66 lines
2.3 KiB
Matlab
66 lines
2.3 KiB
Matlab
function osr_res = osr(var_list, params, i_var,W)
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% osr_res = osr(var_list,params,i_var,W)
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% Wrapper function computing the solution to the optimal simple
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% rule-problem; calls osr1 for actual computation
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% INPUTS
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% var_list [character array] list of endogenous variables specified
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% after osr1-command (deprecated and not used anymore)
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% params [character array] list of parameter to be chosen in
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% optimal simple rule
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% i_var [n_osr_vars by 1 double] indices of osr-variable in
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% specified in optim_weights in declaration order
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% W [M_.endo_nbr by M_.endo_nbr sparse matrix] Weighting matrix for variance of endogenous variables
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%
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% OUTPUTS
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% osr_res: [structure] results structure containing:
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% - objective_function [scalar double] value of the objective
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% function at the optimum
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% - optim_params [structure] parameter values at the optimum
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%
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%
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% SPECIAL REQUIREMENTS
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% none.
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% Copyright © 2001-2018 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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global M_ options_ oo_
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options_.order = 1;
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if isempty(options_.qz_criterium)
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options_.qz_criterium = 1+1e-6;
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end
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oo_=make_ex_(M_,options_,oo_);
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np = size(params,1);
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i_params = zeros(np,1);
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for i=1:np
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str = deblank(params(i,:));
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i_params(i) = strmatch(str{:}, M_.param_names, 'exact');
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end
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if ~options_.noprint
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skipline()
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disp('OPTIMAL SIMPLE RULE')
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skipline()
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end
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osr_res = osr1(i_params,i_var,W);
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[~, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list);
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