- Jul 21, 2021
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Sébastien Villemot authored
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- Jun 09, 2021
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Sébastien Villemot authored
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- May 26, 2021
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Stéphane Adjemian authored
Closes #4. *Example* >> a = dseries(randn(4,5),'2000Q1') a is a dseries object: | Variable_1 | Variable_2 | Variable_3 | Variable_4 | Variable_5 2000Q1 | 2.4245 | -1.036 | -0.87587 | -0.57001 | -1.6989 2000Q2 | 0.9594 | 1.8779 | 0.31995 | -1.0257 | 0.6076 2000Q3 | -0.31577 | 0.9407 | -0.55829 | -0.90875 | -0.1178 2000Q4 | 0.42862 | 0.78735 | -0.31143 | -0.2099 | 0.69916 >> a.Variable_3>0 ans = 4x1 logical array 0 1 0 0 >> a(a.Variable_3>0) ans is a dseries object: | Variable_1 | Variable_2 | Variable_3 | Variable_4 | Variable_5 2000Q2 | 0.9594 | 1.8779 | 0.31995 | -1.0257 | 0.6076
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Stéphane Adjemian authored
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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Stéphane Adjemian authored
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Stéphane Adjemian authored
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- May 13, 2021
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Stéphane Adjemian authored
Concatenation was failing if the empty object had no frequency set. Closes #46
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- May 03, 2021
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Sébastien Villemot authored
Closes: #47
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- Mar 17, 2021
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Sébastien Villemot authored
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- Mar 12, 2021
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Sébastien Villemot authored
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- Mar 08, 2021
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Sébastien Villemot authored
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- Feb 26, 2021
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Stéphane Adjemian authored
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- Feb 25, 2021
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Stéphane Adjemian authored
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Stéphane Adjemian authored
The returned argument is the first input argument.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
Conversion to yearly and bi-annual frequencies.
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Stéphane Adjemian authored
Returned year was wrong for yearly frequency.
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- Feb 24, 2021
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Stéphane Adjemian authored
The dates2S routine was plain wrong.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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- Feb 11, 2021
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Stéphane Adjemian authored
H (half year) is still allowed.
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Stéphane Adjemian authored
Bug introduced in 7bb6a68f when changing the implementation of the @dates class. Also: - added unit tests, - added conversion to bi annual dates.
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- Jan 15, 2021
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Stéphane Adjemian authored
For all frequencies, counts the number of subperiods since year 0.
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- Jan 07, 2021
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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- Jan 06, 2021
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Stéphane Adjemian authored
First argument, specifying the frequency, can be an integer *or* a character.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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- Dec 18, 2020
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Stéphane Adjemian authored
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Stéphane Adjemian authored
This is not necessary since ordering in INFO should not matter, also this option is not available in Octave 5.x.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
The round function in octave does not admit two arguments (the second being the rounding precision) as in recent versions of Matlab. The same trick should apply to old Matlab versions, but I do not know when Mathworks introduced the second argument… A simple solution could be to always use this trick, and never use the second argument.
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Stéphane Adjemian authored
This reverts commit 933c51d5.
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