diff --git a/src/@dseries/abs.m b/src/@dseries/abs.m
index 0b7be9af4931b6a80204abe58d0d294a08463488..b4def71a9e8a420a8b4ae6da21ea5a682a7aff2d 100644
--- a/src/@dseries/abs.m
+++ b/src/@dseries/abs.m
@@ -1,27 +1,14 @@
-function A = abs(B) % --*-- Unitary tests --*--
+function o = abs(o) % --*-- Unitary tests --*--
-%@info:
-%! @deftypefn {Function File} {@var{A} =} abs (@var{B})
-%! @anchor{@dseries/uminus}
-%! @sp 1
-%! Overloads the abs method for the Dynare time series class (@ref{dseries}).
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @ @var
-%! @item B
-%! Dynare time series object instantiated by @ref{dseries}.
-%! @end table
-%! @sp 1
-%! @strong{Outputs}
-%! @sp 1
-%! @table @ @var
-%! @item A
-%! Dynare time series object.
-%! @end deftypefn
-%@eod:
+% Apply the absolute value to all the variables in a dseries object (without in place modification).
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
-% Copyright (C) 2013 Dynare Team
+% Copyright (C) 2011-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -38,26 +25,63 @@ function A = abs(B) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-A = dseries();
+o = copy(o);
+o.abs_;
-A.data = abs(B.data);
-A.dates = B.dates;
+%@test:1
+%$ % Define a dates object
+%$ data = -ones(10,2);
+%$ o = dseries(data);
+%$ q = dseries(data);
+%$
+%$ % Call the tested routine.
+%$ try
+%$ p = o.abs();
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(o, q);
+%$ t(3) = dassert(p.data, ones(10, 2));
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
-A.name = cell(vobs(A), 1);
-A.tex = cell(vobs(A), 1);
-for i = 1:vobs(A)
- A.name(i) = {[ 'abs(' B.name{i} ')']};
- A.tex(i) = {[ '|' B.tex{i} '|']};
-end
+%@test:2
+%$ % Define a dates object
+%$ data = -ones(10,2);
+%$ o = dseries(data);
+%$ q = dseries(data);
+%$
+%$ % Call the tested routine.
+%$ try
+%$ p = o.abs();
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(length(p.name), 2);
+%$ t(3) = dassert(p.name{1},'abs(Variable_1)');
+%$ t(4) = dassert(p.name{2},'abs(Variable_2)');
+%$ t(5) = dassert(o.name{1},'Variable_1');
+%$ t(6) = dassert(o.name{2},'Variable_2');
+%$ end
+%$
+%$ T = all(t);
+%@eof:2
-%@test:1
+%@test:3
%$ % Define a datasets.
%$ A = randn(10,2);
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$ A_tex = {'A_1';'A_2'};
-%$ t = zeros(6,1);
%$
%$ % Instantiate a time series object and compute the absolute value.
%$ try
@@ -74,18 +98,22 @@ end
%$ t(4) = dassert(ts2.data,abs(A),1e-15);
%$ t(5) = dassert(ts2.name,{'abs(A1)';'abs(A2)'});
%$ t(6) = dassert(ts2.tex,{'|A_1|';'|A_2|'});
+%$ t(7) = dassert(ts1.vobs, 2);
+%$ t(8) = dassert(ts1.nobs, 10);
+%$ t(9) = dassert(ts1.data, A, 1e-15);
+%$ t(10) = dassert(ts1.name, {'A1';'A2'});
+%$ t(11) = dassert(ts1.tex, {'A_1';'A_2'});
%$ end
%$ T = all(t);
-%@eof:1
+%@eof:3
-%@test:2
+%@test:4
%$ % Define a datasets.
%$ A = randn(10,2);
%$
%$ % Define names
%$ A_name = {'A1';'A2'};
%$ A_tex = {'A_1';'A_2'};
-%$ t = zeros(6,1);
%$
%$ % Instantiate a time series object and compute the absolute value.
%$ try
@@ -102,6 +130,11 @@ end
%$ t(4) = dassert(ts2.data,abs(A),1e-15);
%$ t(5) = dassert(ts2.name,{'abs(A1)';'abs(A2)'});
%$ t(6) = dassert(ts2.tex,{'|A_1|';'|A_2|'});
+%$ t(7) = dassert(ts1.vobs, 2);
+%$ t(8) = dassert(ts1.nobs, 10);
+%$ t(9) = dassert(ts1.data, A, 1e-15);
+%$ t(10) = dassert(ts1.name, {'A1';'A2'});
+%$ t(11) = dassert(ts1.tex, {'A_1';'A_2'});
%$ end
%$ T = all(t);
-%@eof:2
\ No newline at end of file
+%@eof:4
diff --git a/src/@dseries/abs_.m b/src/@dseries/abs_.m
new file mode 100644
index 0000000000000000000000000000000000000000..a4d0378aecf6a75223ead9bf0eb80bf88937e901
--- /dev/null
+++ b/src/@dseries/abs_.m
@@ -0,0 +1,85 @@
+function o = abs_(o) % --*-- Unitary tests --*--
+
+% Apply the absolute value to all the variables in a dseries object (in place modification).
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
+
+% Copyright (C) 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 <http://www.gnu.org/licenses/>.
+
+for i=1:vobs(o)
+ o.name(i) = {['abs(' o.name{i} ')']};
+ o.tex(i) = {['|' o.tex{i} '|']};
+end
+
+o.data = abs(o.data);
+
+%@test:1
+%$ % Define a dates object
+%$ data = -ones(10,2);
+%$ o = dseries(data);
+%$ q = o;
+%$ r = copy(o);
+%$
+%$ % Call the tested routine.
+%$ try
+%$ o.abs_();
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(o.data, ones(10,2));
+%$ t(3) = dassert(q.data, ones(10,2));
+%$ t(4) = dassert(r.data, -ones(10, 2));
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
+
+%@test:2
+%$ % Define a dates object
+%$ data = [ones(10,1), -ones(10,1)];
+%$ o = dseries(data);
+%$ q = o;
+%$ r = copy(o);
+%$
+%$ % Call the tested routine.
+%$ try
+%$ o.abs_();
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(length(o.name), 2);
+%$ t(3) = dassert(o.name{1},'abs(Variable_1)');
+%$ t(4) = dassert(o.name{2},'abs(Variable_2)');
+%$ t(5) = dassert(q.name{1},'abs(Variable_1)');
+%$ t(6) = dassert(q.name{2},'abs(Variable_2)');
+%$ t(7) = dassert(r.name{1},'Variable_1');
+%$ t(8) = dassert(r.name{2},'Variable_2');
+%$ end
+%$
+%$ T = all(t);
+%@eof:2
\ No newline at end of file
diff --git a/src/@dseries/baxter_king_filter.m b/src/@dseries/baxter_king_filter.m
index ea9abef08fac6bc3218e3d9bfddb90ce6ba1479c..be6b2585b9f972a6aa239c79fa9d4236a4a52308 100644
--- a/src/@dseries/baxter_king_filter.m
+++ b/src/@dseries/baxter_king_filter.m
@@ -1,25 +1,23 @@
-function ts = baxter_king_filter(ts, high_frequency, low_frequency, K) % --*-- Unitary tests --*--
+function o = baxter_king_filter(o, high_frequency, low_frequency, K) % --*-- Unitary tests --*--
-% ts = baxter_king_filter(ts, high_frequency, low_frequency, K)
-%
% Implementation of Baxter and King (1999) band pass filter for dseries objects. The code is adapted from
% the one provided by Baxter and King. This filter isolates business cycle fluctuations with a period of length
% ranging between high_frequency to low_frequency (quarters).
%
% INPUTS
-% o ts dseries object.
-% o high_frequency positive scalar, period length (default value is 6).
-% o low_frequency positive scalar, period length (default value is 32).
-% o K positive scalar integer, truncation parameter (default value is 12).
+% - o dseries object.
+% - high_frequency positive scalar, period length (default value is 6).
+% - low_frequency positive scalar, period length (default value is 32).
+% - K positive scalar integer, truncation parameter (default value is 12).
%
% OUTPUTS
-% o ts dseries object.
+% - o dseries object.
%
% REMARKS
% This filter use a (symmetric) moving average smoother, so that K observations at the beginning and at the end of the
% sample are lost in the computation of the filter.
-% Copyright (C) 2013 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -57,47 +55,12 @@ if nargin<4 || isempty(K)
end
end
end
-
-% translate periods into frequencies.
-hf=2.0*pi/high_frequency;
-lf=2.0*pi/low_frequency;
-
-% Set weights for the band-pass filter's lag polynomial.
-weights = zeros(K+1,1); lpowers = transpose(1:K);
-weights(2:K+1) = (sin(lpowers*hf)-sin(lpowers*lf))./(lpowers*pi);
-weights(1) = (hf-lf)/pi;
-
-% Set the constraint on the sum of weights.
-if low_frequency>1000
- % => low pass filter.
- sum_of_weights_constraint = 1.0;
-else
- sum_of_weights_constraint = 0.0;
-end
-
-% Compute the sum of weights.
-sum_of_weights = weights(1) + 2*sum(weights(2:K+1));
-
-% Correct the weights.
-weights = weights + (sum_of_weights_constraint - sum_of_weights)/(2*K+1);
-
-% Weights are symmetric!
-weights = [flipud(weights(2:K+1)); weights];
-
-tmp = zeros(size(ts.data));
-
-% Filtering step.
-for t = K+1:nobs(ts)-K
- tmp(t,:) = weights'*ts.data(t-K:t+K,:);
-end
-% Update dseries object.
-ts.data = tmp(K+1:end-K,:);
-init = firstdate(ts)+K;
-ts.dates = init:init+(nobs(ts)-1);
+o = copy(o);
+o.baxter_king_filter_(high_frequency, low_frequency, K);
%@test:1
-%$ plot_flag = 0;
+%$ plot_flag = false;
%$
%$ % Create a dataset.
%$ e = .2*randn(200,1);
@@ -113,7 +76,7 @@ ts.dates = init:init+(nobs(ts)-1);
%$ % Test the routine.
%$ try
%$ ts = dseries(y,'1950Q1');
-%$ ts = ts.baxter_king_filter();
+%$ ds = ts.baxter_king_filter();
%$ xx = dseries(x,'1950Q1');
%$ t(1) = 1;
%$ catch
@@ -121,11 +84,17 @@ ts.dates = init:init+(nobs(ts)-1);
%$ end
%$
%$ if t(1)
-%$ t(2) = dassert(ts.freq,4);
-%$ t(3) = dassert(ts.init.freq,4);
-%$ t(4) = dassert(ts.init.time,[1953, 1]);
-%$ t(5) = dassert(ts.vobs,1);
-%$ t(6) = dassert(ts.nobs,176);
+%$ t(2) = dassert(ds.freq, 4);
+%$ t(3) = dassert(ds.init.freq, 4);
+%$ t(4) = dassert(ds.init.time, [1953, 1]);
+%$ t(5) = dassert(ds.vobs, 1);
+%$ t(6) = dassert(ds.nobs, 176);
+%$ t(7) = dassert(ts.freq, 4);
+%$ t(8) = dassert(ts.init.freq, 4);
+%$ t(9) = dassert(ts.init.time, [1950, 1]);
+%$ t(10) = dassert(ts.vobs, 1);
+%$ t(11) = dassert(ts.nobs, length(y));
+%$ t(12) = dassert(ts.data, y);
%$ end
%$
%$ % Show results
diff --git a/src/@dseries/baxter_king_filter_.m b/src/@dseries/baxter_king_filter_.m
new file mode 100644
index 0000000000000000000000000000000000000000..c77018e3325260aa16582eb63806f68cf89c6d12
--- /dev/null
+++ b/src/@dseries/baxter_king_filter_.m
@@ -0,0 +1,146 @@
+function o = baxter_king_filter_(o, high_frequency, low_frequency, K) % --*-- Unitary tests --*--
+
+% Implementation of Baxter and King (1999) band pass filter for dseries objects. The code is adapted from
+% the one provided by Baxter and King. This filter isolates business cycle fluctuations with a period of length
+% ranging between high_frequency to low_frequency (quarters).
+%
+% INPUTS
+% - o dseries object.
+% - high_frequency positive scalar, period length (default value is 6).
+% - low_frequency positive scalar, period length (default value is 32).
+% - K positive scalar integer, truncation parameter (default value is 12).
+%
+% OUTPUTS
+% - o dseries object.
+%
+% REMARKS
+% This filter use a (symmetric) moving average smoother, so that K observations at the beginning and at the end of the
+% sample are lost in the computation of the filter.
+
+% Copyright (C) 2013-2017 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 <http://www.gnu.org/licenses/>.
+
+if nargin<4 || isempty(K)
+ K = 12;
+ if nargin<3 || isempty(low_frequency)
+ % Set default number of periods corresponding to the lowest frequency.
+ low_frequency = 32;
+ if nargin<2 || isempty(high_frequency)
+ % Set default number of periods corresponding to the highest frequency.
+ high_frequency = 6;
+ if nargin<1
+ error('dseries::baxter_king_filter: I need at least one argument')
+ end
+ else
+ if high_frequency<2
+ error('dseries::baxter_king_filter: Second argument must be greater than 2!')
+ end
+ if high_frequency>low_frequency
+ error('dseries::baxter_king_filter: Second argument must be smaller than the third argument!')
+ end
+ end
+ end
+end
+
+% translate periods into frequencies.
+hf=2.0*pi/high_frequency;
+lf=2.0*pi/low_frequency;
+
+% Set weights for the band-pass filter's lag polynomial.
+weights = zeros(K+1,1); lpowers = transpose(1:K);
+weights(2:K+1) = (sin(lpowers*hf)-sin(lpowers*lf))./(lpowers*pi);
+weights(1) = (hf-lf)/pi;
+
+% Set the constraint on the sum of weights.
+if low_frequency>1000
+ % => low pass filter.
+ sum_of_weights_constraint = 1.0;
+else
+ sum_of_weights_constraint = 0.0;
+end
+
+% Compute the sum of weights.
+sum_of_weights = weights(1) + 2*sum(weights(2:K+1));
+
+% Correct the weights.
+weights = weights + (sum_of_weights_constraint - sum_of_weights)/(2*K+1);
+
+% Weights are symmetric!
+weights = [flipud(weights(2:K+1)); weights];
+
+tmp = zeros(size(o.data));
+
+% Filtering step.
+for t = K+1:nobs(o)-K
+ tmp(t,:) = weights'*o.data(t-K:t+K,:);
+end
+
+% Update dseries object.
+o.data = tmp(K+1:end-K,:);
+init = firstdate(o)+K;
+o.dates = init:init+(nobs(o)-1);
+
+%@test:1
+%$ plot_flag = false;
+%$
+%$ % Create a dataset.
+%$ e = .2*randn(200,1);
+%$ u = randn(200,1);
+%$ stochastic_trend = cumsum(e);
+%$ deterministic_trend = .1*transpose(1:200);
+%$ x = zeros(200,1);
+%$ for i=2:200
+%$ x(i) = .75*x(i-1) + e(i);
+%$ end
+%$ y = x + stochastic_trend + deterministic_trend;
+%$
+%$ % Test the routine.
+%$ try
+%$ ts = dseries(y,'1950Q1');
+%$ ts = ts.baxter_king_filter_();
+%$ xx = dseries(x,'1950Q1');
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(ts.freq,4);
+%$ t(3) = dassert(ts.init.freq,4);
+%$ t(4) = dassert(ts.init.time,[1953, 1]);
+%$ t(5) = dassert(ts.vobs,1);
+%$ t(6) = dassert(ts.nobs,176);
+%$ end
+%$
+%$ % Show results
+%$ if plot_flag
+%$ plot(xx(ts.dates).data,'-k');
+%$ hold on
+%$ plot(ts.data,'--r');
+%$ hold off
+%$ axis tight
+%$ id = get(gca,'XTick');
+%$ set(gca,'XTickLabel',strings(ts.dates(id)));
+%$ legend({'Stationary component of y', 'Filtered y'})
+%$ print('-depsc2','../doc/dynare.plots/BaxterKingFilter.eps')
+%$ system('convert -density 300 ../doc/dynare.plots/BaxterKingFilter.eps ../doc/dynare.plots/BaxterKingFilter.png');
+%$ system('convert -density 300 ../doc/dynare.plots/BaxterKingFilter.eps ../doc/dynare.plots/BaxterKingFilter.pdf');
+%$ system('convert -density 300 ../doc/dynare.plots/BaxterKingFilter.eps ../doc/dynare.plots/BaxterKingFilter.jpg');
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
diff --git a/src/@dseries/center.m b/src/@dseries/center.m
index ba1dc7dc9e7d5955a3f10e55105a6666d57c69c9..d351745b9d22052d2e41311b326a09e74374bd80 100644
--- a/src/@dseries/center.m
+++ b/src/@dseries/center.m
@@ -1,15 +1,15 @@
function o = center(o, geometric) % --*-- Unitary tests --*--
-% Centers @dseries object o around its mean (arithmetic or geometric).
+% Centers dseries object o around its mean (arithmetic or geometric).
%
-% INPUTS
-% o o dseries object [mandatory].
-% o geometric logical [default is false], if true returns the geometric mean.
+% INPUTS
+% - o dseries object [mandatory].
+% - geometric logical [default is false], if true returns the geometric mean.
%
-% OUTPUTS
-% o o o
+% OUTPUTS
+% - o dseries object.
-% Copyright (C) 2016 Dynare Team
+% Copyright (C) 2016-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -30,11 +30,8 @@ if nargin<2
geometric = false;
end
-if geometric
- o = o/mean(o, true);
-else
- o = o-mean(o, false);
-end
+o = copy(o);
+o.center_(geometric);
%@test:1
%$ % Define a dataset.
@@ -43,14 +40,15 @@ end
%$ % Instantiate a time series object and compute the mean.
%$ try
%$ ts = dseries(A);
-%$ ts.center(true);
+%$ ds = ts.center(true);
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
-%$ t(2) = all(all(abs(ts.data-ones(10,2))<1e-12));
+%$ t(2) = all(all(abs(ds.data-ones(10,2))<1e-12));
+%$ t(3) = all(all(abs(ts.data-A)<1e-12));
%$ end
%$ T = all(t);
%@eof:1
diff --git a/src/@dseries/center_.m b/src/@dseries/center_.m
new file mode 100644
index 0000000000000000000000000000000000000000..0ea1b97d15ec3e2a097f5e39bf6a7958d212db72
--- /dev/null
+++ b/src/@dseries/center_.m
@@ -0,0 +1,56 @@
+function o = center_(o, geometric) % --*-- Unitary tests --*--
+
+% Centers dseries object o around its mean (arithmetic or geometric).
+%
+% INPUTS
+% - o dseries object [mandatory].
+% - geometric logical [default is false], if true returns the geometric mean.
+%
+% OUTPUTS
+% - o dseries object.
+
+% Copyright (C) 2016-2017 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 <http://www.gnu.org/licenses/>.
+
+if nargin<2
+ geometric = false;
+end
+
+if geometric
+ o = o/mean(o, true);
+else
+ o = o-mean(o, false);
+end
+
+%@test:1
+%$ % Define a dataset.
+%$ A = repmat([1.005, 1.05], 10, 1);
+%$
+%$ % Instantiate a time series object and compute the mean.
+%$ try
+%$ ts = dseries(A);
+%$ ts.center_(true);
+%$ t(1) = 1;
+%$ catch
+%$ t = 0;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = all(all(abs(ts.data-ones(10,2))<1e-12));
+%$ end
+%$ T = all(t);
+%@eof:1
diff --git a/src/@dseries/chain.m b/src/@dseries/chain.m
index da0bcb813c50de6ce7b1694e6daad8e135d89b47..a0bc54a707970da403bbf168bb26a90e0963678d 100644
--- a/src/@dseries/chain.m
+++ b/src/@dseries/chain.m
@@ -1,4 +1,17 @@
-function vs = chain(ts,us) % --*-- Unitary tests --*--
+function q = chain(o, p) % --*-- Unitary tests --*--
+
+% Chains two dseries objects.
+%
+% INPUTS
+% - o [dseries]
+% - p [dseries]
+%
+% OUTPUTS
+% - q [dseries]
+%
+% REMARKS
+% The two dseries objects must have common frequency and the same number of variables. Also the
+% two samples must overlap.
% Copyright (C) 2014 Dynare Team
%
@@ -17,26 +30,8 @@ function vs = chain(ts,us) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-if vobs(ts)-vobs(us)
- error(['dseries::chain: dseries objects ' inputname(1) ' and ' inputname(2) ' must have the same number of variables!'])
-end
-
-if frequency(ts)-frequency(us)
- error(['dseries::chain: dseries objects ' inputname(1) ' and ' inputname(2) ' must have common frequencies!'])
-end
-
-if lastdate(ts)<firstdate(us)
- error(['dseries::chain: The last date in ' inputname(1) ' (' date2string(ts.dates(end)) ') must not preceed the first date in ' inputname(2) ' (' date2string(us.dates(1)) ')!'])
-end
-
-tdx = find(sum(bsxfun(@eq,us.dates.time,ts.dates.time(end,:)),2)==2);
-GrowthFactor = us.data(tdx+1:end,:)./us.data(tdx:end-1,:);
-CumulatedGrowthFactors = cumprod(GrowthFactor);
-
-vs = ts;
-vs.data = [vs.data; bsxfun(@times,CumulatedGrowthFactors,vs.data(end,:))];
-
-vs.dates = firstdate(vs):firstdate(vs)+nobs(vs);
+q = copy(o);
+q.chain_(p);
%@test:1
%$ try
@@ -49,12 +44,14 @@ vs.dates = firstdate(vs):firstdate(vs)+nobs(vs);
%$ end
%$
%$ if t(1)
-%$ t(2) = dassert(vs.freq,4);
-%$ t(3) = dassert(vs.init.freq,4);
-%$ t(4) = dassert(vs.init.time,[1950, 1]);
-%$ t(5) = dassert(ts.vobs,1);
-%$ t(6) = dassert(vs.nobs,6);
-%$ t(7) = isequal(vs.data,transpose(1:6));
+%$ t(2) = dassert(vs.freq, 4);
+%$ t(3) = dassert(vs.init.freq, 4);
+%$ t(4) = dassert(vs.init.time, [1950, 1]);
+%$ t(5) = dassert(vs.vobs, 1);
+%$ t(6) = dassert(vs.nobs, 6);
+%$ t(7) = isequal(vs.data, transpose(1:6));
+%$ t(8) = isequal(ts.data, transpose(1:4));
+%$ t(9) = isequal(ts.init.time, [1950, 1]);
%$ end
%$
%$ T = all(t);
diff --git a/src/@dseries/chain_.m b/src/@dseries/chain_.m
new file mode 100644
index 0000000000000000000000000000000000000000..6e73e14f549c6ccebbeaa61da938fa75f0a44695
--- /dev/null
+++ b/src/@dseries/chain_.m
@@ -0,0 +1,60 @@
+function o = chain_(o, p) % --*-- Unitary tests --*--
+
+% Copyright (C) 2014-2017 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 <http://www.gnu.org/licenses/>.
+
+if vobs(o)-vobs(p)
+ error(['dseries::chain: dseries objects ' inputname(1) ' and ' inputname(2) ' must have the same number of variables!'])
+end
+
+if frequency(o)-frequency(p)
+ error(['dseries::chain: dseries objects ' inputname(1) ' and ' inputname(2) ' must have common frequencies!'])
+end
+
+if lastdate(o)<firstdate(p)
+ error(['dseries::chain: The last date in ' inputname(1) ' (' date2string(o.dates(end)) ') must not preceed the first date in ' inputname(2) ' (' date2string(p.dates(1)) ')!'])
+end
+
+tdx = find(sum(bsxfun(@eq, p.dates.time, o.dates.time(end,:)),2)==2);
+GrowthFactor = p.data(tdx+1:end,:)./p.data(tdx:end-1,:);
+CumulatedGrowthFactors = cumprod(GrowthFactor);
+
+o.data = [o.data; bsxfun(@times,CumulatedGrowthFactors, o.data(end,:))];
+
+o.dates = firstdate(o):firstdate(o)+nobs(o);
+
+%@test:1
+%$ try
+%$ ts = dseries([1; 2; 3; 4],dates('1950Q1')) ;
+%$ us = dseries([3; 4; 5; 6],dates('1950Q3')) ;
+%$ ts.chain_(us);
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(ts.freq,4);
+%$ t(3) = dassert(ts.init.freq,4);
+%$ t(4) = dassert(ts.init.time,[1950, 1]);
+%$ t(5) = dassert(ts.vobs,1);
+%$ t(6) = dassert(ts.nobs,6);
+%$ t(7) = isequal(ts.data,transpose(1:6));
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/check.m b/src/@dseries/check.m
index c4bfce37a40008176eaed90794a31e953cfa01f6..8c113348f3e1ad0b472318ecf0344dd6a470660c 100644
--- a/src/@dseries/check.m
+++ b/src/@dseries/check.m
@@ -1,6 +1,6 @@
-function [error_flag,message] = check(A)
+function [error_flag, message] = check(o)
-% Copyright (C) 2013 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -19,9 +19,9 @@ function [error_flag,message] = check(A)
error_flag = 0;
-[n,m] = size(A.data);
+[n,m] = size(o.data);
-if ~isequal(m, vobs(A));
+if ~isequal(m, vobs(o));
error_flag = 1;
if nargout>1
message = ['dseries: Wrong number of variables in dseries object ''' inputname(1) '''!'];
@@ -29,7 +29,7 @@ if ~isequal(m, vobs(A));
return
end
-if ~isequal(n,nobs(A));
+if ~isequal(n,nobs(o));
error_flag = 1;
if nargout>1
message = ['dseries: Wrong number of observations in dseries object ''' inputname(1) '''!'];
@@ -37,7 +37,7 @@ if ~isequal(n,nobs(A));
return
end
-if ~isequal(m,numel(A.name));
+if ~isequal(m,numel(o.name));
error_flag = 1;
if nargout>1
message = ['dseries: Wrong number of variable names in dseries object ''' inputname(1) '''!'];
@@ -45,7 +45,7 @@ if ~isequal(m,numel(A.name));
return
end
-if ~isequal(m,numel(A.tex));
+if ~isequal(m,numel(o.tex));
error_flag = 1;
if nargout>1
message = ['dseries: Wrong number of variable tex names in dseries object ''' inputname(1) '''!'];
@@ -53,7 +53,7 @@ if ~isequal(m,numel(A.tex));
return
end
-if ~isequal(numel(A.name),numel(A.tex));
+if ~isequal(numel(o.name), numel(o.tex));
error_flag = 1;
if nargout>1
message = ['dseries: The number of variable tex names has to be equal to the number of variable names in dseries object ''' inputname(1) '''!'];
@@ -61,7 +61,7 @@ if ~isequal(numel(A.name),numel(A.tex));
return
end
-if ~isequal(numel(unique(A.name)),numel(A.name));
+if ~isequal(numel(unique(o.name)), numel(o.name));
error_flag = 1;
if nargout>1
message = ['dseries: The variable names in dseries object ''' inputname(1) ''' are not unique!'];
@@ -69,7 +69,7 @@ if ~isequal(numel(unique(A.name)),numel(A.name));
return
end
-if ~isequal(numel(unique(A.tex)),numel(A.tex));
+if ~isequal(numel(unique(o.tex)), numel(o.tex));
error_flag = 1;
if nargout>1
message = ['dseries: The variable tex names in dseries object ''' inputname(1) ''' are not unique!'];
@@ -77,7 +77,7 @@ if ~isequal(numel(unique(A.tex)),numel(A.tex));
return
end
-if ~isequal(A.dates,firstdate(A):firstdate(A)+nobs(A))
+if ~isequal(o.dates, firstdate(o):firstdate(o)+nobs(o))
error_flag = 1;
if nargout>1
message = ['dseries: Wrong definition of the dates member in dseries object ''' inputname(1) '''!'];
diff --git a/src/@dseries/cumprod.m b/src/@dseries/cumprod.m
index 4e79bae6c11999b2587befc42f6f15b2276d84ed..8d89ff452e4e47f0057f193c940b7f007417992c 100644
--- a/src/@dseries/cumprod.m
+++ b/src/@dseries/cumprod.m
@@ -1,16 +1,16 @@
-function B = cumprod(varargin) % --*-- Unitary tests --*--
+function o = cumprod(varargin) % --*-- Unitary tests --*--
% Overloads matlab's cumprod function for dseries objects.
