src/@dseries/backcast.m

@@ -13,7 +13,7 @@ function q = backcast(o, p, diff)  % --*-- Unitary tests --*--
 % The two dseries objects must have common frequency and the same number of variables. Also the
 % two samples must overlap.
 
-% Copyright (C) 2019 Dynare Team
+% Copyright © 2019-2020 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -31,7 +31,12 @@ function q = backcast(o, p, diff)  % --*-- Unitary tests --*--
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
 q = copy(o);
-q.backcast_(p);
+
+if nargin>2
+    q.backcast_(p, diff);
+else
+    q.backcast_(p);
+end
 
 return
 

src/@dseries/backcast_.m

 function o = backcast_(o, p, diff)  % --*-- Unitary tests --*--
 
-% Copyright (C) 2019 Dynare Team
+% Copyright © 2019-2020 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -43,11 +43,11 @@ idp = find(o.dates(1)==p.dates);
 if diff
     FirstDifference = p.data(2:idp,:)-p.data(1:idp-1,:);
     CumulatedDifferences = rcumsum(FirstDifference);
-    o.data = [bsxfun(@minus, o.data(1:end), CumulatedDifferences); o.data];    
+    o.data = [bsxfun(@minus, o.data(1), CumulatedDifferences); o.data];
 else
     GrowthFactor = p.data(2:idp,:)./p.data(1:idp-1,:);
     CumulatedGrowthFactors = rcumprod(GrowthFactor);
-    o.data = [bsxfun(@rdivide, o.data(1:end), CumulatedGrowthFactors); o.data];
+    o.data = [bsxfun(@rdivide, o.data(1), CumulatedGrowthFactors); o.data];
 end
 
 o.dates = firstdate(p):lastdate(o);

src/@dseries/flip.m

+function o = flip(o) % --*-- Unitary tests --*--
+
+% Flips the rows in the data member (without changing the
+% periods order)
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
+
+% Copyright © 2020 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.flip_;
+
+return
+%@test:1
+% Define a dates object
+data = transpose(1:3);
+o = dseries(data);
+q = dseries(data);
+
+% Call the tested routine.
+try
+    p = o.flip();
+    t(1) = true;
+catch
+    t(1) = false;
+end
+
+if t(1)
+     t(2) = dassert(o, q);
+     t(3) = dassert(p.data, [3; 2; 1]);
+end
+
+T = all(t);
+%@eof:1
\ No newline at end of file

src/@dseries/flip_.m

+function o = flip_(o) % --*-- Unitary tests --*--
+
+% Flips the rows in the data member (without changing the
+% periods order)
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
+
+% Copyright © 2020 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/>.
+
+for i=1:vobs(o)
+    if isempty(o.ops{i})
+        o.ops(i) = {['flip(' o.name{i} ')']};
+    else
+        o.ops(i) = {['flip(' o.ops{i} ')']};
+    end
+end
+
+o.data = flipud(o.data);
+
+return
+%@test:1
+% Define a dates object
+data = [transpose(1:3) transpose(4:6)];
+o = dseries(data);
+q = o;
+r = copy(o);
+
+% Call the tested routine.
+try
+    o.flip_();
+    t(1) = true;
+catch
+    t(1) = false;
+end
+
+if t(1)
+     t(2) = dassert(o.data, [3 6; 2 5; 1 4]);
+     t(3) = dassert(q.data, [3 6; 2 5; 1 4]);
+     t(4) = dassert(r.data, data);
+     t(5) = dassert(o.name{1}, 'Variable_1') && dassert(o.name{2}, 'Variable_2');
+     t(6) = dassert(q.name{1}, 'Variable_1') && dassert(q.name{2}, 'Variable_2');
+     t(7) = dassert(r.name{1}, 'Variable_1') && dassert(r.name{2}, 'Variable_2');
+     t(8) = dassert(o.ops{1}, 'flip(Variable_1)') && dassert(o.ops{2}, 'flip(Variable_2)');
+     t(9) = dassert(q.ops{1}, 'flip(Variable_1)') && dassert(q.ops{2}, 'flip(Variable_2)');
+end
+
+T = all(t);
+%@eof:1
+
+%@test:2
+%$ % Define a dates object
+%$ data = [ones(10,1), -ones(10,1)];
+%$ o = dseries(data);
+%$ q = o;
+%$ r = copy(o);
+%$
+%$ % Call the tested routine.
+%$ try
+%$     o.abs_();
+%$     t(1) = true;
+%$ catch
+%$     t(1) = false;
+%$ end
+%$
+%$ if t(1)
+%$      t(2) = dassert(length(o.name), 2);
+%$      t(3) = dassert(o.name{1},'Variable_1');
+%$      t(4) = dassert(o.name{2},'Variable_2');
+%$      t(5) = dassert(q.name{1},'Variable_1');
+%$      t(6) = dassert(q.name{2},'Variable_2');
+%$      t(7) = dassert(r.name{1},'Variable_1');
+%$      t(8) = dassert(r.name{2},'Variable_2');
+%$      t(9) = dassert(o.ops{1},'abs(Variable_1)');
+%$      t(10) = dassert(o.ops{2},'abs(Variable_2)');
+%$      t(11) = dassert(q.ops{1},'abs(Variable_1)');
+%$      t(12) = dassert(q.ops{2},'abs(Variable_2)');
+%$      t(13) = isempty(r.ops{1});
+%$      t(14) = isempty(r.ops{2});
+%$ end
+%$
+%$ T = all(t);
+%@eof:2
\ No newline at end of file

