89 lines
3.0 KiB
Matlab
89 lines
3.0 KiB
Matlab
function histvalf(fname)
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% Copyright (C) 2014-2018 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 <http://www.gnu.org/licenses/>.
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global M_ oo_ ex0_
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if ~exist(fname)
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error(['Can''t find datafile: ' fname ]);
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end
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M_.endo_histval = repmat(oo_.steady_state, 1, M_.maximum_endo_lag);
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% Also fill in oo_.exo_simul: necessary if we are in deterministic context,
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% since aux vars for lagged exo are not created in this case
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if isempty(oo_.exo_simul)
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if isempty(ex0_)
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oo_.exo_simul = repmat(oo_.exo_steady_state',M_.maximum_lag,1);
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else
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oo_.exo_simul = repmat(ex0_',M_.maximum_lag,1);
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end
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end
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S = load(fname);
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outvars = fieldnames(S);
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for i = 1:length(outvars)
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ov_ = outvars{i};
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if ov_(end) == '_'
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ov = ov_(1:end-1);
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j = strmatch(ov, M_.endo_names, 'exact');
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if isempty(j)
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warning(['smoother2histval: output variable ' ov ' does not exist.'])
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end
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else
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% Lagged endogenous or exogenous, search through aux vars
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undidx = find(ov_ == '_', 1, 'last'); % Index of last underscore in name
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ov = ov_(1:(undidx-1));
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lead_lag = ov_((undidx+1):end);
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lead_lag = regexprep(lead_lag,'l','-');
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lead_lag = str2num(lead_lag);
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j = [];
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for i = 1:length(M_.aux_vars)
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if M_.aux_vars(i).type ~= 1 && M_.aux_vars(i).type ~= 3
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continue
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end
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if M_.aux_vars(i).type == 1
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% Endogenous
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orig_var = M_.endo_names{M_.aux_vars(i).orig_index};
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else
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% Exogenous
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orig_var = M_.exo_names{M_.aux_vars(i).orig_index};
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end
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if strcmp(orig_var, ov) && M_.aux_vars(i).orig_lead_lag == lead_lag
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j = M_.aux_vars(i).endo_index;
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end
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end
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if isempty(j)
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% There is no aux var corresponding to (orig_var, lead_lag).
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% If this is an exogenous variable, then it means we should put
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% the value in oo_.exo_simul (we are probably in deterministic
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% context).
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k = strmatch(ov, M_.exo_names);
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if isempty(k)
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warning(['smoother2histval: output variable ' ov '(' lead_lag ') does not exist.'])
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else
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oo_.exo_simul((M_.maximum_lag-M_.maximum_endo_lag+1):M_.maximum_lag, k) = getfield(S, ov_);
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end
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continue
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end
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end
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M_.endo_histval(j, :) = getfield(S, ov_);
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end
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