Commit Graph

3 Commits (6efe62a3b2069405f85b083edb59ed1020aecb51)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) d86d713cf4 Renamed dynSeries class as dseries. 2013-10-18 17:38:43 +02:00
Stéphane Adjemian (Charybdis) 6b237eb6c2 Added method dynTimeIndex::mpower -> lead-lag operators à la G-M ;-).
This method can be used to apply the lead and lag methods an arbitrary number of times to a dynSeries object. For instance, if ts is a dynSeries object, and if we define

>> B = dynTimeIndex()-1;
>> F = dynTimeIndex()+1;

B and F can be used as lag and lead operators and the following syntax:

>> us = ts(F^2);

is equivalent to

>> us = ts.lead(2)

or

>> us = ts.lead.lead
2013-09-06 16:49:40 +02:00
Stéphane Adjemian (Charybdis) fecb61421f Added new class (dynTimeIndex). 2013-09-05 17:38:51 +02:00