OSR precision

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OSR precision

Postby henweb » Sat Jun 08, 2013 8:51 am

Dear All,

I am computing optimal simple rules using OSR routine.

To check the working of the routine, I tried different sized shocks, e.g., multiplying standard deviations of all! shocks by, e.g., 100.

This seems to not change results in some cases, but in some other cases I obtain different coefficients for the optimal rule.

Q: Is increasing standard deviations of shocks a good way to increasing the precision of the optimizer underlying OSR?

Many thanks for your support!
henweb
 
Posts: 2
Joined: Sat Jun 08, 2013 8:43 am

Re: OSR precision

Postby jpfeifer » Mon Jun 10, 2013 6:57 am

If the precision is too low, directly change it in osr1.m In line 51 of osr1.m you will find:

Code: Select all
crit = 1e-7;


Currently, it is hardcoded and you have to change it manually.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany

Re: OSR precision

Postby henweb » Thu Jun 13, 2013 6:51 am

Dear jpfeifer,

thanks for this quick information, this is very helpful!
henweb
 
Posts: 2
Joined: Sat Jun 08, 2013 8:43 am


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