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Commit 6374a597 authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Initial commit (copy from Dynare repository).

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LICENSE.md 0 → 100644
View file @ 6374a597
> Copyright (C) 2014 Dynare Team
>
> The list Matlab/Octave class is licensed under GNU GPL as published by
> the Free Software Foundation, either version 3 of the License, or (at
> your option) any later version.
>
> This code 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.
> A copy of the GNU General Public License is available here
> <http://www.gnu.org/licenses/>.
src/@dates/append.m 0 → 100644
View file @ 6374a597
function B = append(A,a) % --*-- Unitary tests --*--
% append method for dates class.
%
% INPUTS
% o A dates object.
% o a dates object with one element or string that can be interpreted as a date.
%
% OUTPUTS
% o B dates object containing dates defined in A and a.
%
% EXAMPLE 1
% If A is a dates object with quarterly frequency, then B = A.append(dates('1950Q2')) and
% B = A.append('1950Q2') are equivalent syntaxes.
% Copyright (C) 2012-2013 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 isa(a,'dates')
if ~isequal(length(a),1)
error(['dates::append: Input argument ' inputname(2) ' has to be a dates object with one element.'])
end
if isempty(a)
B = A;
return
end
elseif isdate(a)
a = dates(a);
end
if ~isequal(A.freq, a.freq)
error(['dates::append: A and a must have common frequency!'])
end
B = dates();
B.ndat = A.ndat+1;
B.freq = A.freq;
B.time = NaN(B.ndat,2);
B.time(1:A.ndat,:) = A.time;
B.time(A.ndat+1,:) = a.time;
%@test:1
%$ % Define some dates
%$ B1 = '1953Q4';
%$ B2 = '1950Q2';
%$ B3 = '1950Q1';
%$ B4 = '1945Q3';
%$ B5 = '2009Q2';
%$
%$ % Define expected results.
%$ e.time = [1945 3; 1950 1; 1950 2; 1953 4; 2009 2];
%$ e.freq = 4;
%$ e.ndat = 5;
%$
%$ % Call the tested routine.
%$ d = dates(B4,B3,B2,B1);
%$ d = d.append(dates(B5));
%$
%$ % Check the results.
%$ t(1) = dassert(d.time,e.time);
%$ t(2) = dassert(d.freq,e.freq);
%$ t(3) = dassert(d.ndat,e.ndat);
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define some dates
%$ B1 = '1953Q4';
%$ B2 = '1950Q2';
%$ B3 = '1950Q1';
%$ B4 = '1945Q3';
%$ B5 = '2009q2';
%$
%$ % Define expected results.
%$ e.time = [1945 3; 1950 1; 1950 2; 1953 4; 2009 2];
%$ e.freq = 4;
%$ e.ndat = 5;
%$
%$ % Call the tested routine.
%$ d = dates(B4,B3,B2,B1);
%$ d = d.append(B5);
%$
%$ % Check the results.
%$ t(1) = dassert(d.time,e.time);
%$ t(2) = dassert(d.freq,e.freq);
%$ t(3) = dassert(d.ndat,e.ndat);
%$ T = all(t);
%@eof:2
\ No newline at end of file
src/@dates/char.m 0 → 100644
View file @ 6374a597
function s = char(dd)
% Given a one element dates object, returns a string with the formatted date.
%
% INPUTS
% o dd dates object with one element
%
% OUTPUTS
% o s a string
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2014 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 length(dd)>1
error('The input argument must be a singleton dates object!')
end
s = date2string(dd.time, dd.freq);
\ No newline at end of file
src/@dates/colon.m 0 → 100644
View file @ 6374a597
function C = colon(varargin) % --*-- Unitary tests --*--
% Overloads the colon operator (:). This method can be used to create ranges of dates.
%
% INPUTS
% o A dates object with one element.
% o d integer scalar, number of periods between each date (default value, if nargin==2, is one)
% o B dates object with one element.
%
% OUTPUTS
% o C dates object with length(B-A) elements (if d==1).
%
% REMARKS
% B must be greater than A if d>0.
