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src/@dseries/align.m
View file @ 738413a1
function [a,b] = align(a, b) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {[@var{a}, @var{b}] =} align (@var{a}, @var{b})
%! @anchor{dseries/align}
......@@ -27,7 +27,7 @@ function [a,b] = align(a, b) % --*-- Unitary tests --*--
%! @end deftypefn
%@eod:
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
......
src/@dseries/baxter_king_filter.m
View file @ 738413a1
......@@ -3,23 +3,23 @@ function ts = baxter_king_filter(ts, high_frequency, low_frequency, K) % --*-- U
% ts = baxter_king_filter(ts, high_frequency, low_frequency, K)
%
% Implementation of Baxter and King (1999) band pass filter for dseries objects. The code is adapted from
% the one provided by Baxter and King. This filter isolates business cycle fluctuations with a period of length
% the one provided by Baxter and King. This filter isolates business cycle fluctuations with a period of length
% ranging between high_frequency to low_frequency (quarters).
%
% INPUTS
% INPUTS
% o ts dseries object.
% o high_frequency positive scalar, period length (default value is 6).
% o low_frequency positive scalar, period length (default value is 32).
% o K positive scalar integer, truncation parameter (default value is 12).
%
% OUTPUTS
% OUTPUTS
% o ts dseries object.
%
% REMARKS
% This filter use a (symmetric) moving average smoother, so that K observations at the beginning and at the end of the
% REMARKS
% This filter use a (symmetric) moving average smoother, so that K observations at the beginning and at the end of the
% sample are lost in the computation of the filter.
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
......@@ -57,7 +57,7 @@ if nargin<4 || isempty(K)
end
end
end
% translate periods into frequencies.
hf=2.0*pi/high_frequency;
lf=2.0*pi/low_frequency;
......@@ -88,7 +88,7 @@ tmp = zeros(size(ts.data));
% Filtering step.
for t = K+1:nobs(ts)-K
tmp(t,:) = weights'*ts.data(t-K:t+K,:);
tmp(t,:) = weights'*ts.data(t-K:t+K,:);
end
% Update dseries object.
......@@ -102,7 +102,7 @@ ts.dates = init:init+(nobs(ts)-1);
%$ % Create a dataset.
%$ e = .2*randn(200,1);
%$ u = randn(200,1);
%$ stochastic_trend = cumsum(e);
%$ stochastic_trend = cumsum(e);
%$ deterministic_trend = .1*transpose(1:200);
%$ x = zeros(200,1);
%$ for i=2:200
......
src/@dseries/center.m 0 → 100644
View file @ 738413a1
function o = center(o, geometric) % --*-- Unitary tests --*--
% Centers @dseries object o around its mean (arithmetic or geometric).
%
% INPUTS
% o o dseries object [mandatory].
% o geometric logical [default is false], if true returns the geometric mean.
%
% OUTPUTS
% o o o
% Copyright (C) 2016-2017 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/>.
if nargin<2
geometric = false;
end
if geometric
o = o/mean(o, true);
else
o = o-mean(o, false);
end
%@test:1
%$ % Define a dataset.
%$ A = repmat([1.005, 1.05], 10, 1);
%$
%$ % Instantiate a time series object and compute the mean.
%$ try
%$ ts = dseries(A);
%$ ts = center(ts, true);
%$ t(1) = 1;
%$ catch
%$ t = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = all(all(abs(ts.data-ones(10,2))<1e-12));
%$ end
%$ T = all(t);
%@eof:1
src/@dseries/cumprod.m
View file @ 738413a1
......@@ -10,7 +10,7 @@ function B = cumprod(varargin) % --*-- Unitary tests --*--
% OUTPUTS
% o B dseries object.
% Copyright (C) 2014 Dynare Team
% Copyright (C) 2014-2017 Dynare Team
%
% This file is part of Dynare.
%
......@@ -27,28 +27,45 @@ function B = cumprod(varargin) % --*-- 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/>.
% Get indices of the columns without NaNs
idx = find(~any(isnan(varargin{1}.data)));
% Get the firt observation number where all the variables are observed (ie without NaNs)
idx = find(all(~isnan(varargin{1}.data), 2),1);
if isempty(idx)
error('dseries::cumprod: All the variables have NaNs. The cumulated product cannot be computed!')
idx = 0;
end
if ~isequal(idx(:),transpose(1:vobs(varargin{1})))
warning('dseries::cumprod: The cumulated product is not computed for some variables because they have NaNs!')
