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Commit dacdb39f authored by Stéphane Adjemian (Charybdis)'s avatar Stéphane Adjemian (Charybdis) Committed by Stéphane Adjemian (Hermes)
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Changed the behaviour of log, exp, and align methods... 

... and added a new methods.

Methods with trailing underscore (log_, exp_ and align_) in the name do
inplace modifications, while methods without trailing underscore create
new objects.
parent 965efceb
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Showing with 525 additions and 137 deletions
src/@dseries/align.m
View file @ dacdb39f
function [a,b] = align(a, b) % --*-- Unitary tests --*--
function [o, p] = align(o, p) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {[@var{a}, @var{b}] =} align (@var{a}, @var{b})
%! @anchor{dseries/align}
%! @sp 1
%! If dseries objects @var{a} and @var{b} are defined on different time ranges, extend @var{a} and/or
%! @var{b} with NaNs so that they are defined on the same time range.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item a
%! Object instantiated by @ref{dseries}.
%! @item b
%! Object instantiated by @ref{dseries}.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item a
%! Object instantiated by @ref{dseries}.
%! @item b
%! Object instantiated by @ref{dseries}.
%! @end table
%! @end deftypefn
%@eod:
% If necessay completes dseries object o and p so that they are defined on the same time range
% (in place modification).
%
% INPUTS
% - o [dseries]
% - p [dseries]
%
% OUTPUTS
% - o [dseries]
% - p [dseries]
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013-2015 Dynare Team
%
% This file is part of Dynare.
%
......@@ -44,46 +28,9 @@ function [a,b] = align(a, 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/>.
if ~isequal(frequency(a),frequency(b))
error(['dseries::align: ''' inputname(1) ''' and ''' inputname(2) ''' dseries objects must have common frequencies!'])
end
init = min(firstdate(a),firstdate(b));
last = max(lastdate(a),lastdate(b));
if isempty(intersect(a.dates,b.dates))
error(['dseries::align: ''' inputname(1) ''' and ''' inputname(2) ''' dseries object must have at least one common date!'])
end
a_init = init;
b_init = init;
a_last = last;
b_last = last;
if firstdate(b)>init
n = firstdate(b)-init;
b.data = [NaN(n, vobs(b)); b.data];
b_init = init;
end
if firstdate(a)>init
n = firstdate(a)-init;
a.data = [NaN(n, vobs(a)); a.data];
a_init = init;
end
if lastdate(b)<last
n = last-lastdate(b);
b.data = [b.data; NaN(n, vobs(b))];
end
if lastdate(a)<last
n = last-lastdate(a);
a.data = [a.data; NaN(n, vobs(a))];
end
a.dates = a_init:a_init+(nobs(a)-1);
b.dates = b_init:b_init+(nobs(b)-1);
o = copy(o);
p = copy(p);
align_(o, p);
%@test:1
%$ % Define a datasets.
......
src/@dseries/align_.m 0 → 100644
View file @ dacdb39f
function [o, p] = align_(o, p) % --*-- Unitary tests --*--
% If necessay completes dseries object o and p so that they are defined on the same time range
% (in place modification).
%
% INPUTS
% - o [dseries]
% - p [dseries]
%
% OUTPUTS
% - o [dseries]
% - p [dseries]
% Copyright (C) 2013-2015 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 ~isequal(frequency(o),frequency(p))
error(['dseries::align: ''' inputname(1) ''' and ''' inputname(2) ''' dseries objects must have common frequencies!'])
end
init = min(firstdate(o),firstdate(p));
last = max(lastdate(o),lastdate(p));
if isempty(intersect(o.dates,p.dates))
error(['dseries::align: ''' inputname(1) ''' and ''' inputname(2) ''' dseries object must have at least one common date!'])
end
o_init = init;
p_init = init;
o_last = last;
p_last = last;
if firstdate(p)>init
n = firstdate(p)-init;
p.data = [NaN(n, vobs(p)); p.data];
p_init = init;
end
if firstdate(o)>init
n = firstdate(o)-init;
o.data = [NaN(n, vobs(o)); o.data];
o_init = init;
end
if lastdate(p)<last
n = last-lastdate(p);
p.data = [p.data; NaN(n, vobs(p))];
end
if lastdate(o)<last
n = last-lastdate(o);
o.data = [o.data; NaN(n, vobs(o))];
end
o.dates = o_init:o_init+(nobs(o)-1);
o.dates = o_init:o_init+(nobs(o)-1);
%@test:1
%$ % Define a datasets.
