Opened 16 years ago
Last modified 16 years ago
#707 closed defect
InterpolaL (StdLib) works wrong for a Series with negative changes only — at Initial Version
| Reported by: | Alfredo Torre | Owned by: | Víctor de Buen Remiro |
|---|---|---|---|
| Priority: | highest | Milestone: | |
| Component: | Various | Version: | 1.1.7 |
| Severity: | blocker | Keywords: | InterpolaL, negative changes |
| Cc: |
Description
InterpolaL (from StdLib) works wrong when the original Series only has negative changes and, at least, one no change. Please, see the next example:
Serie Ser.Qua = SubSer(
100*Pulse(y2009m01d01, Quarterly) +
90*Pulse(y2009m04d01, Quarterly) +
90*Pulse(y2009m07d01, Quarterly) +
80*Pulse(y2009m10d01, Quarterly),
y2009m01d01, y2010m01d01);
Serie Ser.Mon = InterpolaL(Ser.Qua, Monthly);
The problem is in InvChEx function. I suggest this new code for InterpolaL:
Serie InterpolaL(Serie ser, TimeSet dtn)
{
Serie dser = ((F-1):ser)>>CalInd(W,Dating(ser));
Serie iper = SubSer(CalVar(dtn,Dating(ser)),First(ser),Last(ser));
Serie inc = dser/iper;
Serie dNser1 = InvCh(inc, Log(CalInd(W, dtn2)));
Serie dNser2 = ExpandOmit(dNser1);
Serie dNser = (B):dNser2;
Date ini = Succ(First(dNser),dtn,-1);
Serie sIniP = FirstS(ser)*CalInd(C,dtn);
Serie sIni = SubSer(sIniP,ini,ini);
SubSer(DifEq(1/(1-B),dNser,sIni),ini,Last(ser))
};
