identification analysis - java heap space
Posted: Wed May 27, 2015 1:29 pmDear all,
I am running into problems when running the identification analysis on my model.
The problem is related to the fact that I have a VAR(1) for the exogenous disturbances
of the type: s_{t+1} = P_0 + P*s_{t} + Q*epsilon_{t+1}. The vector P_0 has dimension
6x1 while the matrices P and Q have both dimension 6x6. The steady state of the 6x1
vector of the exogenous disturbances s is given by s=inv(I-P)*(P_0). Since this involves
the inversion of a 6x6 matrix, the expression for the steady state of all six shocks
appearing in the vector s is very very long. This leads to a static_params_derivs file
automatically generated by Dynare whose size is in the order of 4GB. Not surprisingly
I get errors related to the Java heap space being insufficient, Dynare crashes and I
thus cannot run the identification analysis. Increasing the heap space in Dynare did
not help to solve the issue.
In this context, I have two questions:
1) Does the identification command need the static_params_derivs file?
2) If static_params_derivs file reports the derivatives of the Jacobian with respect to
the deep parameters I fear this is the case. I was thus thinking that one possible
solution to the problem might be to let Dynare create the static_params_derivs
function file by printing "p" instead of "params" since this would significantly reduce
the size of the file. Which would be the file in Dynare's "matlab" folder that I would
need to change to make this possible?
Any suggestions on how to overcome this problem are greatly appreciated.
Many thanks in advance,
Francis
I am running into problems when running the identification analysis on my model.
The problem is related to the fact that I have a VAR(1) for the exogenous disturbances
of the type: s_{t+1} = P_0 + P*s_{t} + Q*epsilon_{t+1}. The vector P_0 has dimension
6x1 while the matrices P and Q have both dimension 6x6. The steady state of the 6x1
vector of the exogenous disturbances s is given by s=inv(I-P)*(P_0). Since this involves
the inversion of a 6x6 matrix, the expression for the steady state of all six shocks
appearing in the vector s is very very long. This leads to a static_params_derivs file
automatically generated by Dynare whose size is in the order of 4GB. Not surprisingly
I get errors related to the Java heap space being insufficient, Dynare crashes and I
thus cannot run the identification analysis. Increasing the heap space in Dynare did
not help to solve the issue.
In this context, I have two questions:
1) Does the identification command need the static_params_derivs file?
2) If static_params_derivs file reports the derivatives of the Jacobian with respect to
the deep parameters I fear this is the case. I was thus thinking that one possible
solution to the problem might be to let Dynare create the static_params_derivs
function file by printing "p" instead of "params" since this would significantly reduce
the size of the file. Which would be the file in Dynare's "matlab" folder that I would
need to change to make this possible?
Any suggestions on how to overcome this problem are greatly appreciated.
Many thanks in advance,
Francis
