Simulation results change even with fixed seed

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Simulation results change even with fixed seed

Postby nmark » Wed Jun 14, 2017 8:16 pm

I am running a dynare program where in the simulations, even though I fix the seed, if I run it twice, the results change. Before each run, I clear the memory. I'm talking about things like the standard deviation of variables. I ran it on my apple macbook pro, on my unversity's research computing cluster, and my coauthor ran it on her windows computer. In each instance, the results change.

I am running a dynare program using Matlab version R2016b Dynare 4.3.3 on a macbook pro. My university's research computing cluster has Matlab R2016a and Dynare 4.3.3.

This is very strange to me. Has anyone else ever had this problem? Any ideas/suggestions/help would be greatly appreciated.
nmark
 
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Re: Simulation results change even with fixed seed

Postby jpfeifer » Fri Jun 16, 2017 8:00 am

How do you fix the seed? Also, please try the Dynare 4.5. Older version may not be compatible with the newer version to adress Matlab's random number generator.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: Simulation results change even with fixed seed

Postby nmark » Fri Jun 16, 2017 7:34 pm

set_dynare_seed(82784) ;
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Re: Simulation results change even with fixed seed

Postby jpfeifer » Sat Jun 17, 2017 3:16 pm

Have you tried Dynare 4.5?
------------
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


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