% Copyright (C) 2013 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 isequal(nargin,2)
A = varargin{1};
B = varargin{2};
d = 1;
if ~(isa(A,'dates') && isa(B,'dates') && isequal(length(A),1) && isequal(length(B),1))
error('dates::colon: In an expression like A:B, A and B must be dates objects!')
end
elseif isequal(nargin,3)
A = varargin{1};
B = varargin{3};
d = varargin{2};
if ~(isa(A,'dates') && isa(B,'dates') && isequal(length(A),1) && isequal(length(B),1))
error('dates::colon: In an expression like A:d:B, A and B must be dates objects and d a scalar integer (number of periods)!')
end
if ~(isscalar(d) && isint(d))
error('dates::colon: In an expression like A:d:B, A and B must be dates objects and d a scalar integer (number of periods)!')
end
if isequal(d,0)
error('dates::colon: In an expression like A:d:B, d (the incremental number of periods) must nonzero!')
end
else
error('dates::colon: Wrong calling sequence! See the manual for the colon (:) operator and dates objects.')
end
if ~isequal(A.freq,B.freq)
error(['dates::colon: Input arguments ' inputname(1) ' and ' inputname(2) ' must have common frequency!'])
end
if A>B && d>0
error(['dates::colon: ' inputname(1) ' must precede ' inputname(2) '!' ])
end
if B>A && d<0
error(['dates::colon: ' inputname(2) ' must precede ' inputname(1) '!' ])
end
C = dates();
n = (B-A)+1;
m = n;
if d>1
m = length(1:d:n);
end
C.freq = A.freq;
if isequal(C.freq,1)
C.ndat = m;
C.time = NaN(m,2);
C.time(:,1) = A.time(1)+transpose(0:d:n-1);
C.time(:,2) = 1;
else
C.time = NaN(n,2);
initperiods = min(C.freq-A.time(2)+1,n);
C.time(1:initperiods,1) = A.time(1);
C.time(1:initperiods,2) = transpose(A.time(2)-1+(1:initperiods));
if n>initperiods
p = n-initperiods;
if p<=C.freq
C.time(initperiods+(1:p),1) = A.time(1)+1;
C.time(initperiods+(1:p),2) = transpose(1:p);
else
q = fix(p/C.freq);
r = rem(p,C.freq);
C.time(initperiods+(1:C.freq*q),2) = repmat(transpose(1:C.freq),q,1);
C.time(initperiods+(1:C.freq*q),1) = kron(A.time(1)+transpose(1:q),ones(C.freq,1));
if r>0
C.time(initperiods+C.freq*q+(1:r),1) = C.time(initperiods+C.freq*q,1)+1;
C.time(initperiods+C.freq*q+(1:r),2) = transpose(1:r);
end
end
end
if d>1
C.time = C.time(1:d:n,:);
C.ndat = m;
else
C.ndat = n;
end
end
%@test:1
%$ % Define two dates
%$ date_1 = '1950Q2';
%$ date_2 = '1951Q4';
%$
%$ % Define expected results.
%$ e.freq = 4;
%$ e.time = [1950 2; 1950 3; 1950 4; 1951 1; 1951 2; 1951 3; 1951 4];
%$
%$ % Call the tested routine.
%$ d1 = dates(date_1);
%$ d2 = dates(date_2);
%$ d3 = d1:d2;
%$
%$ % Check the results.
%$ t(1) = dassert(d3.time,e.time);
%$ t(2) = dassert(d3.freq,e.freq);
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define expected results.
%$ e.freq = 4;
%$ e.time = [1950 2; 1950 3; 1950 4; 1951 1; 1951 2; 1951 3; 1951 4];
%$
%$ % Call the tested routine.
%$ d = dates('1950Q2'):dates('1951Q4');
%$
%$ % Check the results.
%$ t(1) = dassert(d.time,e.time);
%$ t(2) = dassert(d.freq,e.freq);
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define expected results.
%$ e.freq = 4;
%$ e.time = [1950 2; 1950 4; 1951 2; 1951 4];
%$
%$ % Call the tested routine.
%$ d = dates('1950Q2'):2:dates('1951Q4');
%$
%$ % Check the results.
%$ t(1) = dassert(d.time,e.time);
%$ t(2) = dassert(d.freq,e.freq);
%$ T = all(t);
%@eof:3
%$ @test:3
%$ % Create an empty dates object for quaterly data
%$ qq = dates('Q');
%$
%$ % Define expected results.