%
% INPUTS
-% o A dseries object [mandatory].
-% o d dates object [optional]
-% o v dseries object with one observation [optional]
+% - A dseries object [mandatory].
+% - d dates object [optional]
+% - v dseries object with one observation [optional]
%
% OUTPUTS
-% o B dseries object.
+% - B dseries object.
-% Copyright (C) 2014 Dynare Team
+% Copyright (C) 2014-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -27,103 +27,12 @@ function B = cumprod(varargin) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-% Get the firt observation number where all the variables are observed (ie without NaNs)
-idx = find(all(~isnan(varargin{1}.data), 2),1);
-if isempty(idx)
- idx = 0;
-end
+o = copy(varargin{1});
-% Is the first period where variables are observed common?
-common_first_period_witout_nan = true;
-if ~idx
- if any(~isnan(varargin{1}.data(:)))
- common_first_period_witout_nan = false;
- end
+if nargin<2
+ o.cumprod_();
else
- if idx>1
- if any(any(~isnan(varargin{1}.data(1:idx-1,:))))
- common_first_period_witout_nan = false;
- end
- end
-end
-
-switch nargin
- case 1
- % Initialize the output.
- B = varargin{1};
- % Perform the cumulated sum
- if isequal(idx, 1)
- B.data = cumprod(B.data);
- else
- if common_first_period_witout_nan
- B.data(idx:end,:) = cumprod(B.data(idx:end,:));
- else
- B.data = cumprodnan(B.data);
- end
- end
- % Change the name of the variables
- for i=1:vobs(B)
- B.name(i) = {['cumprod(' B.name{i} ')']};
- B.tex(i) = {['\prod_t ' B.tex{i}]};
- end
- case 2
- if isdseries(varargin{2})
- if ~isequal(vobs(varargin{1}), vobs(varargin{2}))
- error('dseries::cumprod: First and second input arguments must be dseries objects with the same number of variables!')
- end
- if ~isequal(varargin{1}.name, varargin{2}.name)
- warning('dseries::cumprod: First and second input arguments must be dseries objects do not have the same variables!')
- end
- if ~isequal(nobs(varargin{2}),1)
- error('dseries::cumprod: Second input argument must be a dseries object with only one observation!')
- end
- B = cumprod(varargin{1});
- B.data = bsxfun(@rdivide,B.data,B.data(1,:));
- B.data = bsxfun(@times,B.data,varargin{2}.data);
- elseif isdates(varargin{2})
- B = cumprod(varargin{1});
- t = find(B.dates==varargin{2});
- if isempty(t)
- if varargin{2}==(firstdate(B)-1)
- return
- else
- error(['dseries::cumprod: date ' date2string(varargin{2}) ' is not in the sample!'])
- end
- end
- B.data = bsxfun(@rdivide,B.data,B.data(t,:));
- else
- error('dseries::cumprod: Second input argument must be a dseries object or a dates object!')
- end
- case 3
- if ~isdates(varargin{2})
- error('dseries::cumprod: Second input argument must be a dates object!')
- end
- if ~isdseries(varargin{3})
- error('dseries::cumprod: Third input argument must be a dseries object!')
- end
- if ~isequal(vobs(varargin{1}), vobs(varargin{3}))
- error('dseries::cumprod: First and third input arguments must be dseries objects with the same number of variables!')
- end
- if ~isequal(varargin{1}.name, varargin{3}.name)
- warning('dseries::cumprod: First and third input arguments must be dseries objects do not have the same variables!')
- end
- if ~isequal(nobs(varargin{3}),1)
- error('dseries::cumprod: Third input argument must be a dseries object with only one observation!')
- end
- B = cumprod(varargin{1});
- t = find(B.dates==varargin{2});
- if isempty(t)
- if varargin{2}==(firstdate(B)-1)
- B.data = bsxfun(@times,B.data,varargin{3}.data);
- return
- else
- error(['dseries::cumprod: date ' date2string(varargin{2}) ' is not in the sample!'])
- end
- end
- B.data = bsxfun(@rdivide, B.data, B.data(t,:));
- B.data = bsxfun(@times, B.data, varargin{3}.data);
- otherwise
- error('dseries::cumprod: Wrong number of input arguments!')
+ o.cumprod_(varargin{2:end});
end
%@test:1
@@ -138,15 +47,17 @@ end
%$
%$ % Call the tested method.
%$ try
-%$ ts = cumprod(ts);
+%$ ds = cumprod(ts);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
-%$ t(2) = isequal(ts.data,cumprod(A));
-%$ t(3) = isequal(ts.name{1},'cumprod(A1)');
+%$ t(2) = isequal(ds.data, cumprod(A));
+%$ t(3) = isequal(ds.name{1}, 'cumprod(A1)');
+%$ t(4) = isequal(ts.data, A);
+%$ t(5) = isequal(ts.name{1}, 'A1');
%$ end
%$
%$ T = all(t);
@@ -154,107 +65,30 @@ end
%@test:2
%$ % Define a data set.
-%$ A = 2*ones(4,1);
+%$ A = 2*ones(7,1);
%$
%$ % Define names
%$ A_name = {'A1'};
%$
%$ % Instantiate a time series object.
-%$ ts = dseries(A,[],A_name,[]);
+%$ ts1 = dseries(A, [], A_name, []);
+%$ ts2 = dseries(pi, [], A_name, []);
%$
%$ % Call the tested method.
%$ try
-%$ ts = ts.cumprod();
-%$ t(1) = 1;
+%$ ts3 = ts1.cumprod(dates('3Y'),ts2);
+%$ t(1) = 1;
%$ catch
-%$ t(1) = 0;
+%$ t(1) = 0;
%$ end
%$
-%$ if t(1)
-%$ t(2) = isequal(ts.data,cumprod(A));
-%$ t(3) = isequal(ts.name{1},'cumprod(A1)');
-%$ end
-%$
-%$ T = all(t);
-%@eof:2
-
-
-%@test:3
-%$ % Define a data set.
-%$ A = 2*ones(7,1);
-%$
-%$ % Define names
-%$ A_name = {'A1'};
-%$
-%$ % Instantiate a time series object.
-%$ ts = dseries(A,[],A_name,[]);
-%$
-%$ % Call the tested method.
-%$ ts = cumprod(ts,dates('3Y'));
-%$
-%$ % Expected results.
-%$ ds = dseries([.25; .5; 1; 2; 4; 8; 16], [], A_name, []);
-%$
-%$ % Check the results.
-%$ t(1) = dassert(ts.data,ds.data);
-%$ T = all(t);
-%@eof:3
-
-%@test:4
-%$ % Define a data set.
-%$ A = 2*ones(7,1);
-%$
-%$ % Define names
-%$ A_name = {'A1'};
-%$
-%$ % Instantiate a time series object.
-%$ ts1 = dseries(A,[],A_name,[]);
-%$ ts2 = dseries(pi, [], A_name, []);
-%$
-%$ % Call the tested method.
-%$ ts3 = cumprod(ts1,dates('3Y'),ts2);
-%$
-%$ % Expected results.
-%$ ts4 = dseries([.25; .5; 1; 2; 4; 8; 16]*pi, [], A_name, []);
-%$
-%$ % Check the results.
-%$ t(1) = dassert(ts3.data,ts4.data);
-%$ T = all(t);
-%@eof:4
-
-%@test:5
-%$ % Define a data set.
-%$ A = 2*ones(7,1);
-%$
-%$ % Define names
-%$ A_name = {'A1'};
-%$
-%$ % Instantiate a time series object.
-%$ ts1 = dseries(A,[],A_name,[]);
-%$ ts2 = dseries(pi, [], A_name, []);
-%$
-%$ % Call the tested method.
-%$ ts3 = ts1.cumprod(dates('3Y'),ts2);
-%$
%$ % Expected results.
%$ ts4 = dseries([.25; .5; 1; 2; 4; 8; 16]*pi, [], A_name, []);
%$
%$ % Check the results.
-%$ t(1) = dassert(ts3.data,ts4.data);
-%$ T = all(t);
-%@eof:5
-
-%@test:6
-%$ % Define a data set.
-%$ A = [NaN, NaN; 1 NaN; 1 1; 1 1; 1 NaN];
-%$
-%$ % Instantiate a time series object.
-%$ ts0 = dseries(A);
-%$
-%$ % Call the tested method.
-%$ ts0.cumprod();
-%$
-%$ % Check the results.
-%$ t(1) = dassert(ts0.data, A);
+%$ if t(1)
+%$ t(2) = dassert(ts3.data, ts4.data);
+%$ t(3) = dassert(ts1.data, A);
+%$ end
%$ T = all(t);
-%@eof:6
\ No newline at end of file
+%@eof:2
diff --git a/src/@dseries/cumprod_.m b/src/@dseries/cumprod_.m
new file mode 100644
index 0000000000000000000000000000000000000000..836090fa24dd8fcaa5ac67cc50f0ce56cca2e9d0
--- /dev/null
+++ b/src/@dseries/cumprod_.m
@@ -0,0 +1,288 @@
+function o = cumprod_(varargin) % --*-- Unitary tests --*--
+
+% Overloads matlab's cumprod function for dseries objects.
+%
+% INPUTS
+% - o dseries object [mandatory].
+% - d dates object [optional]
+% - v dseries object with one observation [optional]
+%
+% OUTPUTS
+% - o dseries object.
+
+% Copyright (C) 2014-2017 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 <http://www.gnu.org/licenses/>.
+
+% Get the firt observation number where all the variables are observed (ie without NaNs)
+idx = find(all(~isnan(varargin{1}.data), 2),1);
+if isempty(idx)
+ idx = 0;
+end
+
+% Is the first period where variables are observed common?
+common_first_period_witout_nan = true;
+if ~idx
+ if any(~isnan(varargin{1}.data(:)))
+ common_first_period_witout_nan = false;
+ end
+else
+ if idx>1
+ if any(any(~isnan(varargin{1}.data(1:idx-1,:))))
+ common_first_period_witout_nan = false;
+ end
+ end
+end
+
+switch nargin
+ case 1
+ % Initialize the output.
+ o = varargin{1};
+ % Perform the cumulated sum
+ if isequal(idx, 1)
+ o.data = cumprod(o.data);
+ else
+ if common_first_period_witout_nan
+ o.data(idx:end,:) = cumprod(o.data(idx:end,:));
+ else
+ o.data = cumprodnan(o.data);
+ end
+ end
+ % Change the name of the variables
+ for i=1:vobs(o)
+ o.name(i) = {['cumprod(' o.name{i} ')']};
+ o.tex(i) = {['\prod_t ' o.tex{i}]};
+ end
+ case 2
+ if isdseries(varargin{2})
+ if ~isequal(vobs(varargin{1}), vobs(varargin{2}))
+ error('dseries::cumprod: First and second input arguments must be dseries objects with the same number of variables!')
+ end
+ if ~isequal(varargin{1}.name, varargin{2}.name)
+ warning('dseries::cumprod: First and second input arguments must be dseries objects do not have the same variables!')
+ end
+ if ~isequal(nobs(varargin{2}),1)
+ error('dseries::cumprod: Second input argument must be a dseries object with only one observation!')
+ end
+ o = cumprod_(varargin{1});
+ o.data = bsxfun(@rdivide, o.data, o.data(1,:));
+ o.data = bsxfun(@times, o.data, varargin{2}.data);
+ elseif isdates(varargin{2})
+ o = cumprod_(varargin{1});
+ t = find(o.dates==varargin{2});
+ if isempty(t)
+ if varargin{2}==(firstdate(o)-1)
+ return
+ else
+ error(['dseries::cumprod: date ' date2string(varargin{2}) ' is not in the sample!'])
+ end
+ end
+ o.data = bsxfun(@rdivide, o.data, o.data(t,:));
+ else
+ error('dseries::cumprod: Second input argument must be a dseries object or a dates object!')
+ end
+ case 3
+ if ~isdates(varargin{2})
+ error('dseries::cumprod: Second input argument must be a dates object!')
+ end
+ if ~isdseries(varargin{3})
+ error('dseries::cumprod: Third input argument must be a dseries object!')
+ end
+ if ~isequal(vobs(varargin{1}), vobs(varargin{3}))
+ error('dseries::cumprod: First and third input arguments must be dseries objects with the same number of variables!')
+ end
+ if ~isequal(varargin{1}.name, varargin{3}.name)
+ warning('dseries::cumprod: First and third input arguments must be dseries objects do not have the same variables!')
+ end
+ if ~isequal(nobs(varargin{3}),1)
+ error('dseries::cumprod: Third input argument must be a dseries object with only one observation!')
+ end
+ o = cumprod_(varargin{1});
+ t = find(o.dates==varargin{2});
+ if isempty(t)
+ if varargin{2}==(firstdate(o)-1)
+ o.data = bsxfun(@times, o.data, varargin{3}.data);
+ return
+ else
+ error(['dseries::cumprod: date ' date2string(varargin{2}) ' is not in the sample!'])
+ end
+ end
+ o.data = bsxfun(@rdivide, o.data, o.data(t,:));
+ o.data = bsxfun(@times, o.data, varargin{3}.data);
+ otherwise
+ error('dseries::cumprod: Wrong number of input arguments!')
+end
+
+%@test:1
+%$ % Define a data set.
+%$ A = 2*ones(4,1);
+%$
+%$ % Define names
+%$ A_name = {'A1'};
+%$
+%$ % Instantiate a time series object.
+%$ ts = dseries(A,[],A_name,[]);
+%$
+%$ % Call the tested method.
+%$ try
+%$ ts.cumprod_();
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = isequal(ts.data, cumprod(A));
+%$ t(3) = isequal(ts.name{1}, 'cumprod(A1)');
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
+
+%@test:2
+%$ % Define a data set.
+%$ A = 2*ones(4,1);
+%$
+%$ % Define names
+%$ A_name = {'A1'};
+%$
+%$ % Instantiate a time series object.
+%$ ts = dseries(A,[],A_name,[]);
+%$
+%$ % Call the tested method.
+%$ try
+%$ cumprod_(ts);
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = isequal(ts.data,cumprod(A));
+%$ t(3) = isequal(ts.name{1},'cumprod(A1)');
+%$ end
+%$
+%$ T = all(t);
+%@eof:2
+
+
+%@test:3
+%$ % Define a data set.
+%$ A = 2*ones(7,1);
+%$
+%$ % Define names
+%$ A_name = {'A1'};
+%$
+%$ % Instantiate a time series object.
+%$ ts = dseries(A,[],A_name,[]);
+%$
+%$ % Call the tested method.
+%$ try
+%$ ts.cumprod_(dates('3Y'));
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ % Expected results.
+%$ ds = dseries([.25; .5; 1; 2; 4; 8; 16], [], A_name, []);
+%$
+%$ % Check the results.
+%$ t(1) = dassert(ts.data, ds.data);
+%$ T = all(t);
+%@eof:3
+
+%@test:4
+%$ % Define a data set.
+%$ A = 2*ones(7,1);
+%$
+%$ % Define names
+%$ A_name = {'A1'};
+%$
+%$ % Instantiate a time series object.
+%$ ts1 = dseries(A, [], A_name, []);
+%$ ts2 = dseries(pi, [], A_name, []);
+%$
+%$ % Call the tested method.
+%$ try
+%$ ts3 = ts1.cumprod_(dates('3Y'), ts2);
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ % Expected results.
+%$ ts4 = dseries([.25; .5; 1; 2; 4; 8; 16]*pi, [], A_name, []);
+%$
+%$ % Check the results.
+%$ if t(1)
+%$ t(2) = dassert(ts3.data,ts4.data);
+%$ t(3) = dassert(ts1.data,ts4.data);
+%$ end
+%$ T = all(t);
+%@eof:4
+
+%@test:5
+%$ % Define a data set.
+%$ A = 2*ones(7,1);
+%$
+%$ % Define names
+%$ A_name = {'A1'};
+%$
+%$ % Instantiate a time series object.
+%$ ts1 = dseries(A, [], A_name, []);
+%$ ts2 = dseries(pi, [], A_name, []);
+%$
+%$ % Call the tested method.
+%$ try
+%$ ts3 = ts1.cumprod_(dates('3Y'),ts2);
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ % Expected results.
+%$ ts4 = dseries([.25; .5; 1; 2; 4; 8; 16]*pi, [], A_name, []);
+%$
+%$ % Check the results.
+%$ if t(1)
+%$ t(2) = dassert(ts3.data, ts4.data);
+%$ t(3) = dassert(ts1.data, ts4.data);
+%$ end
+%$ T = all(t);
+%@eof:5
+
+%@test:6
+%$ % Define a data set.
+%$ A = [NaN, NaN; 1 NaN; 1 1; 1 1; 1 NaN];
+%$
+%$ % Instantiate a time series object.
+%$ ts0 = dseries(A);
+%$
+%$ % Call the tested method.
+%$ try
+%$ ts0.cumprod_();
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ % Check the results.
+%$ if t(1)
+%$ t(2) = dassert(ts0.data, A);
+%$ end
+%$ T = all(t);
+%@eof:6
\ No newline at end of file
diff --git a/src/@dseries/cumsum.m b/src/@dseries/cumsum.m
index 6b6ed11d3c474da3695a7ff7e943ddf699813dcf..cb70b316e32e4e900300c5804a4d4b4accfce91e 100644
--- a/src/@dseries/cumsum.m
+++ b/src/@dseries/cumsum.m
@@ -1,16 +1,16 @@
-function B = cumsum(varargin) % --*-- Unitary tests --*--
+function o = cumsum(varargin) % --*-- Unitary tests --*--
% Overloads matlab's cumsum function for dseries objects.
%
% INPUTS
-% o A dseries object [mandatory].
-% o d dates object [optional]
-% o v dseries object with one observation [optional]
+% - o dseries object [mandatory].
+% - d dates object [optional]
+% - v dseries object with one observation [optional]
%
% OUTPUTS
-% o B dseries object.
+% - o dseries object.
-% Copyright (C) 2013 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -27,101 +27,12 @@ function B = cumsum(varargin) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-% Get the firt observation number where all the variables are observed (ie without NaNs)
-idx = find(all(~isnan(varargin{1}.data), 2),1);
-if isempty(idx)
- idx = 0;
-end
+o = copy(varargin{1});
-% Is the first period where variables are observed common?
-common_first_period_witout_nan = true;
-if ~idx
- if any(~isnan(varargin{1}.data(:)))
- common_first_period_witout_nan = false;
- end
+if nargin<2
+ o.cumsum_();
else
- if idx>1
- if any(any(~isnan(varargin{1}.data(1:idx-1,:))))
- common_first_period_witout_nan = false;
- end
- end
-end
-
-switch nargin
- case 1
- % Initialize the output.
- B = varargin{1};
- % Perform the cumulated sum
- if isequal(idx, 1)
- B.data = cumsum(B.data);
- else
- if common_first_period_witout_nan
- B.data(idx:end,:) = cumsum(B.data(idx:end,:));
- else
- B.data = cumsumnan(B.data);
- end
- end
- % Change the name of the variables
- for i=1:vobs(B)
- B.name(i) = {['cumsum(' B.name{i} ')']};
- B.tex(i) = {['\sum_t ' B.tex{i}]};
- end
- case 2
- if isdseries(varargin{2})
- if ~isequal(vobs(varargin{1}), vobs(varargin{2}))
- error('dseries::cumsum: First and second input arguments must be dseries objects with the same number of variables!')
- end
- if ~isequal(varargin{1}.name, varargin{2}.name)
- warning('dseries::cumsum: First and second input arguments must be dseries objects do not have the same variables!')
- end
- if ~isequal(nobs(varargin{2}),1)
- error('dseries::cumsum: Second input argument must be a dseries object with only one observation!')
- end
- B = cumsum(varargin{1});
- B.data = bsxfun(@plus,B.data,varargin{2}.data);
- elseif isdates(varargin{2})
- B = cumsum(varargin{1});
- t = find(B.dates==varargin{2});
- if isempty(t)
- if varargin{2}==(firstdate(B)-1)
- return
- else
- error(['dseries::cumsum: date ' date2string(varargin{2}) ' is not in the sample!'])
- end
- end
- B.data = bsxfun(@minus,B.data,B.data(t,:));
- else
- error('dseries::cumsum: Second input argument must be a dseries object or a dates object!')
- end
- case 3
- if ~isdates(varargin{2})
- error('dseries::cumsum: Second input argument must be a dates object!')
- end
- if ~isdseries(varargin{3})
- error('dseries::cumsum: Third input argument must be a dseries object!')
- end
- if ~isequal(vobs(varargin{1}), vobs(varargin{3}))
- error('dseries::cumsum: First and third input arguments must be dseries objects with the same number of variables!')
- end
- if ~isequal(varargin{1}.name, varargin{3}.name)
- warning('dseries::cumsum: First and third input arguments must be dseries objects do not have the same variables!')
- end
- if ~isequal(nobs(varargin{3}),1)
- error('dseries::cumsum: Third input argument must be a dseries object with only one observation!')
- end
- B = cumsum(varargin{1});
- t = find(B.dates==varargin{2});
- if isempty(t)
- if varargin{2}==(firstdate(B)-1)
- B.data = bsxfun(@plus,B.data,varargin{3}.data);
- return
- else
- error(['dseries::cumsum: date ' date2string(varargin{2}) ' is not in the sample!'])
- end
- end
- B.data = bsxfun(@plus,B.data,varargin{3}.data-B.data(t,:));
- otherwise
- error('dseries::cumsum: Wrong number of input arguments!')
+ o.cumsum_(varargin{2:end});
end
%@test:1
@@ -135,13 +46,21 @@ end
%$ ts1 = dseries(A,[],A_name,[]);
%$
%$ % Call the tested method.
-%$ ts1 = cumsum(ts1);
+%$ try
+%$ ts3 = cumsum(ts1);
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
%$
%$ % Expected results.
%$ ts2 = dseries(transpose(1:10), [], A_name, []);
%$
%$ % Check the results.
-%$ t(1) = dassert(ts1.data,ts2.data);
+%$ if t(1)
+%$ t(2) = dassert(ts3.data, ts2.data);
+%$ t(3) = dassert(ts1.data, A);
+%$ end
%$ T = all(t);
%@eof:1
@@ -154,97 +73,23 @@ end
%$
%$ % Instantiate a time series object.
%$ ts1 = dseries(A,[],A_name,[]);
-%$
-%$ % Call the tested method.
-%$ ts1 = ts1.cumsum();
-%$
-%$ % Expected results.
-%$ ts2 = dseries(transpose(1:10), [], A_name, []);
-%$
-%$ % Check the results.
-%$ t(1) = dassert(ts1.data,ts2.data);
-%$ T = all(t);
-%@eof:2
-
-%@test:3
-%$ % Define a data set.
-%$ A = ones(10,1);
-%$
-%$ % Define names
-%$ A_name = {'A1'};
-%$
-%$ % Instantiate a time series object.
-%$ ts1 = dseries(A,[],A_name,[]);
-%$
-%$ % Call the tested method.
-%$ ts1 = cumsum(ts1,dates('3Y'));
-%$
-%$ % Expected results.
-%$ ts2 = dseries([-2; -1; 0; 1; 2; 3; 4; 5; 6; 7], [], A_name, []);
-%$
-%$ % Check the results.
-%$ t(1) = dassert(ts1.data,ts2.data);
-%$ T = all(t);
-%@eof:3
-
-%@test:4
-%$ % Define a data set.
-%$ A = ones(10,1);
-%$
-%$ % Define names
-%$ A_name = {'A1'};
-%$
-%$ % Instantiate a time series object.
-%$ ts1 = dseries(A,[],A_name,[]);
-%$ ts2 = dseries(pi, [], A_name, []);
-%$
-%$ % Call the tested method.
-%$ ts3 = cumsum(ts1,dates('3Y'),ts2);
-%$
-%$ % Expected results.
-%$ ts4 = dseries([-2; -1; 0; 1; 2; 3; 4; 5; 6; 7]+pi, [], A_name, []);
-%$
-%$ % Check the results.
-%$ t(1) = dassert(ts3.data,ts4.data);
-%$ T = all(t);
-%@eof:4
-
-%@test:5
-%$ % Define a data set.
-%$ A = ones(10,1);
-%$
-%$ % Define names
-%$ A_name = {'A1'};
-%$
-%$ % Instantiate a time series object.
