1function o = hpcycle(o, lambda) % --*-- Unitary tests --*--
2
3% Extracts the cycle component from a dseries object using Hodrick Prescott filter.
4%
5% INPUTS
6% - o          [dseries]  Original time series.
7% - lambda     [double]   scalar, trend smoothness parameter.
8%
9% OUTPUTS
10% - o          [dseries]  Cyclical component of the original time series.
11
12% Copyright (C) 2013-2017 Dynare Team
13%
14% This file is part of Dynare.
15%
16% Dynare is free software: you can redistribute it and/or modify
17% it under the terms of the GNU General Public License as published by
18% the Free Software Foundation, either version 3 of the License, or
19% (at your option) any later version.
20%
21% Dynare is distributed in the hope that it will be useful,
22% but WITHOUT ANY WARRANTY; without even the implied warranty of
23% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
24% GNU General Public License for more details.
25%
26% You should have received a copy of the GNU General Public License
27% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
28
29if nargin>1
30    if lambda<=0
31        error(['dseries::hpcycle: Lambda must be a positive integer!'])
32    end
33else
34    lambda = [];
35end
36
37o = copy(o);
38o.hpcycle_(lambda);
39
40%@test:1
41%$ d = randn(100,1);
42%$ o = dseries(d);
43%$
44%$ try
45%$     p = o.hpcycle();
46%$     t(1) = 1;
47%$ catch
48%$     t(1) = 0;
49%$ end
50%$
51%$ if t(1)
52%$     t(2) = dassert(o.data,d);
53%$ end
54%$
55%$ T = all(t);
56%@eof:1