- Dec 18, 2020
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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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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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- Sep 30, 2020
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Stéphane Adjemian authored
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