-%$ ts1 = dseries(A,[],A_name,[]);
%$ ts2 = dseries(pi, [], A_name, []);
%$
%$ % Call the tested method.
-%$ ts3 = ts1.cumsum(dates('3Y'),ts2);
+%$ try
+%$ ts3 = ts1.cumsum(dates('3Y'),ts2);
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
%$
%$ % Expected results.
%$ ts4 = dseries([-2; -1; 0; 1; 2; 3; 4; 5; 6; 7]+pi, [], A_name, []);
%$
%$ % Check the results.
-%$ t(1) = dassert(ts3.data,ts4.data);
-%$ T = all(t);
-%@eof:5
-
-%@test:6
-%$ % Define a data set.
-%$ A = [NaN, NaN; 1 NaN; 1 1; 1 1; 1 NaN];
-%$
-%$ % Instantiate a time series object.
-%$ ts0 = dseries(A);
-%$
-%$ % Call the tested method.
-%$ ts0.cumsum();
-%$
-%$ % Expected results.
-%$ A = [NaN NaN; 1 NaN; 2 1; 3 2; 4 NaN];
-%$
-%$ % Check the results.
-%$ t(1) = dassert(ts0.data, A);
+%$ if t(1)
+%$ t(2) = dassert(ts3.data, ts4.data);
+%$ t(3) = dassert(ts1.data, A);
+%$ end
%$ T = all(t);
-%@eof:6
\ No newline at end of file
+%@eof:2
\ No newline at end of file
diff --git a/src/@dseries/cumsum_.m b/src/@dseries/cumsum_.m
new file mode 100644
index 0000000000000000000000000000000000000000..a5e371a5682c2f860e44ed9c9380f94fb1caa2ee
--- /dev/null
+++ b/src/@dseries/cumsum_.m
@@ -0,0 +1,292 @@
+function o = cumsum_(varargin) % --*-- Unitary tests --*--
+
+% Overloads matlab's cumsum function for dseries objects.
+%
+% INPUTS
+% - o dseries object [mandatory].
+% - d dates object [optional]
+% - v dseries object with one observation [optional]
+%
+% OUTPUTS
+% - o dseries object.
+
+% Copyright (C) 2013-2017 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 <http://www.gnu.org/licenses/>.
+
+% Get the firt observation number where all the variables are observed (ie without NaNs)
+idx = find(all(~isnan(varargin{1}.data), 2),1);
+if isempty(idx)
+ idx = 0;
+end
+
+% Is the first period where variables are observed common?
+common_first_period_witout_nan = true;
+if ~idx
+ if any(~isnan(varargin{1}.data(:)))
+ common_first_period_witout_nan = false;
+ end
+else
+ if idx>1
+ if any(any(~isnan(varargin{1}.data(1:idx-1,:))))
+ common_first_period_witout_nan = false;
+ end
+ end
+end
+
+switch nargin
+ case 1
+ % Initialize the output.
+ o = varargin{1};
+ % Perform the cumulated sum
+ if isequal(idx, 1)
+ o.data = cumsum(o.data);
+ else
+ if common_first_period_witout_nan
+ o.data(idx:end,:) = cumsum(o.data(idx:end,:));
+ else
+ o.data = cumsumnan(o.data);
+ end
+ end
+ % Change the name of the variables
+ for i=1:vobs(o)
+ o.name(i) = {['cumsum(' o.name{i} ')']};
+ o.tex(i) = {['\sum_t ' o.tex{i}]};
+ end
+ case 2
+ if isdseries(varargin{2})
+ if ~isequal(vobs(varargin{1}), vobs(varargin{2}))
+ error('dseries::cumsum: First and second input arguments must be dseries objects with the same number of variables!')
+ end
+ if ~isequal(varargin{1}.name, varargin{2}.name)
+ warning('dseries::cumsum: First and second input arguments must be dseries objects do not have the same variables!')
+ end
+ if ~isequal(nobs(varargin{2}),1)
+ error('dseries::cumsum: Second input argument must be a dseries object with only one observation!')
+ end
+ o = cumsum_(varargin{1});
+ o.data = bsxfun(@plus,o.data,varargin{2}.data);
+ elseif isdates(varargin{2})
+ o = cumsum_(varargin{1});
+ t = find(o.dates==varargin{2});
+ if isempty(t)
+ if varargin{2}==(firstdate(o)-1)
+ return
+ else
+ error(['dseries::cumsum: date ' date2string(varargin{2}) ' is not in the sample!'])
+ end
+ end
+ o.data = bsxfun(@minus,o.data,o.data(t,:));
+ else
+ error('dseries::cumsum: Second input argument must be a dseries object or a dates object!')
+ end
+ case 3
+ if ~isdates(varargin{2})
+ error('dseries::cumsum: Second input argument must be a dates object!')
+ end
+ if ~isdseries(varargin{3})
+ error('dseries::cumsum: Third input argument must be a dseries object!')
+ end
+ if ~isequal(vobs(varargin{1}), vobs(varargin{3}))
+ error('dseries::cumsum: First and third input arguments must be dseries objects with the same number of variables!')
+ end
+ if ~isequal(varargin{1}.name, varargin{3}.name)
+ warning('dseries::cumsum: First and third input arguments must be dseries objects do not have the same variables!')
+ end
+ if ~isequal(nobs(varargin{3}),1)
+ error('dseries::cumsum: Third input argument must be a dseries object with only one observation!')
+ end
+ o = cumsum_(varargin{1});
+ t = find(o.dates==varargin{2});
+ if isempty(t)
+ if varargin{2}==(firstdate(o)-1)
+ o.data = bsxfun(@plus, o.data, varargin{3}.data);
+ return
+ else
+ error(['dseries::cumsum: date ' date2string(varargin{2}) ' is not in the sample!'])
+ end
+ end
+ o.data = bsxfun(@plus, o.data,varargin{3}.data-o.data(t,:));
+ otherwise
+ error('dseries::cumsum: Wrong number of input arguments!')
+end
+
+%@test:1
+%$ % Define a data set.
+%$ A = ones(10,1);
+%$
+%$ % Define names
+%$ A_name = {'A1'};
+%$
+%$ % Instantiate a time series object.
+%$ ts1 = dseries(A,[],A_name,[]);
+%$
+%$ % Call the tested method.
+%$ try
+%$ ts1.cumsum_();
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ % Expected results.
+%$ ts2 = dseries(transpose(1:10), [], A_name, []);
+%$
+%$ % Check the results.
+%$ if t(1)
+%$ t(2) = dassert(ts1.data, ts2.data);
+%$ end
+%$ T = all(t);
+%@eof:1
+
+%@test:2
+%$ % Define a data set.
+%$ A = ones(10,1);
+%$
+%$ % Define names
+%$ A_name = {'A1'};
+%$
+%$ % Instantiate a time series object.
+%$ ts1 = dseries(A,[],A_name,[]);
+%$
+%$ % Call the tested method.
+%$ try
+%$ cumsum_(ts1);
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ % Expected results.
+%$ ts2 = dseries(transpose(1:10), [], A_name, []);
+%$
+%$ % Check the results.
+%$ if t(1)
+%$ t(2) = dassert(ts1.data, ts2.data);
+%$ end
+%$ T = all(t);
+%@eof:2
+
+%@test:3
+%$ % Define a data set.
+%$ A = ones(10,1);
+%$
+%$ % Define names
+%$ A_name = {'A1'};
+%$
+%$ % Instantiate a time series object.
+%$ ts1 = dseries(A,[],A_name,[]);
+%$
+%$ % Call the tested method.
+%$ try
+%$ ts1.cumsum_(dates('3Y'));
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ % Expected results.
+%$ ts2 = dseries([-2; -1; 0; 1; 2; 3; 4; 5; 6; 7], [], A_name, []);
+%$
+%$ % Check the results.
+%$ if t(1)
+%$ t(2) = dassert(ts1.data, ts2.data);
+%$ end
+%$ T = all(t);
+%@eof:3
+
+%@test:4
+%$ % Define a data set.
+%$ A = ones(10,1);
+%$
+%$ % Define names
+%$ A_name = {'A1'};
+%$
+%$ % Instantiate a time series object.
+%$ ts1 = dseries(A,[],A_name,[]);
+%$ ts2 = dseries(pi, [], A_name, []);
+%$
+%$ % Call the tested method.
+%$ try
+%$ ts1.cumsum_(dates('3Y'), ts2);
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ % Expected results.
+%$ ts3 = dseries([-2; -1; 0; 1; 2; 3; 4; 5; 6; 7]+pi, [], A_name, []);
+%$
+%$ % Check the results.
+%$ if t(1)
+%$ t(2) = dassert(ts1.data, ts3.data);
+%$ end
+%$ T = all(t);
+%@eof:4
+
+%@test:5
+%$ % Define a data set.
+%$ A = ones(10,1);
+%$
+%$ % Define names
+%$ A_name = {'A1'};
+%$
+%$ % Instantiate a time series object.
+%$ ts1 = dseries(A,[],A_name,[]);
+%$ ts2 = dseries(pi, [], A_name, []);
+%$
+%$ % Call the tested method.
+%$ try
+%$ ts1.cumsum_(dates('3Y'), ts2);
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ % Expected results.
+%$ ts3 = dseries([-2; -1; 0; 1; 2; 3; 4; 5; 6; 7]+pi, [], A_name, []);
+%$
+%$ % Check the results.
+%$ if t(1)
+%$ t(2) = dassert(ts1.data, ts3.data);
+%$ end
+%$ T = all(t);
+%@eof:5
+
+%@test:6
+%$ % Define a data set.
+%$ A = [NaN, NaN; 1 NaN; 1 1; 1 1; 1 NaN];
+%$
+%$ % Instantiate a time series object.
+%$ ts0 = dseries(A);
+%$
+%$ % Call the tested method.
+%$ try
+%$ ts0.cumsum_();
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ % Expected results.
+%$ A = [NaN NaN; 1 NaN; 2 1; 3 2; 4 NaN];
+%$
+%$ % Check the results.
+%$ if t(1)
+%$ t(2) = dassert(ts0.data, A);
+%$ end
+%$ T = all(t);
+%@eof:6
\ No newline at end of file
diff --git a/src/@dseries/detrend.m b/src/@dseries/detrend.m
index 1a0d3ff99515ccf8af2443a8b8fffaef6d713e09..34b04f80e5e79bf766443fac498927a0ab40fb1e 100644
--- a/src/@dseries/detrend.m
+++ b/src/@dseries/detrend.m
@@ -1,6 +1,15 @@
function o = detrend(o, model) % --*-- Unitary tests --*--
-% Copyright (C) 2014 Dynare Team
+% Detrends a dseries object with a polynomial of order model.
+%
+% INPUTS
+% - o [dseries] time series to be detrended.
+% - model [integer] scalar, order of the fitted polynomial.
+%
+% OUTPUTS
+% - o [dseries] detrended time series.
+
+% Copyright (C) 2014-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -22,89 +31,24 @@ if nargin<2
model = 0;
end
-data = o.data;
-
-if isnumeric(model)
- if isscalar(model) && isint(model)
- switch model
- case 0
- data = demean(data);
- otherwise
- x = NaN(nobs(o), model+1);
- x(:,1) = ones(nobs(o), 1);
- x(:,2) = transpose(1:nobs(o));
- for c=3:model+1
- x(:,c) = x(:,c-1).*x(:,2);
- end
- data = data - x*(x\data);
- end
- else
- error('dseries::detrend: Second argument must be a positive integer scalar!')
- end
-else
- error('dseries::detrend: Second argument must be a positive integer scalar!')
-end
-
-o = dseries(data, o.dates, o.name, o.tex);
+o = copy(o);
+o.detrend_(model);
%@test:1
%$ % Define a dataset.
-%$ a = dseries(randn(1000,3));
+%$ A = ones(3,1);
+%$ a = dseries(A);
%$
-%$ % detrend (default).
%$ try
-%$ b1 = a.detrend();
-%$ t(1) = 1;
+%$ b = a.detrend();
+%$ t(1) = 1;
%$ catch
-%$ t = 0;
+%$ t(1) = 0;
%$ end
%$
-%$ % detrend (constant).
%$ if t(1)
-%$ try
-%$ b2 = a.detrend(0);
-%$ t(2) = 1;
-%$ catch
-%$ t(2) = 0;
-%$ end
+%$ t(2) = max(max(abs(a.data-A)))<1e-12;
%$ end
%$
-%$ % detrend (linear).
-%$ if t(2)
-%$ try
-%$ b3 = a.detrend(1);
-%$ t(3) = 1;
-%$ catch
-%$ t(3) = 0;
-%$ end
-%$ end
-%$
-%$ % detrend (quadratic).
-%$ if t(3)
-%$ try
-%$ b4 = a.detrend(2);
-%$ t(4) = 1;
-%$ catch
-%$ t(4) = 0;
-%$ end
-%$ end
-%$
-%$ % detrend (cubic).
-%$ if t(4)
-%$ try
-%$ b5 = a.detrend(3);
-%$ t(5) = 1;
-%$ catch
-%$ t(5) = 0;
-%$ end
-%$ end
-%$
-%$ if t(5)
-%$ t(6) = dassert(max(mean(b1.data)),0,1e-12);
-%$ t(7) = dassert(max(mean(b2.data)),0,1e-12);
-%$ t(8) = dassert(max(mean(b3.data)),0,1e-12);
-%$ t(9) = dassert(max(mean(b4.data)),0,1e-12);
-%$ t(10) = dassert(max(mean(b5.data)),0,1e-9);
-%$ end
%$ T = all(t);
-%@eof:1
+%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/detrend_.m b/src/@dseries/detrend_.m
new file mode 100644
index 0000000000000000000000000000000000000000..f6bc755eeec6cec946ea2e931400e9296db82fc9
--- /dev/null
+++ b/src/@dseries/detrend_.m
@@ -0,0 +1,139 @@
+function o = detrend_(o, model) % --*-- Unitary tests --*--
+
+% Detrends a dseries object with a polynomial of order model.
+%
+% INPUTS
+% - o [dseries] time series to be detrended.
+% - model [integer] scalar, order of the fitted polynomial.
+%
+% OUTPUTS
+% - o [dseries] detrended time series.
+
+% Copyright (C) 2014-2017 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 <http://www.gnu.org/licenses/>.
+
+% Set default for the order of the polynomial trend (constant).
+if nargin<2
+ model = 0;
+end
+
+if isnumeric(model)
+ if isscalar(model) && isint(model)
+ switch model
+ case 0
+ o.data = demean(o.data);
+ otherwise
+ x = NaN(nobs(o), model+1);
+ x(:,1) = ones(nobs(o), 1);
+ x(:,2) = transpose(1:nobs(o));
+ for c=3:model+1
+ x(:,c) = x(:,c-1).*x(:,2);
+ end
+ o.data = o.data - x*(x\o.data);
+ end
+ else
+ error('dseries::detrend: Second argument must be a positive integer scalar!')
+ end
+else
+ error('dseries::detrend: Second argument must be a positive integer scalar!')
+end
+
+%@test:1
+%$ % Define a dataset.
+%$ a = dseries(randn(1000,3));
+%$
+%$ % detrend (default).
+%$ try
+%$ b = copy(a);
+%$ b1 = b.detrend_();
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ % detrend (constant).
+%$ if t(1)
+%$ try
+%$ b = copy(a);
+%$ b2 = b.detrend_(0);
+%$ t(2) = 1;
+%$ catch
+%$ t(2) = 0;
+%$ end
+%$ end
+%$
+%$ % detrend (linear).
+%$ if t(1) && t(2)
+%$ try
+%$ b = copy(a);
+%$ b3 = b.detrend_(1);
+%$ t(3) = 1;
+%$ catch
+%$ t(3) = 0;
+%$ end
+%$ end
+%$
+%$ % detrend (quadratic).
+%$ if t(1) && t(2) && t(3)
+%$ try
+%$ b = copy(a);
+%$ b4 = b.detrend_(2);
+%$ t(4) = 1;
+%$ catch
+%$ t(4) = 0;
+%$ end
+%$ end
+%$
+%$ % detrend (cubic).
+%$ if t(1) && t(2) && t(3) && t(4)
+%$ try
+%$ b = copy(a);
+%$ b5 = b.detrend_(3);
+%$ t(5) = 1;
+%$ catch
+%$ t(5) = 0;
+%$ end
+%$ end
+%$
+%$ if t(1) && t(2) && t(3) && t(4) && t(5)
+%$ t(6) = dassert(max(mean(b1.data)), 0,1e-12);
+%$ t(7) = dassert(max(mean(b2.data)), 0,1e-12);
+%$ t(8) = dassert(max(mean(b3.data)), 0,1e-12);
+%$ t(9) = dassert(max(mean(b4.data)), 0,1e-12);
+%$ t(10) = dassert(max(mean(b5.data)), 0,1e-9);
+%$ end
+%$ T = all(t);
+%@eof:1
+
+%@test:2
+%$ % Define a dataset.
+%$ A = randn(1000,3);
+%$ a = dseries(randn(1000,3));
+%$
+%$ try
+%$ b = a.detrend_();
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = max(max(abs(a.data-A)))>1e-8;
+%$ end
+%$
+%$ T = all(t);
+%@eof:2
\ No newline at end of file
diff --git a/src/@dseries/disp.m b/src/@dseries/disp.m
index 5bd38f464e997b25ec3fdc661bff2a2900096b19..f4141f82308093afdf674612e1bbbd8f41d1eb51 100644
--- a/src/@dseries/disp.m
+++ b/src/@dseries/disp.m
@@ -1,35 +1,41 @@
-function disp(A)
+function disp(o)
-%@info:
-%! @deftypefn {Function File} disp (@var{A})
-%! @anchor{@dseries/disp}
-%! @sp 1
-%! Overloads the disp method for the Dynare time series class (@ref{dseries}).
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @ @var
-%! @item A
-%! Dynare time series object instantiated by @ref{dseries}.
-%! @end table
-%! @sp 1
-%! @strong{Outputs}
-%! @sp 1
-%! None
-%! @end deftypefn
-%@eod:
+% Overloads disp method.
+%
+% INPUTS
+% - o [dseries] Object to be displayed.
+%
+% OUTPUTS
+% None
-separator = repmat(' | ', nobs(A)+1,1);
+% Copyright (C) 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 <http://www.gnu.org/licenses/>.
+
+separator = repmat(' | ', nobs(o)+1,1);
vspace = ' ';
TABLE = ' ';
-for t=1:nobs(A)
- TABLE = char(TABLE, date2string(A.dates(t)));
+for t=1:nobs(o)
+ TABLE = char(TABLE, date2string(o.dates(t)));
end
-for i = 1:vobs(A)
+for i = 1:vobs(o)
TABLE = horzcat(TABLE,separator);
- tmp = A.name{i};
- for t=1:nobs(A)
- tmp = char(tmp,num2str(A.data(t,i)));
+ tmp = o.name{i};
+ for t=1:nobs(o)
+ tmp = char(tmp,num2str(o.data(t,i)));
end
TABLE = horzcat(TABLE, tmp);
end
diff --git a/src/@dseries/display.m b/src/@dseries/display.m
index d6826a801354b943a64438e15e15982629873f37..bcb4093fdd08d85a3c80f2dfe5486883b8dcf051 100644
--- a/src/@dseries/display.m
+++ b/src/@dseries/display.m
@@ -1,37 +1,48 @@
-function display(A)
-%@info:
-%! @deftypefn {Function File} display (@var{A})
-%! @anchor{@dseries/display}
-%! @sp 1
-%! Overloads the disp method for the Dynare time series class (@ref{dseries}).
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @ @var
-%! @item A
-%! Dynare time series object instantiated by @ref{dseries}.
-%! @end table
-%! @sp 1
-%! @strong{Outputs}
-%! @sp 1
-%! None
-%! @end deftypefn
-%@eod:
+function display(o)
+
+% Overloads display method.
+%
+% INPUTS
+% - o [dseries] Object to be displayed.
+%
+% OUTPUTS
+% None
+%
+% REMARKS
+% Contray to the disp method, the whole dseries object is not displayed if the number of
+% observations is greater than 40 and if the number of variables is greater than 10.
+
+% Copyright (C) 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 <http://www.gnu.org/licenses/>.
vspace = ' ';
TABLE = ' ';
-if vobs(A)<=10
- if nobs(A)<=40
- separator = repmat(' | ', nobs(A)+1,1);
- for t=1:nobs(A)
- TABLE = char(TABLE, date2string(A.dates(t)));
+if vobs(o)<=10
+ if nobs(o)<=40
+ separator = repmat(' | ', nobs(o)+1,1);
+ for t=1:nobs(o)
+ TABLE = char(TABLE, date2string(o.dates(t)));
end
- for i = 1:vobs(A)
+ for i = 1:vobs(o)
TABLE = horzcat(TABLE,separator);
- tmp = A.name{i};
- for t=1:nobs(A)
- tmp = char(tmp,num2str(A.data(t,i)));
+ tmp = o.name{i};
+ for t=1:nobs(o)
+ tmp = char(tmp,num2str(o.data(t,i)));
end
TABLE = horzcat(TABLE, tmp);
end
@@ -39,46 +50,46 @@ if vobs(A)<=10
n = 10;
separator = repmat(' | ',2*n+3,1);
for t=1:n
- TABLE = char(TABLE, date2string(A.dates(t)));
+ TABLE = char(TABLE, date2string(o.dates(t)));
end
TABLE = char(TABLE,vspace);
- for t = nobs(A)-n:nobs(A)
- TABLE = char(TABLE, date2string(A.dates(t)));
+ for t = nobs(o)-n:nobs(o)
+ TABLE = char(TABLE, date2string(o.dates(t)));
end
- for i=1:vobs(A)
+ for i=1:vobs(o)
TABLE = horzcat(TABLE,separator);
- tmp = A.name{i};
+ tmp = o.name{i};
for t=1:10
- tmp = char(tmp,num2str(A.data(t,i)));
+ tmp = char(tmp,num2str(o.data(t,i)));
end
tmp = char(tmp,vspace);
- for t=nobs(A)-10:nobs(A)
- tmp = char(tmp,num2str(A.data(t,i)));
+ for t=nobs(o)-10:nobs(o)
+ tmp = char(tmp,num2str(o.data(t,i)));
end
TABLE = horzcat(TABLE, tmp);
end
end
else
m = 4;
- if nobs(A)<=40
- separator = repmat(' | ', nobs(A)+1,1);
- for t=1:nobs(A)
- TABLE = char(TABLE, date2string(A.dates(t)));
+ if nobs(o)<=40
+ separator = repmat(' | ', nobs(o)+1,1);
+ for t=1:nobs(o)
+ TABLE = char(TABLE, date2string(o.dates(t)));
end
for i = 1:m
TABLE = horzcat(TABLE,separator);
- tmp = A.name{i};
- for t=1:nobs(A)
- tmp = char(tmp,num2str(A.data(t,i)));
+ tmp = o.name{i};
+ for t=1:nobs(o)
+ tmp = char(tmp,num2str(o.data(t,i)));
end
TABLE = horzcat(TABLE, tmp);
end
- TABLE = horzcat(TABLE, separator, repmat(' ... ', nobs(A)+1,1));
- for i = vobs(A)-m+1:vobs(A)
+ TABLE = horzcat(TABLE, separator, repmat(' ... ', nobs(o)+1,1));
+ for i = vobs(o)-m+1:vobs(o)
TABLE = horzcat(TABLE,separator);
- tmp = A.name{i};
- for t=1:nobs(A)
- tmp = char(tmp,num2str(A.data(t,i)));
+ tmp = o.name{i};
+ for t=1:nobs(o)
+ tmp = char(tmp,num2str(o.data(t,i)));
end
TABLE = horzcat(TABLE, tmp);
end
@@ -86,34 +97,34 @@ else
n = 10;
separator = repmat(' | ',2*n+3,1);
for t=1:n
- TABLE = char(TABLE, date2string(A.dates(t)));
+ TABLE = char(TABLE, date2string(o.dates(t)));
end
TABLE = char(TABLE,vspace);
- for t = nobs(A)-n:nobs(A)
- TABLE = char(TABLE, date2string(A.dates(t)));
+ for t = nobs(o)-n:nobs(o)
+ TABLE = char(TABLE, date2string(o.dates(t)));
end
for i=1:m
TABLE = horzcat(TABLE,separator);
- tmp = A.name{i};
+ tmp = o.name{i};
for t=1:10
- tmp = char(tmp,num2str(A.data(t,i)));
+ tmp = char(tmp,num2str(o.data(t,i)));
end
tmp = char(tmp,vspace);
- for t=nobs(A)-10:nobs(A)
- tmp = char(tmp,num2str(A.data(t,i)));
+ for t=nobs(o)-10:nobs(o)
+ tmp = char(tmp,num2str(o.data(t,i)));
end
TABLE = horzcat(TABLE, tmp);
end
TABLE = horzcat(TABLE, separator, repmat(' ... ', 2*n+3,1));
- for i=vobs(A)-m+1:vobs(A)
+ for i=vobs(o)-m+1:vobs(o)
TABLE = horzcat(TABLE,separator);
- tmp = A.name{i};
+ tmp = o.name{i};
for t=1:10
- tmp = char(tmp,num2str(A.data(t,i)));
+ tmp = char(tmp,num2str(o.data(t,i)));
end
tmp = char(tmp,vspace);
- for t=nobs(A)-10:nobs(A)
- tmp = char(tmp,num2str(A.data(t,i)));
+ for t=nobs(o)-10:nobs(o)
+ tmp = char(tmp,num2str(o.data(t,i)));
end
TABLE = horzcat(TABLE, tmp);
end
diff --git a/src/@dseries/end.m b/src/@dseries/end.m
index 8f60971367a15c179134630fbabde65724df11c6..1dc343c61d5818f654b357330f94cae12776fd09 100644
--- a/src/@dseries/end.m
+++ b/src/@dseries/end.m
@@ -1,6 +1,16 @@
function lastIndex = end(o, k, n)
-% Copyright (C) 2014 Dynare Team
+% Overloads the end method.
+%
+% INPUTS
+% - o [dseries]
+% - k [integer]
+% - n [integer]
+%
+% OUTPUTS
+% - lastIndex [integer]
+
+% Copyright (C) 2014-2017 Dynare Team
%
% This file is part of Dynare.
