Posterior mean and variance are NaN

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Posterior mean and variance are NaN

Postby pepito_bm » 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
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Posts: 20
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Re: Posterior mean and variance are NaN

Postby jpfeifer » Mon Nov 21, 2016 10:21 am

The bug list is for the first version where a bug has been documented and fixed. Often they were already there in earlier versions. Please try the current unstable version where all these issues should be fixed.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: Posterior mean and variance are NaN

Postby pepito_bm » Mon Nov 21, 2016 10:32 am

Thanks Johannes, I will give it a try.

Best,
Petar
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Posts: 20
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