/usr/share/dynare/matlab/osr1.m is in dynare-common 4.4.1-1build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 | function osr1(i_params,i_var,weights)
% Compute the Optimal Simple Rules
% INPUTS
% i_params vector index of optimizing parameters in M_.params
% i_var vector variables indices
% weights vector weights in the OSRs
%
% Copyright (C) 2005-2013 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_ it_
klen = M_.maximum_lag + M_.maximum_lead + 1;
iyv = M_.lead_lag_incidence';
iyv = iyv(:);
iyr0 = find(iyv) ;
it_ = M_.maximum_lag + 1 ;
if M_.exo_nbr == 0
oo_.exo_steady_state = [] ;
end
if ~ M_.lead_lag_incidence(M_.maximum_lag+1,:) > 0
error ('OSR: Error in model specification: some variables don''t appear as current') ;
end
if M_.maximum_lead == 0
error ('Backward or static model: no point in using OSR') ;
end
exe =zeros(M_.exo_nbr,1);
oo_.dr = set_state_space(oo_.dr,M_,options_);
np = size(i_params,1);
t0 = M_.params(i_params);
inv_order_var = oo_.dr.inv_order_var;
H0 = 1e-4*eye(np);
crit=options_.osr.tolf;
nit=options_.osr.maxit;
verbose=options_.osr.verbose;
%% do initial checks
[loss,vx,info,exit_flag]=osr_obj(t0,i_params,inv_order_var(i_var),weights(i_var,i_var));
if info~=0
print_info(info, options_.noprint, options_);
else
fprintf('\nOSR: Initial value of the objective function: %g \n\n',loss);
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;
% options = optimset('fminunc');
% options = optimset('display','iter');
% [p,f]=fminunc(@osr_obj,t0,options,i_params,...
% inv_order_var(i_var),weights(i_var,i_var));
skipline()
disp('OPTIMAL VALUE OF THE PARAMETERS:')
skipline()
for i=1:np
disp(sprintf('%16s %16.6g\n',M_.param_names(i_params(i),:),p(i)))
end
disp(sprintf('Objective function : %16.6g\n',f));
skipline()
[oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
% 05/10/03 MJ modified to work with osr.m and give full report
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