/usr/share/dynare/matlab/osr_obj.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 | function [loss,vx,info,exit_flag]=osr_obj(x,i_params,i_var,weights)
% objective function for optimal simple rules (OSR)
% INPUTS
% x vector values of the parameters
% over which to optimize
% i_params vector index of optimizing parameters in M_.params
% i_var vector variables indices
% weights vector weights in the OSRs
%
% OUTPUTS
% loss scalar loss function returned to solver
% vx vector variances of the endogenous variables
% info vector info vector returned by resol
% exit_flag scalar exit flag returned to solver
%
% SPECIAL REQUIREMENTS
% none
% 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_ optimal_Q_ it_
% global ys_ Sigma_e_ endo_nbr exo_nbr optimal_Q_ it_ ykmin_ options_
junk = [];
exit_flag = 1;
vx = [];
info=0;
loss=[];
% 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 7
loss = 1e8*min(1e3);
return
case 8
loss = 1e8*min(1e3,info(2));
return
case 9
loss = 1e8*min(1e3,info(2));
return
case 20
loss = 1e8*min(1e3,info(2));
return
otherwise
if info(1)~=0
loss = 1e8;
return;
end
end
vx = get_variance_of_endogenous_variables(dr,i_var);
loss = weights(:)'*vx(:);
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