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    • Stéphane Adjemian's avatar
      Add new comparison methods. · 507ec822
      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
      507ec822
    • Stéphane Adjemian's avatar
      Allow selections of periods or variables with vector of logicals. · 5f829d00
      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
      5f829d00
    • Stéphane Adjemian's avatar
    • Stéphane Adjemian's avatar
      Remove unused output argument. · 2ba2997d
      Stéphane Adjemian authored
      2ba2997d
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