% Is the first period where variables are observed common?
common_first_period_witout_nan = true;
if ~idx
if any(~isnan(varargin{1}.data(:)))
common_first_period_witout_nan = false;
end
else
if idx>1
if any(any(~isnan(varargin{1}.data(1:idx-1,:))))
common_first_period_witout_nan = false;
end
end
end
switch nargin
case 1
% Initialize the output.
B = varargin{1};
% Perform the cumulated sum
B.data(:,idx) = cumprod(B.data(:,idx));
% Change the name of the variables
for i=1:vobs(B)
B.name(i) = {['cumprod(' B.name{i} ')']};
B.tex(i) = {['\prod_t ' B.tex{i}]};
end
case 1
% Initialize the output.
B = varargin{1};
% Perform the cumulated sum
if isequal(idx, 1)
B.data = cumprod(B.data);
else
if common_first_period_witout_nan
B.data(idx:end,:) = cumprod(B.data(idx:end,:));
else
B.data = cumprodnan(B.data);
end
end
% Change the name of the variables
for i=1:vobs(B)
B.name(i) = {['cumprod(' B.name{i} ')']};
B.tex(i) = {['\prod_t ' B.tex{i}]};
end
case 2
if isdseries(varargin{2})
if ~isequal(vobs(varargin{1}), vobs(varargin{2}))
......@@ -225,4 +242,19 @@ end
%$ % Check the results.
%$ t(1) = dassert(ts3.data,ts4.data);
%$ T = all(t);
%@eof:5
\ No newline at end of file
%@eof:5
%@test:6
%$ % Define a data set.
%$ A = [NaN, NaN; 1 NaN; 1 1; 1 1; 1 NaN];
%$
%$ % Instantiate a time series object.
%$ ts0 = dseries(A);
%$
%$ % Call the tested method.
%$ ts0 = ts0.cumprod();
%$
%$ % Check the results.
%$ t(1) = dassert(ts0.data, A);
%$ T = all(t);
%@eof:6
\ No newline at end of file
src/@dseries/cumsum.m
View file @ 738413a1
......@@ -2,15 +2,15 @@ function B = cumsum(varargin) % --*-- Unitary tests --*--
% Overloads matlab's cumsum function for dseries objects.
%
% INPUTS
% INPUTS
% o A dseries object [mandatory].
% o d dates object [optional]
% o v dseries object with one observation [optional]
%
% OUTPUTS
% OUTPUTS
% o B dseries object.
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
......@@ -27,28 +27,45 @@ function B = cumsum(varargin) % --*-- 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/>.
% Get indices of the columns without NaNs
idx = find(~any(isnan(varargin{1}.data)));
% Get the firt observation number where all the variables are observed (ie without NaNs)
idx = find(all(~isnan(varargin{1}.data), 2),1);
if isempty(idx)
error('dseries::cumsum: All the variables have NaNs. The cumulated sum cannot be computed!')
idx = 0;
end
if ~isequal(idx(:),transpose(1:vobs(varargin{1})))
warning('dseries::cumsum: The cumulated sum is not computed for some variables because they have NaNs!')
% Is the first period where variables are observed common?
common_first_period_witout_nan = true;
if ~idx
if any(~isnan(varargin{1}.data(:)))
common_first_period_witout_nan = false;
end
else
if idx>1
if any(any(~isnan(varargin{1}.data(1:idx-1,:))))
common_first_period_witout_nan = false;
end
end
end
switch nargin
case 1
% Initialize the output.
B = varargin{1};
% Perform the cumulated sum
B.data(:,idx) = cumsum(B.data(:,idx));
% Change the name of the variables
for i=1:vobs(B)
B.name(i) = {['cumsum(' B.name{i} ')']};
B.tex(i) = {['\sum_t ' B.tex{i}]};
end
case 1
% Initialize the output.
B = varargin{1};
% Perform the cumulated sum
if isequal(idx, 1)
B.data = cumsum(B.data);
else
if common_first_period_witout_nan
B.data(idx:end,:) = cumsum(B.data(idx:end,:));
else
B.data = cumsumnan(B.data);
end
end
% Change the name of the variables
for i=1:vobs(B)
B.name(i) = {['cumsum(' B.name{i} ')']};
B.tex(i) = {['\sum_t ' B.tex{i}]};
end
case 2
if isdseries(varargin{2})
if ~isequal(vobs(varargin{1}), vobs(varargin{2}))
......@@ -212,4 +229,22 @@ end
%$ % Check the results.
