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parallel MCMC acceptation ratio=0.000

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parallel MCMC acceptation ratio=0.000

Postby kchristo » Fri Mar 08, 2013 5:45 pm

I am running dynare on linux (redhat) and MCMC works fine and I get plausible results. If I do the same thing in parallel mode I get an acceptation ratio of exactly zero for all blocks and later on close to singular matrices (compute_mh_covariance_matrix at 74 and amrginal_density at 54 and 67 ). The program contiunes until the end afterwards.
kchristo
 
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Re: parallel MCMC acceptation ratio=0.000

Postby rattoma » Fri Mar 08, 2013 8:03 pm

Hi, could you post your dynare project?
thanks
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Re: parallel MCMC acceptation ratio=0.000

Postby kchristo » Fri Mar 15, 2013 10:34 am

I found the mistake. I was using a steady state file using global variables. In the parallel environment this seems to have caused the confusion.
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Re: parallel MCMC acceptation ratio=0.000

Postby rattoma » Fri Mar 15, 2013 10:41 am

great, let me know of parallel MCMC works then
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