From bbfc1c6e09df75a39e2adda68459d0753c0a1b27 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Ry=C3=BBk=29?=
<stepan@adjemian.eu>
Date: Wed, 14 Jun 2023 09:57:52 +0200
Subject: [PATCH] Add optional output.
Second output provides the same information but is easier to use (for instance, the second unit test, we use
the new ouput to select variables in a dseries object depending on the last observed period).
---
src/@dseries/lastobservedperiods.m | 37 +++++++++++++++++++++++++++++-
1 file changed, 36 insertions(+), 1 deletion(-)
diff --git a/src/@dseries/lastobservedperiods.m b/src/@dseries/lastobservedperiods.m
index 1a45036..aa2a7d5 100644
--- a/src/@dseries/lastobservedperiods.m
+++ b/src/@dseries/lastobservedperiods.m
@@ -1,4 +1,4 @@
-function b = lastobservedperiods(o)
+function [b, D] = lastobservedperiods(o)
% Return, for each variable, the last period without missing observations (last period without NaN).
%
@@ -7,6 +7,7 @@ function b = lastobservedperiods(o)
%
% OUTPUTS
% - b [struct] with N fields, each name field is a variable name and its content a date object.
+% - D [dates] N elements.
% Copyright © 2023 Dynare Team
%
@@ -32,6 +33,13 @@ for i=1:o.vobs
b.(o.name{i}) = o.dates(find(d(:,i), 1, 'last'));
end
+if nargout>1
+ D = dates(o.dates.freq);
+ for i=1:o.vobs
+ D.append_(b.(o.name{i}));
+ end
+end
+
return % --*-- Unit tests --*--
%@test:1
@@ -55,3 +63,30 @@ end
T = all(t);
%@eof:1
+
+%@test:2
+try
+ a = randn(10, 3);
+ a(end,1) = NaN;
+ a(end,2) = NaN;
+ a(end-1,2) = NaN;
+ A = dseries([a, a], '2000Q1', {'A1', 'A2', 'A3', 'B1', 'B2', 'B3'});
+ [b, D] = lastobservedperiods(A);
+ d = unique(D);
+ tmp = {};
+ for i=1:length(d)
+ tmp{i} = A(D==d(i));
+ end
+ t(1) = true;
+catch
+ t(1) = false;
+end
+
+if t(1)
+ for i=1:length(d)
+ t(i+1) = isequal(tmp{i}.name,{sprintf('A%u', i); sprintf('B%u', i)})
+ end
+end
+
+T = all(t);
+%@eof:2
--
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