From e043e92c4a85e7a8dc3951cf366bbefd27feb866 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Thu, 1 Jun 2017 17:36:32 +0200
Subject: [PATCH] Added set_historical_values command.
---
matlab/histval_from_dseries.m | 77 ------------------------------
matlab/set_historical_values.m | 85 ++++++++++++++++++++++++++++++++++
2 files changed, 85 insertions(+), 77 deletions(-)
delete mode 100644 matlab/histval_from_dseries.m
create mode 100644 matlab/set_historical_values.m
diff --git a/matlab/histval_from_dseries.m b/matlab/histval_from_dseries.m
deleted file mode 100644
index 3efd35ff26..0000000000
--- a/matlab/histval_from_dseries.m
+++ /dev/null
@@ -1,77 +0,0 @@
-function [endo_histval, exo_histval] = histval_from_dseries(ds, initialperiod, DynareModel)
-
-% 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.
-
-% Copyright (C) 2017 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/>.
-
-endo_histval = zeros(DynareModel.endo_nbr,DynareModel.maximum_endo_lag);
-
-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;
- else
- error(sprintf('Can''t find %s in dseries', ...
- deblank(DynareModel.endo_names(i,:))))
- end
- end
- else
- a = DynareModel.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;
- else
- error(sprintf('Can''t find %s in dseries', ...
- deblank(DynareModel.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);
- 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.')
- skipline()
- end
- for t = 1:DynareModel.maximum_exo_lag
- for i=1:DynareModel.exo_nbr
- if available_exo_variables(i)
- exo_histval(DynareModel.maximum_exo_lag+1-t,i) = ds{exo_list{i}}(initialperiod-t).data;
- end
- end
- end
-end
diff --git a/matlab/set_historical_values.m b/matlab/set_historical_values.m
new file mode 100644
index 0000000000..d57662f352
--- /dev/null
+++ b/matlab/set_historical_values.m
@@ -0,0 +1,85 @@
+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.
+%
+% OUTPUTS
+% - none
+% Copyright (C) 2017 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_
+
+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: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(M_.endo_names(i,:))))
+ end
+ end
+ else
+ a = M_.aux_vars(k);
+ if a.type == 1
+ 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(M_.endo_names(a.orig_index,:))))
+ end
+ end
+ k = k + 1;
+ end
+end
+
+% 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('Default value for lagged exogenous variables is zero.')
+ skipline()
+ end
+ for t = 1:M_.maximum_exo_lag
+ for i=1:M_.exo_nbr
+ if available_exo_variables(i)
+ exo_histval(M_.maximum_exo_lag+1-t,i) = ds{exo_list{i}}(initialperiod-t).data;
+ end
+ end
+ end
+end
\ No newline at end of file
--
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