%
diff --git a/src/@dseries/eq.m b/src/@dseries/eq.m
index e60d45e642d7e083d59e6599010348e6b981461a..837bfb2ded86c4eff218b85d31800e6572d9050f 100644
--- a/src/@dseries/eq.m
+++ b/src/@dseries/eq.m
@@ -1,4 +1,4 @@
-function C = eq(A,B) % --*-- Unitary tests --*--
+function b = eq(o, p) % --*-- Unitary tests --*--
% Overloads eq (==) operator.
%
@@ -12,7 +12,7 @@ function C = eq(A,B) % --*-- Unitary tests --*--
% REMARKS
% If the number of variables, the number of observations or the frequencies are different in A and B, the function returns a zero scalar.
-% Copyright (C) 2013 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -33,35 +33,35 @@ if nargin~=2
error('dseries::eq: I need exactly two input arguments!')
end
-if ~(isdseries(A) && isdseries(B))
+if ~(isdseries(o) && isdseries(p))
error('dseries::eq: Both input arguments must be dseries objects!')
end
-if ~isequal(nobs(A), nobs(B))
+if ~isequal(nobs(o), nobs(p))
warning('dseries::eq: Both input arguments should have the same number of observations!')
- C = 0;
+ b = 0;
return
end
-if ~isequal(vobs(A), vobs(B))
+if ~isequal(vobs(o), vobs(p))
warning('dseries::eq: Both input arguments should have the same number of observations!')
- C = 0;
+ b = 0;
return
end
-if ~isequal(frequency(A),frequency(B))
+if ~isequal(frequency(o),frequency(p))
warning('dseries::eq: Both input arguments should have the same frequencies!')
- C = 0;
+ b = 0;
return
end
-if ~isequal(firstdate(A),firstdate(B))
+if ~isequal(firstdate(o),firstdate(p))
warning('dseries::eq: Both input arguments should have the same initial period!')
- C = 0;
+ b = 0;
return
end
-C = eq(A.data, B.data);
+b = eq(o.data, p.data);
%@test:1
%$ % Define a datasets.
diff --git a/src/@dseries/extract.m b/src/@dseries/extract.m
index f50899a1ff3f7a701c30e26f67b8710552192722..640eeee29672022bccaae7b11eb2be4467480536 100644
--- a/src/@dseries/extract.m
+++ b/src/@dseries/extract.m
@@ -1,8 +1,8 @@
-function A = extract(B,varargin) % --*-- Unitary tests --*--
+function p = extract(o, varargin) % --*-- Unitary tests --*--
% Extract some variables from a database.
-% Copyright (C) 2012-2016 Dynare Team
+% Copyright (C) 2012-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -19,7 +19,7 @@ function A = extract(B,varargin) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-A = dseries();
+p = dseries();
% Get the names of the variables to be extracted from dseries object B.
VariableName_ = {};
@@ -42,9 +42,9 @@ for i=1:nargin-1
end
% Update the list of variables.
if length(idArobase)
- VariableName_ = build_list_of_variables_with_loops(B.name, idArobase, VariableName, VariableName_);
+ VariableName_ = build_list_of_variables_with_loops(o.name, idArobase, VariableName, VariableName_);
elseif length(idBracket.open)
- VariableName_ = build_list_of_variables_with_regexp(B.name, idBracket, VariableName, VariableName_);
+ VariableName_ = build_list_of_variables_with_regexp(o.name, idBracket, VariableName, VariableName_);
else
VariableName_ = varargin(:);
end
@@ -56,17 +56,17 @@ VariableName_ = strtrim(VariableName_);
% Get indices of the selected variables
idVariableName = NaN(length(VariableName_),1);
for i = 1:length(idVariableName)
- idx = find(strcmp(VariableName_{i},B.name));
+ idx = find(strcmp(VariableName_{i},o.name));
if isempty(idx)
error(['dseries::extract: Variable ' VariableName_{i} ' is not a member of ' inputname(1) '!'])
end
idVariableName(i) = idx;
end
-A.data = B.data(:,idVariableName);
-A.dates = B.dates;
-A.name = B.name(idVariableName);
-A.tex = B.tex(idVariableName);
+p.data = o.data(:,idVariableName);
+p.dates = o.dates;
+p.name = o.name(idVariableName);
+p.tex = o.tex(idVariableName);
%@test:1
diff --git a/src/@dseries/firstobservedperiod.m b/src/@dseries/firstobservedperiod.m
index 1f5b287af51a6b60dda6b2670772b2d1d562b1da..fb980f6bfa47b2583a5ac4832276702337668541 100644
--- a/src/@dseries/firstobservedperiod.m
+++ b/src/@dseries/firstobservedperiod.m
@@ -6,9 +6,9 @@ function d = firstobservedperiod(o) % --*-- Unitary tests --*--
% - o [dseries] with N variables and T periods.
%
% OUTPUTS
-% - b [dates] First period where the N variables are observed (without NaNs).
+% - d [dates] First period where the N variables are observed (without NaNs).
-% Copyright (C) 2016 Dynare Team
+% Copyright (C) 2016-2017 Dynare Team
%
% This file is part of Dynare.
%
diff --git a/src/@dseries/frequency.m b/src/@dseries/frequency.m
index c2befb5477059cc992cc9f2fb4d0efd95f9fb892..ba4950f21905da5b4f35e482fdb699f2945b4b24 100644
--- a/src/@dseries/frequency.m
+++ b/src/@dseries/frequency.m
@@ -1,6 +1,14 @@
function f = frequency(o)
-% Copyright (C) 2014 Dynare Team
+% Returns the frequency of a dseries object.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUPUTS
+% - f [integer] 1 (annual), 4 (quarterly), 12 (monthly)
+
+% Copyright (C) 2014-2017 Dynare Team
%
% This file is part of Dynare.
%
diff --git a/src/@dseries/horzcat.m b/src/@dseries/horzcat.m
index 6191e16bd46251d495d8acf4888eec947b32d475..5722922b32879feac758b930b8b336ccb72f266f 100644
--- a/src/@dseries/horzcat.m
+++ b/src/@dseries/horzcat.m
@@ -1,26 +1,26 @@
-function B = horzcat(varargin) % --*-- Unitary tests --*--
+function o = horzcat(varargin) % --*-- Unitary tests --*--
% Overloads horzcat method for dseries objects.
%
% INPUTS
-% o A1 dseries object.
-% o A2 dseries object.
+% o o1 dseries object.
+% o o2 dseries object.
% o ...
%
% OUTPUTS
-% o B dseries object.
+% o o dseries object.
%
% EXAMPLE 1
-% If A, B and C are dseries objects the following syntax:
+% If o1, o2 and o3 are dseries objects the following syntax:
%
-% D = [A, B, C] ;
+% o = [o1, o2, o3] ;
%
-% Defines a dseries object D containing the variables appearing in A, B and C.
+% defines a dseries object o containing the variables appearing in o1, o2 and o3.
%
% REMARKS
-% o A1, A2, ... must not have common variables.
+% o o1, o2, ... must not have common variables.
-% Copyright (C) 2011-2013 Dynare Team
+% Copyright (C) 2011-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -39,18 +39,18 @@ function B = horzcat(varargin) % --*-- Unitary tests --*--
switch nargin
case 0
- B = dseries();
+ o = dseries();
case 1
- B = varargin{1};
+ o = varargin{1};
otherwise
- B = concatenate(varargin{1}, varargin{2});
+ o = concatenate(varargin{1}, varargin{2});
if nargin>2
- B = horzcat(B, varargin{3:end});
+ o = horzcat(o, varargin{3:end});
end
end
function a = concatenate(b,c)
- [n,message] = common_strings_in_cell_arrays(b.name,c.name);
+ [n,message] = common_strings_in_cell_arrays(b.name, c.name);
if isempty(b)
a = c;
return
diff --git a/src/@dseries/hpcycle.m b/src/@dseries/hpcycle.m
index 90dd65303f5bee08361c36fecea3c43d3f614d75..5461b0b1912d3329e8816cc00d781cb413bcc8b4 100644
--- a/src/@dseries/hpcycle.m
+++ b/src/@dseries/hpcycle.m
@@ -1,17 +1,15 @@
-function ts = hpcycle(ts, lambda) % --*-- Unitary tests --*--
+function o = hpcycle(o, lambda) % --*-- Unitary tests --*--
-% ts = hpcycle(ts, lambda)
-%
% Extracts the cycle component from a dseries object using Hodrick Prescott filter.
%
% INPUTS
-% o ts dseries object.
-% o lambda positive scalar, trend smoothness parameter.
+% - o [dseries] Original time series.
+% - lambda [double] scalar, trend smoothness parameter.
%
% OUTPUTS
-% o ts dseries object, with time series replaced by the cyclical component of the original time series.
+% - o [dseries] Cyclical component of the original time series.
-% Copyright (C) 2013 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -34,62 +32,24 @@ if nargin>1
end
else
lambda = [];
-end
-
-for i=1:vobs(ts)
- ts.name(i) = {['hpcycle(' ts.name{i} ')']};
- ts.tex(i) = {['\text{hpcycle}(' ts.tex{i} ')']};
end
-[junk, data] = sample_hp_filter(ts.data,lambda);
-ts.data = data;
+o = copy(o);
+o.hpcycle_(lambda);
%@test:1
-%$ plot_flag = 0;
-%$
-%$ % Create a dataset.
-%$ e = .2*randn(200,1);
-%$ u = randn(200,1);
-%$ stochastic_trend = cumsum(e);
-%$ deterministic_trend = .1*transpose(1:200);
-%$ x = zeros(200,1);
-%$ for i=2:200
-%$ x(i) = .9*x(i-1) + e(i);
-%$ end
-%$ y = x + stochastic_trend + deterministic_trend;
+%$ d = randn(100,1);
+%$ o = dseries(d);
%$
-%$ % Test the routine.
%$ try
-%$ ts0 = dseries(y,'1950Q1');
-%$ ts1 = dseries(x,'1950Q1');
-%$ ts2 = ts0.hpcycle();
+%$ p = o.hpcycle();
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
-%$ t(2) = dassert(ts2.freq,4);
-%$ t(3) = dassert(ts2.init.freq,4);
-%$ t(4) = dassert(ts2.init.time,[1950, 1]);
-%$ t(5) = dassert(ts2.vobs,1);
-%$ t(6) = dassert(ts2.nobs,200);
-%$ end
-%$
-%$ % Show results
-%$ if plot_flag
-%$ plot(ts1.data,'-k'); % Plot of the stationary component.
-%$ hold on
-%$ plot(ts2.data,'--r'); % Plot of the filtered y.
-%$ hold off
-%$ axis tight
-%$ id = get(gca,'XTick');
-%$ set(gca,'XTickLabel',strings(ts1.dates(id)));
-%$ legend({'Stationary component of y', 'Filtered y'})
-%$ print('-depsc2','../doc/dynare.plots/HPCycle.eps')
-%$ system('convert -density 300 ../doc/dynare.plots/HPCycle.eps ../doc/dynare.plots/HPCycle.png');
-%$ system('convert -density 300 ../doc/dynare.plots/HPCycle.eps ../doc/dynare.plots/HPCycle.pdf');
-%$ system('convert -density 300 ../doc/dynare.plots/HPCycle.eps ../doc/dynare.plots/HPCycle.jpg');
+%$ t(2) = dassert(o.data,d);
%$ end
%$
%$ T = all(t);
diff --git a/src/@dseries/hpcycle_.m b/src/@dseries/hpcycle_.m
new file mode 100644
index 0000000000000000000000000000000000000000..5437b0aea3ba150e906a18b2b1d80df89b62df35
--- /dev/null
+++ b/src/@dseries/hpcycle_.m
@@ -0,0 +1,94 @@
+function o = hpcycle_(o, lambda) % --*-- Unitary tests --*--
+
+% Extracts the cycle component from a dseries object using Hodrick Prescott filter.
+%
+% INPUTS
+% - o [dseries] Original time series.
+% - lambda [double] scalar, trend smoothness parameter.
+%
+% OUTPUTS
+% - o [dseries] Cyclical component of the original time series.
+
+% Copyright (C) 2013-2017 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 <http://www.gnu.org/licenses/>.
+
+if nargin>1
+ if lambda<=0
+ error(['dseries::hpcycle: Lambda must be a positive integer!'])
+ end
+else
+ lambda = [];
+end
+
+for i=1:vobs(o)
+ o.name(i) = {['hpcycle(' o.name{i} ')']};
+ o.tex(i) = {['\text{hpcycle}(' o.tex{i} ')']};
+end
+
+[junk, data] = sample_hp_filter(o.data,lambda);
+o.data = data;
+
+%@test:1
+%$ plot_flag = false;
+%$
+%$ % Create a dataset.
+%$ e = .2*randn(200,1);
+%$ u = randn(200,1);
+%$ stochastic_trend = cumsum(e);
+%$ deterministic_trend = .1*transpose(1:200);
+%$ x = zeros(200,1);
+%$ for i=2:200
+%$ x(i) = .9*x(i-1) + e(i);
+%$ end
+%$ y = x + stochastic_trend + deterministic_trend;
+%$
+%$ % Test the routine.
+%$ try
+%$ ts0 = dseries(y,'1950Q1');
+%$ ts1 = dseries(x,'1950Q1');
+%$ ts0.hpcycle_();
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(ts0.freq,4);
+%$ t(3) = dassert(ts0.init.freq,4);
+%$ t(4) = dassert(ts0.init.time,[1950, 1]);
+%$ t(5) = dassert(ts0.vobs,1);
+%$ t(6) = dassert(ts0.nobs,200);
+%$ end
+%$
+%$ % Show results
+%$ if plot_flag
+%$ plot(ts1.data,'-k'); % Plot of the stationary component.
+%$ hold on
+%$ plot(ts0.data,'--r'); % Plot of the filtered y.
+%$ hold off
+%$ axis tight
+%$ id = get(gca,'XTick');
+%$ set(gca,'XTickLabel',strings(ts1.dates(id)));
+%$ legend({'Stationary component of y', 'Filtered y'})
+%$ print('-depsc2','../doc/dynare.plots/HPCycle.eps')
+%$ system('convert -density 300 ../doc/dynare.plots/HPCycle.eps ../doc/dynare.plots/HPCycle.png');
+%$ system('convert -density 300 ../doc/dynare.plots/HPCycle.eps ../doc/dynare.plots/HPCycle.pdf');
+%$ system('convert -density 300 ../doc/dynare.plots/HPCycle.eps ../doc/dynare.plots/HPCycle.jpg');
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/hptrend.m b/src/@dseries/hptrend.m
index 6c699f9222672c286c379e977648781f3935f181..bb07d5a33c8791b72b60e9871aacc7d987eeb5b8 100644
--- a/src/@dseries/hptrend.m
+++ b/src/@dseries/hptrend.m
@@ -1,17 +1,15 @@
-function ts = hptrend(ts, lambda) % --*-- Unitary tests --*--
+function o = hptrend_(o, lambda) % --*-- Unitary tests --*--
-% ts = hptrend(ts, lambda)
-%
% Extracts the trend component from a dseries object using Hodrick Prescott filter.
%
% INPUTS
-% o ts dseries object.
-% o lambda positive scalar, trend smoothness parameter.
+% - o [dseries] Original time series.
+% - lambda [double] scalar, trend smoothness parameter.
%
% OUTPUTS
-% o ts dseries object, with time series replaced by the trend component of the original time series.
+% - o [dseries] Trend component of the original time series.
-% Copyright (C) 2013 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -36,59 +34,23 @@ else
lambda = [];
end
-for i=1:vobs(ts)
- ts.name(i) = {['hptrend(' ts.name{i} ')']};
- ts.tex(i) = {['\text{hptrend}(' ts.tex{i} ')']};
-end
-
-ts.data = sample_hp_filter(ts.data,lambda);
+o = copy(o);
+o.hptrend_(lambda);
%@test:1
-%$ plot_flag = 0;
+%$ d = randn(100,1);
+%$ o = dseries(d);
%$
-%$ % Create a dataset.
-%$ e = .2*randn(200,1);
-%$ u = randn(200,1);
-%$ stochastic_trend = cumsum(e);
-%$ deterministic_trend = .1*transpose(1:200);
-%$ x = zeros(200,1);
-%$ for i=2:200
-%$ x(i) = .75*x(i-1) + e(i);
-%$ end
-%$ y = x + stochastic_trend + deterministic_trend;
-%$
-%$ % Test the routine.
%$ try
-%$ ts0 = dseries(y,'1950Q1');
-%$ ts1 = dseries(stochastic_trend+deterministic_trend,'1950Q1');
-%$ ts2 = ts0.hptrend(1600);
+%$ p = o.hptrend();
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
-%$ t(2) = dassert(ts2.freq,4);
-%$ t(3) = dassert(ts2.init.freq,4);
-%$ t(4) = dassert(ts2.init.time,[1950, 1]);
-%$ t(5) = dassert(ts2.vobs,1);
-%$ t(6) = dassert(ts2.nobs,200);
+%$ t(2) = dassert(o.data,d);
%$ end
%$
-%$ % Show results
-%$ if plot_flag
-%$ plot(ts1.data,'-k'); % Plot of the stationary component.
-%$ hold on
-%$ plot(ts2.data,'--r'); % Plot of the filtered y.
-%$ hold off
-%$ axis tight
-%$ id = get(gca,'XTick');
-%$ set(gca,'XTickLabel',strings(ts1.dates(id)));
-%$ legend({'Nonstationary component of y', 'Estimated trend of y'})
-%$ print('-depsc2','../doc/dynare.plots/HPTrend.eps')
-%$ system('convert -density 300 ../doc/dynare.plots/HPTrend.eps ../doc/dynare.plots/HPTrend.png');
-%$ system('convert -density 300 ../doc/dynare.plots/HPTrend.eps ../doc/dynare.plots/HPTrend.pdf');
-%$ system('convert -density 300 ../doc/dynare.plots/HPTrend.eps ../doc/dynare.plots/HPTrend.jpg');
-%$ end
%$ T = all(t);
%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/hptrend_.m b/src/@dseries/hptrend_.m
new file mode 100644
index 0000000000000000000000000000000000000000..80742f18de3cd64517f8e76772adb9ab1231a17a
--- /dev/null
+++ b/src/@dseries/hptrend_.m
@@ -0,0 +1,92 @@
+function o = hptrend_(o, lambda) % --*-- Unitary tests --*--
+
+% Extracts the trend component from a dseries object using Hodrick Prescott filter.
+%
+% INPUTS
+% - o [dseries] Original time series.
+% - lambda [double] scalar, trend smoothness parameter.
+%
+% OUTPUTS
+% - o [dseries] Trend component of the original time series.
+
+% Copyright (C) 2013-2017 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 <http://www.gnu.org/licenses/>.
+
+if nargin>1
+ if lambda<=0
+ error(['dseries::hptrend: Lambda must be a positive integer!'])
+ end
+else
+ lambda = [];
+end
+
+for i=1:vobs(o)
+ o.name(i) = {['hptrend(' o.name{i} ')']};
+ o.tex(i) = {['\text{hptrend}(' o.tex{i} ')']};
+end
+
+o.data = sample_hp_filter(o.data, lambda);
+
+%@test:1
+%$ plot_flag = 0;
+%$
+%$ % Create a dataset.
+%$ e = .2*randn(200,1);
+%$ u = randn(200,1);
+%$ stochastic_trend = cumsum(e);
+%$ deterministic_trend = .1*transpose(1:200);
+%$ x = zeros(200,1);
+%$ for i=2:200
+%$ x(i) = .75*x(i-1) + e(i);
+%$ end
+%$ y = x + stochastic_trend + deterministic_trend;
+%$
+%$ % Test the routine.
+%$ try
+%$ ts0 = dseries(y,'1950Q1');
+%$ ts1 = dseries(stochastic_trend+deterministic_trend,'1950Q1');
+%$ ts0.hptrend(1600);
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(ts0.freq,4);
+%$ t(3) = dassert(ts0.init.freq,4);
+%$ t(4) = dassert(ts0.init.time,[1950, 1]);
+%$ t(5) = dassert(ts0.vobs,1);
+%$ t(6) = dassert(ts0.nobs,200);
+%$ end
+%$
+%$ % Show results
+%$ if plot_flag
+%$ plot(ts1.data,'-k'); % Plot of the stationary component.
+%$ hold on
+%$ plot(ts2.data,'--r'); % Plot of the filtered y.
+%$ hold off
+%$ axis tight
+%$ id = get(gca,'XTick');
+%$ set(gca,'XTickLabel',strings(ts1.dates(id)));
+%$ legend({'Nonstationary component of y', 'Estimated trend of y'})
+%$ print('-depsc2','../doc/dynare.plots/HPTrend.eps')
+%$ system('convert -density 300 ../doc/dynare.plots/HPTrend.eps ../doc/dynare.plots/HPTrend.png');
+%$ system('convert -density 300 ../doc/dynare.plots/HPTrend.eps ../doc/dynare.plots/HPTrend.pdf');
+%$ system('convert -density 300 ../doc/dynare.plots/HPTrend.eps ../doc/dynare.plots/HPTrend.jpg');
+%$ end
+%$ T = all(t);
+%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/insert.m b/src/@dseries/insert.m
index a6f17eafdcbafab4fcdb18691f731f5dd27c602d..b83b4a6ef1ef53c7aa2c4fd90eecd00452ee22fd 100644
--- a/src/@dseries/insert.m
+++ b/src/@dseries/insert.m
@@ -1,35 +1,16 @@
-function ts = insert(ts,us,id) % --*-- Unitary tests --*--
+function o = insert(o, p, id) % --*-- Unitary tests --*--
-% Add a variable in a dseries object.
-
-%@info:
-%! @deftypefn {Function File} {@var{ts} =} insert (@var{ts}, @var{us}, @var{id})
-%! @anchor{dseries/insert}
-%! @sp 1
-%! Insert method for the dseries class. Insert new variables (@var{us}) in a dseries object (@var{ts}) at
-%! positions @var{id}.
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @ @var
-%! @item ts
-%! Object instantiated by @ref{dseries}.
-%! @item us
-%! Object instantiated by @ref{dseries}.
-%! @item id
-%! vector of integers.
-%! @end table
-%! @sp 2
-%! @strong{Outputs}
-%! @sp 1
-%! @table @ @var
-%! @item ts
-%! Object instantiated by @ref{dseries}, without variable (@var{a}).
-%! @end table
-%! @end deftypefn
-%@eod:
+% Adds a variable in a dseries object.
+%
+% INPUTS
+% - o [dseries]
+% - p [dseries]
+% - id [integer] vector of indices.
+%
+% OUTPUTS
+% - o [dseries]
-% Copyright (C) 2013 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -46,31 +27,34 @@ function ts = insert(ts,us,id) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-[n,message] = common_strings_in_cell_arrays(ts.name,us.name);
+[n, message] = common_strings_in_cell_arrays(o.name, p.name);
if n
error(['dseries::insert: Variable(s) ' message ' already exist in ''' inputname(1) '''!'])
end
-if ~isequal(frequency(ts),frequency(us))
+if ~isequal(frequency(o),frequency(p))
error(['dseries::insert: ''' inputname(1) ''' and ''' inputname(2) ''' dseries objects must have common frequencies!'])
end
-[ts,us] = align(ts, us);
+% Keep the second input argument constant.
+p = copy(p);
+
+[o, p] = align(o, p);
n = length(id);
if n>1
[id, jd] = sort(id);
- us.data = us.data(:,jd);
- us.name = us.name(jd);
- us.tex = us.tex(jd);
+ p.data = p.data(:,jd);
+ p.name = p.name(jd);
+ p.tex = p.tex(jd);
end
for i=1:n
- ts.data = insert_column_vector_in_a_matrix(ts.data,us.data(:,i),id(i));
- ts.name = insert_object_in_a_one_dimensional_cell_array(ts.name,us.name{i},id(i));
- ts.tex = insert_object_in_a_one_dimensional_cell_array(ts.tex,us.tex{i},id(i));
+ o.data = insert_column_vector_in_a_matrix(o.data, p.data(:,i),id(i));
+ o.name = insert_object_in_a_one_dimensional_cell_array(o.name, p.name{i}, id(i));
+ o.tex = insert_object_in_a_one_dimensional_cell_array(o.tex, p.tex{i}, id(i));
id = id+1;
end
@@ -104,4 +88,37 @@ end
%$ t(4) = dassert(ts1.data,[eB(:,1), A(:,1), eB(:,2), A(:,2:3)], 1e-15);
%$ end
%$ T = all(t);
-%@eof:1
\ No newline at end of file
+%@eof:1
+
+%@test:2
+%$ % Define a datasets.
+%$ A = rand(10,3); B = rand(5,2);
+%$
+%$ % Define names.
+%$ A_name = {'A1'; 'A2';'A3'};
+%$ B_name = {'B1'; 'B2'};
+%$
+%$ % Define initial dates.
+%$ A_init = '1950Q1';
+%$ B_init = '1950Q3';
+%$
+%$ % Instantiate two dseries objects.
+%$ ts1 = dseries(A, A_init, A_name,[]);
+%$ ts2 = dseries(B, B_init, B_name,[]);
+%$
+%$ try
+%$ ts1.insert(ts2,[1,2]);
+%$ t(1) = 1;
+%$ catch
+%$ t = 0;
+%$ end
+%$
+%$ if length(t)>1
+%$ t(2) = dassert(ts1.vobs,{'B1';'A1';'B2';'A3'});
+%$ t(3) = dassert(ts1.nobs,10);
+%$ eB = [NaN(2,2); B; NaN(3,2)];
+%$ t(4) = dassert(ts1.data,[eB(:,1), A(:,1), eB(:,2), A(:,2:3)], 1e-15);
+%$ t(5) = dassert(ts2.data, B);
+%$ end
+%$ T = all(t);
+%@eof:2
\ No newline at end of file
diff --git a/src/@dseries/isempty.m b/src/@dseries/isempty.m
index 5df634e46ee8ab8a70499adf1b3d79950c281f98..f54f2c436d510e6a43d9b01c2c7660f431caab5d 100644
--- a/src/@dseries/isempty.m
+++ b/src/@dseries/isempty.m
@@ -1,26 +1,14 @@
-function b = isempty(A)
-%@info:
-%! @deftypefn {Function File} {@var{b} =} isempty (@var{A})
-%! @anchor{@dseries/isempty}
-%! @sp 1
-%! Overloads the isempty function for the Dynare time series class (@ref{dseries}).
