From 0fa0ceb990909b3a4f5a0bccac6799944c12d5f0 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 11:06:12 +0200
Subject: [PATCH] Added routine building endo_histval and exo_histval from a
 dseries object.

(cherry picked from commit 2b0f5c7edfe973942fb0fa491f111cf1fb675e4f)
---
 matlab/histval_from_dseries.m | 77 +++++++++++++++++++++++++++++++++++
 1 file changed, 77 insertions(+)
 create mode 100644 matlab/histval_from_dseries.m

diff --git a/matlab/histval_from_dseries.m b/matlab/histval_from_dseries.m
new file mode 100644
index 000000000..3efd35ff2
--- /dev/null
+++ b/matlab/histval_from_dseries.m
@@ -0,0 +1,77 @@
+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