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Verified Commit 5f829d00 authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Allow selections of periods or variables with vector of logicals.

Ref #4.

If ts is a dseries object with T periods and N variables, then we can
instantiate a new dseries object from ts by extracting periods or
variables. Periods are selected by passing a vector of logicals with T
elements. Variables are selected by passing a vector of logicals with
N elements. If T==N, the convention is to pass a row vector to select
variables and a colum vector to select periods.

*Example*

>> ts = dseries(randn(10,5), '2000Q1')

ts is a dseries object:

       | Variable_1 | Variable_2 | Variable_3 | Variable_4 | Variable_5
2000Q1 | -0.53201   | -1.0642    | 0.39189    | -1.0667    | -0.73417
2000Q2 | 1.6821     | 1.6035     | -1.2507    | 0.93373    | -0.030814
2000Q3 | -0.87573   | 1.2347     | -0.94796   | 0.35032    | 0.23235
2000Q4 | -0.48382   | -0.22963   | -0.74111   | -0.029006  | 0.42639
2001Q1 | -0.712     | -1.5062    | -0.50782   | 0.18245    | -0.37281
2001Q2 | -1.1742    | -0.44463   | -0.32058   | -1.5651    | -0.23645
2001Q3 | -0.19224   | -0.15594   | 0.012469   | -0.084539  | 2.0237
2001Q4 | -0.27407   | 0.27607    | -3.0292    | 1.6039     | -2.2584
2002Q1 | 1.5301     | -0.26116   | -0.45701   | 0.098348   | 2.2294
2002Q2 | -0.24902   | 0.44342    | 1.2424     | 0.041374   | 0.33756

>> ts(mean(ts)>0)

ans is a dseries object:

       | Variable_4 | Variable_5
2000Q1 | -1.0667    | -0.73417
2000Q2 | 0.93373    | -0.030814
2000Q3 | 0.35032    | 0.23235
2000Q4 | -0.029006  | 0.42639
2001Q1 | 0.18245    | -0.37281
2001Q2 | -1.5651    | -0.23645
2001Q3 | -0.084539  | 2.0237
2001Q4 | 1.6039     | -2.2584
2002Q1 | 0.098348   | 2.2294
2002Q2 | 0.041374   | 0.33756

>> ts(ts.dates>=dates('2001Q3'))

ans is a dseries object:

       | Variable_1 | Variable_2 | Variable_3 | Variable_4 | Variable_5
2001Q3 | -0.19224   | -0.15594   | 0.012469   | -0.084539  | 2.0237
2001Q4 | -0.27407   | 0.27607    | -3.0292    | 1.6039     | -2.2584
2002Q1 | 1.5301     | -0.26116   | -0.45701   | 0.098348   | 2.2294
2002Q2 | -0.24902   | 0.44342    | 1.2424     | 0.041374   | 0.33756
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