105 lines
4.7 KiB
HTML
105 lines
4.7 KiB
HTML
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"
|
|
"http://www.w3.org/TR/REC-html40/loose.dtd">
|
|
<html>
|
|
<head>
|
|
<title>Description of osr_obj</title>
|
|
<meta name="keywords" content="osr_obj">
|
|
<meta name="description" content="the beginning and the end of this function may be adapted by the userx">
|
|
<meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1">
|
|
<meta name="generator" content="m2html © 2003 Guillaume Flandin">
|
|
<meta name="robots" content="index, follow">
|
|
<link type="text/css" rel="stylesheet" href="../m2html.css">
|
|
</head>
|
|
<body>
|
|
<a name="_top"></a>
|
|
<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > osr_obj.m</div>
|
|
|
|
<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
|
|
<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
|
|
|
|
<h1>osr_obj
|
|
</h1>
|
|
|
|
<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
|
|
<div class="box"><strong>the beginning and the end of this function may be adapted by the userx</strong></div>
|
|
|
|
<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
|
|
<div class="box"><strong>function [z,vx]=osr_obj(x,params,weights); </strong></div>
|
|
|
|
<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
|
|
<div class="fragment"><pre class="comment"> the beginning and the end of this function may be adapted by the userx</pre></div>
|
|
|
|
<!-- crossreference -->
|
|
<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
|
|
This function calls:
|
|
<ul style="list-style-image:url(../matlabicon.gif)">
|
|
<li><a href="resol.html" class="code" title="function [dr,info]=resol(ys,check_flag)">resol</a> Copyright (C) 2001 Michel Juillard</li></ul>
|
|
This function is called by:
|
|
<ul style="list-style-image:url(../matlabicon.gif)">
|
|
<li><a href="osr1.html" class="code" title="function oo_.dr=osr1(params,weights)">osr1</a> </li></ul>
|
|
<!-- crossreference -->
|
|
|
|
|
|
<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
|
|
<div class="fragment"><pre>0001 <span class="comment">% the beginning and the end of this function may be adapted by the userx</span>
|
|
0002 <a name="_sub0" href="#_subfunctions" class="code">function [z,vx]=osr_obj(x,params,weights);</a>
|
|
0003 <span class="keyword">global</span> M_ oo_ optimal_Q_ it_
|
|
0004
|
|
0005 <span class="comment">% set parameters of the policiy rule</span>
|
|
0006 np = size(params,1);
|
|
0007 <span class="keyword">for</span> i=1:np
|
|
0008 assignin(<span class="string">'base'</span>,deblank(params(i,:)),x(i))
|
|
0009 <span class="keyword">end</span>
|
|
0010
|
|
0011 <span class="comment">% don't change below until the part where the loss function is computed</span>
|
|
0012 it_ = M_.maximum_lag+1;
|
|
0013 oo_.dr = <a href="resol.html" class="code" title="function [dr,info]=resol(ys,check_flag)">resol</a>(oo_.steady_state,1,0,1);
|
|
0014 nstatic = oo_.dr.nstatic;
|
|
0015 npred = oo_.dr.npred;
|
|
0016 ghx = oo_.dr.ghx;
|
|
0017 ghu = oo_.dr.ghu;
|
|
0018 order = oo_.dr.order_var;
|
|
0019 k=[nstatic+1:nstatic+npred]';
|
|
0020 vx1 = ghu(k,:)*M_.Sigma_e*ghu(k,:)';
|
|
0021
|
|
0022 <span class="comment">% compute variance of predetermined variables</span>
|
|
0023 vx = (eye(npred*npred)-kron(ghx(k,:),oo_.dr.ghx(k,:)))\vx1(:);
|
|
0024 vx=reshape(vx,npred,npred);
|
|
0025
|
|
0026 <span class="comment">% compute variance of all variables</span>
|
|
0027 <span class="keyword">if</span> M_.endo_nbr > npred
|
|
0028 qx = eye(npred);
|
|
0029 qu = zeros(npred,M_.exo_nbr);
|
|
0030 <span class="keyword">if</span> nstatic > 0
|
|
0031 qx = [ghx(1:nstatic,:);qx];
|
|
0032 qu = [ghu(1:nstatic,:);qu];
|
|
0033 <span class="keyword">end</span>
|
|
0034 <span class="keyword">if</span> M_.endo_nbr > nstatic+npred
|
|
0035 qx = [qx;ghx(nstatic+npred+1:<span class="keyword">end</span>,:)];
|
|
0036 qu = [qu;ghu(nstatic+npred+1:<span class="keyword">end</span>,:)];
|
|
0037 <span class="keyword">end</span>
|
|
0038 vx = qx*vx*qx'+qu*M_.Sigma_e*qu';
|
|
0039 <span class="keyword">end</span>
|
|
0040 <span class="comment">% end of the non touch region of the program</span>
|
|
0041
|
|
0042 <span class="comment">% computes the loss function</span>
|
|
0043 weights = weights(order,order);
|
|
0044 z = weights(:)'*vx(:);
|
|
0045
|
|
0046
|
|
0047
|
|
0048
|
|
0049
|
|
0050
|
|
0051
|
|
0052
|
|
0053
|
|
0054
|
|
0055
|
|
0056
|
|
0057
|
|
0058
|
|
0059</pre></div>
|
|
<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
|
|
</body>
|
|
</html> |