On 06/06/2012 12:46 PM, Trac Dynare wrote:
#85: Estimation is not deterministic: a seed should be explictly given to random
number generator
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Reporter: sebastien | Owner: stepan
Type: enhancement | Status: accepted
Priority: major | Milestone: 4.3
Component: Estimation | Version: 4.1.0
Keywords: |
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Comment(by stepan):
Finally, I think that there is no reason to fix the seed for the mcmc
routines. The resulting randomness in the posterior moments is a proof of
non convergence of the mcmc.
Replying to [comment:4 stepan]:
> I added a new routine (set_dynare_seed.m) in commit
db54c2d76ec8ac6a42c0cbf99bc394f7644f2a85 and a test (example) file in
commit 032957b36f2e1129ce3809f02dc2bf9e5e2d65f6. This routine is called in
global_initialization. I removed the seed commands in simult.m and the
option dynare_seed, so that the simulated time series are invariant across
different instances of dynare.
>
> I still need to adapt the mcmc routines
>
> Maybe we should also adapt the swz routines.