#85: Estimation is not deterministic: a seed should be explictly given to random number generator ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: michel Type: enhancement | Status: accepted Priority: major | Milestone: 4.2 Component: Core M-files | Version: 4.1.0 Resolution: | Keywords: ---------------------------+------------------------------------------------ Description changed by sebastien:
Old description:
Currently MOD files doing estimation are not deterministic: different runs of the same MOD files don't give the same results, since the seed for random number generator is not the same accross runs.
The easy way to fix that is to set the seed in dynare.m. There would be a default value for the seed, or it could be changed through an option/command.
A more subtle way would be to have a seed reset at the top of every major function (estimation, stoch_simul).
We need to decide which way is the best.
New description:
Currently MOD files doing estimation are not deterministic: different runs of the same MOD files don't give the same results, since the seed for random number generator is not the same accross runs.
The easy way to fix that is to set the seed in dynare.m. There would be a default value for the seed, or it could be changed through an option/command.
A more subtle way would be to have a seed reset at the top of every major function (estimation, stoch_simul).
More details on the following wiki page: http://www.dynare.org/DynareWiki/FixingRandomseed
We need to decide which way is the best.
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