258 lines
9.4 KiB
Matlab
258 lines
9.4 KiB
Matlab
function [series, p] = histvalf_initvalf(caller, M_, options)
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% [series, p] = histvalf_initvalf(caller, M_, options)
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% Handles options for histval_file and initval_file
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%
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% INPUTS
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% - caller [char] row array, name of calling function
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% - M_ [struct] model description, a.k.a
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% - options [struct] options specific to histval_file and initval_file
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%
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% OUTPUTS
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% - series [dseries] selected data from a file or a dseries
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% - p [integer] number of periods (excluding the initial and terminal conditions)
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% Copyright © 2003-2023 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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% dseries
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if isfield(options, 'series')
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series = evalin('base', options.series);
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dseries_ispresent = true;
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else
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dseries_ispresent = false;
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end
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% file
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datafile = '';
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if isfield(options, 'filename')
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warning('%s_FILE: option FILENAME is deprecated, please use option DATAFILE', caller)
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if dseries_ispresent
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error('%s_FILE: you can''t use option FILENAME and option SERIES at the same time', caller)
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end
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if isfield(options, 'datafile')
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error('%s_FILE: you can''t use option DATAFILE and option FILENAME at the same time', caller)
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end
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datafile = options.filename;
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end
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if isfield(options, 'datafile')
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if dseries_ispresent
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error('%s_FILE: you can''t use option DATAFILE and option SERIES at the same time', caller)
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end
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datafile = options.datafile;
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end
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if datafile
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[~,basename,extension] = fileparts(datafile);
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% Auto-detect extension if not provided
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if isempty(extension)
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if exist([basename '.m'],'file')
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extension = '.m';
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elseif exist([basename '.mat'],'file')
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extension = '.mat';
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elseif exist([basename '.xls'],'file')
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extension = '.xls';
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elseif exist([basename '.xlsx'],'file')
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extension = '.xlsx';
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else
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error('%s_FILE: Can''t find datafile: %s.{m,mat,xls,xlsx}', caller, basename);
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end
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end
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fullname = [basename extension];
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series = dseries(fullname);
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end
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% checking that all variable are present
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error_flag = false;
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for i = 1:M_.orig_endo_nbr
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if ~series.exist(M_.endo_names{i})
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dprintf('%s_FILE: endogenous variable %s is missing', caller, M_.endo_names{i})
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error_flag = true;
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end
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end
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for i = 1:M_.exo_nbr
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if ~series.exist(M_.exo_names{i})
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dprintf('%s_FILE: exogenous variable %s is missing', caller, M_.exo_names{i})
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error_flag = true;
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end
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end
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for i = 1:M_.exo_det_nbr
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if ~series.exist(M_.exo_det_names{i})
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dprintf('%s_FILE: exo_det variable %s is missing', caller, M_.exo_det_names{i})
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error_flag = true;
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end
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end
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if error_flag
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error('%s_FILE: some variables are missing', caller)
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end
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if exist(sprintf('+%s/dynamic_set_auxiliary_series.m', M_.fname), 'file')
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series = feval(sprintf('%s.dynamic_set_auxiliary_series', M_.fname), series, M_.params);
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end
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% selecting observations
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if isfield(options, 'nobs')
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nobs = options.nobs;
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else
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nobs = 0;
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end
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periods = series.dates;
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nobs0 = series.nobs;
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first_obs_ispresent = false;
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last_obs_ispresent = false;
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first_obs = periods(1);
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if isfield(options, 'first_obs') && ~isempty(options.first_obs)
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if options.first_obs < 1
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error('%s_FILE: first_obs must be a positive number', caller)
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elseif options.first_obs > nobs0
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error('%s_FILE: first_obs = %d is larger than the number of observations in the data file (%d)', ...
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caller, options.first_obs, nobs0)
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elseif isfield(options, 'first_simulation_period')
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if options.first_obs == options.first_simulation_period - M_.orig_maximum_lag
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first_obs = periods(options.first_obs);
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else
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error('%s_FILE: first_obs = %d and first_simulation_period = %d have values inconsistent with a maximum lag of %d periods', ...
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caller, options.first_obs, options.first_simulation_period, M_.orig_maximum_lag)
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end
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elseif isfield(options, 'firstsimulationperiod')
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if periods(options.first_obs) == options.firstsimulationperiod - M_.orig_maximum_lag
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first_obs = periods(options.first_obs);
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else
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error('%s_FILE: first_obs = %d and first_simulation_period = %s have values inconsistent with a maximum lag of %d periods', ...