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @ @var
-%! @item 1
-%! Dynare time series object instantiated by @ref{dseries}.
-%! @end table
-%! @sp 1
-%! @strong{Outputs}
-%! @sp 1
-%! @table @ @var
-%! @item b
-%! Scalar integer (0 or 1).
-%! @end deftypefn
-%@eod:
+function b = isempty(o)
-% Copyright (C) 2011-2012 Dynare Team
+% Overloads isempty method.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - b [logical]
+
+% Copyright (C) 2011-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -37,4 +25,4 @@ function b = isempty(A)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-b = isempty(A.data);
\ No newline at end of file
+b = isempty(o.data);
\ No newline at end of file
diff --git a/src/@dseries/isequal.m b/src/@dseries/isequal.m
index 8a3c99a37afdae16e20d3287ab2e784f8f2d41f7..e6bfc61b3a37fec32d51f1196034db8085b5df3f 100644
--- a/src/@dseries/isequal.m
+++ b/src/@dseries/isequal.m
@@ -1,16 +1,16 @@
-function C = isequal(A, B, tol)
+function b = isequal(o, p, tol)
% Overloads the isequal Matlab/Octave's function.
%
% INPUTS
-% o A dseries object (T periods, N variables).
-% o B dseries object (T periods, N variables).
-% o tol tolerance parameter.
+% - o [dseries] T periods, N variables.
+% - p [dseries] T periods, N variables.
+% - tol [double] tolerance parameter.
%
% OUTPUTS
-% o C Integer scalar equal to zero or one.
+% o b [logical]
-% Copyright (C) 2013 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -31,40 +31,40 @@ if nargin~=2
error('dseries::isequal: I need exactly two input arguments!')
end
-if ~isdseries(B)
+if ~isdseries(p)
error('dseries::isequal: Both input arguments must be dseries objects!')
end
-if ~isequal(nobs(A), nobs(B))
- C = 0;
+if ~isequal(nobs(o), nobs(p))
+ b = 0;
return
end
-if ~isequal(vobs(A), vobs(B))
- C = 0;
+if ~isequal(vobs(o), vobs(p))
+ b = 0;
return
end
-if ~isequal(frequency(A),frequency(B))
- C = 0;
+if ~isequal(frequency(o), frequency(p))
+ b = 0;
return
end
-if ~isequal(A.dates,B.dates)
- C = 0;
+if ~isequal(o.dates, p.dates)
+ b = 0;
return
end
-if ~isequal(A.name,B.name)
+if ~isequal(o.name, p.name)
warning('dseries::isequal: Both input arguments do not have the same variables!')
end
-if ~isequal(A.tex,B.tex)
+if ~isequal(o.tex, p.tex)
warning('dseries::isequal: Both input arguments do not have the same tex names!')
end
if nargin<3
- C = isequal(A.data, B.data);
+ b = isequal(o.data, p.data);
else
- C = ~(max(abs(A.data(:)-B.data(:)))>tol);
+ b = ~(max(abs(o.data(:)-p.data(:)))>tol);
end
\ No newline at end of file
diff --git a/src/@dseries/lag.m b/src/@dseries/lag.m
index 97489c7c8724a66e77cebddf62841d9a1def48a3..8a02c9da532b5734b060d2e02de16d081972bea6 100644
--- a/src/@dseries/lag.m
+++ b/src/@dseries/lag.m
@@ -1,4 +1,4 @@
-function q = lag(o, p) % --*-- Unitary tests --*--
+function o = lag(o, p) % --*-- Unitary tests --*--
% Returns a lagged time series
%
@@ -45,29 +45,10 @@ if nargin<2
p = 1;
end
-% Check second input argument
-if p<=0
- error('dseries:WrongInputArguments','Second input argument must be strictly positive! Use lead method instead.')
-end
-
-if ~isint(p)
- error('dseries:WrongInputArguments','Second input argument must be an integer!')
-end
-
-% Copy of ts dseries object
-q = copy(o);
-
-% Update data member
-q.data = [NaN(p, vobs(o)); q.data(1:end-p,:)];
-
-for i=1:vobs(o)
- q.name(i) = {[ 'lag(' o.name{i} ',' int2str(p) ')']};
- q.tex(i) = {[ o.tex{i} '_{-' int2str(p) '}']};
-end
+o = copy(o);
+o.lag_(p);
%@test:1
-%$ t = zeros(4,1);
-%$
%$ try
%$ data = transpose(0:1:50);
%$ ts = dseries(data,'1950Q1');
diff --git a/src/@dseries/lag_.m b/src/@dseries/lag_.m
new file mode 100644
index 0000000000000000000000000000000000000000..d8925d865f9b5c1527969b725372e2c0b7697663
--- /dev/null
+++ b/src/@dseries/lag_.m
@@ -0,0 +1,81 @@
+function o = lag(o, p) % --*-- Unitary tests --*--
+
+% Returns a lagged time series
+%
+% INPUTS
+% - o [dseries]
+% - p [integer] Number of lags
+%
+% OUTPUTS
+% - o [dseries]
+%
+% EXAMPLE
+% Define a dseries object as follows:
+%
+% >> o = dseries(transpose(1:5))
+%
+% then o.lag(1) returns
+%
+% | lag(Variable_1,1)
+% 1Y | NaN
+% 2Y | 1
+% 3Y | 2
+% 4Y | 3
+% 5Y | 4
+
+% Copyright (C) 2013-2016 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 <http://www.gnu.org/licenses/>.
+
+% Set default number of lags
+if nargin<2
+ p = 1;
+end
+
+% Check second input argument
+if p<=0
+ error('dseries:WrongInputArguments','Second input argument must be strictly positive! Use lead method instead.')
+end
+
+if ~isint(p)
+ error('dseries:WrongInputArguments','Second input argument must be an integer!')
+end
+
+% Update data member
+o.data = [NaN(p, vobs(o)); o.data(1:end-p,:)];
+
+for i=1:vobs(o)
+ o.name(i) = {[ 'lag(' o.name{i} ',' int2str(p) ')']};
+ o.tex(i) = {[ o.tex{i} '_{-' int2str(p) '}']};
+end
+
+%@test:1
+%$ try
+%$ data = transpose(0:1:50);
+%$ ts = dseries(data,'1950Q1');
+%$ ts.lag_();
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ DATA = [NaN(1,ts.vobs); transpose(0:1:49)];
+%$ t(2) = dassert(ts.data,DATA,1e-15);
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/lastdate.m b/src/@dseries/lastdate.m
index 972a70e1899f3ea255d10db1522466c0da7e21d3..30f9bedc8ea12ae92697a0e112a1593aa49a9bc9 100644
--- a/src/@dseries/lastdate.m
+++ b/src/@dseries/lastdate.m
@@ -1,6 +1,14 @@
function l = lastdate(o)
-% Copyright (C) 2014 Dynare Team
+% Returns last period of teh sample.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - l [dates]
+
+% Copyright (C) 2014-2017 Dynare Team
%
% This file is part of Dynare.
%
diff --git a/src/@dseries/lead.m b/src/@dseries/lead.m
index baa7f2bf285c252874ed4c1cd59ca07e3e78088c..3ac0b0fe508fdb8da4d82a23b93aa7329cc34530 100644
--- a/src/@dseries/lead.m
+++ b/src/@dseries/lead.m
@@ -1,4 +1,4 @@
-function q = lead(o, p) % --*-- Unitary tests --*--
+function o = lead(o, p) % --*-- Unitary tests --*--
% Returns a lagged time series
%
@@ -23,7 +23,7 @@ function q = lead(o, p) % --*-- Unitary tests --*--
% 4Y | 5
% 5Y | NaN
-% Copyright (C) 2013-2016 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -45,25 +45,8 @@ if nargin<2
p = 1;
end
-% Check second input argument
-if p<=0
- error('dseries:WrongInputArguments','Second input argument must be strictly positive! Use lag method instead.')
-end
-
-if ~isint(p)
- error('dseries:WrongInputArguments','Second input argument must be an integer!')
-end
-
-% Copy of ts dseries object
-q = copy(o);
-
-% Update data member
-q.data = [ o.data(p+1:end,:); NaN(p, vobs(o));];
-
-for i=1:vobs(o)
- q.name(i) = {[ 'lead(' q.name{i} ',' int2str(p) ')']};
- q.tex(i) = {[ q.tex{i} '_{+' int2str(p) '}']};
-end
+o = copy(o);
+o.lead_(p);
%@test:1
%$ try
diff --git a/src/@dseries/lead_.m b/src/@dseries/lead_.m
new file mode 100644
index 0000000000000000000000000000000000000000..b9192e43371729d3dcb181c3cf0fc5c66d7f062f
--- /dev/null
+++ b/src/@dseries/lead_.m
@@ -0,0 +1,98 @@
+function o = lead_(o, p) % --*-- Unitary tests --*--
+
+% Returns a leaded time series
+%
+% INPUTS
+% - o [dseries]
+% - p [integer] Number of leads
+%
+% OUTPUTS
+% - o [dseries]
+%
+% EXAMPLE
+% Define a dseries object as follows:
+%
+% >> o = dseries(transpose(1:5))
+%
+% then o.lag(1) returns
+%
+% | lead(Variable_1,1)
+% 1Y | 2
+% 2Y | 3
+% 3Y | 4
+% 4Y | 5
+% 5Y | NaN
+
+% Copyright (C) 2013-2017 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 <http://www.gnu.org/licenses/>.
+
+% Set default number of leads
+if nargin<2
+ p = 1;
+end
+
+% Check second input argument
+if p<=0
+ error('dseries:WrongInputArguments','Second input argument must be strictly positive! Use lag method instead.')
+end
+
+if ~isint(p)
+ error('dseries:WrongInputArguments','Second input argument must be an integer!')
+end
+
+% Update data member
+o.data = [ o.data(p+1:end,:); NaN(p, vobs(o));];
+
+for i=1:vobs(o)
+ o.name(i) = {[ 'lead(' o.name{i} ',' int2str(p) ')']};
+ o.tex(i) = {[ o.tex{i} '_{+' int2str(p) '}']};
+end
+
+%@test:1
+%$ try
+%$ data = transpose(1:50);
+%$ ts = dseries(data,'1950Q1');
+%$ ts.lead_;
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$ if t(1)
+%$ DATA = [data(2:end); NaN(1)];
+%$ t(2) = dassert(ts.data, DATA, 1e-15);
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
+
+%@test:2
+%$ try
+%$ data = transpose(1:50);
+%$ ts = dseries(data,'1950Q1');
+%$ ts.lead_.lead_;
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = all(isnan(ts.data(end-1:end))) && isequal(ts.data(1:end-2), data(3:end));
+%$ end
+%$
+%$ T = all(t);
+%@eof:2
\ No newline at end of file
diff --git a/src/@dseries/merge.m b/src/@dseries/merge.m
index 9b3d2caba9f717948294b24b50fb40b1b5498a41..1e82168a4a857932871cb8d011a7b41bf8c9d4c6 100644
--- a/src/@dseries/merge.m
+++ b/src/@dseries/merge.m
@@ -1,32 +1,18 @@
-function A = merge(B,C) % --*-- Unitary tests --*--
+function q = merge(o, p) % --*-- Unitary tests --*--
-%@info:
-%! @deftypefn {Function File} {@var{A} =} merge (@var{B},@var{C})
-%! @anchor{@dseries/plus}
-%! @sp 1
-%! Overloads the merge method for the Dynare time series class (@ref{dseries}).
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @ @var
-%! @item B
-%! Dynare time series object instantiated by @ref{dseries}.
-%! @item C
-%! Dynare time series object instantiated by @ref{dseries}.
-%! @end table
-%! @sp 1
-%! @strong{Outputs}
-%! @sp 1
-%! @table @ @var
-%! @item A
-%! Dynare time series object.
-%! @sp 1
-%! @strong{Remarks}
-%! If @var{B} and @var{C} have common variables, the variables in @var{C} take precedence.
-%! @end deftypefn
-%@eod:
+% Merge method for dseries objects.
+%
+% INPUTS
+% - o [dseries]
+% - p [dseries]
+%
+% OUTPUTS
+% - q [dseries]
+%
+% REMARKS
+% If dseries objects o and p have common variables, the variables in p take precedence.
-% Copyright (C) 2013-2015 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -43,56 +29,56 @@ function A = merge(B,C) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-if ~isdseries(C)
+if ~isdseries(p)
error('dseries::merge: Both inputs must be dseries objects!')
end
-if ~isequal(frequency(B),frequency(C))
+if ~isequal(frequency(o), frequency(p))
error(['dseries::merge: Cannot merge ' inputname(1) ' and ' inputname(2) ' (frequencies are different)!'])
end
-A = dseries();
-[A.name, IBC, junk] = unique([B.name; C.name], 'last');
-tex = [B.tex; C.tex];
-A.tex = tex(IBC);
+q = dseries();
+[q.name, IBC, junk] = unique([o.name; p.name], 'last');
+tex = [o.tex; p.tex];
+q.tex = tex(IBC);
-if nobs(B) == 0
- A = C;
-elseif nobs(C) == 0
- A = B;
-elseif firstdate(B) >= firstdate(C)
- diff = firstdate(B) - firstdate(C);
- A_nobs = max(nobs(B) + diff, nobs(C));
- A.data = NaN(A_nobs, vobs(A));
- Z1 = [NaN(diff, vobs(B));B.data];
- if nobs(A) > nobs(B) + diff
- Z1 = [Z1; NaN(nobs(A)-(nobs(B) + diff), vobs(B))];
+if nobs(o) == 0
+ q = copy(p);
+elseif nobs(p) == 0
+ q = copy(o);
+elseif firstdate(o) >= firstdate(p)
+ diff = firstdate(o) - firstdate(p);
+ q_nobs = max(nobs(o) + diff, nobs(p));
+ q.data = NaN(q_nobs, vobs(q));
+ Z1 = [NaN(diff, vobs(o));o.data];
+ if nobs(q) > nobs(o) + diff
+ Z1 = [Z1; NaN(nobs(q)-(nobs(o) + diff), vobs(o))];
end;
- Z2 = C.data;
- if nobs(A) > nobs(C)
- Z2 = [Z2; NaN(nobs(A) - nobs(C), vobs(C))];
+ Z2 = p.data;
+ if nobs(q) > nobs(p)
+ Z2 = [Z2; NaN(nobs(q) - nobs(p), vobs(p))];
end;
Z = [Z1 Z2];
- A.data = Z(:,IBC);
- A_init = firstdate(C);
+ q.data = Z(:,IBC);
+ q_init = firstdate(p);
else
- diff = firstdate(C) - firstdate(B);
- A_nobs = max(nobs(C) + diff, nobs(B));
- A.data = NaN(A_nobs, vobs(A));
- Z1 = [NaN(diff, vobs(C)); C.data];
- if nobs(A) > nobs(C) + diff
- Z1 = [Z1; NaN(nobs(A)-(nobs(C) + diff), vobs(C))];
+ diff = firstdate(p) - firstdate(o);
+ q_nobs = max(nobs(p) + diff, nobs(o));
+ q.data = NaN(q_nobs, vobs(q));
+ Z1 = [NaN(diff, vobs(p)); p.data];
+ if nobs(q) > nobs(p) + diff
+ Z1 = [Z1; NaN(nobs(q)-(nobs(p) + diff), vobs(p))];
end
- Z2 = B.data;
- if nobs(A) > nobs(B)
- Z2 = [Z2; NaN(nobs(A) - nobs(B), vobs(B))];
+ Z2 = o.data;
+ if nobs(q) > nobs(o)
+ Z2 = [Z2; NaN(nobs(q) - nobs(o), vobs(o))];
end;
Z = [Z2 Z1];
- A.data = Z(:,IBC);
- A_init = firstdate(B);
+ q.data = Z(:,IBC);
+ q_init = firstdate(o);
end
-A.dates = A_init:A_init+(nobs(A)-1);
+q.dates = q_init:q_init+(nobs(q)-1);
%@test:1
%$ % Define a datasets.
diff --git a/src/@dseries/minus.m b/src/@dseries/minus.m
index 49fe3e91d246311b2e8974ca8e0b6be760b98c30..5fe4af70240749a620b0568299c6fc62925eeda2 100644
--- a/src/@dseries/minus.m
+++ b/src/@dseries/minus.m
@@ -131,6 +131,7 @@ q.data = bsxfun(@minus, o.data, p.data);
%$ t(3) = dassert(ts3.nobs,10);
%$ t(4) = dassert(ts3.data,[A(:,1)-B, A(:,2)-B],1e-15);
%$ t(5) = dassert(ts3.name,{'minus(A1;B1)';'minus(A2;B1)'});
+%$ t(6) = dassert(ts1.data, A, 1e-15);
%$ end
%$ T = all(t);
%@eof:1
diff --git a/src/@dseries/mpower.m b/src/@dseries/mpower.m
index 970fda7d169d84ab390aef61c73e4ee72e54ce25..2beb41c3a00b402602573d57371879681008bed4 100644
--- a/src/@dseries/mpower.m
+++ b/src/@dseries/mpower.m
@@ -3,13 +3,13 @@ function q = mpower(o, p) % --*-- Unitary tests --*--
% Overloads the power (^) operator for dseries objects.
%
% INPUTS
-% - o [dseries] A dseries object with T observations and N variables.
-% - p [real] A real scalar.
+% - o [dseries] T observations and N variables.
+% - p [dseries,double] scalar, vector or dseries object.
%
% OUTPUTS
-% - q [dseries] A dseries object with T observations and N variables.
+% - q [dseries] T observations and N variables.
-% Copyright (C) 2013-2016 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -100,6 +100,7 @@ error('dseries:WrongInputArguments', 'Wrong calling sequence! Please check the m
%$ t(4) = dassert(ts3.data,A.^B,1e-15);
%$ t(5) = dassert(ts3.name,{'power(A1;B1)';'power(A2;B2)'});
%$ t(6) = dassert(ts3.tex,{'A1^{B1}';'A2^{B2}'});
+%$ t(7) = dassert(ts1.data, A, 1e-15);
%$ end
%$ T = all(t);
%@eof:1
diff --git a/src/@dseries/mrdivide.m b/src/@dseries/mrdivide.m
index 8dfacbc5bebc0f9507c5fc5bb421a4e8714c331b..531fcfd46fd34f460920e1d496beff8d8833b1e8 100644
--- a/src/@dseries/mrdivide.m
+++ b/src/@dseries/mrdivide.m
@@ -1,29 +1,15 @@
-function A = mrdivide(B,C) % --*-- Unitary tests --*--
+function q = mrdivide(o, p) % --*-- Unitary tests --*--
-%@info:
-%! @deftypefn {Function File} {@var{A} =} mrdivide (@var{B},@var{C})
-%! @anchor{@dseries/mrdivide}
-%! @sp 1
-%! Overloads the mrdivide method for the Dynare time series class (@ref{dseries}).
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @ @var
-%! @item B
-%! Dynare time series object instantiated by @ref{dseries}.
-%! @item C
-%! Dynare time series object instantiated by @ref{dseries}.
-%! @end table
-%! @sp 1
-%! @strong{Outputs}
-%! @sp 1
-%! @table @ @var
-%! @item A
-%! Dynare time series object.
-%! @end deftypefn
-%@eod:
+% Overloads the mrdivde (/) operator for dseries objects.
+%
+% INPUTS
+% - o [dseries] T observations and N variables.
+% - p [dseries,double] scalar, vector or dseries object.
+%
+% OUTPUTS
+% - q [dseries] T observations and N variables.
-% Copyright (C) 2012-2014 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -40,56 +26,56 @@ function A = mrdivide(B,C) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-if isnumeric(B) && (isscalar(B) || isvector(B))
- if ~isdseries(C)
+if isnumeric(o) && (isscalar(o) || isvector(o))
+ if ~isdseries(p)
error('dseries::mrdivide: Second input argument must be a dseries object!')
end
- A = C;
- A.data = bsxfun(@rdivide,B,C.data);
+ q = copy(p);
+ q.data = bsxfun(@rdivide, o, p.data);
return;
end
-if isnumeric(C) && (isscalar(C) || isvector(C))
- if ~isdseries(B)
+if isnumeric(p) && (isscalar(p) || isvector(p))
+ if ~isdseries(o)
error('dseries::mrdivide: First input argument must be a dseries object!')
end
- A = B;
- A.data = bsxfun(@rdivide,B.data,C);
+ q = copy(o);
+ q.data = bsxfun(@rdivide, o.data, p);
return
end
-if isdseries(B) && isdseries(C)
+if isdseries(o) && isdseries(p)
% Element by element divisions of two dseries object
- if ~isequal(vobs(B), vobs(C)) && ~(isequal(vobs(B),1) || isequal(vobs(C),1))
+ if ~isequal(vobs(o), vobs(p)) && ~(isequal(vobs(o),1) || isequal(vobs(p),1))
error(['dseries::times: Cannot divide ' inputname(1) ' and ' inputname(2) ' (wrong number of variables)!'])
else
- if vobs(B)>vobs(C)
- idB = 1:vobs(B);
- idC = ones(1:vobs(B));
- elseif vobs(B)<vobs(C)
- idB = ones(1,vobs(C));
- idC = 1:vobs(C);
+ if vobs(o)>vobs(p)
+ idB = 1:vobs(o);
+ idC = ones(1:vobs(o));
+ elseif vobs(o)<vobs(p)
+ idB = ones(1,vobs(p));
+ idC = 1:vobs(p);
else
- idB = 1:vobs(B);
- idC = 1:vobs(C);
+ idB = 1:vobs(o);
+ idC = 1:vobs(p);
end
end
- if ~isequal(frequency(B),frequency(C))
+ if ~isequal(frequency(o),frequency(p))
error(['dseries::times: Cannot divide ' inputname(1) ' and ' inputname(2) ' (frequencies are different)!'])
end
- if ~isequal(nobs(B), nobs(C)) || ~isequal(firstdate(B),firstdate(C))
- [B, C] = align(B, C);
+ if ~isequal(nobs(o), nobs(p)) || ~isequal(firstdate(o),firstdate(p))
+ [o, p] = align(o, p);
end
- A = dseries();
- A.dates = B.dates;
- A_vobs = max(vobs(B),vobs(C));
- A.name = cell(A_vobs,1);
- A.tex = cell(A_vobs,1);
- for i=1:A_vobs
- A.name(i) = {['divide(' B.name{idB(i)} ';' C.name{idC(i)} ')']};
- A.tex(i) = {['(' B.tex{idB(i)} '/' C.tex{idC(i)} ')']};
+ q = dseries();
+ q.dates = o.dates;
+ q_vobs = max(vobs(o),vobs(p));
+ q.name = cell(q_vobs,1);
+ q.tex = cell(q_vobs,1);
+ for i=1:q_vobs
+ q.name(i) = {['divide(' o.name{idB(i)} ';' p.name{idC(i)} ')']};
+ q.tex(i) = {['(' o.tex{idB(i)} '/' p.tex{idC(i)} ')']};
end
- A.data = bsxfun(@rdivide,B.data,C.data);
+ q.data = bsxfun(@rdivide, o.data, p.data);
else
error()
end
diff --git a/src/@dseries/mtimes.m b/src/@dseries/mtimes.m
index 33280102622f6b79830cc187c514381804cc21b4..6d1df4d088da1a0fb6983b6f0d6fcce58c3906db 100644
--- a/src/@dseries/mtimes.m
+++ b/src/@dseries/mtimes.m
@@ -1,29 +1,15 @@
-function A = mtimes(B,C) % --*-- Unitary tests --*--
+function q = mtimes(o, p) % --*-- Unitary tests --*--
-%@info:
-%! @deftypefn {Function File} {@var{A} =} mtimes (@var{B},@var{C})
-%! @anchor{@dseries/mtimes}
-%! @sp 1
-%! Overloads the mtimes method for the Dynare time series class (@ref{dseries}).
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @ @var
-%! @item B
-%! Dynare time series object instantiated by @ref{dseries}.
-%! @item C
-%! Dynare time series object instantiated by @ref{dseries}.
-%! @end table
-%! @sp 1
-%! @strong{Outputs}
-%! @sp 1
-%! @table @ @var
-%! @item A
-%! Dynare time series object.
-%! @end deftypefn
-%@eod:
+% Overloads the mtimes (*) operator for dseries objects.
+%
+% INPUTS
+% - o [dseries] T observations and N variables.
+% - p [dseries,double] scalar, vector or dseries object.
+%
+% OUTPUTS
+% - q [dseries] T observations and N variables.
