use_tarb option error

[sadia]

Hi Johannes,

When I include

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use_tarb

option in estimation it returns me the error message: syntax error, unexpected NAME.

The way I write it as,

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estimation(datafile=oligo_hp,mh_replic=1000000,mh_nblocks=3, mh_jscale=2.7,use_tarb, endogenous_prior, mode_compute=6,plot_priors=0,mode_check,moments_varendo,filtered_vars,conditional_variance_decomposition=[1 4 8],conf_sig=0.95,bayesian_irf,irf = 40,graph_format=pdf)


Looks like it can't recognise the option. I am using dynare unstable version and Matlab2015. Do I need any other toolbox box for this and how to check that in Matlab? Thanks.

[jpfeifer]

Sorry, but the syntax has changed within the unstable version (it was never in a stable version). You need to use

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posterior_sampling_method='tailored_random_block_metropolis_hastings'

See https://github.com/DynareTeam/dynare/blob/master/tests/estimation/TaRB/fs2000_tarb.mod for an example. You can also see this in the manual of the unstable version.

[sadia]

Thank you.

[sadia]

Hi Johannes,

When using mode_compute 9 (in unstable version), after verifying the rank condition estimation stops with the error message:

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The rank condition is verified.
MODEL_DIAGNOSTICS:  No obvious problems with this mod-file were detected.
Initial value of the log posterior (or likelihood): -42098088207105.7
Error using cmaes (line 549)
Initial search volume (SIGMA) badly conditioned

Error in dynare_minimize_objective (line 361)
    [x, fval, COUNTEVAL, STOPFLAG, OUT, BESTEVER] =
    cmaes(func2str(objective_function),start_par_value,H0,cmaesOptions,varargin{:});

Error in dynare_estimation_1 (line 204)
    [xparam1, fval, exitflag, hh, options_, Scale, new_rat_hess_info] =
    dynare_minimize_objective(objective_function,xparam1,options_.mode_compute,options_,[bounds.lb
    bounds.ub],bayestopt_.name,bayestopt_,hh,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,bounds,oo_);

Error in dynare_estimation (line 105)
    dynare_estimation_1(var_list,dname);

Error in oligo (line 899)
oo_recursive_=dynare_estimation(var_list_);

Error in dynare (line 223)
evalin('base',fname) ;



What sort of problem this error message may indicate? The same model works fine with mode_compute =6 if I do not use endogenous prior.

Many thanks.

[jpfeifer]

This is a bug. The solution is at https://github.com/DynareTeam/dynare/pull/1435