%$ A = rand(8,3); B = rand(7,2);
%$
%$ % Define names
%$ A_name = {'A1';'A2';'A3'};
%$ B_name = {'B1';'B2'};
%$
%$ % Define initial dates
%$ A_init = '1990Q1';
%$ B_init = '1989Q2';
%$
%$ % Instantiate two dseries objects
%$ ts1 = dseries(A,A_init,A_name);
%$ ts2 = dseries(B,B_init,B_name);
%$
%$ try
%$ [ts1, ts2] = align(ts1, ts2);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts1.nobs,ts2.nobs);
%$ t(3) = dassert(ts1.init,ts2.init);
%$ t(4) = dassert(ts1.data,[NaN(3,3); A], 1e-15);
%$ t(5) = dassert(ts2.data,[B; NaN(4,2)], 1e-15);
%$ end
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a datasets.
%$ A = rand(8,3); B = rand(7,2);
%$
%$ % Define names
%$ A_name = {'A1';'A2';'A3'};
%$ B_name = {'B1';'B2'};
%$
%$ % Define initial dates
%$ A_init = '1990Q1';
%$ B_init = '1990Q1';
%$
%$ % Instantiate two dseries objects
%$ ts1 = dseries(A,A_init,A_name);
%$ ts2 = dseries(B,B_init,B_name);
%$
%$ try
%$ [ts1, ts2] = align(ts1, ts2);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts1.nobs,ts2.nobs);
%$ t(3) = dassert(ts1.init,ts2.init);
%$ t(4) = dassert(ts1.data,A, 1e-15);
%$ t(5) = dassert(ts2.data,[B; NaN(1,2)], 1e-15);
%$ end
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define a datasets.
%$ A = rand(8,3); B = rand(7,2);
%$
%$ % Define names
%$ A_name = {'A1';'A2';'A3'};
%$ B_name = {'B1';'B2'};
%$
%$ % Define initial dates
%$ A_init = '1990Q1';
%$ B_init = '1990Q1';
%$
%$ % Instantiate two dseries objects
%$ ts1 = dseries(A,A_init,A_name);
%$ ts2 = dseries(B,B_init,B_name);
%$
%$ try
%$ [ts2, ts1] = align(ts2, ts1);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(ts1.nobs,ts2.nobs);
%$ t(3) = dassert(ts1.init,ts2.init);
%$ t(4) = dassert(ts1.data,A, 1e-15);
%$ t(5) = dassert(ts2.data,[B; NaN(1,2)], 1e-15);
%$ end
%$ T = all(t);
%@eof:3
\ No newline at end of file
src/@dseries/copy.m 0 → 100644
View file @ dacdb39f
function p = copy(o) % --*-- Unitary tests --*--
% Do a copy of a dseries object.
%
% INPUTS
% - o [dates]
%
% OUTPUTS
% - p [dates]
% Copyright (C) 2015 Dynare Team
%
% This code 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 dates submodule 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/>.
p = dseries();
p.data = o.data;
p.name = o.name;
p.tex = o.tex;
p.dates = o.dates;
%@test:1
%$ % Define a dates object
%$ data = rand(10,2);
%$ o = dseries(data);
%$ q = dseries(data);
%$
%$ % Call the tested routine.
%$ try
%$ p = copy(o);
%$ t(1) = true;
%$ catch
%$ t(1) = false;
%$ end
%$
%$ if t(1)
%$ o.log_();
%$ t(2) = dassert(p, q);
%$ end
%$
%$ T = all(t);
%@eof:1
\ No newline at end of file
src/@dseries/exp.m
View file @ dacdb39f
function ts = exp(ts)
% Apply the exponential function to a Dynare time series object.
function o = exp(o) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{ts} =} log(@var{ts})
%! @anchor{exp}
%! Apply the exponential function to a Dynare time series object.
%!
%! @strong{Inputs}
%! @table @var
%! @item ts
%! Dynare time series object, instantiated by @ref{dseries}
%! @end table
%!
%! @strong{Outputs}
%! @table @var
%! @item ts
%! Dynare time series object with transformed data field.
%! @end table
%!
%! @strong{This function is called by:}
%! None.
%!
%! @strong{This function calls:}
%! None.
%!
%! @end deftypefn
%@eod:
% Apply the exponential to all the variables in a dseries object (without in place modification).
%
% INPUTS
% - o [dseries]
%
% OUTPUTS
% - o [dseries]
% Copyright (C) 2011-2013 Dynare Team
% Copyright (C) 2011-2015 Dynare Team
%
% This file is part of Dynare.
%
......@@ -44,9 +25,52 @@ function ts = exp(ts)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
ts.data = exp(ts.data);
o = copy(o);
o.exp_();
%@test:1
%$ % Define a dates object
%$ data = zeros(10,2);
%$ o = dseries(data);
%$ q = dseries(data);
%$
%$ % Call the tested routine.
%$ try
%$ p = o.exp();
%$ 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
for i=1:vobs(ts)
ts.name(i) = {['exp(' ts.name{i} ')']};
ts.tex(i) = {['\exp(' ts.tex{i} ')']};
end
\ No newline at end of file
%@test:2
%$ % Define a dates object
%$ data = zeros(10,2);
%$ o = dseries(data);
%$ q = dseries(data);
%$
%$ % Call the tested routine.