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caller, options.first_obs, options.firstsimulationperiod, M_.orig_maximum_lag)
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end
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else
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first_obs = periods(options.first_obs);
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end
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first_obs_ispresent = true;
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end
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if isfield(options, 'firstobs') && ~isempty(options.firstobs)
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if isfield(options, 'first_simulation_period')
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if options.firstobs == periods(options.first_simulation_period) - M_.orig_maximum_lag
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first_obs = options.firstobs;
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else
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error('%s_FILE: first_obs = %s and first_simulation_period = %d have values inconsistent with a maximum lag of %d periods', ...
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caller, options.firstobs, options.first_simulation_period, M_.orig_maximum_lag)
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end
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elseif isfield(options, 'firstsimulationperiod')
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if options.firstobs == options.firstsimulationperiod - M_.orig_maximum_lag
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first_obs = options.firstobs;
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else
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error('%s_FILE: firstobs = %s and first_simulation_period = %s have values inconsistent with a maximum lag of %d periods', ...
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caller, options.firstobs, options.firstsimulationperiod, M_.orig_maximum_lag)
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end
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else
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first_obs = options.firstobs;
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end
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first_obs_ispresent = true;
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end
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if ~first_obs_ispresent
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if isfield(options, 'first_simulation_period')
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if options.first_simulation_period < M_.orig_maximum_lag
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error('%s_FILE: first_simulation_period = %d must be larger than the maximum lag (%d)', ...
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caller, options.first_simulation_period, M_.orig_maximum_lag)
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elseif options.first_simulation_period > nobs0
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error('%s_FILE: first_simulations_period = %d is larger than the number of observations in the data file (%d)', ...
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caller, options.first_obs, nobs0)
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else
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first_obs = periods(options.first_simulation_period) - M_.orig_maximum_lag;
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end
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first_obs_ispresent = true;
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elseif isfield(options, 'firstsimulationperiod')
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first_obs = options.firstsimulationperiod - M_.orig_maximum_lag;
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first_obs_ispresent = true;
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end
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end
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if isfield(options, 'last_obs')
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if options.last_obs > nobs0
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error('%s_FILE: last_obs = %d is larger than the number of observations in the dataset (%d)', caller, options.last_obs, nobs0)
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elseif first_obs_ispresent
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if nobs > 0 && (periods(options.last_obs) ~= first_obs + nobs - 1)
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error('%s_FILE: FIST_OBS, LAST_OBS and NOBS contain inconsistent information. Use only two of these options.', caller)
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else
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last_obs = periods(options.last_obs);
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end
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else
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last_obs = periods(options.last_obs);
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if nobs > 0
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first_obs = last_obs - nobs + 1;
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else
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first_obs = periods(1);
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end
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end
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elseif isfield(options, 'lastobs')
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if options.lastobs > series.last
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error('%s_FILE: last_obs = %s is larger than the number of observations in the dataset (%s)', caller, options.lastobs, series.last)
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elseif first_obs_ispresent
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if nobs > 0 && (options.lastobs ~= first_obs + nobs - 1)
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error('%s_FILE: FIST_OBS, LAST_OBS and NOBS contain inconsistent information. Use only two of these options.', caller)
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else
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last_obs = options.lastobs;
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end
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else
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last_obs = options.last_obs;
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if nobs > 0
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first_obs = last_obs - nobs + 1;
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else
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first_obs = periods(1);
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end
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end
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elseif nobs > 0
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last_obs = first_obs + nobs - 1;
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else
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last_obs = series.last;
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end
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if isfield(options, 'last_simulation_period')
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lastsimulationperiod = periods(options.last_simulation_period);
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end
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if isfield(options, 'lastsimulationperiod')
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lastsimulationperiod = options.lastsimulationperiod;
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end
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if exist('lastsimulationperiod', 'var')
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if lastsimulationperiod<=last_obs-M_.orig_maximum_lead
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last_obs = lastsimulationperiod+M_.orig_maximum_lead;
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else
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error('%s_FILE: LAST_SIMULATION_PERIOD is too large compared to the available data.', caller)
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end
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end
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if exist('lastsimulationperiod', 'var') && exist('firstsimulationperiod', 'var')
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p = lastsimulationperiod-firstsimulationperiod+1;
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elseif exist('lastsimulationperiod', 'var')
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p = lastsimulationperiod-(first_obs+M_.orig_maximum_lag)+1;
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elseif exist('firstsimulationperiod', 'var')
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p = (last_obs-M_.orig_maximum_lead)-firstsimulationperiod+1;
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else
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p = (last_obs-M_.orig_maximum_lead)-(first_obs+M_.orig_maximum_lag)+1;
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end
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series = series(first_obs:last_obs);
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