%$ t(1) = dassert(ts3.data,ts4.data);
%$ T = all(t);
%@eof:5
\ No newline at end of file
%@eof:5
%@test:6
%$ % Define a data set.
%$ A = [NaN, NaN; 1 NaN; 1 1; 1 1; 1 NaN];
%$
%$ % Instantiate a time series object.
%$ ts0 = dseries(A);
%$
%$ % Call the tested method.
%$ ts0 = ts0.cumsum();
%$
%$ % Expected results.
%$ A = [NaN NaN; 1 NaN; 2 1; 3 2; 4 NaN];
%$
%$ % Check the results.
%$ t(1) = dassert(ts0.data, A);
%$ T = all(t);
%@eof:6
\ No newline at end of file
src/@dseries/dseries.m
View file @ 738413a1
......@@ -59,7 +59,7 @@ function ts = dseries(varargin) % --*-- Unitary tests --*--
%! @end deftypefn
%@eod:
% Copyright (C) 2011-2013 Dynare Team
% Copyright (C) 2011-2019 Dynare Team
%
% This file is part of Dynare.
%
......@@ -276,7 +276,7 @@ end
%$ t = zeros(6,1);
%$
%$ try
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data.m','dynseries_test_data.m');
%$ [strfile, status] = urlwrite('https://www.dynare.org/Datasets/dseries/dynseries_test_data.m','dynseries_test_data.m');
%$ if ~status
%$ error()
%$ end
......@@ -302,7 +302,7 @@ end
%$ t = zeros(6,1);
%$
%$ try
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data.mat','dynseries_test_data.mat');
%$ [strfile, status] = urlwrite('https://www.dynare.org/Datasets/dseries/dynseries_test_data.mat','dynseries_test_data.mat');
%$ if ~status
%$ error()
%$ end
......@@ -328,7 +328,7 @@ end
%$ t = zeros(8,1);
%$
%$ try
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data.csv','dynseries_test_data.csv');
%$ [strfile, status] = urlwrite('https://www.dynare.org/Datasets/dseries/dynseries_test_data.csv','dynseries_test_data.csv');
%$ if ~status
%$ error()
%$ end
......@@ -423,12 +423,21 @@ end
%@test:9
%$ try
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data-1.xls','dynseries_test_data-1.xls');
%$ if isoctave()
%$ [strfile, status] = urlwrite('https://www.dynare.org/Datasets/dseries/dynseries_test_data-1.xlsx','dynseries_test_data-1.xlsx');
%$ else
%$ [strfile, status] = urlwrite('https://www.dynare.org/Datasets/dseries/dynseries_test_data-1.xls','dynseries_test_data-1.xls');
%$ end
%$ if ~status
%$ error()
%$ end
%$ ts = dseries('dynseries_test_data-1.xls');
%$ delete('dynseries_test_data-1.xls');
%$ if isoctave()
%$ ts = dseries('dynseries_test_data-1.xlsx');
%$ delete('dynseries_test_data-1.xlsx');
%$ else
%$ ts = dseries('dynseries_test_data-1.xls');
%$ delete('dynseries_test_data-1.xls');
%$ end
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
......@@ -449,12 +458,21 @@ end
%@test:10
%$ try
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data-2.xls','dynseries_test_data-2.xls');
%$ if isoctave()
%$ [strfile, status] = urlwrite('https://www.dynare.org/Datasets/dseries/dynseries_test_data-2.xlsx','dynseries_test_data-2.xlsx');
%$ else
%$ [strfile, status] = urlwrite('https://www.dynare.org/Datasets/dseries/dynseries_test_data-2.xls','dynseries_test_data-2.xls');
%$ end
%$ if ~status
%$ error()
%$ end
%$ ts = dseries('dynseries_test_data-2.xls');
%$ delete('dynseries_test_data-2.xls');
%$ if isoctave()
%$ ts = dseries('dynseries_test_data-2.xlsx');
%$ delete('dynseries_test_data-2.xlsx');
%$ else
%$ ts = dseries('dynseries_test_data-2.xls');
%$ delete('dynseries_test_data-2.xls');
%$ end
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
......@@ -475,12 +493,21 @@ end
%@test:11
%$ try
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data-3.xls','dynseries_test_data-3.xls');
