Hi,

I encountered unexpected results from MCMC diagnostic - the diagnostics change historically when **mh_drop** is changed.

What I did & the results:

- I estimated a model on 2M replications and got
**kolasa8_mdiag**(multivariate) diagnostics file (**mh_drop=0.80**) - I loaded samples (
**load_mh_file**), added 40,000 more samples and did the diagnostics again (this time with**mh_drop=0.9**) and got**kolasa8_mdiag_new**file.

As you can see, the diagnostics changed even for the samples that stayed the same (most notably, for samples from 0-1M).

Are the diagnostics computed correctly? If so, what is the interpretation? The horizontal axis suggests that the results of the diagnostics are for the total number of replications, so how it can be affected by the portiond of draws I drop?

(The diagnostics are computed only for 100 points - I checked that this is not a problem by calculating the results for 1000 points. And yes, the same problem holds for multivariate and univariate diagnostics.)

The diagnostics EPS are zipped because *The extension eps is not allowed.*

**edit**: If you want to look into the files, I believe I know where the problematic part is, but I don’t understand the programming…

File: McMCDiagnostics.m

lines (dynare 4.4.3): 350, 356, 357,…

```
linea = ceil(options_.mh_drop*iter);
temp = tmp(find((tmp(:,3)>=linea) & (tmp(:,3)<=iter)),1:2);
MDIAG(ligne,1) = temp(CSUP,1)-temp(CINF,1);
```

diags.zip (9.48 KB)