matlab crashed when run example RBC_DataGen.mod

[dony]

Hi,

I installed Dynare 4.03 to work with matlab 7.4 on Linux. No errors during the installation. After the installation I tested dynare with the examples under the directory .../doc/userguid/models:

>> dynare fs2000ns
showed some results; but

>>Dynare RBC_DataGen
made matlab crash and generate a matlab_crashed_dump file.

What could be the problem?

Thank you for your help!

[MichelJuillard]

Are you using a 64 bit version of Matlab? If that is the case, try to download the snapshot. We have
corrected a few problems.

Best

Michel

[dony]

Are you using a 64 bit version of Matlab? If that is the case, try to download the snapshot. We have
corrected a few problems.

Best

Michel

Hi Michel,

You are right, I am using a 64 bit version of Matlab, on Linux. But it seems that the dynare version I used (v 4.03, modified on March 24, 2009) is newer than the snapshot version (v 4.0, modified on September 25, 2008). I was wondering if there is another location where I can download the resent snapshots?

Thanks a lot!
Yulan

[MichelJuillard]

The date of the snapshot is meaningless. It is the date at which we have created the file. But we refresh the file every night and this doesn't update the date.

Best

Michel

[dony]

Hi Michel,

I installed the snapshot version, which was download today. Matlab doesn't crash when testing the MOD files. I can run dynare with RBC_DataGen, RBC_Monop_Det, RBC_Monop_JFV successfully. But I got errors with RBC_Est and fs2000ns. fs2000ns was working with release v4.03. Here is the errors:

>> dynare fs2000ns
......

ESTIMATION RESULTS

Log data density is 1288.711346.
??? Undefined function or variable 'estim_params'.

Error in ==> GetPosteriorParametersStatistics at 71
header_width = row_header_width(M_,estim_params,bayestopt_);

Error in ==> dynare_estimation_1 at 1033
oo_ = GetPosteriorParametersStatistics(estim_params_, M_, options_, bayestopt_, oo_);

Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});

Error in ==> fs2000ns at 165
dynare_estimation(var_list_);

Error in ==> dynare at 125
evalin('base',fname) ;

>> dynare RBC_Est

......

Log data density [Laplace approximation] is 672.523489.

??? Error using ==> chol
Matrix must be positive definite.

Error in ==> metropolis_hastings_initialization at 52
d = chol(vv);

Error in ==> random_walk_metropolis_hastings at 43
[ ix2, ilogpo2, ModelName, MhDirectoryName, fblck, fline, npar, nblck, nruns, NewFile, MAX_nruns, d ] = ...

Error in ==> dynare_estimation_1 at 1020
feval(options_.posterior_sampling_method,'DsgeLikelihood',options_.proposal_distribution,xparam1,invhess,bounds,gend,data,...

Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});

Error in ==> RBC_Est at 128
dynare_estimation(var_list_);

Error in ==> dynare at 125
evalin('base',fname) ;


Anything I need to do to make these two examples run smoothly?

Thanks!
Yulan

The date of the snapshot is meaningless. It is the date at which we have created the file. But we refresh the file every night and this doesn't update the date.

Best

Michel

[MichelJuillard]

Thanks for reporting the bugs. I already fixed the ones affecting fs2000ns.mod. It will be available in tomorrow's snapshot.

Best

Michel

[MichelJuillard]

Concerning RBC_Est.mod, I would make the following changes to the priors for estimation

rho: set std dev of prior to 0.02 instead of 0.05 (avoids the asymptote to 1.0 with the original value)
epsilon: set std dev of prior to 0.03 instead of 0.003 (this prior is too tight to allow for enough variation to compute variance at the mode)

Best

Michel

[dony]

Hi Michel,

Installed the new snapshot, everythig works now! Thanks a lot!

Yulan