%$ if isoctave()
%$ [strfile, status] = urlwrite('https://www.dynare.org/Datasets/dseries/dynseries_test_data-3.xlsx','dynseries_test_data-3.xlsx');
%$ else
%$ [strfile, status] = urlwrite('https://www.dynare.org/Datasets/dseries/dynseries_test_data-3.xls','dynseries_test_data-3.xls');
%$ end
%$ if ~status
%$ error()
%$ end
%$ ts = dseries('dynseries_test_data-3.xls');
%$ delete('dynseries_test_data-3.xls');
%$ if isoctave()
%$ ts = dseries('dynseries_test_data-3.xlsx');
%$ delete('dynseries_test_data-3.xlsx');
%$ else
%$ ts = dseries('dynseries_test_data-3.xls');
%$ delete('dynseries_test_data-3.xls');
%$ end
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
......@@ -501,12 +528,21 @@ end
%@test:12
%$ try
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data-4.xls','dynseries_test_data-4.xls');
%$ if isoctave()
%$ [strfile, status] = urlwrite('https://www.dynare.org/Datasets/dseries/dynseries_test_data-4.xlsx','dynseries_test_data-4.xlsx');
%$ else
%$ [strfile, status] = urlwrite('https://www.dynare.org/Datasets/dseries/dynseries_test_data-4.xls','dynseries_test_data-4.xls');
%$ end
%$ if ~status
%$ error()
%$ end
%$ ts = dseries('dynseries_test_data-4.xls');
%$ delete('dynseries_test_data-4.xls');
%$ if isoctave()
%$ ts = dseries('dynseries_test_data-4.xlsx');
%$ delete('dynseries_test_data-4.xlsx');
%$ else
%$ ts = dseries('dynseries_test_data-4.xls');
%$ delete('dynseries_test_data-4.xls');
%$ end
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
......@@ -570,7 +606,7 @@ end
%@test:15
%$ try
%$ ts = dseries([1; 2],dates('1990Q1'):dates('1990Q4'));
%$ evalc('dseries([1; 2],dates(''1990Q1''):dates(''1990Q4''));');
%$ t = 0;
%$ catch
%$ t = 1;
......
src/@dseries/eq.m
View file @ 738413a1
......@@ -2,17 +2,17 @@ function C = eq(A,B) % --*-- Unitary tests --*--
% Overloads eq (==) operator.
%
% INPUTS
% INPUTS
% o A dseries object (T periods, N variables).
% o B dseries object (T periods, N variables).
%
% OUTPUTS
% o C T*N matrix of zeros and ones. Element C(t,n) is nonzero iff observation t of variable n in A and B are equal.
% OUTPUTS
% o C T*N matrix of zeros and ones. Element C(t,n) is nonzero iff observation t of variable n in A and B are equal.
%
% REMARKS
% If the number of variables, the number of observations or the frequencies are different in A and B, the function returns a zero scalar.
% REMARKS
% If the number of variables, the number of observations or the frequencies are different in A and B, the function returns a zero scalar.
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
......
src/@dseries/exist.m
View file @ 738413a1
......@@ -2,14 +2,14 @@ function l = exist(o, varname) % --*-- Unitary tests --*--
% Tests if a variable exists in dseries object o.
%
% INPUTS
% INPUTS
% - o [dseries], dseries object.
% - varname [string], name of a variable.
%
% OUTPUTS
% - l [logical], equal to 1 (true) iff varname is a variable in dseries object o.
% OUTPUTS
% - l [logical], equal to 1 (true) iff varname is a variable in dseries object o.
% Copyright (C) 2014 Dynare Team
% Copyright (C) 2014-2017 Dynare Team
%
% This file is part of Dynare.
%
......
src/@dseries/extract.m
View file @ 738413a1
function A = extract(B,varargin) % --*-- Unitary tests --*--
% Extract some variables from a database.
% Copyright (C) 2012-2013 Dynare Team
% Copyright (C) 2012-2017 Dynare Team
%
% This file is part of Dynare.
