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Sébastien Villemot
dseries
Commits
1fa923a3
Commit
1fa923a3
authored
Oct 17, 2016
by
Stéphane Adjemian
Browse files
Added method firstobservedperiod.
Returns the first period without NaNs. Closes #15
parent
f3544c6a
Changes
3
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src/@dseries/firstobservedperiod.m
0 → 100644
View file @
1fa923a3
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 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
));
d
=
o
.
firstdate
+
(
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/isnan.m
0 → 100644
View file @
1fa923a3
function
b
=
isnan
(
o
)
% 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 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
);
\ No newline at end of file
src/@dseries/subsref.m
View file @
1fa923a3
...
...
@@ -90,7 +90,7 @@ switch S(1).type
case
'
freq
'
%
Returns
an
integer
characterizing
the
data
frequency
(
1
,
4
,
12
or
52
)
B
=
A
.
dates
.
freq
;
case
{'
lag
','
lead
','
hptrend
','
hpcycle
','
chain
','
detrend
','
exist
','
mean
','
std
','
center
'}
%
Methods
with
less
than
two
arguments
.
case
{'
lag
','
lead
','
hptrend
','
hpcycle
','
chain
','
detrend
','
exist
','
mean
','
std
','
center
'
,'
firstobservedperiod
'
}
%
Methods
with
less
than
two
arguments
.
if
length
(
S
)
>
1
&&
isequal
(
S
(
2
).
type
,
'
()
'
)
if
isempty
(
S
(
2
).
subs
)
B
=
feval
(
S
(
1
).
subs
,
A
);
...
...
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