Posterior mean and variance are NaN
Posted: Mon Nov 21, 2016 10:09 am
Hi all,
I just stumbled upon a problem in dynare that I'm not sure whether it's a bug or not. I read that in version 4.4.3 there's this bug regarding the posterior.metropolis.mean and variance and I deliberately installed 4.4.2. However, I still get the same problem. That is, when mh_replic<1000000, it's fine. However, the moment I would like to draw 1000000 draws from the posterior, then the posterior means and variances are all NaN. This persists in version 4.4.2 as well. Are you aware of this issue?
Best,
Peter
I just stumbled upon a problem in dynare that I'm not sure whether it's a bug or not. I read that in version 4.4.3 there's this bug regarding the posterior.metropolis.mean and variance and I deliberately installed 4.4.2. However, I still get the same problem. That is, when mh_replic<1000000, it's fine. However, the moment I would like to draw 1000000 draws from the posterior, then the posterior means and variances are all NaN. This persists in version 4.4.2 as well. Are you aware of this issue?
Best,
Peter