Dear all, When I use this code to get 90% HPD interval , this problem happened. I am unsure of how to resolve this problem and would appreciate any assistance！
The code I use:
estimation(mode_compute=6,
prior_trunc=0,graph_format=pdf, plot_priors=0,datafile=datathirteen, xls_sheet=Sheet1, xls_range=A1:CB126, first_obs=1,presample=15,
prefilter=0, bayesian_irf, irf=40,
mh_replic = 100000, mh_nblocks = 10,
mh_jscale=0.20,
mh_drop=0.2,
lik_init=2,
nodisplay,
mode_check
);
Estimation::marginal density: I’m computing the posterior mean and covariance… Done!
Estimation::marginal density: I’m computing the posterior log marginal density (modified harmonic mean)…
Estimation::marginal density: The support of the weighting density function is not large enough…
Estimation::marginal density: I increase the variance of this distribution.
Estimation::marginal density: Let me try again.
Estimation::marginal density: Let me try again.
Estimation::marginal density: Let me try again.
Estimation::marginal density: Let me try again.
Estimation::marginal density: Let me try again.
Estimation::marginal density: Let me try again.
Estimation::marginal density: Let me try again.
Estimation::marginal density: Let me try again.
Estimation::marginal density: Let me try again.
Estimation::marginal density: Let me try again.
…
Estimation::marginal density: There’s probably a problem with the modified harmonic mean estimator.
mayfft.log (342.5 KB)