Hi Junior,

in csminwel, the random draw appears when optimization is not progressing well enough. It is not a protection against local peaks.
To avoid to be stuck in a local peak, you need to try different initial values for the parameters (estimated_params_init)
The idea of this change is to make Dynare perfectly deterministic, by default: the same *.mod file, with the same version of Matlab should always produce the same results.
In any case, we will add options for the users to get random results when she wants it. For example, to get different simulated samples.

Best

Michel


On 11/28/2010 07:37 PM, Junior Maih wrote:
How do we reconcile the issue of having a deterministic estimation with the problem of local peaks? I thought one of the advantages of having a non-deterministic estimation routine is that we can run it several times and store the results for the best run. Suppose I run the same estimation several times and get the same answer (because the problem is deterministic). Does that mean I found the global peak? I guess you guys have it all sorted out in some way.

On Fri, Nov 26, 2010 at 6:00 PM, Trac Dynare <root@dynare.org> wrote:
#85: Estimation is not deterministic: a seed should be explictly given to random
number generator
---------------------------+------------------------------------------------
 Reporter:  sebastien     |       Owner:  stepan
     Type:  enhancement   |      Status:  accepted
 Priority:  major         |   Milestone:  4.2
 Component:  Core M-files  |     Version:  4.1.0
Resolution:                |    Keywords:
---------------------------+------------------------------------------------
Changes (by stepan):

 * owner:  michel => stepan


Comment:

 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.

--
Ticket URL: <https://www.dynare.org/trac/ticket/85#comment:4>
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