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= Fixing randon seed = = Fixing random seed =

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.
  • The seed of both uniform and normal random generator is to be fixed in global_initialization.m
  • Each Dynare command that uses a random generator must have an option letting the user use a different fixed seed or a variable seed based on time for example.

List of commands or functions that use a random generator

  • stoch_simul (csolve simult_ + currently call to dynare_simul_ uses a fixed seed)
  • estimation
    • mode optimization
    • Metropolis iterations
    • subsampling for posterior statistics
  • osr optimization
  • steady (csolve)
  • ramsey_policy (csolve + simult_)
  • Markov switching
  • Global Sensitivity Analysis

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