src/@dseries/nanmean.m

-function m = nanmean(o) % --*-- Unitary tests --*--
+function m = nanmean(o, geometric) % --*-- Unitary tests --*--
 
-% Returns the mean of the variables in a @dseries object o.
+% Returns the mean of the variables in a @dseries object o (robust
+% to the presence of NaNs).
 %
 % INPUTS
-%  o o             dseries object [mandatory].
-%  o geometric     logical [default is false], if true returns the geometric mean.
+% - o             dseries object [mandatory].
+% - geometric     logical [default is false], if true returns the geometric mean.
 %
 % OUTPUTS
-%  o m             1*vobs(o) vector of doubles.
+% - m             1*vobs(o) vector of doubles.
 
-% Copyright (C) 2019 Dynare Team
+% Copyright © 2019-2020 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -26,26 +27,59 @@ function m = nanmean(o) % --*-- 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/>.
 
-m = nanmean(o.data);
+if nargin<2
+    geometric = false;
+end
 
+if geometric
+    m = NaN(1,o.vobs());
+    for i = 1:o.vobs()
+        tmp = o.data(~isnan(o.data(:,i)),i);
+        m(i) = prod(tmp)^(1.0/length(tmp));
+    end
+else
+    m = nanmean(o.data);
+end
+
+return
 %@test:1
-%$ % Define a dataset.
-%$ A = repmat([1.005, 1.05], 10, 1);
-%$ A(3,1) = NaN;
-%$ A(5,2) = NaN;
-%$
-%$ % Instantiate a time series object and compute the mean.
-%$ try
-%$    ts = dseries(A);
-%$    m = nanmean(ts);
-%$    t(1) = 1;
-%$ catch
-%$    t = 0;
-%$ end
-%$
-%$ if t(1)
-%$    t(2) = dassert(isequal(size(m),[1, 2]), true);
-%$    t(3) = dassert(m, [1.005, 1.05]);
-%$ end
-%$ T = all(t);
-%@eof:1
\ No newline at end of file
+% Define a dataset.
+A = repmat([1.005, 1.05], 10, 1);
+A(3,1) = NaN;
+A(5,2) = NaN;
+
+% Instantiate a time series object and compute the mean.
+try
+   ts = dseries(A);
+   m = nanmean(ts);
+   t(1) = 1;
+catch
+   t = 0;
+end
+
+if t(1)
+   t(2) = dassert(isequal(size(m),[1, 2]), true);
+   t(3) = dassert(m, [1.005, 1.05]);
+end
+T = all(t);
+%@eof:1
+
+%@test:2
+% Define a dataset.
+a = [1 0; NaN 2; 3 4];
+
+% Instantiate a time series object and compute the geometric mean.
+try
+   ts = dseries(a);
+   m = nanmean(ts, true);
+   t(1) = 1;
+catch
+   t = 0;
+end
+
+if t(1)
+   t(2) = dassert(isequal(size(m),[1, 2]), true);
+   t(3) = dassert(m, [sqrt(3), 0]);
+end
+T = all(t);
+%@eof:2
\ No newline at end of file

src/@dseries/subsref.m

@@ -116,6 +116,7 @@ switch S(1).type
             'diff', 'diff_', ...
             'mdiff','mdiff_', ...
             'abs','abs_', ...
+            'flip','flip_', ...
             'isnan', ...
             'isinf', ...
             'isreal', ...

src/utilities/from/from.m

@@ -423,72 +423,73 @@ if ~isempty(idv)
 end
 i = 0;
 
