Hello,
I would like to know how to ensure that the series of random terms that come from a stochastic simulation (stoch_simul) will be the same in different runs.
In other programs (i.e. rats) this is ensured by specifying a specific value for a seed (i.e. seed = xxxxx).
In MATLAB, this function is apparently called "state" (i.e. state=xxxx).
I tried the MATLAB "state" command in a DYNARE program. The command DID compile --- but the desired result was not obtained, since sucessive runs of a same stochastic simulation program (essentiall Collard/Julliard's '03 example) yielded different realizations of the randomly genrated shocks.
Is this solvable?
Thanks
Evan in DC
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by MichelJuillard » Fri Jul 14, 2006 4:05 pm
look at option simul_seed in the manual.
The matlab command is randn('state', ...)
Best
Michel
The matlab command is randn('state', ...)
Best
Michel
- MichelJuillard
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