71 lines
2.3 KiB
Matlab
71 lines
2.3 KiB
Matlab
function [endo_histval, exo_histval, exo_det_histval] = histvalf(M, options)
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%function [endo_histval, exo_histval, exo_det_histval] = histvalf(M, options)
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% Sets initial values for simulation using values contained in `fname`, a
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% file possibly created by a call to `smoother2histval`
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%
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% INPUTS
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% fname: name of file containing initial values
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%
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% OUTPUTS
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% none
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2014-2020 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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if ~isfield(options, 'nobs') || isempty(options.nobs)
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options.nobs = M.orig_maximum_lag;
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end
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if ~isfield(options, 'first_obs') || isempty(options.first_obs)
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if isfield(options, 'first_simulation_period')
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options.first_obs = options.first_simulation_period ...
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- options.nobs;
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else
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options.first_obs = 1;
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end
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elseif isfield(options, 'first_simulation_period')
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nobs = options.first_simulation_period - opions_.first_obs;
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if options.nobs ~= nobs
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error(sprintf(['HISTVALF: first_obs = %d and', ...
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' first_simulation_period = %d', ...
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' don''t provide for the number of' ...
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' lags in the model.'], ...
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options.first_obs, ...
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options.first_simulation_period))
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end
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end
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series = histvalf_initvalf('HISTVAL', M, options);
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% capture the difference between stochastic and
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% perfect foresight setup
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k = M.orig_maximum_lag - M.maximum_lag + 1;
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endo_histval = series{M.endo_names{:}}.data(k:end, :)';
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exo_histval = [];
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if M.exo_nbr
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exo_histval = series{M.exo_names{:}}.data(k:end, :)';
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end
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exo_det_histval = [];
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if M.exo_det_nbr
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exo_det_histval = series{M.exo_names{:}}.data(k:end, :)';
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end
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