From 23f032223612e492ed6d0fc53c1aeac99332fc27 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx,de>
Date: Tue, 11 Mar 2014 10:05:17 +0100
Subject: [PATCH] Cosmetic changes to documentation of osr

---
 matlab/osr.m     | 23 ++++++++++++++++++++++-
 matlab/osr1.m    | 21 ++++++++++++++-------
 matlab/osr_obj.m | 10 +++++-----
 3 files changed, 41 insertions(+), 13 deletions(-)

diff --git a/matlab/osr.m b/matlab/osr.m
index 59ecda15d..d48cd3e67 100644
--- a/matlab/osr.m
+++ b/matlab/osr.m
@@ -1,5 +1,26 @@
 function osr_res = osr(var_list,params,i_var,W)
-
+% osr_res = osr(var_list,params,i_var,W)
+%   Wrapper function computing the solution to the optimal simple
+%   rule-problem; calls osr1 for actual computation
+% INPUTS
+%   var_list    [character array]           list of endogenous variables specified
+%                                           after osr1-command (deprecated and not used anymore)
+%   params      [character array]           list of parameter to be chosen in
+%                                           optimal simple rule
+%   i_var       [n_osr_vars by 1 double]    indices of osr-variable in
+%                                           specified in optim_weights in declaration order
+%   W           [M_.endo_nbr by M_.endo_nbr sparse matrix] Weighting matrix for variance of endogenous variables             
+%    
+% OUTPUTS
+%   osr_res:    [structure] results structure containing:
+%    - objective_function [scalar double]   value of the objective
+%                                               function at the optimum
+%    - optim_params       [structure]       parameter values at the optimum 
+% 
+%       
+% SPECIAL REQUIREMENTS
+%   none.
+%  
 % Copyright (C) 2001-2012 Dynare Team
 %
 % This file is part of Dynare.
diff --git a/matlab/osr1.m b/matlab/osr1.m
index c6a617b5b..deba95945 100644
--- a/matlab/osr1.m
+++ b/matlab/osr1.m
@@ -2,10 +2,21 @@ function osr_res = osr1(i_params,i_var,weights)
 % Compute the Optimal Simple Rules
 % INPUTS
 %   i_params                  vector           index of optimizing parameters in M_.params
-%   i_var                     vector           variables indices
+%   i_var                     vector           variables indices in declaration order
 %   weights                   vector           weights in the OSRs
 %
-% Copyright (C) 2005-2013 Dynare Team
+% OUTPUTS
+%   osr_res:    [structure] results structure containing:
+%    - objective_function [scalar double]   value of the objective
+%                                               function at the optimum
+%    - optim_params       [structure]       parameter values at the optimum 
+% 
+% Algorithm:
+% 
+%   Uses Newton-type optimizer csminwel to directly solve quadratic
+%   osr-problem
+% 
+% Copyright (C) 2005-2014 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -78,8 +89,6 @@ end
 %  [p,f]=fminunc(@osr_obj,t0,options,i_params,...
 %               inv_order_var(i_var),weights(i_var,i_var));
 
-
-
 skipline()
 disp('OPTIMAL VALUE OF THE PARAMETERS:')
 skipline()
@@ -88,6 +97,4 @@ for i=1:np
 end
 disp(sprintf('Objective function : %16.6g\n',f));
 skipline()
-[oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
-
-% 05/10/03 MJ modified to work with osr.m and give full report
\ No newline at end of file
+[oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
\ No newline at end of file
diff --git a/matlab/osr_obj.m b/matlab/osr_obj.m
index 0b9ee73a8..431a941f7 100644
--- a/matlab/osr_obj.m
+++ b/matlab/osr_obj.m
@@ -78,11 +78,11 @@ switch info(1)
   case 20
     loss = 1e8*min(1e3,info(2));
     return
-    otherwise
-  if info(1)~=0
-    loss = 1e8;
-    return;
-  end  
+  otherwise
+    if info(1)~=0
+      loss = 1e8;
+      return;
+    end  
 end
 
 vx = get_variance_of_endogenous_variables(dr,i_var);