Using the Unix version of dynare++ 1.3.5, I find that estimated the IRFs change slightly every time I run a model file and use a nonlinear approximation. This occurs even though I am using the same seed and same # of simulations each time.
Is there a way to avoid this?
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
IRFs in dynare++
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
2 posts
• Page 1 of 1
by OndraKamenik » Wed Sep 05, 2007 2:58 pm
Dear PK,
yes, that happens. It is described on page 16 of the tutorial, look for '--seed'.
I have already started working on this in my working copy, so hopefully, it will appear in the version 1.3.6. Each thread then will get its own random generator instance. Until that time, if you despearatelly need your simulations being identical, say '--threads 1'.
Ondra K.
yes, that happens. It is described on page 16 of the tutorial, look for '--seed'.
I have already started working on this in my working copy, so hopefully, it will appear in the version 1.3.6. Each thread then will get its own random generator instance. Until that time, if you despearatelly need your simulations being identical, say '--threads 1'.
Ondra K.
- OndraKamenik
- Posts: 73
- Joined: Mon Dec 20, 2004 8:32 am
2 posts
• Page 1 of 1
Who is online
Users browsing this forum: Google [Bot] and 6 guests