From e41080fedecfa91f178ed718ef4d1993e9131433 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stepan@adjemian.eu>
Date: Wed, 6 May 2020 22:36:06 +0200
Subject: [PATCH] Pass dseries (saved in .mat or .m) to initval_file.

Allows to pass a dseries object saved on disk in a .mat file or .m to
initialize the paths for the endogenous variables and set the paths
for the exogenous variables. It is not required to pass the auxiliary
variables (automatically computed by initvalf routine), which is useful
if the baseline comes from another model. In this case, the
initval_file command or the datafile option of the
perfect_foresight_setup command sets the value of periods (deduced
from the number of observation in the dseries object and the number of
lags/leads in the model).
---
 matlab/initvalf.m      | 98 ++++++++++++++++++++++++------------------
 matlab/modules/dseries |  2 +-
 2 files changed, 56 insertions(+), 44 deletions(-)

diff --git a/matlab/initvalf.m b/matlab/initvalf.m
index f301e045f..b087a04a0 100644
--- a/matlab/initvalf.m
+++ b/matlab/initvalf.m
@@ -34,7 +34,7 @@ global M_ oo_ options_
 
 series_ = 1;
 
-[directory,basename,extension] = fileparts(fname_);
+[directory, basename, extension] = fileparts(fname_);
 
 % Auto-detect extension if not provided
 if isempty(extension)
@@ -53,58 +53,70 @@ end
 
 fullname = [basename extension];
 
-if ~exist(fullname)
+if ~exist(fullname, 'file')
     error(['Can''t find datafile: ' fullname ]);
 end
 
-switch (extension)
-  case '.m'
-    eval(basename);
-  case '.mat'
-    load(basename);
-  case { '.xls', '.xlsx' }
-    [data_,names_v_]=xlsread(fullname); % Octave needs the extension explicitly
-    series_=0;
-  otherwise
-    error(['Unsupported extension for datafile: ' extension])
-end
-
 options_.initval_file = true;
 oo_.endo_simul = [];
 oo_.exo_simul = [];
 
-for i_=1:length(M_.endo_names)
-    if series_ == 1
-        x_ = eval(M_.endo_names{i_});
-        if size(x_,2)>size(x_,1) %oo_.endo_simul must be collection of row vectors
-            oo_.endo_simul = [oo_.endo_simul; x_];
-        else %transpose if column vector
+if ismember(extension, {'.mat', '.m'}) && isdseries(fname_)
+    data = dseries(fname_);
+    % Add auxiliary variables if any.
+    data = feval(sprintf('%s.dynamic_set_auxiliary_series', M_.fname), data, M_.params);
+    % Remove NaNs in the first periods.
+    data = data(data.firstobservedperiod:data.lastobservedperiod);
+    % Fill endo_simul.
+    oo_.endo_simul = transpose(data{M_.endo_names{:}}.data);
+    % Fill exo_simul.
+    oo_.exo_simul = data{M_.exo_names{:}}.data;
+    % Update number of periods for the deterministic simulation.
+    options_.periods = data.nobs-M_.maximum_lag-M_.maximum_lead;
+else
+    switch (extension)
+      case '.m'
+        eval(basename);
+      case '.mat'
+        load(basename);
+      case { '.xls', '.xlsx' }
+        [data_,names_v_]=xlsread(fullname); % Octave needs the extension explicitly
+        series_=0;
+      otherwise
+        error(['Unsupported extension for datafile: ' extension])
+    end
+    for i_=1:length(M_.endo_names)
+        if series_ == 1
+            x_ = eval(M_.endo_names{i_});
+            if size(x_,2)>size(x_,1) %oo_.endo_simul must be collection of row vectors
+                oo_.endo_simul = [oo_.endo_simul; x_];
+            else %transpose if column vector
+                oo_.endo_simul = [oo_.endo_simul; x_'];
+            end
+        else
+            k_ = strmatch(M_.endo_names{i_}, names_v_, 'exact');
+            if isempty(k_)
+                error(['INITVAL_FILE: ' M_.endo_names{i_} ' not found'])
+            end
+            x_ = data_(:,k_);
             oo_.endo_simul = [oo_.endo_simul; x_'];
         end
-    else
-        k_ = strmatch(M_.endo_names{i_}, names_v_, 'exact');
-        if isempty(k_)
-            error(['INITVAL_FILE: ' M_.endo_names{i_} ' not found'])
-        end
-        x_ = data_(:,k_);
-        oo_.endo_simul = [oo_.endo_simul; x_'];
     end
-end
-
-for i_=1:length(M_.exo_names)
-    if series_ == 1
-        x_ = eval(M_.exo_names{i_});
-        if size(x_,2)>size(x_,1) %oo_.endo_simul must be collection of row vectors
-            oo_.exo_simul = [oo_.exo_simul x_'];
-        else %if column vector
+    for i_=1:length(M_.exo_names)
+        if series_ == 1
+            x_ = eval(M_.exo_names{i_});
+            if size(x_,2)>size(x_,1) %oo_.endo_simul must be collection of row vectors
+                oo_.exo_simul = [oo_.exo_simul x_'];
+            else %if column vector
+                oo_.exo_simul = [oo_.exo_simul x_];
+            end
+        else
+            k_ = strmatch(M_.exo_names{i_}, names_v_, 'exact');
+            if isempty(k_)
+                error(['INITVAL_FILE: ' M_.exo_names{i_} ' not found'])
+            end
+            x_ = data_(:,k_);
             oo_.exo_simul = [oo_.exo_simul x_];
         end
-    else
-        k_ = strmatch(M_.exo_names{i_}, names_v_, 'exact');
-        if isempty(k_)
-            error(['INITVAL_FILE: ' M_.exo_names{i_} ' not found'])
-        end
-        x_ = data_(:,k_);
-        oo_.exo_simul = [oo_.exo_simul x_];
     end
-end
+end
\ No newline at end of file
diff --git a/matlab/modules/dseries b/matlab/modules/dseries
index 7629bc46c..56e06450e 160000
--- a/matlab/modules/dseries
+++ b/matlab/modules/dseries
@@ -1 +1 @@
-Subproject commit 7629bc46ca918478b5dbd1b806be7bdbc32d1714
+Subproject commit 56e06450e16c60299cbe0ad61519d74fb8cf020e