Commit 31c6f1c9 authored by Stéphane Adjemian's avatar Stéphane Adjemian Committed by Stéphane Adjemian
Browse files

Allow horizontal concatenation of an arbitrary number of dynSeries objects.

parent 237744fe
function a = horzcat(b,c)
function a = horzcat(varargin)
%@info:
%! @deftypefn {Function file} {@var{a} =} horzcat (@var{b},@var{c})
%! @deftypefn {Function file} {@var{a} =} horzcat (@var{b},@var{c}, ...)
%! @anchor{horzcat}
%! @sp 1
%! Method of the dynSeries class.
%! @sp 1
%! Merge two Dynare time series class. This method overloads the horizontal concatenation operator, so that
%! two time series objects can be merged using the following syntax
%! Merge Dynare time series objects. This method overloads the horizontal concatenation operator, so that
%! two (or more) time series objects can be merged using the following syntax:
%!
%! a = [b, c];
%! a = [b, c, d];
%! @sp 2
%! @strong{Inputs}
%! @sp 1
......@@ -31,7 +31,7 @@ function a = horzcat(b,c)
%! @ref{descriptive_statistics}
%!
%! @strong{This function calls:}
%! @ref{dynSeries}
%! @ref{dynSeries}, @ref{private/horzcat2}
%!
%! @strong{Remark 1.} It is assumed that the two time series objects have the same frequencies. The two time series objects can cover
%! different time ranges.
......@@ -57,97 +57,19 @@ function a = horzcat(b,c)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if ~isa(b,'dynSeries')
error('dynSeries::horzcat: First input argument has to be a Dynare time series object!')
if nargin==0 || nargin==1
error('dynSeries::horzcat: I need at least two input arguments!')
end
if ~isa(c,'dynSeries')
error('dynSeries::horzcat: Second input argument has to be a Dynare time series object!')
end
if b.freq ~= c.freq
error('dynSeries::horzcat: Two time series objects must have common frequency!')
else
a = dynSeries();
a.freq = b.freq;
end
d_nobs_flag = 0;
if b.nobs ~= c.nobs
% error('dynSeries::horzcat: Two time series objects must have the same number of observations!')
d_nobs_flag = 1;
if nargin==2
a = horzcat2(varargin{1},varargin{2});
else
a.nobs = b.nobs;
end
d_init_flag = 0;
if isequal(b.init,c.init)
a.init = b.init;
else
% error('dynSeries:: Two time series objects must have common initial date!')
% set a.init equal to min(b.init,c.init)
if b.init(1)<c.init(1)
d_init_flag = 1;
a.init = b.init;
elseif b.init(1)==c.init(1)
if b.init(2)<c.init(2)
d_init_flag = 1;
a.init = b.init;
else
d_init_flag = 2;
a.init = c.init;
end
else
d_init_flag = 2;
a.init = c.init;
a = horzcat2(varargin{1},varargin{2});
for i=3:nargin
a = horzcat2(a,varargin{i});
end
end
d_last_flag = 0;
if isequal(b.last,c.last)
a.last = b.last;
else
% error('dynSeries:: Two time series objects must have common initial date!')
% set a.last equal to max(b.last,c.last)
if b.last(1)<c.last(1)
d_last_flag = 2;
a.last = c.last;
elseif b.last(1)==c.last(1)
if b.last(2)<c.last(2)
d_last_flag = 2;
a.last = c.last;
else
d_last_flag = 1;
a.last = b.last;
end
else
d_last_flag = 1;
a.last = b.last;
end
end
a.vobs = b.vobs+c.vobs;
a.name = char(b.name,c.name);
a.tex = char(b.tex,c.tex);
if ~( d_nobs_flag(1) || d_init_flag(1) || d_last_flag(1) )
a.time = b.time;
a.data = [b.data,c.data];
else
[junk,ib] = setdiff(b.time,c.time,'rows');
[junk,ic] = setdiff(c.time,b.time,'rows');
[junk,jb,jc] = intersect(b.time,c.time,'rows');
a.time = [b.time(ib,:); b.time(jb,:); c.time(ic,:)];
a.time = sortrows(a.time,[1 2]);
a.nobs = rows(a.time);
a.data = NaN(a.nobs,a.vobs);
[junk,ia,ib] = intersect(a.time,b.time,'rows');
a.data(ia,1:b.vobs) = b.data;
[junk,ia,ic] = intersect(a.time,c.time,'rows');
a.data(ia,b.vobs+(1:c.vobs)) = c.data;
end
%@test:1
%$ addpath ../matlab
%$ % Define a data set.
