Dynare causing Matlab/Octave to crash

[Brasidas]

Hi all,

I'd be grateful for any help on this problem as I'm unable to solve it and I haven't found a solution on the forum.

I'm trying to estimate a model with five mcmc chains and with mh_replic = 100,000. I have tried this on a desktop (Windows 8, Octave 3.6.4 and Dynare 4.4.2) and on the university Linux-based network (Matlab R2013a, Dynare 4.4.1) and the sofrware always crashes. With Octave I get the message

Estimation:: mcmc: Write details about the MCMC... Ok!
Estimation::mcmc: Details about the MCMC are available in ...

terminate called after throwing an instance of 'octave_execution_exception'

This application has requested the Runtime to terminate it in an unusual way.
Please contact the application's support team for more information.
panic: Aborted -- stopping myself...

With Matlab on the network it just goes off (as it's not installed on my office computer) so I do not get to see the error message. However, it occurs after about 60% of the acceptance rate calculations with the second MCMC chain.

What's puzzling is that if I keep the number of mh_replic lower, say 20,000, it works fine so I don't think there's anything wrong with the .mod file or the data.

If it's any help, I'm attaching the mod file and the zip file contains the data I used as well as the Matlab crash information file.
Any help would be really appreciated

[jpfeifer]

Please post exacty the mod-file that crashes. The one posted has a differently parameterized MCMC. E.g. there are only 30000 draws.

[Brasidas]

Thanks for your reply.

The mod file I posted is the correct one, with 30,000 draws it's sufficient for the Dynare to cause the crash (setting mode_compute =4 does it faster so it requires a shorter wait). It's been fine with 20,000 draws but there seems to be some point with the number of draws at which the crash occurs.

[jpfeifer]

Ok. Then I cannot replicate the issue. It ran without problems with the most recent unstable version. Can you try that one please. If the problem persists, try running Dynare in the console mode.

[Brasidas]

Dear Johannes,

Thank you very much for looking into this. Given that you didn't encounter any problems I have now tried it on a new desktop and it works fine. The problems may have been to related to running Matlab on a network.