%
......@@ -25,87 +25,26 @@ A = dseries();
VariableName_ = {};
for i=1:nargin-1
VariableName = varargin{i};
% Implicit loop.
idArobase = strfind(VariableName,'@');
if mod(length(idArobase),2)
error('dseries::extract: (Implicit loops) The number of @ symbols must be even!')
end
% Regular expression
idBracket.open = strfind(VariableName,'[');
idBracket.close = strfind(VariableName,']');
if ~isequal(length(idBracket.open),length(idBracket.open))
error('dseries::extract: (Matlab/Octave''s regular expressions) Check opening and closing square brackets!')
end
% Loops and regular expressions are not compatible
if length(idArobase) && length(idBracket.open)
error(['dseries::extract: You cannot use implicit loops and regular expressions in the same rule!'])
end
% Update the list of variables.
if length(idArobase)
NumberOfImplicitLoops = .5*length(idArobase);
idComma = cell(NumberOfImplicitLoops,1);
expressions = cell(NumberOfImplicitLoops,1);
for i=0:NumberOfImplicitLoops-1
idComma(i+1) = { strfind(VariableName(idArobase(2*i+1)+1:idArobase(2*i+2)-1),',') };
expressions(i+1) = { VariableName(idArobase(2*i+1)+1:idArobase(2*i+2)-1) };
end
if any(cellfun(@isempty,idComma))
error('dseries::extract: (Implicit loops) Wrong syntax!')
end
switch NumberOfImplicitLoops
case 1
expression = expressions{1};
idVariables_ = [];
while ~isempty(expression)
[token, expression] = strtok(expression,',');
candidate = [VariableName(1:idArobase(1)-1), token, VariableName(idArobase(2)+1:end)];
id = find(strcmp(candidate,B.name));
if isempty(id)
error(['dseries::extract: (Implicit loops) Variable ''' candidate ''' does not exist in dseries object ''' inputname(1) '''!'])
else
idVariables_ = [idVariables_; id];
end
end
VariableName = B.name(idVariables_);
case 2
idVariables_ = [];
expression_1 = expressions{1};
while ~isempty(expression_1)
[token_1, expression_1] = strtok(expression_1,',');
expression_2 = expressions{2};
while ~isempty(expression_2)
[token_2, expression_2] = strtok(expression_2,',');
candidate = [VariableName(1:idArobase(1)-1), token_1, VariableName(idArobase(2)+1:idArobase(3)-1), token_2, VariableName(idArobase(4)+1:end)];
id = find(strcmp(candidate,B.name));
if isempty(id)
error(['dseries::extract: (Implicit loops) Variable ''' candidate ''' does not exist in dseries object ''' inputname(1) '''!'])
else
idVariables_ = [idVariables_; id];
end
end
end
VariableName = B.name(idVariables_);
otherwise
error('dseries::extract: (Implicit loops) Cannot unroll more than two implicit loops!')
end
VariableName_ = vertcat(VariableName_,VariableName);
VariableName_ = build_list_of_variables_with_loops(B.name, idArobase, VariableName, VariableName_);
elseif length(idBracket.open)
% Matlab/Octave's regular expressions.
first_block_id = 0;
last_block_id = 0;
idVariables = find(isnotempty_cell(regexp(B.name,VariableName,'match')));
if isempty(idVariables)
error(['dseries::extract: Can''t find any variable matching ' VariableName ' pattern!'])
end
idVariables_ = [];
for j = 1:length(idVariables)
first_block_flag = 0;
if (first_block_id && strcmp(B.name{idVariables(j)}(1:first_block_id),VariableName(1:first_block_id))) || ~first_block_id
first_block_flag = 1;
end
last_block_flag = 0;
if (last_block_id && strcmp(B.name{idVariables(j)}(end-last_block_id:end),VariableName(end-last_block_id:end))) || ~last_block_id
last_block_flag = 1;
end
if first_block_flag && last_block_flag
idVariables_ = [idVariables_; idVariables(j)];
end
end
VariableName = B.name(idVariables_);
VariableName_ = vertcat(VariableName_,VariableName);
VariableName_ = build_list_of_variables_with_regexp(B.name, idBracket, VariableName, VariableName_);
else
VariableName_ = varargin(:);
end
......@@ -129,16 +68,7 @@ A.dates = B.dates;
A.name = B.name(idVariableName);
A.tex = B.tex(idVariableName);
function b = isnotempty_cell(CellArray)
CellArrayDimension = size(CellArray);
b = NaN(CellArrayDimension);
for i=1:CellArrayDimension(1)
for j = 1:CellArrayDimension(2)
b(i,j) = ~isempty(CellArray{i,j});
end
end
%@test:1
%$ % Define a data set.
%$ A = rand(10,24);
......@@ -227,4 +157,4 @@ function b = isnotempty_cell(CellArray)
%$ end
%$
%$ T = all(t);
%@eof:3
%@eof:3
\ No newline at end of file
src/@dseries/firstdate.m
View file @ 738413a1
function f = firstdate(o)
function f = firstdate(o) % --*-- Unitary tests --*--
% Copyright (C) 2014 Dynare Team
% Copyright (C) 2014-2016 Dynare Team
%
% This file is part of Dynare.
