When I estimate posterior mode I use fmincon
- Code: Select all
compute_mode=1
after I get:
Iter F-count f(x) Max constraint Line search steeplength Directional derivative First oreder optimality procedure
0 49 9.92426e+015 -0.008824 - - -
1 99 1e+008 -0.004412 0.5 0 6.92e+028
Optimization terminated: first-order optimality measure less than options.TolFun and maximum constraint violations is less than options.TolCon
No active inequalities.
That was about 8 hours ago, and the program is still runing. Did it get stuck or it is ok, and it will continue.
I run the estimation like this:
- Code: Select all
estimation(datafile=dsge_data,nobs=39,first_obs=1,
mh_replic=100000,mh_nblocks=5,mh_drop=0.5,mh_jscale=0.3,mode_compute=1,conf_sig =0.95);
how much time this should take. Does dynare stop the algoritm if it gets stuck.
I know time depends on the PC, I have 1GB RAM, and dual core intel core2 dou CPU T7250 @ 2.00 GHz 2.00 GHz
And no more output is printed.... nothing....