Dear all,
I agree with Marco and would prefer setting a different but reproducible seed.
Best,
Johannes
--------
Johannes Pfeifer
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Von: dev-bounces@dynare.org [mailto:dev-bounces@dynare.org] Im Auftrag von Marco Ratto
Gesendet: Mittwoch, 29. August 2012 09:58
An: dev@dynare.org
Betreff: Re: [DynareDev] random seeds in metropolis
Hi Stephane,
indeed the initialization of the seed loops over the chains, but the problem there is that in the loop from 1 to nblocks, the command
randn('state')
rand('state')
always provide the same state (at least under R2009a and unless there is a difference between such version and more recent ones).
One strategy to set states in metropolis which keeps reproducibility (with which I agree with Michel), may be the following:
assume we take N replicas for npar estimated params, then the loop to initialize seeds may be modified as:
for b=1:nblocks,
Seeds(b).Normal=randn('state');
tmp = randn(N, npar);
Seeds(b).Uniform=rand('state');
tmp = rand(N, 1);
end
clear tmp
In this way, we would increase the state of the seeds by a fixed reproducible (and proper?) amount before initializing the seeds for the next block?
best
Marco
On 8/29/2012 9:44 AM, Stéphane Adjemian wrote:
Hi Marco,