- Dec 18, 2020
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Stéphane Adjemian authored
This is not necessary since ordering in INFO should not matter, also this option is not available in Octave 5.x.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
The round function in octave does not admit two arguments (the second being the rounding precision) as in recent versions of Matlab. The same trick should apply to old Matlab versions, but I do not know when Mathworks introduced the second argument… A simple solution could be to always use this trick, and never use the second argument.
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Stéphane Adjemian authored
This reverts commit 933c51d5.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Sébastien Villemot authored
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- Dec 17, 2020
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Sébastien Villemot authored
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Sébastien Villemot authored
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- Oct 21, 2020
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Stéphane Adjemian authored
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- Oct 14, 2020
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Stéphane Adjemian authored
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- Oct 08, 2020
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Stéphane Adjemian authored
- daily to monthly - daily or monthly to quaterly Conversion to annual frequency is not yet implemented, but this is enough to close #1. Four time aggregation methods are available: - 'sum' (aggregation of flow variables), - 'end-of-period' (aggregation of stock variables), - 'arithmetic-average', (aggregation of rates), and - 'geometric-average' (aggregation of ratios) Examples: >> a = dseries(rand(2*365+1,1), '2000-01-01') a is a dseries object: | Variable_1 2000-01-01 | 0.26032 2000-01-02 | 0.56927 2000-01-03 | 0.24877 2000-01-04 | 0.3193 2000-01-05 | 0.9108 2000-01-06 | 0.88522 2000-01-07 | 0.79459 2000-01-08 | 0.92581 2000-01-09 | 0.17884 2000-01-10 | 0.51754 | 2001-12-21 | 0.035016 2001-12-22 | 0.03975 2001-12-23 | 0.98857 2001-12-24 | 0.68618 2001-12-25 | 0.37669 2001-12-26 | 0.50432 2001-12-27 | 0.7635 2001-12-28 | 0.048875 2001-12-29 | 0.72593 2001-12-30 | 0.70133 2001-12-31 | 0.45889 >> dseries2Q(a, 'sum') ans is a dseries object: | Variable_1 2000Q1 | 46.6096 2000Q2 | 45.1456 2000Q3 | 45.0172 2000Q4 | 47.6164 2001Q1 | 49.9093 2001Q2 | 46.2334 2001Q3 | 47.4685 2001Q4 | 47.1611 >> dseries2M(a, 'sum') ans is a dseries object: | Variable_1 2000M1 | 16.7499 2000M2 | 15.4311 2000M3 | 14.4286 2000M4 | 14.3583 2000M5 | 15.7072 2000M6 | 15.0801 2000M7 | 14.2406 2000M8 | 15.9174 2000M9 | 14.8592 2000M10 | 17.5525 2000M11 | 13.3236 2000M12 | 16.7404 2001M1 | 18.9293 2001M2 | 16.1282 2001M3 | 14.8518 2001M4 | 16.9843 2001M5 | 14.5768 2001M6 | 14.6723 2001M7 | 14.9768 2001M8 | 15.3968 2001M9 | 17.0949 2001M10 | 15.0376 2001M11 | 16.6848 2001M12 | 15.4388 >> dseries2Q(dseries2M(a, 'sum'), 'sum') ans is a dseries object: | Variable_1 2000Q1 | 46.6096 2000Q2 | 45.1456 2000Q3 | 45.0172 2000Q4 | 47.6164 2001Q1 | 49.9093 2001Q2 | 46.2334 2001Q3 | 47.4685 2001Q4 | 47.1611
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Stéphane Adjemian authored
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- Oct 07, 2020
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Stéphane Adjemian authored
Conversion of daily dates objects to lower frequency.
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Stéphane Adjemian authored
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- Oct 02, 2020
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Stéphane Adjemian authored
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Stéphane Adjemian authored
Frequency is passed as a member of the dates class.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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- Oct 01, 2020
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
Also removed reference to weekly frequency.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
Also added and updated unit tests.
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