Dynare forums

As i recently upgraded matlab to R2013a,
I get a cholesky error message when my dynare code generate IRFs.
Even with the following simple code, I still get the error message.

Code: Select all

var a, b;
varexo e, u;
parameters rho;
rho   = 0.95;

model;
a = rho*a(-1) + e;
b = rho*b(-1) + u;
end;

shocks;
var e; stderr 1;
var u; stderr 1;
var e, u = 0.5;
end;

stoch_simul(order=1,irf=20);


Even if I get rid of correlation between two shocks (var e, u = 0;)
I keep receiving the error message.

Error using chol
Matrix must be square.

Error in irf (line 80)
VC_epschol = chol(VC_eps)';

Error in stoch_simul (line 180)
y=irf(oo_.dr,cs(M_.exo_names_orig_ord,i), options_.irf, options_.drop, ...

Error in test (line 84)
info = stoch_simul(var_list_);

Error in dynare (line 120)
evalin('base',fname) ;


An older version of matlab does not have this problem.
Is there any compatibility problem between matlab R2013a and dynare 4.3.3?

It looks like a path conflict. Dynare's irf.m has no line 80. There is some other irf.m that is called in your example.

Thanks jpfeifer,

Yes, it was a path conflict.
I brought my code into a new machine
but somehow irf.m file has slipped into the path that I set.
I really appreciate your help!