Geweke test error when mh_nblocks=1 & mh_drop large

[gin]

Dear all,

I've encountered an error in Geweke test: in estimation, given mh_nblocks=1, when I increase mh_drop to 0.9 from e.g. 0.5 then, regardless of whether mh_replic is large or small and for both Dynare 4.4.0 and 4.4.1, an error shows up:

Code: Select all

Geweke (1992) Convergence Tests, based on means of draws 540000 to 648000 vs 810000 to 600000.
p-values are for Chi2-test for equality of means.
       Parameter       Post. Mean        Post. Std     p-val No Taper    p-val 4% Taper    p-val 8% Taper    p-val 15% Taper
Index exceeds matrix dimensions.

Error in McMCDiagnostics (line 111)
        param_draws1 =
        param_draws(first_obs_begin_sample:last_obs_begin_sample,:);

The estimation code is:

Code: Select all

estimation(order=1,datafile=ctwData14_2000_2007, mh_replic=600000, mh_nblocks=1, mh_drop=.9,  mh_jscale=0.2,
 mode_compute=6,  nodisplay,  mode_check);

[jpfeifer]

Could you provide me with the mod-file?

[gin]

Attached.

[jpfeifer]

Sorry, this is a bug. The attached file should work. It will hopefully be corrected in tomorrow's snapshot.