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Optimal Simple Rule

PostPosted: Tue Oct 09, 2012 5:47 pm
by Vorada Limjaroenrat
Dear experts,

with OSR, dynare give the optimal parameter that minimize the loss function which composed of the variance of two variable. Is it possible to get the variance of the two variables from the given parameter that minimize loss function from OSR??

one more thing, with OSR, the value of the objective function is reported on Matlab screen. Is it reported in the result matrix? Or further command is required.

Any help is highly appreciated, many thanks in advance

Re: Optimal Simple Rule

PostPosted: Wed Oct 31, 2012 5:09 pm
by SébastienVillemot
The variance of the variables is normally reported in the printed tables, and in oo_.var

The value of the objective is in oo_.osr.objective_function.