dynare/matlab/osr_obj.m

function [loss,vx,info]=osr_obj(x,i_params,i_var,weights);
  % objective function for optimal simple rules (OSR)
  global M_ oo_ optimal_Q_ it_
%  global ys_ Sigma_e_ endo_nbr exo_nbr optimal_Q_ it_ ykmin_ options_
  
  vx = [];
  % set parameters of the policiy rule
  M_.params(i_params) = x;
  
  % don't change below until the part where the loss function is computed
  it_ = M_.maximum_lag+1;
  [dr,info] = resol(oo_.steady_state,0);
  
  switch info(1)
   case 1
    loss = 1e8;
    return
   case 2
    loss = 1e8*min(1e3,info(2));
    return
   case 3
    loss = 1e8*min(1e3,info(2));
    return
   case 4
    loss = 1e8*min(1e3,info(2));
    return
   case 5
    loss = 1e8;
    return
   case 20
    loss = 1e8*min(1e3,info(2));
    return
   otherwise
  end
  
  vx = get_variance_of_endogenous_variables(dr,i_var);  
  loss = weights(:)'*vx(:);