Identification crashes

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Identification crashes

Postby britney0109 » Mon Mar 10, 2014 4:07 pm

Hi everyone,

I'm using Marco Ratto's identification toolbox and it used to work fine, but now it crashes when it tries to plot the measures of identification strength.... I get the following error:

Error using bar (line 55)
Only complex vectors are supported.

Error in plot_identification (line 74)
bar(log([idehess.deltaM(is) idehess.deltaM_prior(is)]))

Error in dynare_identification (line 341)
plot_identification(params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name,IdentifDirectoryName);

If I understand this correctly, the problem is that Matlab tries to plot complex matrices (which gives an error). I understand that the measures of identification strength are defined as the square root of the squared change in the likelihood times 1 - the squared correlation term. Shouldn't this term be positive by definition, such that the square root is real? How is it possible that I get complex numbers? I'm worried that there is something strange happening in my model....

Any hints are highly appreciated. Thanks a lot!
britney0109
 
Posts: 6
Joined: Mon Dec 10, 2012 3:13 pm

Re: Identification crashes

Postby jpfeifer » Mon Mar 10, 2014 9:04 pm

Might be a bug. Please provide me with the mod-file.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany

Re: Identification crashes

Postby britney0109 » Tue Mar 11, 2014 4:28 pm

Just in case anyone encounters the same problem, thanks to jpfeifer, I learnt that it can be solved by using the most recent unstable Dynare version (post 4.4.2).
britney0109
 
Posts: 6
Joined: Mon Dec 10, 2012 3:13 pm


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