......@@ -283,3 +205,37 @@ end
%$ t(4) = dyn_assert(ts3.name,e.name);
%$ T = all(t);
%@eof:4
%@test:5
%$ addpath ../matlab
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
%$ B = [transpose(1:10),3*transpose(1:10)];
%$ C = [transpose(1:10),4*transpose(1:10)];
%$
%$ % Define names
%$ A_name = char('A1','A2');
%$ B_name = char('B1','B2');
%$ C_name = char('C1','C2');
%$
%$ % Define expected results.
%$ e.time = [transpose(1:10), ones(10,1)];
%$ e.freq = 1;
%$ e.name = char('A1','A2','B1','B2','C1','C2');
%$ e.data = [A,B,C];
%$
%$ % Instantiate two time series objects.
%$ ts1 = dynSeries(A,[],A_name,[]);
%$ ts2 = dynSeries(B,[],B_name,[]);
%$ ts3 = dynSeries(C,[],C_name,[]);
%$
%$ % Call the tested method.
%$ ts4 = [ts1,ts2,ts3];
%$
%$ % Check the results.
%$ t(1) = dyn_assert(ts4.time,e.time);
%$ t(2) = dyn_assert(ts4.freq,e.freq);
%$ t(3) = dyn_assert(ts4.data,e.data);
%$ t(4) = dyn_assert(ts4.name,e.name);
%$ T = all(t);
%@eof:5
function a = horzcat2(b,c)
%@info:
%! @deftypefn {Function file} {@var{a} =} horzcat2 (@var{b},@var{c}, ...)
%! @anchor{private/horzcat2}
%! @sp 1
%! Private method of the dynSeries class.
%! @sp 1
%! Merge two Dynare time series objects. This method overloads the horizontal concatenation operator, so that
%! two time series objects can be merged using the following syntax
%!
%! a = [b, c];
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item b
%! Dynare time series object, instantiated by @ref{dynSeries}.
%! @item c
%! Dynare time series object, instantiated by @ref{dynSeries}.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @var
%! @item a
%! Dynare time series object.
%! @end table
%! @sp 2
%! @strong{This function is called by:}
%! @ref{descriptive_statistics}
%!
%! @strong{This function calls:}
%! @ref{dynSeries}
%!
%! @strong{Remark 1.} It is assumed that the two time series objects have the same frequencies. The two time series objects can cover
%! different time ranges.
%!
%! @end deftypefn
%@eod:
if ~(isa(b,'dynSeries') && isa(c,'dynSeries'))
error('dynSeries::horzcat: All input arguments have to be Dynare time series objects!')
end
if b.freq ~= c.freq
error('dynSeries::horzcat: All time series objects must have common frequency!')
else
a = dynSeries();
a.freq = b.freq;
end
d_nobs_flag = 0;
if b.nobs ~= c.nobs
d_nobs_flag = 1;
else
a.nobs = b.nobs;
end
d_init_flag = 0;
if isequal(b.init,c.init)
a.init = b.init;
else
% set a.init equal to min(b.init,c.init)
if b.init(1)<c.init(1)
d_init_flag = 1;
a.init = b.init;
elseif b.init(1)==c.init(1)
if b.init(2)<c.init(2)
d_init_flag = 1;
a.init = b.init;
else
d_init_flag = 2;
a.init = c.init;
end
else
d_init_flag = 2;
a.init = c.init;
end
end
d_last_flag = 0;
if isequal(b.last,c.last)
a.last = b.last;
else
% set a.last equal to max(b.last,c.last)
if b.last(1)<c.last(1)
d_last_flag = 2;
a.last = c.last;
elseif b.last(1)==c.last(1)
if b.last(2)<c.last(2)
d_last_flag = 2;
a.last = c.last;
else
d_last_flag = 1;
a.last = b.last;
end
else
d_last_flag = 1;
a.last = b.last;
end
end
a.vobs = b.vobs+c.vobs;
a.name = char(b.name,c.name);
a.tex = char(b.tex,c.tex);
if ~( d_nobs_flag(1) || d_init_flag(1) || d_last_flag(1) )
a.time = b.time;
a.data = [b.data,c.data];
else
[junk,ib] = setdiff(b.time,c.time,'rows');
[junk,ic] = setdiff(c.time,b.time,'rows');
[junk,jb,jc] = intersect(b.time,c.time,'rows');
a.time = [b.time(ib,:); b.time(jb,:); c.time(ic,:)];
a.time = sortrows(a.time,[1 2]);
a.nobs = rows(a.time);
a.data = NaN(a.nobs,a.vobs);
[junk,ia,ib] = intersect(a.time,b.time,'rows');
a.data(ia,1:b.vobs) = b.data;
[junk,ia,ic] = intersect(a.time,c.time,'rows');
a.data(ia,b.vobs+(1:c.vobs)) = c.data;
end
\ No newline at end of file
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