. Added missing case for calls to the dynSeries::lag method. 2013-09-05 12:16:07 +02:00
Stéphane Adjemian (Charybdis) b76b0c8add Moved the commented first line, used to declare that the routine has unitary tests, after the declaration of the function, otherwise help is not displayed. 2013-09-05 11:34:19 +02:00
Stéphane Adjemian (Charybdis) 5d5f6257d5 Do not display all the observations if a dynSeries object has more than forty observations. 2013-09-03 17:54:18 +02:00
Stéphane Adjemian (Charybdis) 686e3322e9 Added unitary test. 2013-09-03 16:39:13 +02:00
Stéphane Adjemian (Charybdis) 7dfbb903ea Check that size and save methods (dynSeries) come in last position. 2013-09-03 16:39:02 +02:00
Stéphane Adjemian (Charybdis) a15cf73a3e Changed the syntax so that the difference between calling a member or a method is more explicit (dynSeries). 2013-09-03 16:07:38 +02:00
Sébastien Villemot 6414889ee6 Remove spurious keyboard() call 2013-08-12 11:30:28 +02:00
Houtan Bastani 7d1899df20 dynSeries: fix scalar subtraction for octave 2013-07-22 17:02:13 -04:00
Houtan Bastani 2955232780 dynSeries: add scalar addition 2013-07-18 14:50:32 -04:00
Houtan Bastani 1853d20daf dynSeries: add scalar subtraction 2013-07-18 14:27:09 -04:00
Stéphane Adjemian (Charybdis) f2d0da4d80 Merge branch 'master' into experimental-unitary-tests 2013-07-05 14:28:56 +02:00
Stéphane Adjemian (Charybdis) 141d720b77 Fixed error in copyright. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) e9dca040a6 Added missing routine in commit c19905725fd91e91a7fb42437ff8155921a5b8bd. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) e75df484e9 Code factorization. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) 1657111fa8 Added tags for unitary tests. 2013-07-04 15:00:24 +02:00
Stéphane Adjemian (Charybdis) 45d7568712 Fixed typo. 2013-07-04 14:38:22 +02:00
Stéphane Adjemian (Charybdis) e69c7a68f4 Changed unitary tests (check also the number of observations). 2013-07-03 16:30:17 +02:00
Stéphane Adjemian (Charybdis) 0d366ea2cf Added overloaded vertcat method in dynSeries class.
*Exemple*

Suppose ts1, ts2, and ts3 are three dynSeries objects with the same variables. Then

ts4 = [ts1; ts2; ts3]

is a dynSeries object with the observations contained in ts1, ts2 and ts3 (in that order).
2013-07-03 16:25:33 +02:00
Stéphane Adjemian (Charybdis) 6db5ba51cb Added unitary tests. 2013-07-03 15:24:32 +02:00
Stéphane Adjemian (Charybdis) 1fce665e31 Cosmetic change. 2013-07-03 15:16:11 +02:00
Stéphane Adjemian (Charybdis) 0a544809b2 Fixed bug related to broadcasting in dynSeries objects. 2013-07-03 15:16:00 +02:00
Stéphane Adjemian (Charybdis) 55ea513f74 Added broadcasting when assigning new data to a dynSeries object.
*Examples*

 * ts.A(qq(1950,1):qq(1950,4)) = 1 will put ones for variable A in periods 1950Q1 to 1950Q4

 * ts{'A','B'}(qq(1950,1):qq(1950,4)) = 1 will put ones for variables A and B in periods 1950Q1 to 1950Q4

 * ts{'A','B'}(qq(1950,1):qq(1950,4)) = ones(4,1) will put ones(4,1) for variables A and B and sub-periods 1950Q1-1950Q4

 * ts{'A','B'}(qq(1950,1):qq(1950,4)) = ones(1,2) will put ones(1,2) for variables A and B and each period between 1950Q1 and 1950Q4
2013-07-03 14:54:05 +02:00
Stéphane Adjemian (Charybdis) 84522ce87f Fixed bug in @dynSeries/subsasgn that pops up when length(S) is equal to two and S(1).type is a dot.
Allows Syntax like:

ts.A1(rg) = B

where ts is a dynSeries object, A1 is a variable in the database, rg is a dynDates object and B an array of doubles.
2013-07-03 11:59:52 +02:00
Stéphane Adjemian (Charybdis) 627dda5fc0 Added error message if @dynSeries/dynSeries is called with an empty string. 2013-07-03 10:59:50 +02:00
Stéphane Adjemian (Charybdis) 7459a5dcbb Changed the behaviour of @dynSeries/save method when the chosen file name corresponds to an existing file in the same folder. 2013-07-01 17:24:22 +02:00