%$ e.freq = 4;
%$ e.time = [1950 2; 1950 3; 1950 4; 1951 1; 1951 2; 1951 3; 1951 4];
%$
%$ % Call the tested routine.
%$ d = qq(1950,2):qq(1951,4);
%$
%$ % Check the results.
%$ t(1) = dassert(d.time,e.time);
%$ t(2) = dassert(d.freq,e.freq);
%$ T = all(t);
%$ @eof:3
%$ @test:4
%$ % Create an empty dates object for quaterly data
%$ qq = dates('Q');
%$
%$ % Define expected results.
%$ e.freq = 4;
%$ e.time = [1950 1; 1950 2; 1950 3];
%$
%$ % Call the tested routine.
%$ d = qq(1950,1):qq(1950,3);
%$
%$ % Check the results.
%$ t(1) = dassert(d.time,e.time);
%$ t(2) = dassert(d.freq,e.freq);
%$ T = all(t);
%$ @eof:4
\ No newline at end of file
src/@dates/dates.m 0 → 100644
View file @ 6374a597
function dd = dates(varargin) % --*-- Unitary tests --*--
%@info:
%! @deftypefn {Function File} {@var{dd} =} dates (@var{a},@var{b},...)
%! @anchor{dates}
%! @sp 1
%! Constructor for the Dynare dates class (unordered sequence of dates).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item a
%! String, date.
%! @item b
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item dd
%! Dynare dates object.
%! @end table
%! @sp 1
%! @strong{Properties}
%! @sp 1
%! The constructor defines the following properties:
%! @sp 1
%! @table @ @var
%! @item ndate
%! Scalar integer, the number of dates.
%! @item freq
%! Scalar integer, the frequency of the time series. @var{freq} is equal to 1 if data are on a yearly basis or if
%! frequency is unspecified. @var{freq} is equal to 4 if data are on a quaterly basis. @var{freq} is equal to
%! 12 if data are on a monthly basis. @var{freq} is equal to 52 if data are on a weekly basis.
%! @item time
%! Array of integers (nobs*2). The first column defines the years associated to each date. The second column,
%! depending on the frequency, indicates the week, month or quarter numbers. For yearly data or unspecified frequency
%! the second column is filled by ones.
%! @end table
%! @sp 2
%! @strong{This function is called by:}
%! @sp 2
%! @strong{This function calls:}
%!
%! @end deftypefn
%@eod:
% Copyright (C) 2011-2014 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/>.
% Initialization.
if nargin>0 && ischar(varargin{1}) && isequal(varargin{1},'initialize')
dd = struct('ndat', 0, 'freq', NaN(0), 'time', NaN(0,2));
dd = class(dd,'dates');
assignin('base','emptydatesobject',dd);
return
end
dd = evalin('base','emptydatesobject');
if isequal(nargin, 0)
% Return an empty dates obect
return
end
if all(cellfun(@isdates, varargin))
% Concatenates dates in a dates object.
dd = horzcat(varargin{:});
return
end
if all(cellfun(@isstringdate,varargin))
% Concatenates dates in a dates object.
tmp = cellfun(@string2date,varargin);
if all([tmp.freq]-tmp(1).freq==0)
dd.freq = tmp(1).freq;
else
error('dates::dates: Wrong calling sequence of the constructor! All dates must have common frequency.')
end
dd.ndat = length(tmp);
dd.time = transpose(reshape([tmp.time],2,dd.ndat));
return
end
if isequal(nargin,1) && isfreq(varargin{1})
% Instantiate an empty dates object (only set frequency)
if ischar(varargin{1})
dd.freq = string2freq(varargin{1});
else
dd.freq = varargin{1};
end
return
end
if isequal(nargin,3) && isfreq(varargin{1})
if ischar(varargin{1})
dd.freq = string2freq(varargin{1});
else
dd.freq = varargin{1};
end
if (isnumeric(varargin{2}) && isvector(varargin{2}) && all(isint(varargin{2})))
if isnumeric(varargin{3}) && isvector(varargin{3}) && all(isint(varargin{3}))
if all(varargin{3}>=1) && all(varargin{3}<=dd.freq)
dd.time = [varargin{2}(:), varargin{3}(:)];
dd.ndat = size(dd.time,1);
else
error(sprintf('dates::dates: Wrong calling sequence of the constructor! Third input must contain integers between 1 and %i.',dd.freq))
end
else
error('dates::dates: Wrong calling sequence of the constructor! Third input must be a vector of integers.')