%$ try
%$ p = o.exp();
%$ t(1) = true;
%$ catch
%$ t(1) = false;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(length(p.name), 2);
%$ t(3) = dassert(p.name{1},'exp(Variable_1)');
%$ t(4) = dassert(p.name{2},'exp(Variable_2)');
%$ t(5) = dassert(o.name{1},'Variable_1');
%$ t(6) = dassert(o.name{2},'Variable_2');
%$ end
%$
%$ T = all(t);
%@eof:2
\ No newline at end of file
src/@dseries/exp_.m 0 → 100644
View file @ dacdb39f
function o = exp_(o) % --*-- Unitary tests --*--
% Apply the exponential to all the variables in a dseries object (in place modification).
%
% INPUTS
% - o [dseries]
%
% OUTPUTS
% - o [dseries]
% Copyright (C) 2015 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.data = exp(o.data);
for i=1:vobs(o)
o.name(i) = {['exp(' o.name{i} ')']};
o.tex(i) = {['\exp(' o.tex{i} ')']};
end
%@test:1
%$ % Define a dates object
%$ data = zeros(10,2);
%$ o = dseries(data);
%$ q = o;
%$ r = copy(o);
%$
%$ % Call the tested routine.
%$ try
%$ o.exp_();
%$ 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, zeros(10, 2));
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define a dates object
%$ data = zeros(10,2);
%$ o = dseries(data);
%$ q = o;
%$ r = copy(o);
%$
%$ % Call the tested routine.
%$ try
%$ o.exp_();
%$ t(1) = true;
%$ catch
%$ t(1) = false;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(length(o.name), 2);
%$ t(3) = dassert(o.name{1},'exp(Variable_1)');
%$ t(4) = dassert(o.name{2},'exp(Variable_2)');
%$ t(5) = dassert(q.name{1},'exp(Variable_1)');
%$ t(6) = dassert(q.name{2},'exp(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
src/@dseries/log.m
View file @ dacdb39f
function ts = log(ts)
function o = log(o) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{ts} =} log(@var{ts})
%! @anchor{log}
%! Apply the logarithm function to a Dynare time series object.
%!
%! @strong{Inputs}
%! @table @var
%! @item ts
%! Dynare time series object, instantiated by @ref{dseries}
%! @end table
%!
%! @strong{Outputs}
%! @table @var
%! @item ts
%! Dynare time series object with transformed data field.
%! @end table
%!
%! @strong{This function is called by:}
%! None.
%!
%! @strong{This function calls:}
%! None.
%!
%! @end deftypefn
%@eod:
% Apply the logarithm to all the variables in a dseries object (without in place modification).
%
% INPUTS
% - o [dseries]
%
% OUTPUTS
% - o [dseries]
% Copyright (C) 2011-2013 Dynare Team
% Copyright (C) 2011-2015 Dynare Team
%
% This file is part of Dynare.
%
......@@ -43,13 +25,56 @@ function ts = log(ts)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if any(ts.data<eps)
error('dseries::log: Input argument has to be strictly positive!')
if any(o.data<eps)
error('dseries:WrongInputArguments', 'Variables in %s have be strictly positive!', inputname(1))
end
for i=1:vobs(ts)
ts.name(i) = {['log(' ts.name{i} ')']};
ts.tex(i) = {['\log(' ts.tex{i} ')']};
end
o = copy(o);
o.log_;
%@test:1
%$ % Define a dates object
%$ data = ones(10,2);
%$ o = dseries(data);
%$ q = dseries(data);
%$
%$ % Call the tested routine.
%$ try
%$ p = o.log();
%$ t(1) = true;
%$ catch
%$ t(1) = false;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(o, q);
%$ t(3) = dassert(p.data, zeros(10, 2));
%$ end
%$
%$ T = all(t);
%@eof:1
ts.data = log(ts.data);
\ No newline at end of file
%@test:2
%$ % Define a dates object
%$ data = ones(10,2);
%$ o = dseries(data);
%$ q = dseries(data);
%$
%$ % Call the tested routine.
%$ try
%$ p = o.log();
%$ t(1) = true;
%$ catch
%$ t(1) = false;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(length(p.name), 2);
%$ t(3) = dassert(p.name{1},'log(Variable_1)');
%$ t(4) = dassert(p.name{2},'log(Variable_2)');
%$ t(5) = dassert(o.name{1},'Variable_1');
%$ t(6) = dassert(o.name{2},'Variable_2');
%$ end
%$
%$ T = all(t);
%@eof:2
\ No newline at end of file
src/@dseries/log_.m 0 → 100644
View file @ dacdb39f
function o = log_(o) % --*-- Unitary tests --*--
% Apply the logarithm to all the variables in a dseries object (in place modification).
%
% INPUTS
% - o [dseries]
%
% OUTPUTS
% - o [dseries]
% Copyright (C) 2011-2015 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.