Hi.
How dynare determines number of metropolis hasting files per block ??
For example in my model I set two blocks in the model ( number of blocks in the model ) but Dynare generates 3 metropolis hasting files per block or per chain and therefore generates 6 metropolis hasting files.
Why Dynare generates 3 files per block ??
Dear Eisa,
When we first implemented estimation in Dynare, the amount of RAM in computers was limited. To avoid storing all the MCMC draws in the RAM we decided to save them in files (for each block) on the hard drive. There is an option somewhere (only in the matlab code) to determine the maximum size of those files. So depending on the size of your model (the number of estimated parameters) and the number of simulations the user requires, Dynare will generate a different number of such files. Nowdays, RAM is cheap, so we should probably increase the maximum size of these files (hence reduce the number of files). This may accelerate post MCMC operations (as convergence diagnostics, posterior IRFS or moments, …).
To sum-up, as a Dynare user you should not worry about the number of generated files.
Best,
Stéphane
Thanks for your response.
As I understand Dynare generates these files for each block based on the number of parameters and number of simulations in the model.
It should be governed by options_.MaxNumberOfBytes. The more parameters and draws you have, the more files of that size will be generated.