186 lines
4.4 KiB
Matlab
186 lines
4.4 KiB
Matlab
function [a,b] = align(a, b) % --*-- Unitary tests --*--
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%@info:
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%! @deftypefn {Function File} {[@var{a}, @var{b}] =} align (@var{a}, @var{b})
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%! @anchor{dseries/align}
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%! @sp 1
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%! If dseries objects @var{a} and @var{b} are defined on different time ranges, extend @var{a} and/or
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%! @var{b} with NaNs so that they are defined on the same time range.
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%! @sp 2
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%! @strong{Inputs}
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%! @sp 1
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%! @table @ @var
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%! @item a
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%! Object instantiated by @ref{dseries}.
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%! @item b
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%! Object instantiated by @ref{dseries}.
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%! @end table
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%! @sp 2
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%! @strong{Outputs}
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%! @sp 1
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%! @table @ @var
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%! @item a
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%! Object instantiated by @ref{dseries}.
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%! @item b
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%! Object instantiated by @ref{dseries}.
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%! @end table
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%! @end deftypefn
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%@eod:
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% Copyright (C) 2013 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 <http://www.gnu.org/licenses/>.
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if ~isequal(a.freq,b.freq)
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error(['dseries::align: ''' inputname(1) ''' and ''' inputname(2) ''' dseries objects must have common frequencies!'])
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end
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init = min(a.init,b.init);
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time_range_of_a = a.init:a.init+a.nobs;
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time_range_of_b = b.init:b.init+b.nobs;
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last_a = time_range_of_a(a.nobs);
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last_b = time_range_of_b(b.nobs);
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common_time_range = intersect(time_range_of_a,time_range_of_b);
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if isempty(common_time_range)
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error(['dseries::align: ''' inputname(1) ''' and ''' inputname(2) ''' dseries object must have at least one common date!'])
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end
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if a.init<b.init
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n = b.init-a.init;
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b.data = [NaN(n,b.vobs); b.data];
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b.nobs = b.nobs+n;
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b.init = init;
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end
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if a.init>b.init
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n = a.init-b.init;
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a.data = [NaN(n,a.vobs); a.data];
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a.nobs = a.nobs+n;
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a.init = init;
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end
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if last_a>last_b
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n = last_a-last_b;
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b.data = [b.data; NaN(n,b.vobs)];
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b.nobs = b.nobs+n;
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elseif last_a<last_b
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n = last_b-last_a;
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a.data = [a.data; NaN(n,a.vobs)];
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a.nobs = a.nobs+n;
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end
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a.dates = a.init:a.init+(a.nobs-1);
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b.dates = b.init:b.init+(b.nobs-1);
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%@test:1
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%$ % Define a datasets.
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%$ A = rand(8,3); B = rand(7,2);
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%$
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%$ % Define names
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%$ A_name = {'A1';'A2';'A3'};
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%$ B_name = {'B1';'B2'};
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%$
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%$ % Define initial dates
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%$ A_init = '1990Q1';
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%$ B_init = '1989Q2';
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%$
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%$ % Instantiate two dseries objects
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%$ ts1 = dseries(A,A_init,A_name);
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%$ ts2 = dseries(B,B_init,B_name);
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%$
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%$ try
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%$ [ts1, ts2] = align(ts1, ts2);
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%$ t(1) = 1;
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%$ catch
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%$ t(1) = 0;
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%$ end
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%$
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%$ if t(1)
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%$ t(2) = dyn_assert(ts1.nobs,ts2.nobs);
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%$ t(3) = dyn_assert(isequal(ts1.init,ts2.init),1);
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%$ t(4) = dyn_assert(ts1.data,[NaN(3,3); A], 1e-15);
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%$ t(5) = dyn_assert(ts2.data,[B; NaN(4,2)], 1e-15);
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%$ end
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%$ T = all(t);
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%@eof:1
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%@test:2
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%$ % Define a datasets.
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%$ A = rand(8,3); B = rand(7,2);
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%$
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%$ % Define names
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%$ A_name = {'A1';'A2';'A3'};
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%$ B_name = {'B1';'B2'};
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%$
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%$ % Define initial dates
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%$ A_init = '1990Q1';
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%$ B_init = '1990Q1';
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%$
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%$ % Instantiate two dseries objects
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%$ ts1 = dseries(A,A_init,A_name);
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%$ ts2 = dseries(B,B_init,B_name);
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%$
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%$ try
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%$ [ts1, ts2] = align(ts1, ts2);
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%$ t(1) = 1;
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%$ catch
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%$ t(1) = 0;
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%$ end
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%$
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%$ if t(1)
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%$ t(2) = dyn_assert(ts1.nobs,ts2.nobs);
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%$ t(3) = dyn_assert(isequal(ts1.init,ts2.init),1);
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%$ t(4) = dyn_assert(ts1.data,A, 1e-15);
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%$ t(5) = dyn_assert(ts2.data,[B; NaN(1,2)], 1e-15);
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%$ end
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%$ T = all(t);
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%@eof:2
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%@test:3
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%$ % Define a datasets.
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%$ A = rand(8,3); B = rand(7,2);
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%$
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%$ % Define names
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%$ A_name = {'A1';'A2';'A3'};
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%$ B_name = {'B1';'B2'};
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%$
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%$ % Define initial dates
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%$ A_init = '1990Q1';
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%$ B_init = '1990Q1';
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%$
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%$ % Instantiate two dseries objects
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%$ ts1 = dseries(A,A_init,A_name);
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%$ ts2 = dseries(B,B_init,B_name);
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%$
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%$ try
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%$ [ts2, ts1] = align(ts2, ts1);
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%$ t(1) = 1;
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%$ catch
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%$ t(1) = 0;
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%$ end
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%$
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%$ if t(1)
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%$ t(2) = dyn_assert(ts1.nobs,ts2.nobs);
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%$ t(3) = dyn_assert(isequal(ts1.init,ts2.init),1);
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%$ t(4) = dyn_assert(ts1.data,A, 1e-15);
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%$ t(5) = dyn_assert(ts2.data,[B; NaN(1,2)], 1e-15);
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%$ end
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%$ T = all(t);
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%@eof:3 |