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