Re: [DynareDev] random seeds in metropolis

Hi Marco,

This is obviously a bug. If we have to set seeds in the metropolis (I am still not convinced by that but Michel is) we should have a seed specific to each chain.

Best, Stéphane.

On 29/08/2012 09:38, Marco Ratto wrote:

Dear All,

I am doing some work with metropolis and I noted that the seeds for parallel chains are initialized at the same status, so that the chains only differ by the first point, but the random sequences are the same: this implies that sequences for each parameter from different chains are correlated (just compare the values from different blocks stored in files _mhxx_blck1.mat _mhxx_blck2.mat). I am wandering if this is on purpose or this behavior is not desirable.

best Marco