I have been running a program on v3.6. The posteriors are very flat and the mode is a long way from the mode from optimization
Previously it had seemed ok on version 3.4 and that seems still to be true.
Also ran it on 3.5 and tends to be soemwhere between 3.4 and 3.6
Mode Optimum values are different in all cases.
What has changed re MH and optimzation between the various versions
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
posteriors in different versions of dynare
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
3 posts
• Page 1 of 1
posteriors in different versions of dynare
by arpagan » Wed Feb 22, 2006 10:52 pm
- arpagan
- Posts: 1
- Joined: Tue Feb 07, 2006 3:35 am
by azj » Wed Mar 01, 2006 2:14 pm
I am also finding that posteriors estimated by v6 are very flat (all parameters have flat posteriors) resulting in very high variances while the same model estimated under v5 seems to return more "normal" results. Has the sampling algorithm changed?
- azj
- Posts: 3
- Joined: Mon Feb 27, 2006 7:19 pm
by MichelJuillard » Wed Mar 01, 2006 5:25 pm
You are most likely falling victim of the bug with the penalty in the objective function that appears in versio 3.062. I hope to provide a new version soon. The SVN version of version 3 is corrected. Use the download instructions for version 4, replacing dynare_v4 by dynare_v3
Best
Michel
Best
Michel
- MichelJuillard
- Posts: 680
- Joined: Thu Nov 18, 2004 10:51 am
3 posts
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 5 guests