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Added set_historical_values command.

time-shift
Stéphane Adjemian (Charybdis) 2017-06-01 17:36:32 +02:00
parent 44b9531bb7
commit e043e92c4a
2 changed files with 85 additions and 77 deletions
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77
matlab/histval_from_dseries.m
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@ -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

85
matlab/set_historical_values.m Normal file
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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