-% Copyright (C) 2012-2014 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -40,56 +26,56 @@ function A = mtimes(B,C) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-if isnumeric(B) && (isscalar(B) || isvector(B))
- if ~isdseries(C)
+if isnumeric(o) && (isscalar(o) || isvector(o))
+ if ~isdseries(p)
error('dseries::mtimes: Second input argument must be a dseries object!')
end
- A = C;
- A.data = bsxfun(@times,C.data,B);
+ q = copy(p);
+ q.data = bsxfun(@times, p.data, o);
return;
end
-if isnumeric(C) && (isscalar(C) || isvector(C))
- if ~isdseries(B)
+if isnumeric(p) && (isscalar(p) || isvector(p))
+ if ~isdseries(o)
error('dseries::mtimes: First input argument must be a dseries object!')
end
- A = B;
- A.data = bsxfun(@times,B.data,C);
+ q = copy(o);
+ q.data = bsxfun(@times, o.data, p);
return
end
-if isdseries(B) && isdseries(C)
+if isdseries(o) && isdseries(p)
% Element by element multiplication of two dseries object
- if ~isequal(vobs(B), vobs(C)) && ~(isequal(vobs(B),1) || isequal(vobs(C),1))
+ if ~isequal(vobs(o), vobs(p)) && ~(isequal(vobs(o),1) || isequal(vobs(p),1))
error(['dseries::times: Cannot multiply ' inputname(1) ' and ' inputname(2) ' (wrong number of variables)!'])
else
- if vobs(B)>vobs(C)
- idB = 1:vobs(B);
- idC = ones(1:vobs(B));
- elseif vobs(B)<vobs(C)
- idB = ones(1,vobs(C));
- idC = 1:vobs(C);
+ if vobs(o)>vobs(p)
+ idB = 1:vobs(o);
+ idC = ones(1:vobs(o));
+ elseif vobs(o)<vobs(p)
+ idB = ones(1,vobs(p));
+ idC = 1:vobs(p);
else
- idB = 1:vobs(B);
- idC = 1:vobs(C);
+ idB = 1:vobs(o);
+ idC = 1:vobs(p);
end
end
- if ~isequal(frequency(B),frequency(C))
+ if ~isequal(frequency(o),frequency(p))
error(['dseries::times: Cannot multiply ' inputname(1) ' and ' inputname(2) ' (frequencies are different)!'])
end
- if ~isequal(nobs(B), nobs(C)) || ~isequal(firstdate(B),firstdate(C))
- [B, C] = align(B, C);
+ if ~isequal(nobs(o), nobs(p)) || ~isequal(firstdate(o),firstdate(p))
+ [o, p] = align(o, p);
end
- A = dseries();
- A.dates = B.dates;
- A_vobs = max(vobs(B),vobs(C));
- A.name = cell(A_vobs,1);
- A.tex = cell(A_vobs,1);
- for i=1:A_vobs
- A.name(i) = {['multiply(' B.name{idB(i)} ';' C.name{idC(i)} ')']};
- A.tex(i) = {['(' B.tex{idB(i)} '*' C.tex{idC(i)} ')']};
+ q = dseries();
+ q.dates = o.dates;
+ q_vobs = max(vobs(o),vobs(p));
+ q.name = cell(q_vobs,1);
+ q.tex = cell(q_vobs,1);
+ for i=1:q_vobs
+ q.name(i) = {['multiply(' o.name{idB(i)} ';' p.name{idC(i)} ')']};
+ q.tex(i) = {['(' o.tex{idB(i)} '*' p.tex{idC(i)} ')']};
end
- A.data = bsxfun(@times,B.data,C.data);
+ q.data = bsxfun(@times, o.data, p.data);
else
error()
end
diff --git a/src/@dseries/ne.m b/src/@dseries/ne.m
index d87f15f008efbf26363b84e35f57dea3c8d36a68..77f4493fad932c2d3aa7f4d66683791992e38065 100644
--- a/src/@dseries/ne.m
+++ b/src/@dseries/ne.m
@@ -1,4 +1,4 @@
-function C = ne(A,B) % --*-- Unitary tests --*--
+function b = ne(o, p) % --*-- Unitary tests --*--
% Overloads ne (~=) operator.
%
@@ -33,43 +33,43 @@ if nargin~=2
error('dseries::ne: I need exactly two input arguments!')
end
-if ~(isdseries(A) && isdseries(B))
+if ~(isdseries(o) && isdseries(p))
error('dseries::ne: Both input arguments must be dseries objects!')
end
-if ~isequal(nobs(A), nobs(B))
+if ~isequal(nobs(o), nobs(p))
warning('dseries::ne: Both input arguments should have the same number of observations!')
- C = 1;
+ b = 1;
return
end
-if ~isequal(vobs(A), vobs(B))
+if ~isequal(vobs(o), vobs(p))
warning('dseries::ne: Both input arguments should have the same number of observations!')
- C = 1;
+ b = 1;
return
end
-if ~isequal(frequency(A),frequency(B))
+if ~isequal(frequency(o), frequency(p))
warning('dseries::ne: Both input arguments should have the same frequencies!')
- C = 1;
+ b = 1;
return
end
-if ~isequal(firstdate(A),firstdate(B))
+if ~isequal(firstdate(o), firstdate(p))
warning('dseries::ne: Both input arguments should have the same initial period!')
- C = 1;
+ b = 1;
return
end
-if ~isequal(A.name,B.name)
+if ~isequal(o.name, p.name)
warning('dseries::ne: Both input arguments do not have the same variables!')
end
-if ~isequal(A.tex,B.tex)
+if ~isequal(o.tex, p.tex)
warning('dseries::ne: Both input arguments do not have the same tex names!')
end
-C = ne(A.data, B.data);
+b = ne(o.data, p.data);
%@test:1
%$ % Define a datasets.
diff --git a/src/@dseries/nobs.m b/src/@dseries/nobs.m
index dc6fc76536d5d8a5d86fc3c731c80a70694fbc28..e69f6c9e1edf265e2a13d2ca739a3a6955b1ba12 100644
--- a/src/@dseries/nobs.m
+++ b/src/@dseries/nobs.m
@@ -1,8 +1,8 @@
-function s = nobs(ts)
+function s = nobs(o)
% Returns the number of observations in a @dseries object.
-% Copyright (C) 2014 Dynare Team
+% Copyright (C) 2014-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -19,4 +19,4 @@ function s = nobs(ts)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-s = rows(ts.data);
\ No newline at end of file
+s = rows(o.data);
\ No newline at end of file
diff --git a/src/@dseries/numel.m b/src/@dseries/numel.m
index 85cd84962a05b56f411ca3f60de28d691a09dd2f..15b9cb05f6b0d6374205fa5fb42566affc2120bd 100644
--- a/src/@dseries/numel.m
+++ b/src/@dseries/numel.m
@@ -1,6 +1,6 @@
-function n = numel(obj, varargin)
+function n = numel(o, varargin)
-% Copyright (C) 2012-2013 Dynare Team
+% Copyright (C) 2012-2017 Dynare Team
%
% This file is part of Dynare.
%
diff --git a/src/@dseries/plot.m b/src/@dseries/plot.m
index 058a44dd0cf1a08af81def389fb0ac868f5dd42b..f515c4187d7d563f3d8cc97e1c652e8d257785e3 100644
--- a/src/@dseries/plot.m
+++ b/src/@dseries/plot.m
@@ -1,8 +1,8 @@
-function h = plot(ts, varargin)
+function h = plot(o, varargin)
% Overloads Matlab/Octave's plot function for dseries objects.
-% Copyright (C) 2013 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -22,13 +22,13 @@ function h = plot(ts, varargin)
% Get the number of dseries objects
if isequal(nargin,1)
ndseries = 1;
- nvariables = vobs(ts);
- nobservations = nobs(ts);
+ nvariables = vobs(o);
+ nobservations = nobs(o);
else
if isdseries(varargin{1})
ndseries = 2;
- nvariables = vobs(ts);
- nobservations = nobs(ts);
+ nvariables = vobs(o);
+ nobservations = nobs(o);
if nargin>2 && any(cellfun(@isdseries,varargin(2:end)))
error('dseries::plot: You cannot pass more two dseries objects!')
end
@@ -40,40 +40,40 @@ else
end
else
ndseries = 1;
- nvariables = vobs(ts);
- nobservations = nobs(ts);
+ nvariables = vobs(o);
+ nobservations = nobs(o);
end
end
switch ndseries
case 1
if isequal(nvariables,1)
- hh = plot(ts.data,varargin{:});
+ hh = plot(o.data,varargin{:});
else
if length(varargin)
message = sprintf('dseries::plot: dseries object %s has %d>1 variables but you passed additional arguments to the plot function.\n These additional arguments won''t ne interpreted. Use the Matlab/Octave set command and the plot\n handle instead if you wish to modify the properties of the plotted time series.',inputname(1),nvariables);
warning(message)
end
- hh = plot(ts.data);
+ hh = plot(o.data);
end
axis tight;
id = get(gca,'XTick');
if isequal(id(1),0)
- dates = strings([ts.dates(1)-1,ts.dates(id(2:end))]);
+ dates = strings([o.dates(1)-1,o.dates(id(2:end))]);
else
- dates = strings(ts.dates(id));
+ dates = strings(o.dates(id));
end
set(gca,'XTickLabel',dates);
case 2
- [ts0, ts1] = align(ts, varargin{1});
+ [o0, o1] = align(o, varargin{1});
if isequal(nvariables,1)
- hh = plot(ts0.data, ts1.data, varargin{2:end});
+ hh = plot(o0.data, o1.data, varargin{2:end});
else
if length(varargin)>1
message = sprintf('dseries::plot: dseries objects %s and %s have %d>1 variables but you passed additional arguments to the plot function.\n These additional arguments won''t ne interpreted. Use the Matlab/Octave set command and the plot\n handle instead if you wish to modify the properties of the plotted time series.',inputname(1),inputname(2),nvariables);
warning(message)
end
- hh = plot(ts0.data, ts1.data);
+ hh = plot(o0.data, o1.data);
end
otherwise
error('dseries::plot: This is a bug! Please report the bug to the authors of Dynare.')
diff --git a/src/@dseries/pop.m b/src/@dseries/pop.m
index 015267429af135f71ef51ea81ebbf9bc02582ae0..a623074b3959e57bc267b2d8e2cd5ebedfcfce2c 100644
--- a/src/@dseries/pop.m
+++ b/src/@dseries/pop.m
@@ -1,34 +1,15 @@
-function [ts,id] = pop(ts,a) % --*-- Unitary tests --*--
+function [o, id] = pop(o, a) % --*-- Unitary tests --*--
% Removes a variable from a dseries object.
+%
+% INPUTS
+% - o [dseries] T observations and N variables.
+% - a [string] Name of the variable to be removed.
+%
+% OUTPUTS
+% - o [dseries] T observations and N-1 variables.
-%@info:
-%! @deftypefn {Function File} {@var{ts} =} pop (@var{ts}, @var{a})
-%! @anchor{dseries/pop}
-%! @sp 1
-%! Pop method for the dseries class. Removes a variable from a dseries object.
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @ @var
-%! @item ts
-%! Object instantiated by @ref{dseries}.
-%! @item a
-%! String, name of the variable to be removed.
-%! @end table
-%! @sp 2
-%! @strong{Outputs}
-%! @sp 1
-%! @table @ @var
-%! @item ts
-%! Object instantiated by @ref{dseries}, without variable (@var{a}).
-%! @item id
-%! Scalar integer, position of variable (@var{a}) in the original dseries object @var{ts}.
-%! @end table
-%! @end deftypefn
-%@eod:
-
-% Copyright (C) 2013 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -45,22 +26,14 @@ function [ts,id] = pop(ts,a) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+o = copy(o);
+
if nargin<2
- % Removes the last variable
- id = vobs(ts);
+ [o, id] = pop_(o);
else
- id = find(strcmp(a,ts.name));
+ [o, id] = pop_(o, a);
end
-if isempty(id)
- id = 0;
- return
-end
-
-ts.data(:,id) = [];
-ts.name(id) = [];
-ts.tex(id) = [];
-
%@test:1
%$ % Define a datasets.
%$ A = rand(10,3);
@@ -73,7 +46,7 @@ ts.tex(id) = [];
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],A_name,[]);
-%$ ts2 = pop(ts1,'A2');
+%$ ts2 = ts1.pop('A2');
%$ t(1) = 1;
%$ catch
%$ t = 0;
@@ -83,6 +56,10 @@ ts.tex(id) = [];
%$ t(2) = dassert(ts2.vobs,2);
%$ t(3) = dassert(ts2.nobs,10);
%$ t(4) = dassert(ts2.data,[A(:,1), A(:,3)],1e-15);
+%$ t(5) = dassert(ts1.vobs,3);
+%$ if t(5)
+%$ t(6) = dassert(ts1.data,A,1e-15);
+%$ end
%$ end
%$ T = all(t);
%@eof:1
diff --git a/src/@dseries/pop_.m b/src/@dseries/pop_.m
new file mode 100644
index 0000000000000000000000000000000000000000..abd3bcb764f080a3b36fc08ecbd62e80cd7d6437
--- /dev/null
+++ b/src/@dseries/pop_.m
@@ -0,0 +1,67 @@
+function [o, id] = pop_(o, a) % --*-- Unitary tests --*--
+
+% Removes a variable from a dseries object.
+%
+% INPUTS
+% - o [dseries] T observations and N variables.
+% - a [string] Name of the variable to be removed.
+%
+% OUTPUTS
+% - o [dseries] T observations and N-1 variables.
+
+% Copyright (C) 2013-2017 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 <http://www.gnu.org/licenses/>.
+
+if nargin<2
+ % Removes the last variable
+ id = vobs(o);
+else
+ id = find(strcmp(a, o.name));
+end
+
+if isempty(id)
+ id = 0;
+ return
+end
+
+o.data(:,id) = [];
+o.name(id) = [];
+o.tex(id) = [];
+
+%@test:1
+%$ % Define a datasets.
+%$ A = rand(10,3);
+%$
+%$ % Define names
+%$ A_name = {'A1';'A2';'A3'};
+%$
+%$ % Instantiate a time series object.
+%$ try
+%$ ts1 = dseries(A,[],A_name,[]);
+%$ ts1.pop_('A2');
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if length(t)>1
+%$ t(2) = dassert(ts1.vobs,2);
+%$ t(3) = dassert(ts1.nobs,10); ts1
+%$ t(4) = dassert(ts1.data,[A(:,1), A(:,3)],1e-15);
+%$ end
+%$ T = all(t);
+%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/qdiff.m b/src/@dseries/qdiff.m
index 083490d7d9f1c5de23947b860372dc478bfc3ebb..c3ae5454ce2283e29e0add62e298f217c3e5999f 100644
--- a/src/@dseries/qdiff.m
+++ b/src/@dseries/qdiff.m
@@ -1,28 +1,14 @@
-function us = qdiff(ts) % --*-- Unitary tests --*--
+function o = qdiff(o) % --*-- Unitary tests --*--
-%@info:
-%! @deftypefn {Function File} {@var{us} =} qdiff (@var{ts})
-%! @anchor{qdiff}
-%! @sp 1
-%! Computes quaterly differences.
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @var
-%! @item ts
-%! Dynare time series object, instantiated by @ref{dseries}
-%! @end table
-%! @sp 2
-%! @strong{Outputs}
-%! @sp 1
-%! @table @var
-%! @item us
-%! Dynare time series object with transformed data field.
-%! @end table
-%! @end deftypefn
-%@eod:
+% Computes quaterly differences.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
-% Copyright (C) 2012-2015 Dynare Team
+% Copyright (C) 2012-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -39,69 +25,25 @@ function us = qdiff(ts) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-us = ts;
-
-switch frequency(ts)
- case 1
- error('dseries::qdiff: I cannot compute quaterly differences from yearly data!')
- case 4
- us.data(2:end,:) = ts.data(2:end,:)-ts.data(1:end-1,:);
- us.data(1,:) = NaN;
- for i = 1:vobs(ts)
- us.name(i) = {['qdiff(' us.name{i} ')']};
- us.tex(i) = {['\Delta ' us.tex{i}]};
- end
- case 12
- us.data(4:end,:) = ts.data(4:end,:)-ts.data(1:end-3,:);
- us.data(1:3,:) = NaN;
- for i = 1:vobs(ts)
- us.name(i) = {['qdiff(' us.name{i} ')']};
- us.tex(i) = {['\Delta_3 ' us.tex{i}]};
- end
- case 52
- error('dseries::qdiff: I do not know yet how to compute quaterly differences from weekly data!')
- otherwise
- error(['dseries::qdiff: object ' inputname(1) ' has unknown frequency']);
-end
+o = copy(o);
+o.qdiff_();
%@test:1
-%$ t = zeros(2,1);
-%$
%$ try
%$ data = transpose(0:1:50);
%$ ts = dseries(data,'1950Q1');
-%$ ts = ts.qdiff;
-%$ t(1) = 1;
-%$ catch
-%$ t = 0;
-%$ end
-%$
-%$ if length(t)>1
-%$ DATA = NaN(1,ts.vobs);
-%$ DATA = [DATA; ones(ts.nobs-1,ts.vobs)];
-%$ t(2) = dassert(ts.data,DATA,1e-15);
-%$ end
-%$
-%$ T = all(t);
-%@eof:1
-
-%@test:2
-%$ t = zeros(2,1);
-%$
-%$ try
-%$ data = transpose(0:1:80);
-%$ ts = dseries(data,'1950M1');
-%$ ts = ts.qdiff;
+%$ ds = ts.qdiff();
%$ t(1) = 1;
%$ catch
-%$ t = 0;
+%$ t(1) = 0;
%$ end
%$
-%$ if length(t)>1
-%$ DATA = NaN(3,ts.vobs);
-%$ DATA = [DATA; 3*ones(ts.nobs-3,ts.vobs)];
-%$ t(2) = dassert(ts.data,DATA,1e-15);
+%$ if t(1)
+%$ DATA = NaN(1,ds.vobs);
+%$ DATA = [DATA; ones(ds.nobs-1,ds.vobs)];
+%$ t(2) = dassert(ds.data, DATA, 1e-15);
+%$ t(3) = dassert(ts.data, data, 1e-15);
%$ end
%$
%$ T = all(t);
-%@eof:2
+%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/qdiff_.m b/src/@dseries/qdiff_.m
new file mode 100644
index 0000000000000000000000000000000000000000..881cb8de97fa942386530f386828300dc61878a8
--- /dev/null
+++ b/src/@dseries/qdiff_.m
@@ -0,0 +1,87 @@
+function o = qdiff_(o) % --*-- Unitary tests --*--
+
+% Computes quaterly differences.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
+
+% Copyright (C) 2012-2017 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 <http://www.gnu.org/licenses/>.
+
+switch frequency(o)
+ case 1
+ error('dseries::qdiff: I cannot compute quaterly differences from yearly data!')
+ case 4
+ o.data(2:end,:) = o.data(2:end,:)-o.data(1:end-1,:);
+ o.data(1,:) = NaN;
+ for i = 1:vobs(o)
+ o.name(i) = {['qdiff(' o.name{i} ')']};
+ o.tex(i) = {['\Delta ' o.tex{i}]};
+ end
+ case 12
+ o.data(4:end,:) = o.data(4:end,:)-o.data(1:end-3,:);
+ o.data(1:3,:) = NaN;
+ for i = 1:vobs(o)
+ o.name(i) = {['qdiff(' o.name{i} ')']};
+ o.tex(i) = {['\Delta_3 ' o.tex{i}]};
+ end
+ case 52
+ error('dseries::qdiff: I do not know yet how to compute quaterly differences from weekly data!')
+ otherwise
+ error(['dseries::qdiff: object ' inputname(1) ' has unknown frequency']);
+end
+
+%@test:1
+%$ try
+%$ data = transpose(0:1:50);
+%$ ts = dseries(data,'1950Q1');
+%$ ts.qdiff_;
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ DATA = NaN(1,ts.vobs);
+%$ DATA = [DATA; ones(ts.nobs-1,ts.vobs)];
+%$ t(2) = dassert(ts.data,DATA,1e-15);
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
+
+%@test:2
+%$ try
+%$ data = transpose(0:1:80);
+%$ ts = dseries(data,'1950M1');
+%$ ts.qdiff;
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ DATA = NaN(3,ts.vobs);
+%$ DATA = [DATA; 3*ones(ts.nobs-3,ts.vobs)];
+%$ t(2) = dassert(ts.data,DATA,1e-15);
+%$ end
+%$
+%$ T = all(t);
+%@eof:2
diff --git a/src/@dseries/qgrowth.m b/src/@dseries/qgrowth.m
index a0e79fb0ca1b71451afe82cc95954f984552c6e4..65ee58cabdc37f6035d2057e429049be440c58d9 100644
--- a/src/@dseries/qgrowth.m
+++ b/src/@dseries/qgrowth.m
@@ -1,28 +1,14 @@
-function us = qgrowth(ts) % --*-- Unitary tests --*--
+function o = qgrowth_(o) % --*-- Unitary tests --*--
-%@info:
-%! @deftypefn {Function File} {@var{us} =} qgrowth (@var{ts})
-%! @anchor{qgrowth}
-%! @sp 1
-%! Computes quaterly growth rates.
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @var
-%! @item ts
-%! Dynare time series object, instantiated by @ref{dseries}
-%! @end table
-%! @sp 2
-%! @strong{Outputs}
-%! @sp 1
-%! @table @var
-%! @item us
-%! Dynare time series object with transformed data field.
-%! @end table
-%! @end deftypefn
-%@eod:
+% Computes quaterly growth rates.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
-% Copyright (C) 2012-2015 Dynare Team
+% Copyright (C) 2012-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -39,69 +25,25 @@ function us = qgrowth(ts) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-us = ts;
-
-switch frequency(ts)
- case 1
- error('dseries::qgrowth: I cannot compute quaterly growth rates from yearly data!')
- case 4
- us.data(2:end,:) = ts.data(2:end,:)./ts.data(1:end-1,:) - 1;
- us.data(1,:) = NaN;
- for i = 1:vobs(ts)
- us.name(i) = {['qgrowth(' us.name{i} ')']};
- us.tex(i) = {['\delta ' us.tex{i}]};
- end
- case 12
- us.data(4:end,:) = ts.data(4:end,:)./ts.data(1:end-3,:) - 1;
- us.data(1:3,:) = NaN;
- for i = 1:vobs(ts)
- us.name(i) = {['qgrowth(' us.name{i} ')']};
- us.tex(i) = {['\delta_3 ' us.tex{i}]};
- end
- case 52
- error('dseries::qgrowth: I do not know yet how to compute quaterly growth rates from weekly data!')
- otherwise
- error(['dseries::qgrowth: object ' inputname(1) ' has unknown frequency']);
-end
+o = copy(o);
+o.qgrowth_();
%@test:1
-%$ t = zeros(2,1);
-%$
%$ try
%$ data = (1+.01).^transpose(0:1:50);
%$ ts = dseries(data,'1950Q1');
-%$ ts = ts.qgrowth;
-%$ t(1) = 1;
-%$ catch
-%$ t = 0;
-%$ end
-%$
-%$ if length(t)>1
-%$ DATA = NaN(1,ts.vobs);
-%$ DATA = [DATA; .01*ones(ts.nobs-1,ts.vobs)];
-%$ t(2) = dassert(ts.data,DATA,1e-15);
-%$ end
-%$
-%$ T = all(t);
-%@eof:1
-
-%@test:2
-%$ t = zeros(2,1);
-%$
-%$ try
-%$ data = (1+.01).^transpose(0:1:80);
-%$ ts = dseries(data,'1950M1');
-%$ ts = ts.qgrowth;
+%$ ds = ts.qgrowth();
%$ t(1) = 1;
%$ catch
-%$ t = 0;
+%$ t(1) = 0;
%$ end
%$
-%$ if length(t)>1
-%$ DATA = NaN(3,ts.vobs);
-%$ DATA = [DATA; (1.01^3-1)*ones(ts.nobs-3,ts.vobs)];
-%$ t(2) = dassert(ts.data,DATA,1e-15);
+%$ if t(1)
+%$ DATA = NaN(1,ds.vobs);
+%$ DATA = [DATA; .01*ones(ds.nobs-1,ds.vobs)];
+%$ t(2) = dassert(ds.data,DATA,1e-15);
+%$ t(3) = dassert(ts.data,data,1e-15);
%$ end
%$
%$ T = all(t);
-%@eof:2
+%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/qgrowth_.m b/src/@dseries/qgrowth_.m
new file mode 100644
index 0000000000000000000000000000000000000000..98971e8df8fe07ebfb2a5289385233f29455b4a6
--- /dev/null
+++ b/src/@dseries/qgrowth_.m
@@ -0,0 +1,87 @@
+function o = qgrowth_(o) % --*-- Unitary tests --*--
+
+% Computes quaterly growth rates.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
+
+% Copyright (C) 2012-2017 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 <http://www.gnu.org/licenses/>.
+
+switch frequency(o)
+ case 1
+ error('dseries::qgrowth: I cannot compute quaterly growth rates from yearly data!')
+ case 4
+ o.data(2:end,:) = o.data(2:end,:)./o.data(1:end-1,:) - 1;
+ o.data(1,:) = NaN;
+ for i = 1:vobs(o)
+ o.name(i) = {['qgrowth(' o.name{i} ')']};
+ o.tex(i) = {['\delta ' o.tex{i}]};
+ end
+ case 12
+ o.data(4:end,:) = o.data(4:end,:)./o.data(1:end-3,:) - 1;
+ o.data(1:3,:) = NaN;
+ for i = 1:vobs(o)
+ o.name(i) = {['qgrowth(' o.name{i} ')']};
+ o.tex(i) = {['\delta_3 ' o.tex{i}]};
+ end
+ case 52
+ error('dseries::qgrowth: I do not know yet how to compute quaterly growth rates from weekly data!')
+ otherwise
+ error(['dseries::qgrowth: object ' inputname(1) ' has unknown frequency']);
+end
+
+%@test:1
+%$ try
+%$ data = (1+.01).^transpose(0:1:50);
+%$ ts = dseries(data,'1950Q1');
+%$ ts.qgrowth_;
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ DATA = NaN(1,ts.vobs);
+%$ DATA = [DATA; .01*ones(ts.nobs-1,ts.vobs)];
+%$ t(2) = dassert(ts.data,DATA,1e-15);
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
+
+%@test:2
+%$ try
+%$ data = (1+.01).^transpose(0:1:80);
+%$ ts = dseries(data,'1950M1');
+%$ ts.qgrowth_;
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ DATA = NaN(3,ts.vobs);
+%$ DATA = [DATA; (1.01^3-1)*ones(ts.nobs-3,ts.vobs)];
+%$ t(2) = dassert(ts.data,DATA,1e-15);
+%$ end
+%$
+%$ T = all(t);
+%@eof:2
diff --git a/src/@dseries/remove.m b/src/@dseries/remove.m
index 9f9b19a53138b32a53c835831a2402178cb84251..52e0eea8c671a790adc07be0edd7399d060b221d 100644
--- a/src/@dseries/remove.m
+++ b/src/@dseries/remove.m
@@ -1,32 +1,8 @@
-function ts = remove(ts,a) % --*-- Unitary tests --*--
+function o = remove(o, a) % --*-- Unitary tests --*--
% Removes a variable from a dseries object (alias for the pop method).
-%@info:
-%! @deftypefn {Function File} {@var{ts} =} pop (@var{ts}, @var{a})
-%! @anchor{dseries/pop}
-%! @sp 1
-%! Remove method for the dseries class. Removes a variable from a dseries object.
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @ @var
-%! @item ts
-%! Object instantiated by @ref{dseries}.
-%! @item a
-%! String, name of the variable to be removed.
-%! @end table
-%! @sp 2
-%! @strong{Outputs}
-%! @sp 1
-%! @table @ @var
-%! @item ts
-%! Object instantiated by @ref{dseries}, without variable (@var{a}).
-%! @end table
-%! @end deftypefn
-%@eod:
-
-% Copyright (C) 2014 Dynare Team
+% Copyright (C) 2014-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -43,56 +19,4 @@ function ts = remove(ts,a) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-ts = pop(ts, a);
-
-%@test:1
-%$ % Define a datasets.
