function dataset_ = descriptive_statistics(dataset_,statistic,varagin) % Computes various descriptive statistics for the sample and stores them in the structure dataset_. %@info: %! @deftypefn {Function File} {@var{dataset_} =} descriptive_statistics(@var{dataset_},@var{statistic}) %! @deftypefn {Function File} {@var{dataset_} =} descriptive_statistics(@var{dataset_},@var{statistic},nlags) %! @anchor{compute_corr} %! This function computes various descriptive statistics on the sample (possibly with missing observations). %! %! @strong{Inputs} %! @table @var %! @item dataset_ %! Dynare structure describing the dataset, built by @ref{makedataset} %! @item statistic %! String. The name of the statistic to be computed. Admissible values are: %! @table @var %! @item 'stdv' %! Computes the standard deviation of each observed variable. %! @item 'cova' %! Computes the covariance matrix of the sample. %! @item 'corr' %! Computes the correlation matrix of the sample. %! @item 'acov' %! Computes the (multivariate) auto-covariance function of the sample. In this case a third argument (@code{nlags}) defining the %! maximum number of lags is mandatory. %! @end table %! @item nlags %! Integer scalar. The maximum number of lags when computing the autocovariance function. %! @end table %! %! @strong{Outputs} %! @table @var %! @item dataset_ %! Dynare structure describing the dataset, built by @ref{makedataset} %! @end table %! %! @strong{This function is called by:} %! none. %! %! @strong{This function calls:} %! @ref{compute_stdv}, @ref{compute_cova}, @ref{compute_corr}, @ref{compute_acov}. %! %! @strong{Remark 1.} On exit, a new field containing the computed statistics is appended to the structure. %! %! @end deftypefn %@eod: % Copyright © 2011-2017 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 . % Original author: stephane DOT adjemian AT univ DASH lemans DOT fr if strcmpi(statistic,'stdv') dataset_ = compute_std(dataset_) end if strcmpi(statistic,'cova') dataset_ = compute_cova(dataset_) end if strcmpi(statistic,'corr') dataset_ = compute_cova(dataset_) end if strcmpi(statistic,'acov') if nargin==2 nlag = 10; else nlag = varargin{1}; end dataset_ = compute_acov(dataset_,nlag); end