%
......@@ -17,4 +17,20 @@ function f = firstdate(o)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
f = o.dates(1);
\ No newline at end of file
f = o.dates(1);
%@test:1
%$ try
%$ ts = dseries(randn(10, 3),'1938Q3');
%$ dd = ts.firstdate();
%$ t(1) = true;
%$ catch
%$ t(1) = false;
%$ end
%$
%$ if t(1)
%$ t(2) = isequal(dd, dates('1938Q3'));
%$ end
%$
%$ T = all(t);
%@eof:1
src/@dseries/firstobservedperiod.m 0 → 100644
View file @ 738413a1
function d = firstobservedperiod(o) % --*-- Unitary tests --*--
% Returns the first period where all the variables are observed (first period without NaNs).
%
% INPUTS
% - o [dseries] with N variables and T periods.
%
% OUTPUTS
% - b [dates] First period where the N variables are observed (without NaNs).
% Copyright (C) 2016-2017 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/>.
b = ~isnan(o);
c = find(prod(b, 2));
if isempty(c)
error('No overlapping non-NaN data points found in dseries.');
end
d = firstdate(o)+(c(1)-1);
%@test:1
%$ try
%$ ts = dseries([NaN, NaN; NaN, 1; 2, 2; 3, 3; 4, NaN; 5, 5]);
%$ dd = ts.firstobservedperiod();
%$ t(1) = true;
%$ catch
%$ t(1) = false;
%$ end
%$
%$ if t(1)
%$ t(2) = isequal(dd, dates('3Y'));
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ try
%$ ts = dseries([0, 0; NaN, 1; 2, 2; 3, 3; 4, NaN; 5, 5]);
%$ dd = ts.firstobservedperiod();
%$ t(1) = true;
%$ catch
%$ t(1) = false;
%$ end
%$
%$ if t(1)
%$ t(2) = isequal(dd, dates('1Y'));
%$ end
%$
%$ T = all(t);
%@eof:2
src/@dseries/horzcat.m
View file @ 738413a1
......@@ -2,25 +2,25 @@ function B = horzcat(varargin) % --*-- Unitary tests --*--
% Overloads horzcat method for dseries objects.
%
% INPUTS
% INPUTS
% o A1 dseries object.
% o A2 dseries object.
% o ...
%
% OUTPUTS
% OUTPUTS
% o B dseries object.
%
% EXAMPLE 1
% EXAMPLE 1
% If A, B and C are dseries objects the following syntax:
%
%
% D = [A, B, C] ;
%
% Defines a dseries object D containing the variables appearing in A, B and C.
%
% REMARKS
% REMARKS
% o A1, A2, ... must not have common variables.
% Copyright (C) 2011-2013 Dynare Team
% Copyright (C) 2011-2017 Dynare Team
%
% This file is part of Dynare.
%
......@@ -50,57 +50,72 @@ switch nargin
end
function a = concatenate(b,c)
[n,message] = common_strings_in_cell_arrays(b.name,c.name);
if isempty(b)
a = c;
return
end
if isempty(c)
a = b;
return
end
if n
error(['dseries::horzcat: I cannot concatenate dseries objects with common variable names (' message ')!'])
end
if ~isequal(frequency(b),frequency(c))
error('dseries::horzcat: All time series objects must have common frequency!')
[n,message] = common_strings_in_cell_arrays(b.name,c.name);
if isempty(b)
a = c;
return
end
if isempty(c)
a = b;
return
end
if n
error(['dseries::horzcat: I cannot concatenate dseries objects with common variable names (' message ')!'])
end
if ~isequal(frequency(b),frequency(c))
error('dseries::horzcat: All time series objects must have common frequency!')