+return
 %@test:1
-%$ try
-%$     y = dseries(zeros(400,1),dates('1950Q1')) ;
-%$     v = dseries(randn(400,1),dates('1950Q1')) ;
-%$     u = dseries(randn(400,1),dates('1950Q1')) ;
-%$     from 1950Q2 to 2049Q4 do y(t) = (1+.01*u(t))*y(t-1) + v(t)
-%$     t(1) = 1;
-%$ catch
-%$     t(1) = 0;
-%$ end
-%$
-%$ T = all(t);
+try
+    y = dseries(zeros(400,1),dates('1950Q1')) ;
+    v = dseries(randn(400,1),dates('1950Q1')) ;
+    u = dseries(randn(400,1),dates('1950Q1')) ;
+    from 1950Q2 to 2049Q4 do y(t) = (1+.01*u(t))*y(t-1) + v(t)
+    t(1) = 1;
+catch
+    t(1) = 0;
+end
+
+T = all(t);
 %@eof:1
 
 %@test:2
-%$ try
-%$     y = dseries(zeros(400,1),dates('1950Q1')) ;
-%$     v = dseries(randn(400,1),dates('1950Q1')) ;
-%$     u = dseries(randn(400,1),dates('1950Q1')) ;
-%$     from 1950Q2 to 2049Q3 do y(t) = (1+.01*u(t))*y(t+1) + v(t)
-%$     t(1) = 0;
-%$ catch
-%$     t(1) = 1;
-%$ end
-%$
-%$ T = all(t);
+try
+    y = dseries(zeros(400,1),dates('1950Q1')) ;
+    v = dseries(randn(400,1),dates('1950Q1')) ;
+    u = dseries(randn(400,1),dates('1950Q1')) ;
+    from 1950Q2 to 2049Q3 do y(t) = (1+.01*u(t))*y(t+1) + v(t)
+    t(1) = 0;
+catch
+    t(1) = 1;
+end
+
+T = all(t);
 %@eof:2
 
 %@test:3
-%$ try
-%$     y = dseries(zeros(400,1),dates('1950Q1')) ;
-%$     v = dseries(randn(400,1),dates('1950Q1')) ;
-%$     u = dseries(randn(400,1),dates('1950Q1')) ;
-%$     from 1950Q2 to 2049Q4 do y(t) = v(t) -.5*v(t-1);
-%$     t(1) = 1;
-%$ catch
-%$     t(1) = 0;
-%$ end
-%$
-%$ T = all(t);
+try
+    y = dseries(zeros(400,1),dates('1950Q1')) ;
+    v = dseries(randn(400,1),dates('1950Q1')) ;
+    u = dseries(randn(400,1),dates('1950Q1')) ;
+    from 1950Q2 to 2049Q4 do y(t) = v(t) -.5*v(t-1);
+    t(1) = 1;
+catch
+    t(1) = 0;
+end
+
+T = all(t);
 %@eof:3
 
 %@test:4
-%$ try
-%$     y = dseries(zeros(400,1),dates('1950Q1')) ;
-%$     v = dseries(randn(400,1),dates('1950Q1')) ;
-%$     u = dseries(randn(400,1),dates('1950Q1')) ;
-%$     from 1950Q2 to 2049Q4 do y(t) = 2*((v(t) -.5*v(t-1))>0)-1;
-%$     t(1) = 1;
-%$ catch
-%$     t(1) = 0;
-%$ end
-%$
-%$ T = all(t);
+try
+    y = dseries(zeros(400,1),dates('1950Q1')) ;
+    v = dseries(randn(400,1),dates('1950Q1')) ;
+    u = dseries(randn(400,1),dates('1950Q1')) ;
+    from 1950Q2 to 2049Q4 do y(t) = 2*((v(t) -.5*v(t-1))>0)-1;
+    t(1) = 1;
+catch
+    t(1) = 0;
+end
+
+T = all(t);
 %@eof:4
 
 %@test:5
-%$ try
-%$     y = dseries(zeros(4000,1),dates('1950Q1')) ;
-%$     v = dseries(randn(4000,1),dates('1950Q1')) ;
-%$     u = dseries(randn(4000,1),dates('1950Q1')) ;
-%$     from 1950Q2 to 2949Q4 do y(t) = y(t-1)*(2*((v(t) -.5*v(t-1))>u(t))-1)+u(t); %plot(y)
-%$     t(1) = 1;
-%$ catch
-%$     t(1) = 0;
-%$ end
-%$
-%$ T = all(t);
-%@eof:5
+try
+    y = dseries(zeros(4000,1),dates('1950Q1')) ;
+    v = dseries(randn(4000,1),dates('1950Q1')) ;
+    u = dseries(randn(4000,1),dates('1950Q1')) ;
+    from 1950Q2 to 2949Q4 do y(t) = y(t-1)*(2*((v(t) -.5*v(t-1))>u(t))-1)+u(t); %plot(y)
+    t(1) = 1;
+catch
+    t(1) = 0;
+end
+
+T = all(t);
+%@eof:5
\ No newline at end of file