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function [loss,vx,junk,exit_flag]=osr_obj(x,i_params,i_var,weights);
% objective function for optimal simple rules (OSR)
% Copyright (C) 2005-2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ oo_ options_ optimal_Q_ it_
% global ys_ Sigma_e_ endo_nbr exo_nbr optimal_Q_ it_ ykmin_ options_
junk = [];
exit_flag = 1;
vx = [];
% set parameters of the policiy rule
M_.params(i_params) = x;
% don't change below until the part where the loss function is computed
it_ = M_.maximum_lag+1;
[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
switch info(1)
case 1
loss = 1e8;
return
case 2
loss = 1e8*min(1e3,info(2));
return
case 3
loss = 1e8*min(1e3,info(2));
return
case 4
loss = 1e8*min(1e3,info(2));
return
case 5
loss = 1e8;
return
case 6
loss = 1e8*min(1e3,info(2));
return
case 20
loss = 1e8*min(1e3,info(2));
return
otherwise
end
vx = get_variance_of_endogenous_variables(dr,i_var);
loss = weights(:)'*vx(:);
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