osr: added optimal value of parameters to oo_.osr.optim_params; moved

osr_example to ./tests/optimal_policy

matlab/osr.m

@@ -1,4 +1,4 @@
-function osr(var_list,params,i_var,W)
+function osr_res = osr(var_list,params,i_var,W)
 
 % Copyright (C) 2001-2012 Dynare Team
 %
@@ -37,6 +37,6 @@ end
 skipline()
 disp('OPTIMAL SIMPLE RULE')
 skipline()
-osr1(i_params,i_var,W);
+osr_res = osr1(i_params,i_var,W);
 
 stoch_simul(var_list);

matlab/osr1.m

@@ -1,4 +1,4 @@
-function osr1(i_params,i_var,weights)
+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
@@ -68,7 +68,10 @@ end
 %%do actual optimization
 [f,p]=csminwel1('osr_obj',t0,H0,[],crit,nit,options_.gradient_method,options_.gradient_epsilon,i_params,...
                 inv_order_var(i_var),weights(i_var,i_var));
-oo_.osr.objective_function = f;
+osr_res.objective_function = f;
+for i=1:length(i_params)
+    osr_res.optim_params.(deblank(M_.param_names(i_params(i),:))) = p(i);
+end
 
 %  options = optimset('fminunc');
 %  options = optimset('display','iter');

preprocessor/ComputingTasks.cc

@@ -834,7 +834,7 @@ OsrStatement::writeOutput(ostream &output, const string &basename) const
 {
   options_list.writeOutput(output);
   symbol_list.writeOutput("var_list_", output);
-  output << "osr(var_list_,osr_params_,obj_var_,optim_weights_);\n";
+  output << "oo_.osr = osr(var_list_,osr_params_,obj_var_,optim_weights_);\n";
 }
 
 OptimWeightsStatement::OptimWeightsStatement(const var_weights_t &var_weights_arg,

tests/Makefile.am

@@ -18,7 +18,7 @@ MODFILES = \
 	example1_abs_sign.mod \
 	example1_macroif.mod \
 	t_sgu_ex1.mod \
-	osr_example.mod \
+	optimal_policy/osr_example.mod \
 	optimal_policy/ramsey.mod \
 	optimal_policy/nk_ramsey.mod \
 	optimal_policy/nk_ramsey_expectation.mod \