I'm trying out v4.2.2, which differs from the v4.1.3 that I was using previously in that stochastic simulations always produce the same sequence of results, by default. I am doing some simulation based estimation, and need many different simulated sequences. I'm also using Octave, not Matlab. Ideally, would like Dynare to use Octave's random number state, but I don't quite see how to do that. Otherwise, some other method of getting differing sequences would be ok. Any help would be greatly appreciated.
Michael
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How to set seed for different stochastic simulations, Octave
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How to set seed for different stochastic simulations, Octave
by MichaelCreel » Thu Oct 13, 2011 12:09 pm
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Re: How to set seed for different stochastic simulations, Oc
by SébastienVillemot » Thu Oct 27, 2011 3:35 pm
In Dynare 4.2 there is a new command called "set_dynare_seed" which is used for that purpose. It is (very briefly) documented in the reference manual.
Hope this helps,
Hope this helps,
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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