88 lines
2.8 KiB
Matlab
88 lines
2.8 KiB
Matlab
function dataset_ = descriptive_statistics(dataset_,statistic,varagin)
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% Computes various descriptive statistics for the sample and stores them in the structure dataset_.
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%@info:
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%! @deftypefn {Function File} {@var{dataset_} =} descriptive_statistics(@var{dataset_},@var{statistic})
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%! @deftypefn {Function File} {@var{dataset_} =} descriptive_statistics(@var{dataset_},@var{statistic},nlags)
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%! @anchor{compute_corr}
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%! This function computes various descriptive statistics on the sample (possibly with missing observations).
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%!
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%! @strong{Inputs}
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%! @table @var
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%! @item dataset_
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%! Dynare structure describing the dataset, built by @ref{makedataset}
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%! @item statistic
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%! String. The name of the statistic to be computed. Admissible values are:
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%! @table @var
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%! @item 'stdv'
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%! Computes the standard deviation of each observed variable.
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%! @item 'cova'
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%! Computes the covariance matrix of the sample.
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%! @item 'corr'
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%! Computes the correlation matrix of the sample.
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%! @item 'acov'
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%! Computes the (multivariate) auto-covariance function of the sample. In this case a third argument (@code{nlags}) defining the
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%! maximum number of lags is mandatory.
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%! @end table
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%! @item nlags
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%! Integer scalar. The maximum number of lags when computing the autocovariance function.
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%! @end table
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%!
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%! @strong{Outputs}
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%! @table @var
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%! @item dataset_
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%! Dynare structure describing the dataset, built by @ref{makedataset}
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%! @end table
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%!
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%! @strong{This function is called by:}
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%! none.
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%!
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%! @strong{This function calls:}
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%! @ref{compute_stdv}, @ref{compute_cova}, @ref{compute_corr}, @ref{compute_acov}.
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%!
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%! @strong{Remark 1.} On exit, a new field containing the computed statistics is appended to the structure.
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%!
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%! @end deftypefn
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%@eod:
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% Copyright © 2011-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
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if strcmpi(statistic,'stdv')
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dataset_ = compute_std(dataset_)
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end
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if strcmpi(statistic,'cova')
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dataset_ = compute_cova(dataset_)
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end
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if strcmpi(statistic,'corr')
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dataset_ = compute_cova(dataset_)
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end
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if strcmpi(statistic,'acov')
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if nargin==2
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nlag = 10;
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else
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nlag = varargin{1};
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end
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dataset_ = compute_acov(dataset_,nlag);
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end
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