Fixing random seed

It is desirable that the default behavior of Dynare be fully deterministic: two runs of the same *.mod file on the same installation should provide the same results. Introduced in commit db54c2d76ec8ac6a42c0cbf99bc394f7644f2a85 (git master), there is a new matlab routine for setting the seed: set_dynare_seed.m. This routine is called in global_initialization.m, so that each instance of dynare is initialized with the same seed (and should give exactly the same results). This routine can also be called in a mod file, depending on the version of matlab the user can set the seed and (with ver('matlab')>=7.7) choose the algorithm used to generate uniform variates (see matlab documentation or the output of the command RandStream.list).

List of commands or functions that use a random generator





DynareWiki: FixingRandomseed (last edited 2016-03-29 17:57:54 by JohannesPfeifer)