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Commit 7b166328 authored by Johannes Pfeifer's avatar Johannes Pfeifer
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Transform objective function in osr to full matrix

If the objective function only has one element, the scalar product of a sparse matrix and a full matrix is sparse (in contrast to two or more elements). This crashes the osr code subsequently.
parent 4aaebfbe
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...@@ -86,4 +86,4 @@ switch info(1) ...@@ -86,4 +86,4 @@ switch info(1)
end end
vx = get_variance_of_endogenous_variables(dr,i_var); vx = get_variance_of_endogenous_variables(dr,i_var);
loss = weights(:)'*vx(:); loss = full(weights(:)'*vx(:));
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