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Commit f736cf08 authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Added diff method.

(cherry picked from commit 6386177c)
parent fa65c552
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function o = diff(o) % --*-- Unitary tests --*--
% Computes differences.
%
% 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/>.
o = copy(o);
o.diff_();
%@test:1
%$ try
%$ data = transpose(0:1:50);
%$ ts = dseries(data,'1950Q1');
%$ ds = ts.diff();
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ 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:1
\ No newline at end of file
function o = diff_(o) % --*-- Unitary tests --*--
% Computes differences, independently of the frequency.
%
% 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/>.
o.data(2:end,:) = o.data(2:end,:)-o.data(1:end-1,:);
o.data(1,:) = NaN;
for i = 1:vobs(o)
if isempty(o.ops{i})
o.ops(i) = {['diff(' o.name{i} ')']};
else
o.ops(i) = {['diff(' o.ops{i} ')']};
end
end
%@test:1
%$ try
%$ data = transpose(0:1:50);
%$ ts = dseries(data,'1950Q1');
%$ ts.diff_;
%$ 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
\ No newline at end of file
......@@ -132,6 +132,7 @@ switch S(1).type
'qgrowth','qgrowth_', ...
'ydiff','ydiff_', ...
'qdiff','qdiff_', ...
'diff', 'diff_', ...
'abs','abs_', ...
'isnan', ...
'firstdate', ...
......
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