else
a = dseries();
end
d_nobs_flag = 0;
if ~isequal(nobs(b),nobs(c))
d_nobs_flag = 1;
end
d_init_flag = 0;
if ~isequal(firstdate(b),firstdate(c))
d_init_flag = 1;
end
a.name = vertcat(b.name,c.name);
a.tex = vertcat(b.tex,c.tex);
if ~( d_nobs_flag(1) || d_init_flag(1) )
a.data = [b.data,c.data];
a.dates = b.dates;
else
nobs_b = nobs(b);
nobs_c = nobs(c);
if firstdate(b)<=firstdate(c)
if firstdate(b)<firstdate(c)
c.data = [NaN(firstdate(c)-firstdate(b), vobs(c)); c.data];
end
else
a = dseries();
b.data = [NaN(firstdate(b)-firstdate(c), vobs(b)); b.data];
end
d_nobs_flag = 0;
if ~isequal(nobs(b),nobs(c))
d_nobs_flag = 1;
b_last_date = firstdate(b)+nobs_b;
c_last_date = firstdate(c)+nobs_c;
if b_last_date<c_last_date
b.data = [b.data; NaN(c_last_date-b_last_date, vobs(b))];
elseif b_last_date>c_last_date
c.data = [c.data; NaN(b_last_date-c_last_date, vobs(c))];
end
d_init_flag = 0;
if ~isequal(firstdate(b),firstdate(c))
d_init_flag = 1;
fillerdates = dates();
if max(c.dates) < min(b.dates)
fillerdates = max(c.dates):min(b.dates);
end
a.name = vertcat(b.name,c.name);
a.tex = vertcat(b.tex,c.tex);
if ~( d_nobs_flag(1) || d_init_flag(1) )
a.data = [b.data,c.data];
a.dates = b.dates;
if max(b.dates) < min(c.dates)
fillerdates = max(b.dates):min(c.dates);
end
if isempty(fillerdates)
hd = [b.dates, c.dates];
else
nobs_b = nobs(b);
nobs_c = nobs(c);
if firstdate(b)<=firstdate(c)
if firstdate(b)<firstdate(c)
c.data = [NaN(firstdate(c)-firstdate(b), vobs(c)); c.data];
end
else
b.data = [NaN(firstdate(b)-firstdate(c), vobs(b)); b.data];
end
b_last_date = firstdate(b)+nobs_b;
c_last_date = firstdate(c)+nobs_c;
if b_last_date<c_last_date
b.data = [b.data; NaN(c_last_date-b_last_date, vobs(b))];
elseif b_last_date>c_last_date
c.data = [c.data; NaN(b_last_date-c_last_date, vobs(c))];
end
a.data = [b.data, c.data];
a.dates = sort(unique([b.dates, c.dates]));
hd = [b.dates, fillerdates, c.dates];
end
a.data = [b.data, c.data];
a.dates = sort(unique(hd));
end
%@test:1
%$ % Define a data set.
%$ A = [transpose(1:10),2*transpose(1:10)];
......
src/@dseries/hpcycle.m
View file @ 738413a1
......@@ -4,14 +4,14 @@ function ts = hpcycle(ts, lambda) % --*-- Unitary tests --*--
%
% Extracts the cycle component from a dseries object using Hodrick Prescott filter.
%
% INPUTS
% INPUTS
% o ts dseries object.
% o lambda positive scalar, trend smoothness parameter.
%
% OUTPUTS
% OUTPUTS
% o ts dseries object, with time series replaced by the cyclical component of the original time series.
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
......@@ -28,13 +28,13 @@ function ts = hpcycle(ts, lambda) % --*-- 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 nargin>1
if nargin>1
if lambda<=0
error(['dseries::hpcycle: Lambda must be a positive integer!'])
end
else
lambda = [];
end
end
for i=1:vobs(ts)
ts.name(i) = {['hpcycle(' ts.name{i} ')']};
......@@ -50,7 +50,7 @@ ts.data = data;
%$ % Create a dataset.
%$ e = .2*randn(200,1);
%$ u = randn(200,1);
%$ stochastic_trend = cumsum(e);
%$ stochastic_trend = cumsum(e);
%$ deterministic_trend = .1*transpose(1:200);
%$ x = zeros(200,1);
%$ for i=2:200
......
src/@dseries/hptrend.m
View file @ 738413a1
......@@ -4,14 +4,14 @@ function ts = hptrend(ts, lambda) % --*-- Unitary tests --*--
%
% Extracts the trend component from a dseries object using Hodrick Prescott filter.
%
% INPUTS
% INPUTS
% o ts dseries object.
% o lambda positive scalar, trend smoothness parameter.
%
% OUTPUTS
% OUTPUTS
% o ts dseries object, with time series replaced by the trend component of the original time series.
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
......@@ -28,7 +28,7 @@ function ts = hptrend(ts, lambda) % --*-- 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 nargin>1
if nargin>1
if lambda<=0
error(['dseries::hptrend: Lambda must be a positive integer!'])
end
......@@ -44,12 +44,12 @@ end
ts.data = sample_hp_filter(ts.data,lambda);
%@test:1
%$ plot_flag = 0;
%$ plot_flag = 0;
%$
%$ % Create a dataset.
