Log datadensity[LaplaceApproximation]isNaN.Error using chol

This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location where you will have to reset your password.
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.

Log datadensity[LaplaceApproximation]isNaN.Error using chol

Postby Jesse » Sun Apr 03, 2016 3:23 pm

Dear All,
I have run an open one country dsge model and it run for a while then end up as the following:
Log data density [Laplace approximation] is NaN.

Error using chol
Matrix must be positive definite.

Error in metropolis_hastings_initialization (line 68)
d = chol(vv);

Error in random_walk_metropolis_hastings (line 62)
[ ix2, ilogpo2, ModelName, MetropolisFolder, fblck, fline, npar, nblck, nruns, NewFile, MAX_nruns, d ] = ...

Error in dynare_estimation_1 (line 782)
feval(options_.posterior_sampling_method,objective_function,options_.proposal_distribution,xparam1,invhess,bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_);

Error in dynare_estimation (line 89)
dynare_estimation_1(var_list,dname);

Error in Thesis130 (line 942)
dynare_estimation(var_list_);

Error in dynare (line 180)
evalin('base',fname) ;

I have attached my mod file and my data, is anyone who could kindly have a look?
i am currently in the final year of my phd, however, in my universities, I do not get much help in Dynare programming, hence, I wish some kind people could give some guidance, and I will be grateful.
Sincerely, Jesse
Attachments
australia_us_data30.zip
my data file
(5.92 KiB) Downloaded 51 times
Thesis130.mod
My mod file
(32.01 KiB) Downloaded 83 times
Jesse
 
Posts: 44
Joined: Sat Feb 13, 2016 3:34 pm
Location: Sydney, Australia

Re: Log datadensity[LaplaceApproximation]isNaN.Error using c

Postby jpfeifer » Tue Apr 05, 2016 6:48 pm

Sorry, but I cannot run the files, because of
Code: Select all
Blanchard Kahn conditions are not satisfied: indeterminacy

at the initial values.
------------
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: Log datadensity[LaplaceApproximation]isNaN.Error using c

Postby Jesse » Fri Apr 22, 2016 1:11 pm

Dear Johannes,
Thank you very much for your kind help, i will correct my model according to your helpful suggestions.
Jesse
Jesse
 
Posts: 44
Joined: Sat Feb 13, 2016 3:34 pm
Location: Sydney, Australia


Return to Dynare help

Who is online

Users browsing this forum: No registered users and 15 guests