Added set_historical_values command.

(cherry picked from commit e043e92c)

matlab/histval_from_dseries.m → matlab/set_historical_values.m

-function [endo_histval, exo_histval] = histval_from_dseries(ds, initialperiod, DynareModel)
+function set_historical_values(ds, initialperiod)
 
 % Builds endo_histval and exo_hsitval from the content of a dseries object.
 %
 % INPUTS
 % - ds                [dseries]    Dataset.
 % - initialperiod     [dates]      Initial period of the simulation.
-% - DynareModel       [struct]     Description of the model (M_ global structure).
 %
 % OUTPUTS
-% - endo_histval      [double]     Vector of lagged values for the endogenous variables.
-% - exo_histval       [double]     Matrix of lagged values for the exogenous variables.
-
+% - none
 % Copyright (C) 2017 Dynare Team
 %
 % This file is part of Dynare.
@@ -28,49 +25,60 @@ function [endo_histval, exo_histval] = histval_from_dseries(ds, initialperiod, D
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-endo_histval = zeros(DynareModel.endo_nbr,DynareModel.maximum_endo_lag);
+global M_
+
+if ischar(ds)
+    ds = evalin('caller', ds);
+end
+
+if ischar(initialperiod)
+    initialperiod = eval(initialperiod);
+end
+
+% Initialize endo_histval.
+M_.endo_histval = zeros(M_.endo_nbr, M_.maximum_endo_lag);
 
+% Fill endo_histval.
 k = 1;
-for i = 1:DynareModel.endo_nbr
-    if i <= DynareModel.orig_endo_nbr
-        if DynareModel.lead_lag_incidence(1,i) > 0
-            if any(strcmp(deblank(DynareModel.endo_names(i,:)),ds.name))
-                endo_histval(i,DynareModel.maximum_endo_lag) = ...
-                    ds{deblank(DynareModel.endo_names(i,:))}(initialperiod-1).data;
+for i = 1:M_.endo_nbr
+    if i <= M_.orig_endo_nbr
+        if M_.lead_lag_incidence(1,i) > 0
+            if any(strcmp(deblank(M_.endo_names(i,:)),ds.name))
+                M_.endo_histval(i,M_.maximum_endo_lag) = ...
+                    ds{deblank(M_.endo_names(i,:))}(initialperiod-1).data;
             else
-                error(sprintf('Can''t find %s in dseries', ...
-                              deblank(DynareModel.endo_names(i,:))))
+                error(sprintf('Can''t find %s in dseries', deblank(M_.endo_names(i,:))))
             end
         end
     else
-        a = DynareModel.aux_vars(k);
+        a = M_.aux_vars(k);
         if a.type == 1
-            if any(strcmp(deblank(DynareModel.endo_names(a.orig_index,:)), ds.name))
-                endo_histval(i,DynareModel.maximum_endo_lag) = ...
-                    ds{deblank(DynareModel.endo_names(a.orig_index,:))}(initialperiod-1+a.orig_lead_lag).data;
+            if any(strcmp(deblank(M_.endo_names(a.orig_index,:)), ds.name))
+                M_.endo_histval(i,M_.maximum_endo_lag) = ...
+                    ds{deblank(M_.endo_names(a.orig_index,:))}(initialperiod-1+a.orig_lead_lag).data;
             else
-                error(sprintf('Can''t find %s in dseries', ...
-                              deblank(DynareModel.endo_names(a.orig_index,:))))
+                error(sprintf('Can''t find %s in dseries', deblank(M_.endo_names(a.orig_index,:))))
             end
         end
         k = k + 1;
     end
 end
 
-if nargout>1
-    exo_histval = zeros(DynareModel.maximum_exo_lag, DynareModel.exo_nbr);
-    exo_list = cellstr(DynareModel.exo_names);
+% If model has lags on exogenous variables, initialize and fill exo_histval
+if M_.maximum_exo_lag
+    M_.exo_histval = zeros(M_.maximum_exo_lag, M_.exo_nbr);
+    exo_list = cellstr(M_.exo_names);
     available_exo_variables = ismember(exo_list, ds.name);
     if any(~available_exo_variables)
         skipline()
         disp('Some exogenous variables are not available in the dseries object.')
-        disp('Lagged values for these exogenous are zero.')
+        disp('Default value for lagged exogenous variables is zero.')
         skipline()
     end
-    for t = 1:DynareModel.maximum_exo_lag
-        for i=1:DynareModel.exo_nbr
+    for t = 1:M_.maximum_exo_lag
+        for i=1:M_.exo_nbr
             if available_exo_variables(i)
-                exo_histval(DynareModel.maximum_exo_lag+1-t,i) = ds{exo_list{i}}(initialperiod-t).data;
+                exo_histval(M_.maximum_exo_lag+1-t,i) = ds{exo_list{i}}(initialperiod-t).data;
             end
         end
     end