-%$ A = rand(10,3);
-%$
-%$ % Define names
-%$ A_name = {'A1';'A2';'A3'};
-%$
-%$ t = zeros(4,1);
-%$
-%$ % Instantiate a time series object.
-%$ try
-%$ ts1 = dseries(A,[],A_name,[]);
-%$ ts2 = remove(ts1,'A2');
-%$ t(1) = 1;
-%$ catch
-%$ t = 0;
-%$ end
-%$
-%$ if length(t)>1
-%$ t(2) = dassert(ts2.vobs,2);
-%$ t(3) = dassert(ts2.nobs,10);
-%$ t(4) = dassert(ts2.data,[A(:,1), A(:,3)],1e-15);
-%$ end
-%$ T = all(t);
-%@eof:1
-
-%@test:2
-%$ % Define a datasets.
-%$ A = rand(10,3);
-%$
-%$ % Define names
-%$ A_name = {'A1';'A2';'A3'};
-%$
-%$ t = zeros(4,1);
-%$
-%$ % Instantiate a time series object.
-%$ try
-%$ ts1 = dseries(A,[],A_name,[]);
-%$ ts2 = ts1.remove('A2');
-%$ t(1) = 1;
-%$ catch
-%$ t = 0;
-%$ end
-%$
-%$ if length(t)>1
-%$ t(2) = dassert(ts2.vobs,2);
-%$ t(3) = dassert(ts2.nobs,10);
-%$ t(4) = dassert(ts2.data,[A(:,1), A(:,3)],1e-15);
-%$ end
-%$ T = all(t);
-%@eof:2
\ No newline at end of file
+o = pop(o, a);
\ No newline at end of file
diff --git a/src/@dseries/remove_.m b/src/@dseries/remove_.m
new file mode 100644
index 0000000000000000000000000000000000000000..453bf0e04b8c36fdeb5e5392c2ad5ddc4de9420a
--- /dev/null
+++ b/src/@dseries/remove_.m
@@ -0,0 +1,22 @@
+function o = remove_(o, a) % --*-- Unitary tests --*--
+
+% Removes a variable from a dseries object (alias for the pop_ method).
+
+% Copyright (C) 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 <http://www.gnu.org/licenses/>.
+
+o = pop_(o, a);
\ No newline at end of file
diff --git a/src/@dseries/rename.m b/src/@dseries/rename.m
index ada05115d6b845699c67845fb87baff0959826f4..3607321321b1311743a4d1711a1be6d3580b52a3 100644
--- a/src/@dseries/rename.m
+++ b/src/@dseries/rename.m
@@ -1,6 +1,16 @@
-function ts = rename(ts,old,new) % --*-- Unitary tests --*--
+function o = rename_(o, old, new) % --*-- Unitary tests --*--
-% Copyright (C) 2013-2015 Dynare Team
+% Renames variables in a dseries object.
+%
+% INPUTS
+% - o [dseries]
+% - old [string, cell]
+% - new [string, cell]
+%
+% OUTPUTS
+% - o [dseries]
+
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -17,114 +27,47 @@ function ts = rename(ts,old,new) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-if isempty(ts)
- error('dseries::rename: Cannot rename variable(s) because the object is empty!')
-end
-
+o = copy(o);
if nargin<3
- if isequal(vobs(ts), 1) || isequal(vobs(ts), length(old))
- new = old;
- else
- error('dseries::rename: Missing argument!')
- end
- if ~ischar(new) && ~(iscellstr(new) && isequal(vobs(ts), length(new)))
- error(['dseries::rename: Input argument ''' ...
- inputname(2) ...
- ''' has to be either a string or a cellstring that has the same number of entries as observed variables!'])
- end
- idname = 1;
-else
- if ~ischar(old) || ~ischar(new)
- error(['dseries::rename: Input arguments ''' inputname(2) ''' and ''' inputname(3) ''' have to be strings!'])
- end
- idname = find(strcmp(old,ts.name));
- if isempty(idname)
- error(['dseries::rename: Variable ' old ' is unknown in dseries object ' inputname(1) '!'])
- end
-end
-
-if iscellstr(new)
- ts.name = new;
+ o.rename_(old);
else
- ts.name(idname) = {new};
+ o.rename_(old, new);
end
%@test:1
-%$ t = zeros(8,1);
%$ ts = dseries([transpose(1:5), transpose(6:10)],'1950q1',{'Output'; 'Consumption'}, {'Y_t'; 'C_t'});
%$ try
-%$ ts = rename(ts,'Output','Production');
+%$ ds = ts.rename('Output','Production');
%$ t(1) = 1;
%$ catch
-%$ t = 0;
+%$ t(1) = 0;
%$ end
%$
-%$ if length(t)>1
-%$ t(2) = dassert(ts.freq,4);
-%$ t(3) = dassert(ts.init.freq,4);
-%$ t(4) = dassert(ts.init.time,[1950, 1]);
-%$ t(5) = dassert(ts.vobs,2);
-%$ t(6) = dassert(ts.nobs,5);
-%$ t(7) = dassert(ts.name,{'Production'; 'Consumption'});
-%$ t(8) = dassert(ts.tex,{'Y_t'; 'C_t'});
+%$ if t(1)
+%$ t(2) = dassert(ds.freq,4);
+%$ t(3) = dassert(ds.init.freq,4);
+%$ t(4) = dassert(ds.init.time,[1950, 1]);
+%$ t(5) = dassert(ds.vobs,2);
+%$ t(6) = dassert(ds.nobs,5);
+%$ t(7) = dassert(ds.name,{'Production'; 'Consumption'});
+%$ t(8) = dassert(ds.tex,{'Y_t'; 'C_t'});
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
-%$ t = zeros(8,1);
-%$ ts = dseries([transpose(1:5), transpose(6:10)],'1950q1',{'Output'; 'Consumption'}, {'Y_t'; 'C_t'});
-%$ try
-%$ ts = ts.rename('Output','Production');
-%$ t(1) = 1;
-%$ catch
-%$ t = 0;
-%$ end
-%$
-%$ if length(t)>1
-%$ t(2) = dassert(ts.freq,4);
-%$ t(3) = dassert(ts.init.freq,4);
-%$ t(4) = dassert(ts.init.time,[1950, 1]);
-%$ t(5) = dassert(ts.vobs,2);
-%$ t(6) = dassert(ts.nobs,5);
-%$ t(7) = dassert(ts.name,{'Production'; 'Consumption'});
-%$ t(8) = dassert(ts.tex,{'Y_t'; 'C_t'});
-%$ end
-%$
-%$ T = all(t);
-%@eof:2
-
-%@test:3
-%$ t = zeros(2,1);
%$ ts = dseries(randn(10,1));
%$ try
-%$ ts = ts.rename('Dora');
-%$ t(1) = 1;
-%$ catch
-%$ t = 0;
-%$ end
-%$
-%$ if length(t)>1
-%$ t(2) = dassert(ts.name,{'Dora'});
-%$ end
-%$
-%$ T = all(t);
-%@eof:3
-
-%@test:4
-%$ t = zeros(2,1);
-%$ ts = dseries(randn(10,3));
-%$ try
-%$ ts = ts.rename({'Dora', 'The', 'Explorer'});
+%$ ds = ts.rename('Dora');
%$ t(1) = 1;
%$ catch
-%$ t = 0;
+%$ t(1) = 0;
%$ end
%$
-%$ if length(t)>1
-%$ t(2) = dassert(ts.name, {'Dora', 'The', 'Explorer'});
+%$ if t(1)
+%$ t(2) = dassert(ds.name,{'Dora'});
%$ end
%$
%$ T = all(t);
-%@eof:4
+%@eof:2
\ No newline at end of file
diff --git a/src/@dseries/rename_.m b/src/@dseries/rename_.m
new file mode 100644
index 0000000000000000000000000000000000000000..76cc532e5419090813beb37ca8fa032b6146260b
--- /dev/null
+++ b/src/@dseries/rename_.m
@@ -0,0 +1,114 @@
+function o = rename_(o, old, new) % --*-- Unitary tests --*--
+
+% Renames variables in a dseries object.
+%
+% INPUTS
+% - o [dseries]
+% - old [string, cell]
+% - new [string, cell]
+%
+% OUTPUTS
+% - o [dseries]
+
+% Copyright (C) 2013-2017 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 <http://www.gnu.org/licenses/>.
+
+if isempty(o)
+ error('dseries::rename: Cannot rename variable(s) because the object is empty!')
+end
+
+if nargin<3
+ if isequal(vobs(o), 1) || isequal(vobs(o), length(old))
+ new = old;
+ else
+ error('dseries::rename: Missing argument!')
+ end
+ if ~ischar(new) && ~(iscellstr(new) && isequal(vobs(o), length(new)))
+ error(['dseries::rename: Input argument ''' ...
+ inputname(2) ...
+ ''' has to be either a string or a cellstring that has the same number of entries as observed variables!'])
+ end
+ idname = 1;
+else
+ if ~ischar(old) || ~ischar(new)
+ error(['dseries::rename: Input arguments ''' inputname(2) ''' and ''' inputname(3) ''' have to be strings!'])
+ end
+ idname = find(strcmp(old,o.name));
+ if isempty(idname)
+ error(['dseries::rename: Variable ' old ' is unknown in dseries object ' inputname(1) '!'])
+ end
+end
+
+if iscellstr(new)
+ o.name = new;
+else
+ o.name(idname) = {new};
+end
+
+%@test:1
+%$ ts = dseries([transpose(1:5), transpose(6:10)],'1950q1',{'Output'; 'Consumption'}, {'Y_t'; 'C_t'});
+%$ try
+%$ ts.rename_('Output','Production');
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)>1
+%$ t(2) = dassert(ts.freq,4);
+%$ t(3) = dassert(ts.init.freq,4);
+%$ t(4) = dassert(ts.init.time,[1950, 1]);
+%$ t(5) = dassert(ts.vobs,2);
+%$ t(6) = dassert(ts.nobs,5);
+%$ t(7) = dassert(ts.name,{'Production'; 'Consumption'});
+%$ t(8) = dassert(ts.tex,{'Y_t'; 'C_t'});
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
+
+%@test:2
+%$ ts = dseries(randn(10,1));
+%$ try
+%$ ts.rename_('Dora');
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)>1
+%$ t(2) = dassert(ts.name,{'Dora'});
+%$ end
+%$
+%$ T = all(t);
+%@eof:2
+
+%@test:3
+%$ ts = dseries(randn(10,3));
+%$ try
+%$ ts.rename_({'Dora', 'The', 'Explorer'});
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(ts.name, {'Dora', 'The', 'Explorer'});
+%$ end
+%$
+%$ T = all(t);
+%@eof:3
diff --git a/src/@dseries/set_names.m b/src/@dseries/set_names.m
index d17a2e88a5d08bb113e8808260068a6c40bad315..cf54735e38b096a3b9cdcb53381eca8240263795 100644
--- a/src/@dseries/set_names.m
+++ b/src/@dseries/set_names.m
@@ -1,29 +1,15 @@
-function A = set_names(B,varargin) % --*-- Unitary tests --*--
+function o = set_names(o,varargin) % --*-- Unitary tests --*--
-%@info:
-%! @deftypefn {Function File} {@var{A} =} times (@var{B},@code{varargin})
-%! @anchor{@nSeries/set_names}
-%! @sp 1
-%! Specify names of the variables in a @ref{dseries} object.
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @ @var
-%! @item B
-%! Dynare time series object instantiated by @ref{dseries}.
-%! @item C
-%! Dynare time series object instantiated by @ref{dseries}.
-%! @end table
-%! @sp 1
-%! @strong{Outputs}
-%! @sp 1
-%! @table @ @var
-%! @item A
-%! Dynare time series object.
-%! @end deftypefn
-%@eod:
+% Specifies names of the variables in a dseries object (in place modification).
+%
+% INPUTS
+% - o [dseries]
+% - s1, s2, s3, ... [string]
+%
+% OUTPUTS
+% - o [dseries]
-% Copyright (C) 2012 Dynare Team
+% Copyright (C) 2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -40,23 +26,19 @@ function A = set_names(B,varargin) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
-
n = nargin-1;
-if ~isdseries(B)
- error(['dseries::rename: ' inputname(1) ' must be a dseries object!'])
+if ~isdseries(o)
+ error(['dseries::set_names: ' inputname(1) ' must be a dseries object!'])
end
-if ~isequal(vobs(B),n)
- error(['dseries::rename: The number of variables in ' inputname(1) ' does not match the number of declared names!'])
+if ~isequal(vobs(o), n)
+ error(['dseries::set_names: The number of variables in ' inputname(1) ' does not match the number of declared names!'])
end
-A = B;
-
-for i=1:vobs(A)
+for i=1:vobs(o)
if ~isempty(varargin{i})
- A.name(i) = { varargin{i} };
+ o.name(i) = { varargin{i} };
end
end
@@ -72,42 +54,16 @@ end
%$ % Instantiate a time series object.
%$ try
%$ ts1 = dseries(A,[],[],[]);
-%$ ts2 = set_names(ts1,'A1',[],'A3');
+%$ ts1.set_names('A1',[],'A3');
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if length(t)>1
-%$ t(2) = dassert(ts2.vobs,3);
-%$ t(3) = dassert(ts2.nobs,10);
-%$ t(4) = dassert(ts2.name,A_name);
-%$ end
-%$ T = all(t);
-%@eof:1
-
-%@test:2
-%$ % Define a datasets.
-%$ A = rand(10,3);
-%$
-%$ % Define names
-%$ A_name = {'A1';'Variable_2';'A3'};
-%$
-%$ t = zeros(4,1);
-%$
-%$ % Instantiate a time series object.
-%$ try
-%$ ts1 = dseries(A,[],[],[]);
-%$ ts1 = ts1.set_names('A1',[],'A3');
-%$ t(1) = 1;
-%$ catch
-%$ t = 0;
-%$ end
-%$
-%$ if length(t)>1
%$ t(2) = dassert(ts1.vobs,3);
%$ t(3) = dassert(ts1.nobs,10);
%$ t(4) = dassert(ts1.name,A_name);
%$ end
%$ T = all(t);
-%@eof:2
+%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/size.m b/src/@dseries/size.m
index c83090b51258e2c8afd4e370848b383bc4be82be..22b8ad4c8addfd8037bdba46c2544e671ecc4c9f 100644
--- a/src/@dseries/size.m
+++ b/src/@dseries/size.m
@@ -1,6 +1,8 @@
function varargout = size(o, varargin)
-% Copyright (C) 2013-2014 Dynare Team
+% Overloads size function.
+
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -31,4 +33,21 @@ switch nargout
end
otherwise
error('dseries::size: Wrong calling sequence! Cannot return more than two arguments.')
-end
\ No newline at end of file
+end
+
+%@test:2
+%$ ts = dseries(randn(10,1));
+%$ try
+%$ dimension = ts.size();
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(dimension(1), 10);
+%$ t(3) = dassert(dimension(2), 1);
+%$ end
+%$
+%$ T = all(t);
+%@eof:2
\ No newline at end of file
diff --git a/src/@dseries/std.m b/src/@dseries/std.m
index 7cedf390d8826e56586426cb8e488f469f42b475..cdbe7c05304e8466daee017ac466e16b46a12680 100644
--- a/src/@dseries/std.m
+++ b/src/@dseries/std.m
@@ -4,13 +4,13 @@ function s = std(o, geometric) % --*-- Unitary tests --*--
% See https://en.wikipedia.org/wiki/Geometric_standard_deviation
%
% INPUTS
-% o o dseries object [mandatory].
-% o geometric logical [default is false], if true returns the geometric standard deviation.
+% - o [dseries] T observations and N variables.
+% - geometric [logical] if true returns the geometric standard deviation (default is false).
%
% OUTPUTS
-% o s 1*vobs(o) vector of doubles.
+% - s [double] 1*N vector.
-% Copyright (C) 2016 Dynare Team
+% Copyright (C) 2016-2017 Dynare Team
%
% This file is part of Dynare.
%
diff --git a/src/@dseries/subsref.m b/src/@dseries/subsref.m
index be86968515f338166b61ae9d9f5a1ff07d5b299e..4c28f355e68c0621eb99efd404c1b666d21de07e 100644
--- a/src/@dseries/subsref.m
+++ b/src/@dseries/subsref.m
@@ -70,7 +70,7 @@ switch S(1).type
error(['dseries::subsref: ' S(1).subs ' is not a method but a member!'])
end
B = builtin('subsref', A, S(1));
- case {'log','log_','exp','exp_','ygrowth','qgrowth','ydiff','qdiff','abs','isnan','firstdate','firstobservedperiod'} % Give "dot access" to public methods without args.
+ case {'log','log_','exp','exp_','ygrowth','ygrowth_','qgrowth','qgrowth_','ydiff','ydiff_','qdiff','qdiff_','abs','abs_','isnan','firstdate','firstobservedperiod'} % Give "dot access" to public methods without args.
B = feval(S(1).subs,A);
if length(S)>1 && isequal(S(2).type,'()') && isempty(S(2).subs)
S = shiftS(S,1);
@@ -90,7 +90,7 @@ switch S(1).type
case 'freq'
% Returns an integer characterizing the data frequency (1, 4, 12 or 52)
B = A.dates.freq;
- case {'lag','lead','hptrend','hpcycle','chain','detrend','exist','mean','std','center'} % Methods with less than two arguments.
+ case {'lag','lag_','lead','lead_','hptrend','hptrend_','hpcycle','hpcycle_','chain','chain_','detrend','detrend_','exist','mean','std','center','center_'} % Methods with less than two arguments.
if length(S)>1 && isequal(S(2).type,'()')
if isempty(S(2).subs)
B = feval(S(1).subs,A);
@@ -105,7 +105,7 @@ switch S(1).type
else
B = feval(S(1).subs,A);
end
- case {'cumsum','insert','pop','cumprod','remove'} % Methods with less than three argument.
+ case {'cumsum','cumsum_','insert','pop','pop_','cumprod','cumprod_','remove','remove_'} % Methods with less than three argument.
if length(S)>1 && isequal(S(2).type,'()')
if isempty(S(2).subs)
B = feval(S(1).subs,A);
@@ -120,7 +120,7 @@ switch S(1).type
else
B = feval(S(1).subs,A);
end
- case 'baxter_king_filter'
+ case {'baxter_king_filter', 'baxter_king_filter_'}
if length(S)>1 && isequal(S(2).type,'()')
if isempty(S(2).subs)
B = feval(S(1).subs,A);
@@ -169,7 +169,7 @@ switch S(1).type
else
error('dseries::subsref: Call to size method must come in last position!')
end
- case {'set_names','rename','tex_rename'}
+ case {'set_names','rename','rename_','tex_rename','tex_rename_'}
B = feval(S(1).subs,A,S(2).subs{:});
S = shiftS(S,1);
case {'disp'}
diff --git a/src/@dseries/tex_rename.m b/src/@dseries/tex_rename.m
index 801b8df789187607821cd09a19b4e505258e5af3..c903fc86c156b06bb5a49aefec2504335ea58483 100644
--- a/src/@dseries/tex_rename.m
+++ b/src/@dseries/tex_rename.m
@@ -1,4 +1,4 @@
-function ts = tex_rename(ts, varargin) % --*-- Unitary tests --*--
+function o = tex_rename(o, varargin) % --*-- Unitary tests --*--
% Copyright (C) 2013-2015 Dynare Team
%
@@ -17,96 +17,28 @@ function ts = tex_rename(ts, varargin) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-assert(nargin <= 3, 'dseries::tex_rename: accepts at most three args');
-
-if nargin == 2
- newtexname = varargin{1};
- assert(vobs(ts) == 1 || vobs(ts) == length(newtexname), ...
- 'dseries::tex_rename: with one argument, the dseries contain only one variable.');
-else
- newtexname = varargin{2};
- name = varargin{1};
- assert(ischar(name), 'dseries::tex_rename: second input argument (name) must be a string');
-end
-
-assert(ischar(newtexname) || (iscellstr(newtexname) && length(newtexname) == vobs(ts)), ...
- ['dseries::tex_rename: third input argument (newtexname) name must either be a string' ...
- ' or a cell array of strings with the same number of entries as varibles in the dseries']);
-
-if nargin == 2
- idname = 1;
-else
- idname = find(strcmp(name, ts.name));
- if isempty(idname)
- error(['dseries::tex_rename: Variable ' name ' is unknown in dseries object ' inputname(1) '!'])
- end
-end
-
-if iscellstr(newtexname)
- ts.tex = newtexname;
-else
- ts.tex(idname) = {newtexname};
-end
+o = copy(o);
+o.tex_rename_(varargin{:});
%@test:1
-%$ t = zeros(8,1);
%$ ts = dseries([transpose(1:5), transpose(6:10)],'1950q1',{'Output'; 'Consumption'}, {'Y_t'; 'C_t'});
%$ try
-%$ ts = tex_rename(ts,'Output','\\Delta Y_t');
-%$ t(1) = 1;
-%$ catch
-%$ t = 0;
-%$ end
-%$
-%$ if length(t)>1
-%$ t(2) = dassert(ts.freq,4);
-%$ t(3) = dassert(ts.init.freq,4);
-%$ t(4) = dassert(ts.init.time,[1950, 1]);
-%$ t(5) = dassert(ts.vobs,2);
-%$ t(6) = dassert(ts.nobs,5);
-%$ t(7) = dassert(ts.name,{'Output'; 'Consumption'});
-%$ t(8) = dassert(ts.tex,{'\\Delta Y_t'; 'C_t'});
-%$ end
-%$
-%$ T = all(t);
-%@eof:1
-
-%@test:2
-%$ t = zeros(8,1);
-%$ ts = dseries([transpose(1:5), transpose(6:10)],'1950q1',{'Output'; 'Consumption'}, {'Y_t'; 'C_t'});
-%$ try
-%$ ts = ts.tex_rename('Output','\\Delta Y_t');
-%$ t(1) = 1;
-%$ catch
-%$ t = 0;
-%$ end
-%$
-%$ if length(t)>1
-%$ t(2) = dassert(ts.freq,4);
-%$ t(3) = dassert(ts.init.freq,4);
-%$ t(4) = dassert(ts.init.time,[1950, 1]);
-%$ t(5) = dassert(ts.vobs,2);
-%$ t(6) = dassert(ts.nobs,5);
-%$ t(7) = dassert(ts.name,{'Output'; 'Consumption'});
-%$ t(8) = dassert(ts.tex,{'\\Delta Y_t'; 'C_t'});
-%$ end
-%$
-%$ T = all(t);
-%@eof:2
-
-%@test:3
-%$ t = zeros(2,1);
-%$ ts = dseries(rand(3,3));
-%$ try
-%$ ts = ts.tex_rename({'Output','\\Delta Y_t','\\theta_{-1}'});
+%$ ds = ts.tex_rename('Output','\\Delta Y_t');
%$ t(1) = 1;
%$ catch
-%$ t = 0;
+%$ t(1) = 0;
%$ end
%$
-%$ if length(t)>1
-%$ t(2) = dassert(ts.tex,{'Output','\\Delta Y_t','\\theta_{-1}'});
+%$ if t(1)
+%$ t(2) = dassert(ds.freq,4);
+%$ t(3) = dassert(ds.init.freq,4);
+%$ t(4) = dassert(ds.init.time,[1950, 1]);
+%$ t(5) = dassert(ds.vobs,2);
+%$ t(6) = dassert(ds.nobs,5);
+%$ t(7) = dassert(ds.name,{'Output'; 'Consumption'});
+%$ t(8) = dassert(ds.tex,{'\\Delta Y_t'; 'C_t'});
+%$ t(9) = dassert(ts.tex,{'Y_t'; 'C_t'});
%$ end
%$
%$ T = all(t);
-%@eof:3
+%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/tex_rename_.m b/src/@dseries/tex_rename_.m
new file mode 100644
index 0000000000000000000000000000000000000000..33450efe51f9c4d4367c138c19f159dbe88a0192
--- /dev/null
+++ b/src/@dseries/tex_rename_.m
@@ -0,0 +1,103 @@
+function o = tex_rename_(o, varargin) % --*-- Unitary tests --*--
+
+% Changes TeX name of variables in a dseries object.
+%
+% INPUTS
+% - o [dseries]
+% - names_1 [string, cell]
+% - names_2 [string]
+%
+% OUTPUTS
+% - o [dseries]
+%
+% REMARKS
+% If varargin has only one element (string or cell of strings) then this input defines the new
+% texnames for all the variables in dseries object o. If varargin has two elements (strings) the
+% first element is the name of the variable and the second argument is the new texname for this
+% variable.
+
+% Copyright (C) 2013-2017 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 <http://www.gnu.org/licenses/>.
+
+assert(nargin <= 3, 'dseries::tex_rename: accepts at most three args');
+
+if nargin == 2
+ newtexname = varargin{1};
+ assert(vobs(o) == 1 || vobs(o) == length(newtexname), ...
+ 'dseries::tex_rename: with one argument, the dseries contain only one variable.');
+else
+ newtexname = varargin{2};
+ name = varargin{1};
+ assert(ischar(name), 'dseries::tex_rename: second input argument (name) must be a string');
+end
+
+assert(ischar(newtexname) || (iscellstr(newtexname) && length(newtexname) == vobs(o)), ...
+ ['dseries::tex_rename: third input argument (newtexname) name must either be a string' ...
+ ' or a cell array of strings with the same number of entries as varibles in the dseries']);
+
+if nargin == 2
+ idname = 1;
+else
+ idname = find(strcmp(name, o.name));
+ if isempty(idname)
+ error(['dseries::tex_rename: Variable ' name ' is unknown in dseries object ' inputname(1) '!'])
