function smoother2histval(file, period, invars, outvars) % This function takes values from oo_.SmoothedVariables and copies them into % M_.histval. % % INPUTS % file: An optional *_results MAT file created by Dynare. % If present, oo_.SmoothedVariables is read from there. % Otherwise, it is read from the global workspace. % period: An optional period number to use as the starting point % for subsequent simulations. It should be between 1 and % the number of observations that were used to produce the % smoothed values. If absent, the last observation is used. % invars: An optional cell array listing variables to read in % oo_.SmoothedVariables. If absent, all the endogenous % variables of the current model are used (from M_.endo_names) % outvars: An optional cell array listing variables to be written in % M_.histval. This cell must be of same length than invars, % and there is a mapping between the input variable at the % i-th position in invars, and the output variable at the % i-th position in outvars. If absent, then taken as equal % to invars. % Copyright (C) 2014 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 . global M_ options_ oo_ if nargin == 0 if ~isfield(oo_, 'SmoothedVariables') error('Could not find smoothed variables; did you set the "smoother" option?') end smoothedvals = oo_.SmoothedVariables; else S = load(file); if ~isfield(S, 'oo_') || ~isfield(S.oo_, 'SmoothedVariables') error('Could not find smoothed variables in file; is this a Dynare results file, and did you set the "smoother" option when producing it?') end smoothedvals = S.oo_.SmoothedVariables; end n = size(getfield(smoothedvals, fieldnames(smoothedvals){1})); if n < M_.maximum_endo_lag error('Not enough observations to create initial conditions') end if nargin < 2 period = n; else if period > n error('The period that you indicated is beyond the data sample') end if period < M_.maximum_endo_lag error('The period that you indicated is too small to construct initial conditions') end end if nargin < 3 invars = cellstr(M_.endo_names); end if nargin < 4 outvars = invars; else if length(invars) ~= length(outvars) error('The number of input and output variables is not the same') end end M_.endo_histval = repmat(oo_.steady_state, 1, M_.maximum_endo_lag); for i = 1:length(invars) s = getfield(smoothedvals, invars{i}); j = strmatch(outvars{i}, M_.endo_names, 'exact'); if isempty(j) error(['Ouput variable ' outvars{i} ' does not exist']) end M_.endo_histval(j, :) = s((period-M_.maximum_endo_lag+1):period); end end