#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: 4.3 Component: Estimation | Version: 4.1.0 Keywords: | -------------------------+--------------------------------------------------
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.