2005-02-18 20:54:39 +01:00
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% Copyright (C) 2001 Michel Juillard
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%
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2006-09-21 17:48:01 +02:00
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function osr(var_list,params,i_var,W)
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2005-02-18 20:54:39 +01:00
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global M_ options_ oo_
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options_.order = 1;
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2006-07-31 17:45:12 +02:00
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options_ = set_default_option(options_,'linear',0);
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2005-02-18 20:54:39 +01:00
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options_ = set_default_option(options_,'ar',5);
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options_ = set_default_option(options_,'irf',40);
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options_ = set_default_option(options_,'dr_algo',0);
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options_ = set_default_option(options_,'simul_algo',0);
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options_ = set_default_option(options_,'drop',100);
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options_ = set_default_option(options_,'replic',1);
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options_ = set_default_option(options_,'nomoments',0);
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options_ = set_default_option(options_,'nocorr',0);
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options_ = set_default_option(options_,'simul_seed',[]);
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options_ = set_default_option(options_,'hp_filter',0);
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options_ = set_default_option(options_,'hp_ngrid',512);
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options_ = set_default_option(options_,'simul',0);
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options_ = set_default_option(options_,'periods',1);
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if options_.simul & ~isempty(options_.periods) & options_.periods == 0
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options_.periods = options_.periods;
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end
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options_.periods = max(options_.periods,1);
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options_.periods = options_.periods;
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make_ex_;
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2006-07-31 17:45:12 +02:00
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np = size(params,1);
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i_params = zeros(np,1);
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for i=1:np
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i_params(i) = strmatch(deblank(params(i,:)),M_.param_names,'exact');
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end
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2005-02-18 20:54:39 +01:00
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disp(' ')
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disp('OPTIMAL SIMPLE RULE')
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disp(' ')
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2006-09-21 17:48:01 +02:00
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osr1(i_params,i_var,W);
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2005-02-18 20:54:39 +01:00
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2006-11-16 21:20:45 +01:00
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stoch_simul(var_list);
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