end
else
error('dates::dates: Wrong calling sequence of the constructor! Second input must be a vector of integers.')
end
return
end
if isequal(nargin,2) && isfreq(varargin{1})
if ischar(varargin{1})
dd.freq = string2freq(varargin{1});
else
dd.freq = varargin{1};
end
if isequal(dd.freq, 1)
if (isnumeric(varargin{2}) && isvector(varargin{2}) && isint(varargin{2}))
dd.time = [varargin{2}, ones(length(varargin{2}),1)];
dd.ndat = size(dd.time,1);
return
else
error('dates::dates: Wrong calling sequence of the constructor! Second input must be a vector of integers.')
end
else
if isequal(size(varargin{2},2), 2)
if all(isint(varargin{2}(:,1))) && all(isint(varargin{2}(:,1)))
if all(varargin{2}(:,2)>=1) && all(varargin{2}(:,2)<=dd.freq)
dd.time = [varargin{2}(:,1), varargin{2}(:,2)];
dd.ndat = size(dd.time,1);
else
error(sprintf('dates::dates: Wrong calling sequence of the constructor! Second column of the last input must contain integers between 1 and %i.',dd.freq))
end
else
error('dates::dates: Wrong calling sequence! Second input argument must be an array of integers.')
end
else
error('dates::dates: Wrong calling sequence!')
end
end
return
end
error('dates::dates: Wrong calling sequence!')
%@test:1
%$ % Define some dates
%$ B1 = '1945Q3';
%$ B2 = '1950Q2';
%$ B3 = '1950q1';
%$ B4 = '1953Q4';
%$
%$ % Define expected results.
%$ e.time = [1945 3; 1950 2; 1950 1; 1953 4];
%$ e.freq = 4;
%$ e.ndat = 4;
%$
%$ % Call the tested routine.
%$ d = dates(B1,B2,B3,B4);
%$
%$ % Check the results.
%$ t(1) = dassert(d.time,e.time);
%$ t(2) = dassert(d.freq,e.freq);
%$ t(3) = dassert(d.ndat,e.ndat);
%$ T = all(t);
%@eof:1
%@test:2
%$ % Define some dates
%$ B1 = '1945M3';
%$ B2 = '1950M2';
%$ B3 = '1950M10';
%$ B4 = '1953M12';
%$
%$ % Define expected results.
%$ e.time = [1945 3; 1950 2; 1950 10; 1953 12];
%$ e.freq = 12;
%$ e.ndat = 4;
%$
%$ % Call the tested routine.
%$ d = dates(B1,B2,B3,B4);
%$
%$ % Check the results.
%$ t(1) = dassert(d.time,e.time);
%$ t(2) = dassert(d.freq,e.freq);
%$ t(3) = dassert(d.ndat,e.ndat);
%$ T = all(t);
%@eof:2
%@test:3
%$ % Define some dates
%$ B1 = '1945y';
%$ B2 = '1950Y';
%$ B3 = '1950a';
%$ B4 = '1953A';
%$
%$ % Define expected results.
%$ e.time = [1945 1; 1950 1; 1950 1; 1953 1];
%$ e.freq = 1;
%$ e.ndat = 4;
%$
%$ % Call the tested routine.
%$ d = dates(B1,B2,B3,B4);
%$
%$ % Check the results.
%$ t(1) = dassert(d.time,e.time);
%$ t(2) = dassert(d.freq,e.freq);
%$ t(3) = dassert(d.ndat,e.ndat);
%$ T = all(t);
%@eof:3
%@test:4
%$ % Define a dates object
%$ B = dates('1950Q1'):dates('1960Q3');
%$
%$
%$ % Call the tested routine.
%$ d = B(2);
%$ if isa(d,'dates')
%$ t(1) = 1;
%$ else
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dassert(d.freq,B.freq);
%$ t(3) = dassert(d.time,[1950 2]);
%$ end
%$ T = all(t);
%@eof:4
%@test:5
%$ % Define a dates object
%$ B = dates(4,1950,1):dates(4,1960,3);
%$
%$ % Call the tested routine.
%$ d = B(2);
%$ if isa(d,'dates')