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src/@dseries/align.m
View file @ 79dee92e
......@@ -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 @ 79dee92e
......@@ -19,7 +19,7 @@ function ts = baxter_king_filter(ts, high_frequency, low_frequency, K) % --*-- U
% 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.
%
......
src/@dseries/center.m 0 → 100644
View file @ 79dee92e
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 @ 79dee92e
......@@ -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.
%
......@@ -27,15 +27,24 @@ 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
......@@ -43,7 +52,15 @@ switch nargin
% Initialize the output.
B = varargin{1};
% Perform the cumulated sum
B.data(:,idx) = cumprod(B.data(:,idx));
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} ')']};
......@@ -226,3 +243,18 @@ end
%$ t(1) = dassert(ts3.data,ts4.data);
%$ T = all(t);
%@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 @ 79dee92e
......@@ -10,7 +10,7 @@ function B = cumsum(varargin) % --*-- Unitary tests --*--
% OUTPUTS
% o B dseries object.
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013-2017 Dynare Team
%
% This file is part of Dynare.
%
......@@ -27,15 +27,24 @@ 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
......@@ -43,7 +52,15 @@ switch nargin
% Initialize the output.
B = varargin{1};
% Perform the cumulated sum
B.data(:,idx) = cumsum(B.data(:,idx));
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} ')']};
......@@ -213,3 +230,21 @@ end
%$ t(1) = dassert(ts3.data,ts4.data);
%$ T = all(t);
%@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 @ 79dee92e
......@@ -59,7 +59,7 @@ function ts = dseries(varargin) % --*-- Unitary tests --*--
%! @end deftypefn
%@eod:
% Copyright (C) 2011-2013 Dynare Team
% Copyright (C) 2011-2017 Dynare Team
%
% This file is part of Dynare.
%
......@@ -423,12 +423,21 @@ end
%@test:9
%$ try
%$ if isoctave()
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data-1.xlsx','dynseries_test_data-1.xlsx');
%$ else
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data-1.xls','dynseries_test_data-1.xls');
%$ end
%$ if ~status
%$ error()
%$ end
%$ 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
%$ if isoctave()
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data-2.xlsx','dynseries_test_data-2.xlsx');
%$ else
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data-2.xls','dynseries_test_data-2.xls');
%$ end
%$ if ~status
%$ error()
%$ end
%$ 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
%$ if isoctave()
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data-3.xlsx','dynseries_test_data-3.xlsx');
%$ else
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data-3.xls','dynseries_test_data-3.xls');
%$ end
%$ if ~status
%$ error()
%$ end
%$ 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
%$ if isoctave()
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data-4.xlsx','dynseries_test_data-4.xlsx');
%$ else
%$ [strfile, status] = urlwrite('http://www.dynare.org/Datasets/dseries/dynseries_test_data-4.xls','dynseries_test_data-4.xls');
%$ end
%$ if ~status
%$ error()
%$ end
%$ 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 @ 79dee92e
......@@ -12,7 +12,7 @@ function C = eq(A,B) % --*-- Unitary tests --*--
% 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 @ 79dee92e
......@@ -9,7 +9,7 @@ function l = exist(o, varname) % --*-- Unitary tests --*--
% 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 @ 79dee92e
......@@ -2,7 +2,7 @@ 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
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!')
% 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
VariableName_ = vertcat(VariableName_,VariableName);
% Update the list of variables.
if length(idArobase)
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
......@@ -129,15 +68,6 @@ 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.
......
src/@dseries/firstdate.m
View file @ 79dee92e
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.
%
......@@ -18,3 +18,19 @@ function f = firstdate(o)
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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 @ 79dee92e
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 @ 79dee92e
......@@ -20,7 +20,7 @@ function B = horzcat(varargin) % --*-- Unitary tests --*--
% 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.
%
......@@ -97,8 +97,23 @@ function a = concatenate(b,c)
elseif b_last_date>c_last_date
c.data = [c.data; NaN(b_last_date-c_last_date, vobs(c))];
end
fillerdates = dates();
if max(c.dates) < min(b.dates)
fillerdates = max(c.dates):min(b.dates);
end
if max(b.dates) < min(c.dates)
fillerdates = max(b.dates):min(c.dates);
end
if isempty(fillerdates)
hd = [b.dates, c.dates];
else
hd = [b.dates, fillerdates, c.dates];
end
a.data = [b.data, c.data];
a.dates = sort(unique([b.dates, c.dates]));
a.dates = sort(unique(hd));
end
%@test:1
......
src/@dseries/hpcycle.m
View file @ 79dee92e
......@@ -11,7 +11,7 @@ function ts = hpcycle(ts, lambda) % --*-- Unitary tests --*--
% 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.
%
......
src/@dseries/hptrend.m
View file @ 79dee92e
......@@ -11,7 +11,7 @@ function ts = hptrend(ts, lambda) % --*-- Unitary tests --*--
% 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.
%
......
src/@dseries/insert.m
View file @ 79dee92e
......@@ -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.
%
......
src/@dseries/isequal.m
View file @ 79dee92e
......@@ -10,7 +10,7 @@ function C = isequal(A, B, tol)
% 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 @ 79dee92e
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 @ 79dee92e
......@@ -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 @ 79dee92e
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 @ 79dee92e
......@@ -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
......