New smoother2histval function.

Ref #594

matlab/smoother2histval.m

+function smoother2histval(file, period, invars, outvars)
+% This function takes values from oo_.SmoothedVariables and copies them into
+% M_.histval.
+% 
+% INPUTS
+%    file:        An optional *_results MAT file created by Dynare.
+%                 If present, oo_.SmoothedVariables is read from there.
+%                 Otherwise, it is read from the global workspace.
+%    period:      An optional period number to use as the starting point
+%                 for subsequent simulations. It should be between 1 and
+%                 the number of observations that were used to produce the
+%                 smoothed values. If absent, the last observation is used.
+%    invars:      An optional cell array listing variables to read in
+%                 oo_.SmoothedVariables. If absent, all the endogenous
+%                 variables of the current model are used (from M_.endo_names)
+%    outvars:     An optional cell array listing variables to be written in
+%                 M_.histval. This cell must be of same length than invars,
+%                 and there is a mapping between the input variable at the
+%                 i-th position in invars, and the output variable at the
+%                 i-th position in outvars. If absent, then taken as equal
+%                 to invars.
+
+% Copyright (C) 2014 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+
+global M_ options_ oo_
+
+if nargin == 0
+    if ~isfield(oo_, 'SmoothedVariables')
+        error('Could not find smoothed variables; did you set the "smoother" option?')
+    end
+    smoothedvals = oo_.SmoothedVariables;
+else
+    S = load(file);
+    if ~isfield(S, 'oo_') || ~isfield(S.oo_, 'SmoothedVariables')
+        error('Could not find smoothed variables in file; is this a Dynare results file, and did you set the "smoother" option when producing it?')
+    end
+    smoothedvals = S.oo_.SmoothedVariables;
+end
+
+n = size(getfield(smoothedvals, fieldnames(smoothedvals){1}));
+
+if n < M_.maximum_endo_lag
+    error('Not enough observations to create initial conditions')
+end
+
+if nargin < 2
+    period = n;
+else
+    if period > n
+        error('The period that you indicated is beyond the data sample')
+    end
+    if period < M_.maximum_endo_lag
+        error('The period that you indicated is too small to construct initial conditions')
+    end
+end
+
+if nargin < 3
+    invars = cellstr(M_.endo_names);
+end
+
+if nargin < 4
+    outvars = invars;
+else
+    if length(invars) ~= length(outvars)
+        error('The number of input and output variables is not the same')
+    end
+end
+
+M_.endo_histval = repmat(oo_.steady_state, 1, M_.maximum_endo_lag);
+
+for i = 1:length(invars)
+    s = getfield(smoothedvals, invars{i});
+    j = strmatch(outvars{i}, M_.endo_names, 'exact');
+    if isempty(j)
+        error(['Ouput variable ' outvars{i} ' does not exist'])
+    end
+    M_.endo_histval(j, :) = s((period-M_.maximum_endo_lag+1):period);
+end
+
+end