+ end
+end
+
+if iscellstr(newtexname)
+ o.tex = newtexname;
+else
+ o.tex(idname) = {newtexname};
+end
+
+%@test:1
+%$ ts = dseries([transpose(1:5), transpose(6:10)],'1950q1',{'Output'; 'Consumption'}, {'Y_t'; 'C_t'});
+%$ try
+%$ ts.tex_rename_('Output','\\Delta Y_t');
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(ts.freq,4);
+%$ t(3) = dassert(ts.init.freq,4);
+%$ t(4) = dassert(ts.init.time,[1950, 1]);
+%$ t(5) = dassert(ts.vobs,2);
+%$ t(6) = dassert(ts.nobs,5);
+%$ t(7) = dassert(ts.name,{'Output'; 'Consumption'});
+%$ t(8) = dassert(ts.tex,{'\\Delta Y_t'; 'C_t'});
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
+
+%@test:3
+%$ ts = dseries(rand(3,3));
+%$ try
+%$ ts.tex_rename_({'Output','\\Delta Y_t','\\theta_{-1}'});
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(ts.tex,{'Output','\\Delta Y_t','\\theta_{-1}'});
+%$ end
+%$
+%$ T = all(t);
+%@eof:3
diff --git a/src/@dseries/uminus.m b/src/@dseries/uminus.m
index 6f0185311cae54dc8e61e8f903cc675c42e9cdfe..33fed6c44f7a559eefad51b8d709a0fae5361b1c 100644
--- a/src/@dseries/uminus.m
+++ b/src/@dseries/uminus.m
@@ -1,29 +1,14 @@
-function A = uminus(B) % --*-- Unitary tests --*--
+function o = uminus(o) % --*-- Unitary tests --*--
-%@info:
-%! @deftypefn {Function File} {@var{A} =} plus (@var{B},@var{C})
-%! @anchor{@dseries/uminus}
-%! @sp 1
-%! Overloads the uminus method for the Dynare time series class (@ref{dseries}).
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @ @var
-%! @item B
-%! Dynare time series object instantiated by @ref{dseries}.
-%! @item C
-%! Dynare time series object instantiated by @ref{dseries}.
-%! @end table
-%! @sp 1
-%! @strong{Outputs}
-%! @sp 1
-%! @table @ @var
-%! @item A
-%! Dynare time series object.
-%! @end deftypefn
-%@eod:
+% Overloads the uminus method for dseries objects.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
-% Copyright (C) 2012-2013 Dynare Team
+% Copyright (C) 2012-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -40,16 +25,13 @@ function A = uminus(B) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-A = dseries();
+o = copy(o);
-A.data = -(B.data);
-A.dates = B.dates;
+o.data = -(o.data);
-A.name = cell(vobs(A),1);
-A.tex = cell(vobs(A),1);
-for i = 1:vobs(A)
- A.name(i) = {[ '-' B.name{i}]};
- A.tex(i) = {[ '-' B.tex{i}]};
+for i = 1:vobs(o)
+ o.name(i) = {[ '-' o.name{i}]};
+ o.tex(i) = {[ '-' o.tex{i}]};
end
%@test:1
diff --git a/src/@dseries/vertcat.m b/src/@dseries/vertcat.m
index 36aa733bdf02696a6f762d008738fd0265f09149..17d684f394d148a1b1a1e2d1f2a1fb428e98f487 100644
--- a/src/@dseries/vertcat.m
+++ b/src/@dseries/vertcat.m
@@ -1,36 +1,23 @@
-function a = vertcat(varargin) % --*-- Unitary tests --*--
+function o = vertcat(varargin) % --*-- Unitary tests --*--
-%@info:
-%! @deftypefn {Function file} {@var{a} =} vertcat (@var{b},@var{c}, ...)
-%! @anchor{horzcat}
-%! @sp 1
-%! Method of the dseries class.
-%! @sp 1
-%! This method overloads the vertical concatenation operator, so that
-%! two (or more) time series objects containing the same variables
-%! can be merged using the following syntax:
-%!
-%! a = [b; c; d];
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @ @var
-%! @item b
-%! Dynare time series object, instantiated by @ref{dseries}.
-%! @item c
-%! Dynare time series object, instantiated by @ref{dseries}.
-%! @end table
-%! @sp 2
-%! @strong{Outputs}
-%! @sp 1
-%! @table @var
-%! @item a
-%! Dynare time series object.
-%! @end table
-%! @end deftypefn
-%@eod:
+% Overloads vertcat method for dseries objects.
+%
+% INPUTS
+% o o1 dseries object.
+% o o2 dseries object.
+% o ...
+%
+% OUTPUTS
+% o o dseries object.
+%
+% EXAMPLE 1
+% If o1, o2 and o3 are dseries objects containing the same variables over different samples, the following syntax:
+%
+% o = [o1; o2; o3] ;
+%
+% merges the samples.
-% Copyright (C) 2013 Dynare Team
+% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -48,13 +35,13 @@ function a = vertcat(varargin) % --*-- Unitary tests --*--
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if nargin==0
- a = DynSeries();
+ o = dseries();
elseif nargin == 1
- a = varargin{1};
+ o = varargin{1};
elseif nargin>1
- a = varargin{1};
+ o = varargin{1};
for i=2:nargin
- a = vertcat_(a,varargin{i});
+ o = vertcat_(o, varargin{i});
end
end
@@ -103,15 +90,21 @@ function d = vertcat_(b, c)
%$ ts2 = dseries(B,[],B_name,[]);
%$
%$ % Call the tested method.
-%$ ts3 = [ts1;ts2];
+%$ try
+%$ ts3 = [ts1;ts2];
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
%$
%$ % Check the results.
-%$
-%$ t(1) = dassert(ts3.init,e.init);
-%$ t(2) = dassert(ts3.freq,e.freq);
-%$ t(3) = dassert(ts3.data,e.data);
-%$ t(4) = dassert(ts3.name,e.name);
-%$ t(5) = dassert(ts3.nobs,20);
+%$ if t(1)
+%$ t(2) = dassert(ts3.init,e.init);
+%$ t(3) = dassert(ts3.freq,e.freq);
+%$ t(4) = dassert(ts3.data,e.data);
+%$ t(5) = dassert(ts3.name,e.name);
+%$ t(6) = dassert(ts3.nobs,20);
+%$ end
%$ T = all(t);
%@eof:1
@@ -139,15 +132,22 @@ function d = vertcat_(b, c)
%$ ts3 = dseries(C,[],C_name,[]);
%$
%$ % Call the tested method.
-%$ ts4 = [ts1; ts2; ts3];
+%$ try
+%$ ts4 = [ts1; ts2; ts3];
+%£ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
%$
-%$ % Check the results.
%$
-%$ t(1) = dassert(ts4.init,e.init);
-%$ t(2) = dassert(ts4.freq,e.freq);
-%$ t(3) = dassert(ts4.data,e.data);
-%$ t(4) = dassert(ts4.name,e.name);
-%$ t(5) = dassert(ts4.nobs,30);
+%$ % Check the results.
+%$ if t(1)
+%$ t(2) = dassert(ts4.init,e.init);
+%$ t(3) = dassert(ts4.freq,e.freq);
+%$ t(4) = dassert(ts4.data,e.data);
+%$ t(5) = dassert(ts4.name,e.name);
+%$ t(6) = dassert(ts4.nobs,30);
+%$ end
%$ T = all(t);
%@eof:2
diff --git a/src/@dseries/vobs.m b/src/@dseries/vobs.m
index 37c1c80dd31eb48cfdbeda31a70e8ef5988fc33e..5af584706d93cac1e3a01f29690d4b5a9b82024a 100644
--- a/src/@dseries/vobs.m
+++ b/src/@dseries/vobs.m
@@ -1,8 +1,14 @@
-function s = vobs(ts)
+function s = vobs(o)
% Returns the number of variables in a @dseries object.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - s [integer] scalar, number of variables in o.
-% Copyright (C) 2014 Dynare Team
+% Copyright (C) 2014-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -19,4 +25,4 @@ function s = vobs(ts)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-s = columns(ts.data);
\ No newline at end of file
+s = columns(o.data);
\ No newline at end of file
diff --git a/src/@dseries/ydiff.m b/src/@dseries/ydiff.m
index 46159b9258e0bab20a4da1400f7610eb1ce9279c..e2983c3708dfc2e62d695f5976867d19d2f13f3b 100644
--- a/src/@dseries/ydiff.m
+++ b/src/@dseries/ydiff.m
@@ -1,28 +1,14 @@
-function us = ydiff(ts) % --*-- Unitary tests --*--
+function o = ydiff(o) % --*-- Unitary tests --*--
-%@info:
-%! @deftypefn {Function File} {@var{us} =} ydiff (@var{ts})
-%! @anchor{ydiff}
-%! @sp 1
-%! Computes annual differences.
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @var
-%! @item ts
-%! Dynare time series object, instantiated by @ref{dseries}
-%! @end table
-%! @sp 2
-%! @strong{Outputs}
-%! @sp 1
-%! @table @var
-%! @item us
-%! Dynare time series object with transformed data field.
-%! @end table
-%! @end deftypefn
-%@eod:
+% Computes yearly differences.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
-% Copyright (C) 2012-2015 Dynare Team
+% Copyright (C) 2012-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -39,133 +25,28 @@ function us = ydiff(ts) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-us = ts;
-
-switch frequency(ts)
- case 1
- us.data(2:end,:) = ts.data(2:end,:)-ts.data(1:end-1,:);
- us.data(1,:) = NaN;
- for i = 1:vobs(ts)
- us.name(i) = {['ydiff(' us.name{i} ')']};
- us.tex(i) = {['\Delta ' us.tex{i}]};
- end
- case 4
- us.data(5:end,:) = ts.data(5:end,:)-ts.data(1:end-4,:);
- us.data(1:4,:) = NaN;
- for i = 1:vobs(ts)
- us.name(i) = {['ydiff(' us.name{i} ')']};
- us.tex(i) = {['\Delta_4 ' us.tex{i}]};
- end
- case 12
- us.data(13:end,:) = ts.data(13:end,:)-ts.data(1:end-12,:);
- us.data(1:12,:) = NaN;
- for i = 1:vobs(ts)
- us.name(i) = {['ydiff(' us.name{i} ')']};
- us.tex(i) = {['\Delta_{12} ' us.tex{i}]};
- end
- case 52
- us.data(53:end,:) = ts.data(53:end,:)-ts.data(1:end-52,:);
- us.data(1:52,:) = NaN;
- for i = 1:vobs(ts)
- us.name(i) = {['ydiff(' us.name{i} ')']};
- us.tex(i) = {['\Delta_{52} ' us.tex{i}]};
- end
- otherwise
- error(['dseries::ydiff: object ' inputname(1) ' has unknown frequency']);
-end
+o = copy(o);
+o.ydiff_();
%@test:1
-%$ t = zeros(4,1);
-%$
%$ try
%$ data = transpose(1:100);
%$ ts = dseries(data,'1950Q1',{'A1'},{'A_1'});
-%$ ts = ts.ydiff;
-%$ t(1) = 1;
+%$ ds = ts.ydiff();
+%$ t(1) = true;
%$ catch
-%$ t = 0;
+%$ t(1) = false;
%$ end
%$
%$
-%$ if length(t)>1
+%$ if t(1)
%$ DATA = NaN(4,ts.vobs);
%$ DATA = [DATA; 4*ones(ts.nobs-4,ts.vobs)];
-%$ t(2) = dassert(ts.data,DATA);
-%$ t(3) = dassert(ts.name{1},['ydiff(A1)']);
-%$ t(4) = dassert(ts.tex{1},['\\Delta_4 A_1']);
-%$ end
-%$
-%$ T = all(t);
-%@eof:1
-
-%@test:2
-%$ t = zeros(4,1);
-%$
-%$ try
-%$ data = transpose(1:100);
-%$ ts = dseries(data,'1950M1',{'A1'},{'A_1'});
-%$ ts = ts.ydiff;
-%$ t(1) = 1;
-%$ catch
-%$ t = 0;
-%$ end
-%$
-%$
-%$ if length(t)>1
-%$ DATA = NaN(12,ts.vobs);
-%$ DATA = [DATA; 12*ones(ts.nobs-12,ts.vobs)];
-%$ t(2) = dassert(ts.data,DATA);
-%$ t(3) = dassert(ts.name{1},['ydiff(A1)']);
-%$ t(4) = dassert(ts.tex{1},['\\Delta_{12} A_1']);
-%$ end
-%$
-%$ T = all(t);
-%@eof:2
-
-%@test:3
-%$ t = zeros(2,1);
-%$
-%$ try
-%$ data = transpose(1:100);
-%$ ts = dseries(data,'1950W1',{'A1'},{'A_1'});
-%$ ts = ts.ydiff;
-%$ t(1) = 1;
-%$ catch
-%$ t = 0;
-%$ end
-%$
-%$
-%$ if length(t)>1
-%$ DATA = NaN(52,ts.vobs);
-%$ DATA = [DATA; 52*ones(ts.nobs-52,ts.vobs)];
-%$ t(2) = dassert(ts.data,DATA);
-%$ t(3) = dassert(ts.name{1},['ydiff(A1)']);
-%$ t(4) = dassert(ts.tex{1},['\\Delta_{52} A_1']);
-%$ end
-%$
-%$ T = all(t);
-%@eof:3
-
-%@test:4
-%$ t = zeros(4,1);
-%$
-%$ try
-%$ data = transpose(1:100);
-%$ ts = dseries(data,'1950Y',{'A1'},{'A_1'});
-%$ ts = ts.ydiff;
-%$ t(1) = 1;
-%$ catch
-%$ t = 0;
-%$ end
-%$
-%$
-%$ if length(t)>1
-%$ DATA = NaN(1,ts.vobs);
-%$ DATA = [DATA; ones(ts.nobs-1,ts.vobs)];
-%$ t(2) = dassert(ts.data,DATA);
-%$ t(3) = dassert(ts.name{1},['ydiff(A1)']);
-%$ t(4) = dassert(ts.tex{1},['\\Delta A_1']);
+%$ t(2) = dassert(ds.data,DATA);
+%$ t(3) = dassert(ds.name{1},['ydiff(A1)']);
+%$ t(4) = dassert(ds.tex{1},['\\Delta_4 A_1']);
+%$ t(5) = dassert(ts.data, data);
%$ end
%$
%$ T = all(t);
-%@eof:4
+%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/ydiff_.m b/src/@dseries/ydiff_.m
new file mode 100644
index 0000000000000000000000000000000000000000..d11d86f4eeb1ae0cbd0a1de8e271ec56d55ae389
--- /dev/null
+++ b/src/@dseries/ydiff_.m
@@ -0,0 +1,146 @@
+function o = ydiff_(o) % --*-- Unitary tests --*--
+
+% Computes yearly differences.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
+
+% Copyright (C) 2012-2017 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 <http://www.gnu.org/licenses/>.
+
+switch frequency(o)
+ case 1
+ o.data(2:end,:) = o.data(2:end,:)-o.data(1:end-1,:);
+ o.data(1,:) = NaN;
+ for i = 1:vobs(o)
+ o.name(i) = {['ydiff(' o.name{i} ')']};
+ o.tex(i) = {['\Delta ' o.tex{i}]};
+ end
+ case 4
+ o.data(5:end,:) = o.data(5:end,:)-o.data(1:end-4,:);
+ o.data(1:4,:) = NaN;
+ for i = 1:vobs(o)
+ o.name(i) = {['ydiff(' o.name{i} ')']};
+ o.tex(i) = {['\Delta_4 ' o.tex{i}]};
+ end
+ case 12
+ o.data(13:end,:) = o.data(13:end,:)-o.data(1:end-12,:);
+ o.data(1:12,:) = NaN;
+ for i = 1:vobs(o)
+ o.name(i) = {['ydiff(' o.name{i} ')']};
+ o.tex(i) = {['\Delta_{12} ' o.tex{i}]};
+ end
+ case 52
+ o.data(53:end,:) = o.data(53:end,:)-o.data(1:end-52,:);
+ o.data(1:52,:) = NaN;
+ for i = 1:vobs(o)
+ o.name(i) = {['ydiff(' o.name{i} ')']};
+ o.tex(i) = {['\Delta_{52} ' o.tex{i}]};
+ end
+ otherwise
+ error(['dseries::ydiff: object ' inputname(1) ' has unknown frequency']);
+end
+
+%@test:1
+%$ try
+%$ data = transpose(1:100);
+%$ ts = dseries(data,'1950Q1',{'A1'},{'A_1'});
+%$ ts.ydiff_;
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$
+%$ if t(1)
+%$ DATA = NaN(4,ts.vobs);
+%$ DATA = [DATA; 4*ones(ts.nobs-4,ts.vobs)];
+%$ t(2) = dassert(ts.data,DATA);
+%$ t(3) = dassert(ts.name{1},['ydiff(A1)']);
+%$ t(4) = dassert(ts.tex{1},['\\Delta_4 A_1']);
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
+
+%@test:2
+%$ try
+%$ data = transpose(1:100);
+%$ ts = dseries(data,'1950M1',{'A1'},{'A_1'});
+%$ ts.ydiff_;
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$
+%$ if t(1)
+%$ DATA = NaN(12,ts.vobs);
+%$ DATA = [DATA; 12*ones(ts.nobs-12,ts.vobs)];
+%$ t(2) = dassert(ts.data,DATA);
+%$ t(3) = dassert(ts.name{1},['ydiff(A1)']);
+%$ t(4) = dassert(ts.tex{1},['\\Delta_{12} A_1']);
+%$ end
+%$
+%$ T = all(t);
+%@eof:2
+
+%@test:3
+%$ try
+%$ data = transpose(1:100);
+%$ ts = dseries(data,'1950W1',{'A1'},{'A_1'});
+%$ ts.ydiff_;
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$ if t(1)
+%$ DATA = NaN(52,ts.vobs);
+%$ DATA = [DATA; 52*ones(ts.nobs-52,ts.vobs)];
+%$ t(2) = dassert(ts.data,DATA);
+%$ t(3) = dassert(ts.name{1},['ydiff(A1)']);
+%$ t(4) = dassert(ts.tex{1},['\\Delta_{52} A_1']);
+%$ end
+%$
+%$ T = all(t);
+%@eof:3
+
+%@test:4
+%$ try
+%$ data = transpose(1:100);
+%$ ts = dseries(data,'1950Y',{'A1'},{'A_1'});
+%$ ts.ydiff_;
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$
+%$ if t(1)
+%$ DATA = NaN(1,ts.vobs);
+%$ DATA = [DATA; ones(ts.nobs-1,ts.vobs)];
+%$ t(2) = dassert(ts.data,DATA);
+%$ t(3) = dassert(ts.name{1},['ydiff(A1)']);
+%$ t(4) = dassert(ts.tex{1},['\\Delta A_1']);
+%$ end
+%$
+%$ T = all(t);
+%@eof:4
diff --git a/src/@dseries/ygrowth.m b/src/@dseries/ygrowth.m
index bc5deeb58a77a26bdf7e463082a8af5930084f99..aba3a062dd71fcf045aba9350bd4a9a70d4e1df3 100644
--- a/src/@dseries/ygrowth.m
+++ b/src/@dseries/ygrowth.m
@@ -1,28 +1,14 @@
-function us = ygrowth(ts) % --*-- Unitary tests --*--
+function o = ygrowth(o) % --*-- Unitary tests --*--
-%@info:
-%! @deftypefn {Function File} {@var{us} =} ygrowth (@var{ts})
-%! @anchor{ygrowth}
-%! @sp 1
-%! Computes annual growth rates.
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @var
-%! @item ts
-%! Dynare time series object, instantiated by @ref{dseries}
-%! @end table
-%! @sp 2
-%! @strong{Outputs}
-%! @sp 1
-%! @table @var
-%! @item us
-%! Dynare time series object with transformed data field.
-%! @end table
-%! @end deftypefn
-%@eod:
+% Computes yearly growth rates.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
-% Copyright (C) 2012-2013 Dynare Team
+% Copyright (C) 2012-2017 Dynare Team
%
% This file is part of Dynare.
%
@@ -39,40 +25,8 @@ function us = ygrowth(ts) % --*-- Unitary tests --*--
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-us = ts;
-
-switch frequency(ts)
- case 1
- us.data(2:end,:) = ts.data(2:end,:)./ts.data(1:end-1,:) - 1;
- us.data(1,:) = NaN;
- for i = 1:vobs(ts)
- us.name(i) = {['ygrowth(' us.name{i} ')']};
- us.tex(i) = {['\delta ' us.tex{i}]};
- end
- case 4
- us.data(5:end,:) = ts.data(5:end,:)./ts.data(1:end-4,:) - 1;
- us.data(1:4,:) = NaN;
- for i = 1:vobs(ts)
- us.name(i) = {['ygrowth(' us.name{i} ')']};
- us.tex(i) = {['\delta_4 ' us.tex{i}]};
- end
- case 12
- us.data(13:end,:) = ts.data(13:end,:)./ts.data(1:end-12,:) - 1;
- us.data(1:12,:) = NaN;
- for i = 1:vobs(ts)
- us.name(i) = {['ygrowth(' us.name{i} ')']};
- us.tex(i) = {['\delta_{12} ' us.tex{i}]};
- end
- case 52
- us.data(53:end,:) = ts.data(53:end,:)./ts.data(1:end-52,:) - 1;
- us.data(1:52,:) = NaN;
- for i = 1:vobs(ts)
- us.name(i) = {['ygrowth(' us.name{i} ')']};
- us.tex(i) = {['\delta_{52} ' us.tex{i}]};
- end
- otherwise
- error(['dseries::ygrowth: object ' inputname(1) ' has unknown frequency']);
-end
+o = copy(o);
+o.ygrowth_();
%@test:1
%$ t = zeros(2,1);
@@ -80,7 +34,7 @@ end
%$ try
%$ data = repmat(transpose(1:4),100,1);
%$ ts = dseries(data,'1950Q1');
-%$ ts = ts.ygrowth;
+%$ ds = ts.ygrowth;
%$ t(1) = 1;
%$ catch
%$ t = 0;
@@ -90,52 +44,9 @@ end
%$ if length(t)>1
%$ DATA = NaN(4,ts.vobs);
%$ DATA = [DATA; zeros(ts.nobs-4,ts.vobs)];
-%$ t(2) = dassert(ts.data,DATA);
-%$ end
-%$
-%$ T = all(t);
-%@eof:1
-
-%@test:2
-%$ t = zeros(2,1);
-%$
-%$ try
-%$ data = repmat(transpose(1:12),100,1);
-%$ ts = dseries(data,'1950M1');
-%$ ts = ts.ygrowth;
-%$ t(1) = 1;
-%$ catch
-%$ t = 0;
-%$ end
-%$
-%$
-%$ if length(t)>1
-%$ DATA = NaN(12,ts.vobs);
-%$ DATA = [DATA; zeros(ts.nobs-12,ts.vobs)];
-%$ t(2) = dassert(ts.data,DATA);
-%$ end
-%$
-%$ T = all(t);
-%@eof:2
-
-%@test:3
-%$ t = zeros(2,1);
-%$
-%$ try
-%$ data = repmat(transpose(1:52),100,1);
-%$ ts = dseries(data,'1950W1');
-%$ ts = ts.ygrowth;
-%$ t(1) = 1;
-%$ catch
-%$ t = 0;
-%$ end
-%$
-%$
-%$ if length(t)>1
-%$ DATA = NaN(52,ts.vobs);
-%$ DATA = [DATA; zeros(ts.nobs-52,ts.vobs)];
-%$ t(2) = dassert(ts.data,DATA);
+%$ t(2) = dassert(ds.data,DATA);
+%$ t(3) = dassert(ts.data,data);
%$ end
%$
%$ T = all(t);
-%@eof:3
+%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/ygrowth_.m b/src/@dseries/ygrowth_.m
new file mode 100644
index 0000000000000000000000000000000000000000..aa9934cc41560b01b3a76448ac35ff7e97b7ccea
--- /dev/null
+++ b/src/@dseries/ygrowth_.m
@@ -0,0 +1,118 @@
+function o = ygrowth_(o) % --*-- Unitary tests --*--
+
+% Computes yearly growth rates.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
+
+% Copyright (C) 2012-2017 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 <http://www.gnu.org/licenses/>.
+
+switch frequency(o)
+ case 1
+ o.data(2:end,:) = o.data(2:end,:)./o.data(1:end-1,:) - 1;
+ o.data(1,:) = NaN;
+ for i = 1:vobs(o)
+ o.name(i) = {['ygrowth(' o.name{i} ')']};
+ o.tex(i) = {['\delta ' o.tex{i}]};
+ end
+ case 4
+ o.data(5:end,:) = o.data(5:end,:)./o.data(1:end-4,:) - 1;
+ o.data(1:4,:) = NaN;
+ for i = 1:vobs(o)
+ o.name(i) = {['ygrowth(' o.name{i} ')']};
+ o.tex(i) = {['\delta_4 ' o.tex{i}]};
+ end
+ case 12
+ o.data(13:end,:) = o.data(13:end,:)./o.data(1:end-12,:) - 1;
+ o.data(1:12,:) = NaN;
+ for i = 1:vobs(o)
+ o.name(i) = {['ygrowth(' o.name{i} ')']};
+ o.tex(i) = {['\delta_{12} ' o.tex{i}]};
+ end
+ case 52
+ o.data(53:end,:) = o.data(53:end,:)./o.data(1:end-52,:) - 1;
+ o.data(1:52,:) = NaN;
+ for i = 1:vobs(o)
+ o.name(i) = {['ygrowth(' o.name{i} ')']};
+ o.tex(i) = {['\delta_{52} ' o.tex{i}]};
+ end
+ otherwise
+ error(['dseries::ygrowth: object ' inputname(1) ' has unknown frequency']);
+end
+
+%@test:1
+%$ try
+%$ data = repmat(transpose(1:4),100,1);
+%$ ts = dseries(data,'1950Q1');
+%$ ts.ygrowth_;
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$
+%$ if t(1)
+%$ DATA = NaN(4,ts.vobs);
+%$ DATA = [DATA; zeros(ts.nobs-4,ts.vobs)];
+%$ t(2) = dassert(ts.data,DATA);
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
+
+%@test:2
+%$ try
+%$ data = repmat(transpose(1:12),100,1);
+%$ ts = dseries(data,'1950M1');
+%$ ts.ygrowth_();
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$ if t(1)
+%$ DATA = NaN(12,ts.vobs);
+%$ DATA = [DATA; zeros(ts.nobs-12,ts.vobs)];
+%$ t(2) = dassert(ts.data,DATA);
+%$ end
+%$
+%$ T = all(t);
+%@eof:2
+
+%@test:3
+%$ try
+%$ data = repmat(transpose(1:52),100,1);
+%$ ts = dseries(data,'1950W1');
+%$ ts.ygrowth_();
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$
+%$ if t(1)
+%$ DATA = NaN(52,ts.vobs);
+%$ DATA = [DATA; zeros(ts.nobs-52,ts.vobs)];
+%$ t(2) = dassert(ts.data,DATA);
+%$ end
+%$
+%$ T = all(t);
+%@eof:3