%$ e = .2*randn(200,1);
%$ u = randn(200,1);
%$ stochastic_trend = cumsum(e);
%$ stochastic_trend = cumsum(e);
%$ deterministic_trend = .1*transpose(1:200);
%$ x = zeros(200,1);
%$ for i=2:200
......
src/@dseries/insert.m
View file @ 738413a1
......@@ -29,7 +29,7 @@ function ts = insert(ts,us,id) % --*-- Unitary tests --*--
%! @end deftypefn
%@eod:
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
......@@ -61,10 +61,10 @@ end
n = length(id);
if n>1
[id, jd] = sort(id);
us.data = us.data(:,jd);
us.name = us.name(jd);
us.tex = us.tex(jd);
[id, jd] = sort(id);
us.data = us.data(:,jd);
us.name = us.name(jd);
us.tex = us.tex(jd);
end
for i=1:n
......
src/@dseries/isequal.m
View file @ 738413a1
......@@ -2,15 +2,15 @@ function C = isequal(A, B, tol)
% Overloads the isequal Matlab/Octave's function.
%
% INPUTS
% INPUTS
% o A dseries object (T periods, N variables).
% o B dseries object (T periods, N variables).
% o tol tolerance parameter.
%
% OUTPUTS
% OUTPUTS
% o C Integer scalar equal to zero or one.
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
......
src/@dseries/isnan.m 0 → 100644
View file @ 738413a1
function b = isnan(o) % --*-- Unitary tests --*--
% Returns an array of logicals (true/false). Element (t,i) is true iff the i-th variable at
% period number t is not a NaN.
%
% INPUTS
% - o [dseries] with N variables and T periods.
%
% OUTPUTS
% - b [logical] T*N array of logicals.
% Copyright (C) 2016-2017 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/>.
b = isnan(o.data);
%@test:1
%$ try
%$ data = randn(100, 10);
%$ cnan = randi(10, 50, 1);
%$ rnan = randi(100, 50, 1);
%$ for i=1:50, data(rnan(i),cnan(i)) = NaN; end
%$ inan = isnan(data);
%$ ts = dseries(data);
%$ dd = ts.isnan();
%$ t(1) = true;
%$ catch
%$ t(1) = false;
%$ end
%$
%$ if t(1)
%$ t(2) = isequal(dd, inan);
%$ end
%$
%$ T = all(t);
%@eof:1
src/@dseries/lag.m
View file @ 738413a1
......@@ -44,7 +44,7 @@ if nargin<2
p = 1;
end
if p<=0
if p<0
error('dseries::lag: Second input argument must be strictly positive! Use lead method instead.')
end
......
src/@dseries/lastobservedperiod.m 0 → 100644
View file @ 738413a1
function d = lastobservedperiod(o) % --*-- Unitary tests --*--
% Returns the last period where all the variables are observed (last period without NaNs).
%
% INPUTS
% - o [dseries] with N variables and T periods.
%
% OUTPUTS
% - b [dates] Last period where the N variables are observed (without NaNs).
% 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/>.
b = ~isnan(o);
c = find(prod(b, 2));
if isempty(c)
error('No overlapping non-NaN data points found in dseries.');
end
d = firstdate(o)+(c(end)-1);
%@test:1
%$ try
%$ ts = dseries([NaN, NaN; NaN, 1; 2, 2; 3, 3; 4, NaN; 5, 5]);
%$ dd = ts.lastobservedperiod();
%$ t(1) = true;
%$ catch
%$ t(1) = false;
%$ end
%$
%$ if t(1)
%$ t(2) = isequal(dd, dates('6Y'));
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ try
%$ ts = dseries([0, 0; NaN, 1; 2, 2; 3, 3; 4, NaN; 5, NaN]);
%$ dd = ts.lastobservedperiod();
%$ t(1) = true;
%$ catch
%$ t(1) = false;
%$ end
%$
%$ if t(1)
%$ t(2) = isequal(dd, dates('4Y'));
%$ end
%$
%$ T = all(t);
%@eof:2
src/@dseries/lead.m
View file @ 738413a1
......@@ -44,7 +44,7 @@ if nargin<2
p = 1;
end
if p<=0
if p<0
error('dseries::lead: Second input argument must be strictly positive! Use lag method instead.')
end
......