224 lines
6.4 KiB
Matlab
224 lines
6.4 KiB
Matlab
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function series = histvalf_initvalf(caller, M, options)
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% function initvalf(M)
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%
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% handles options for histvalf_initvalf() and initvalf()
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%
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% INPUTS
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% caller: string, name of calling function
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% M: model structure
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% options: options specific to initivalf
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%
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% OUTPUTS
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% series: dseries containing selected data from a file or a dseries
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%
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% Copyright (C) 2003-2020 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% dseries
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if isfield(options, 'series')
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series = options.series;
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dseries_ispresent = true;
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else
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dseries_ispresent = false;
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end
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% file
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datafile = '';
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if isfield(options, 'filename')
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warning([caller, '_FILE: option FILENAME is deprecated, please use', ...
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' option DATAFILE'])
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if dseries_ispresent
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error([caller, '_FILE: you can''t use option FILENAME and option SERIES', ...
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' at the same time'])
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end
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if isfield(options, 'datafile')
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error([caller, '_FILE: you can''t use option DATAFILE and option FILENAME', ...
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' at the same time'])
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end
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datafile = options.filename;
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end
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if isfield(options, 'datafile')
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if dseries_ispresent
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error([caller, '_FILE: you can''t use option DATAFILE and option SERIES', ...
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' at the same time'])
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end
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datafile = options.datafile;
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end
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if datafile
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[directory,basename,extension] = fileparts(datafile);
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% Auto-detect extension if not provided
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if isempty(extension)
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if exist([basename '.m'],'file')
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extension = '.m';
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elseif exist([basename '.mat'],'file')
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extension = '.mat';
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elseif exist([basename '.xls'],'file')
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extension = '.xls';
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elseif exist([basename '.xlsx'],'file')
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extension = '.xlsx';
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else
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error([caller, '_FILE: Can''t find datafile: ' basename '.{m,mat,xls,xlsx}']);
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end
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end
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fullname = [basename extension];
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series = dseries(fullname);
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end
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% checking that all variable are present
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error_flag = false;
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for i = 1:M.orig_endo_nbr
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if ~series.exist(M.endo_names{i})
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disp(sprintf('%s_FILE: endogenous variable %s is missing', ...
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caller, M.endo_names{i}))
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error_flag = true;
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end
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end
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for i = 1:M.exo_nbr
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if ~series.exist(M.exo_names{i})
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disp(sprintf('%s_FILE: exogenous variable %s is missing', ...
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caller, M.exo_names{i}))
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error_flag = true;
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end
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end
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for i = 1:M.exo_det_nbr
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if ~series.exist(M.exo_det_names{i})
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disp(sprintf('%s_FILE: exo_det variable %s is missing', ...
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caller, M.exo_det_names{i}))
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error_flag = true;
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end
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end
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if error_flag
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error([caller, '_FILE: some variables are missing'])
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end
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if exist(sprintf('+%s/dynamic_set_auxiliary_series', M.fname), 'file')
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series = feval(sprintf('%s.dynamic_set_auxiliary_series', M.fname), series, M.params);
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end
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% selecting observations
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if isfield(options, 'nobs')
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nobs = options.nobs;
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else
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nobs = 0;
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end
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periods = series.dates;
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nobs0 = series.nobs;
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first_obs_ispresent = false;
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last_obs_ispresent = false;
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if isfield(options, 'first_obs')
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i = options.first_obs;
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if i < 1
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error([caller, '_FILE: the first requested period is before available', ...
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' data.'])
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elseif i > nobs0
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error([caller, '_FILE: the first requested period is after available', ...
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' data.'])
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end
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first_obs = periods(i);
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if nobs > 0
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last_obs = first_obs + nobs - 1;
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last_obs_ispresent = true;
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end
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first_obs_ispresent = true;
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elseif isfield(options, 'firstobs')
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first_obs = options.firstobs;
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if nobs > 0
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last_obs = first_obs + nobs - 1;
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last_obs_ispresent = true;
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end
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first_obs_ispresent = true;
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end
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if last_obs_ispresent
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if isfield(options, 'last_obs')
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i = options.last_obs;
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if i < 1
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error([caller, '_FILE: the last requested period is before available', ...
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' data.'])
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elseif i > nobs0
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error([caller, '_FILE: the last requested period is after available', ...
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' data.'])
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end
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if last_obs ~= periods(i)
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error([caller, '_FILE: FIST_OBS, LAST_OBS and NOBS contain', ...
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' inconsistent information. Use only two of these', ...
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' options.'])
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end
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elseif isfield(options, 'lastobs')
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if last_obs ~= options.lastobs
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error([caller, '_FILE: FIST_OBS, LAST_OBS and NOBS contain', ...
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' inconsistent information. Use only two of these', ...
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' options.'])
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end
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end
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elseif isfield(options, 'last_obs')
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i = options.last_obs;
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if i < 1
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error([caller, '_FILE: the last requested period is before available', ...
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' data.'])
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elseif i > nobs0
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error([caller, '_FILE: the last requested period is after available', ...
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' data.'])
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end
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last_obs = periods(i);
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if nobs > 0
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first_obs = last_obs - nobs + 1;
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first_obs_ispresent = true;
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end
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last_obs_ispresent = true;
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elseif isfield(options, 'lastobs')
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last_obs = options.lastobs;
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if nobs > 0
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first_obs = last_obs - nobs + 1;
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first_obs_ispresent = true;
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end
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last_obs_ispresent = true;
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end
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if ~first_obs_ispresent
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first_obs = periods(1);
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end
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if ~last_obs_ispresent
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if nobs > 0
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last_obs = first_obs + nobs - 1;
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else
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last_obs = periods(end);
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end
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end
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if first_obs < series.init
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error([caller, '_FILE: the first requested period is before available', ...
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' data.'])
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elseif last_obs > series.last
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error([caller, '_FILE: the last requested period is after available', ...
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' data.'])
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else
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series = series(first_obs:last_obs);
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end
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