I still disagree. We had decided to make Dynare behavior deterministic and I still think it is a good thing. If we allow exceptions, we will be always wondering if a change in behavior is because of a random feature or because something has changed between two commits.

We have also discuss the possibility to expend the automatic tests to check whether the results are different from the yesterday results. This would require perfectly predictable behavior.

Best,

Michel
On 06/06/2012 04:13 PM, Stéphane Adjemian wrote:
I agree that it helps to have a deterministic behavior for debugging purposes... My point is that from a from a user perspective this behavior is misleading, that's why I am not convinced that we should fix the seed just to make our job easier.

Best,
Stéphane.

On 6 June 2012 15:25, Michel Juillard <michel.juillard@mjui.fr> wrote:
I disagree. The requirement of deterministic behavior in the same environment  is a help for debugging Dynare even more than to reassure users.

Best

Michel



On 06/06/2012 12:46 PM, Trac Dynare wrote:
#85: Estimation is not deterministic: a seed should be explictly given to random
number generator
-------------------------+--------------------------------------------------
 Reporter:  sebastien    |       Owner:  stepan
     Type:  enhancement  |      Status:  accepted
 Priority:  major        |   Milestone:  4.3
Component:  Estimation   |     Version:  4.1.0
 Keywords:               |
-------------------------+--------------------------------------------------

Comment(by stepan):

 Finally, I think that there is no reason to fix the seed for the mcmc
 routines. The resulting randomness in the posterior moments is a proof of
 non convergence of the mcmc.

 Replying to [comment:4 stepan]:
 >  I added a new routine (set_dynare_seed.m) in commit
 db54c2d76ec8ac6a42c0cbf99bc394f7644f2a85 and a test (example) file in
 commit 032957b36f2e1129ce3809f02dc2bf9e5e2d65f6. This routine is called in
 global_initialization. I removed the seed commands in simult.m and the
 option dynare_seed, so that the simulated time series are invariant across
 different instances of dynare.
 >
 >  I still need to adapt the mcmc routines
 >
 >  Maybe we should also adapt the swz routines.



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Stéphane Adjemian
http://www.dynare.org/stepan



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