[Octave-bug-tracker] [bug #52569] unexptected error occured when using dynare with octave

[anonymous]

URL:
  <http://savannah.gnu.org/bugs/?52569>

                 Summary: unexptected error occured when using dynare with
octave
                 Project: GNU Octave
            Submitted by: None
            Submitted on: Fri 01 Dec 2017 01:33:22 PM UTC
                Category: None
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Matlab Compatibility
                  Status: None
             Assigned to: None
         Originator Name: Klára Major
        Originator Email: address@hidden
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 4.2.1
        Operating System: Microsoft Windows

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Details:

Hello,

I was using Dynare 4.5.3 for bayesian estimation of dsge models, previously
mostly with matlab. Now I rerun my code now in Octave 4.2.1, officially stated
at dynare website that comaptible with dynare 4.5.3. Unfortunately, the same
code did not work, now I got the following error messages:

                                                                              
                                                           
 ***MESSAGE FROM ROUTINE D9LGIT IN LIBRARY SLATEC.
 ***FATAL ERROR, PROG ABORTED, TRACEBACK REQUESTED
 *  NO CONVERGENCE IN 200 TERMS OF CONTINUED FRACTION
 *  ERROR NUMBER = 3
 *
 ***END OF MESSAGE

 ***JOB ABORT DUE TO FATAL ERROR.
0          ERROR MESSAGE SUMMARY
 LIBRARY    SUBROUTINE MESSAGE START             NERR     LEVEL     COUNT
 SLATEC     D9LGIT     NO CONVERGENCE IN 20         3         2         9

error: Due to a bug in Octave, you must choose other values for mean and/or
variance of your prior on theta, or use another shape


Finally, by modifying the variance of theta parameter in the prior
distribution, the code worked. But I just do not understand what makes the
difference? Should I turn to Octave developers group or to Dynare? May I
expect that it will change in the upcoming releases?

Thank you very much for your attention.

Best regards,

Klára Major

ps. I attach the files if you want to check it.





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File Attachments:


-------------------------------------------------------
Date: Fri 01 Dec 2017 01:33:22 PM UTC  Name: dsge_est.mod  Size: 1KiB   By:
None

<http://savannah.gnu.org/bugs/download.php?file_id=42544>
-------------------------------------------------------
Date: Fri 01 Dec 2017 01:33:22 PM UTC  Name: usa_fred.mat  Size: 6KiB   By:
None

<http://savannah.gnu.org/bugs/download.php?file_id=42545>

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