Transform objective function in osr to full matrix
If the objective function only has one element, the scalar product of a sparse matrix and a full matrix is sparse (in contrast to two or more elements). This crashes the osr code subsequently.time-shift
parent
4aaebfbe46
commit
7b1663281b
|
@ -86,4 +86,4 @@ switch info(1)
|
|||
end
|
||||
|
||||
vx = get_variance_of_endogenous_variables(dr,i_var);
|
||||
loss = weights(:)'*vx(:);
|
||||
loss = full(weights(:)'*vx(:));
|
||||
|
|
Loading…
Reference in New Issue