Bayesian estimation with MCMC
Posted: Fri Oct 16, 2015 11:28 pm
Dear all,
I am trying to do Bayesian estimation with MCMC,Estimation seems to work properly,However, the Estimation:mcmc:diagnostics:does not work and returns an error
Estimation::mcmc::diagnostics: Univariate convergence diagnostic, Brooks and Gelman (1998):
Parameter 1... ??? Attempted to access temp(-6298,1); index must be a positive integer or
logical.
Error in ==> McMCDiagnostics_core at 105
UDIAG(ligne,1,j-fpar+1) = temp(CSUP,1)-temp(CINF,1);
Error in ==> McMCDiagnostics at 173
fout = McMCDiagnostics_core(localVars,1,npar,0);
Error in ==> dynare_estimation_1 at 793
oo_= McMCDiagnostics(options_, estim_params_, M_,oo_);
Error in ==> dynare_estimation at 89
dynare_estimation_1(var_list,dname);
Error in ==> estimatingfinal at 1014
dynare_estimation(var_list_);
Error in ==> dynare at 180
evalin('base',fname) ;
Thank you so much!
I am trying to do Bayesian estimation with MCMC,Estimation seems to work properly,However, the Estimation:mcmc:diagnostics:does not work and returns an error
Estimation::mcmc::diagnostics: Univariate convergence diagnostic, Brooks and Gelman (1998):
Parameter 1... ??? Attempted to access temp(-6298,1); index must be a positive integer or
logical.
Error in ==> McMCDiagnostics_core at 105
UDIAG(ligne,1,j-fpar+1) = temp(CSUP,1)-temp(CINF,1);
Error in ==> McMCDiagnostics at 173
fout = McMCDiagnostics_core(localVars,1,npar,0);
Error in ==> dynare_estimation_1 at 793
oo_= McMCDiagnostics(options_, estim_params_, M_,oo_);
Error in ==> dynare_estimation at 89
dynare_estimation_1(var_list,dname);
Error in ==> estimatingfinal at 1014
dynare_estimation(var_list_);
Error in ==> dynare at 180
evalin('base',fname) ;
Thank you so much!