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

@@ -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 ismember(extension, {'.mat', '.m'}) && isdseries(fname_)
-    if series_ == 1
+    data = dseries(fname_);
-        x_ = eval(M_.endo_names{i_});
+    % Add auxiliary variables if any.
-        if size(x_,2)>size(x_,1) %oo_.endo_simul must be collection of row vectors
+    data = feval(sprintf('%s.dynamic_set_auxiliary_series', M_.fname), data, M_.params);
-            oo_.endo_simul = [oo_.endo_simul; x_];
+    % Remove NaNs in the first periods.
-        else %transpose if column vector
+    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
-for i_=1:length(M_.exo_names)
+            x_ = eval(M_.exo_names{i_});
-    if series_ == 1
+            if size(x_,2)>size(x_,1) %oo_.endo_simul must be collection of row vectors
-        x_ = eval(M_.exo_names{i_});
+                oo_.exo_simul = [oo_.exo_simul x_'];
-        if size(x_,2)>size(x_,1) %oo_.endo_simul must be collection of row vectors
+            else %if column vector
-            oo_.exo_simul = [oo_.exo_simul x_'];
+                oo_.exo_simul = [oo_.exo_simul x_];
-        else %if column vector
+            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

matlab/modules/dseries

@@ -1 +1 @@
-Subproject commit 7629bc46ca918478b5dbd1b806be7bdbc32d1714
+Subproject commit 56e06450e16c60299cbe0ad61519d74fb8cf020e