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
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@ -86,4 +86,4 @@ switch info(1)
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vx = get_variance_of_endogenous_variables(dr,i_var);
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vx = get_variance_of_endogenous_variables(dr,i_var);
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loss = weights(:)'*vx(:);
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loss = full(weights(:)'*vx(:));
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