Recovering MH diagnostic

Dynare help (legacy posts)
1

Hello,
Is it possible to recover the Metropolis Hasting diagnostic check graphs after Matlab has been closed?
I do not want to re-run the estimation because it takes many hours.
If there is a mean to re-run theses diagnostics without running estimation, it would be perfect.
Thanks for any helps!!!
Tovonony

2

Run your model again but change your estimation command to include:

It tells Dynare not to run Metropolis-Hasting again, but to use previously generated files. After it is finished run:

This will reproduce MH diagnostics graphs.

3

thanks a lot Peter487,
In fact, i had the following code

So you mean that i have to re-run the model with the following estimation block

or simply

Moreover, do you know how to get the entire sequence of the parameters generated by the MH?
Thanks again,
Tovonony

4

Yes run it with

estimation(datafile=data_cpi_ols,mh_replic=0,mh_nblocks=5,mh_drop=0.45,mh_jscale=0.7,mode_file=erpt_mode,mode_compute=6,load_mh_file,smoother)

However you can also skip mode compute as you already have it (handle with care)

estimation(datafile=data_cpi_ols,mh_replic=0,mh_nblocks=5,mh_drop=0.45,mh_jscale=0.7,mode_file=erpt_mode,mode_compute=0,load_mh_file,smoother)

I’m not really sure what you mean, but you can find values generated by MH in the folder yourmodelname/metropolis/

5

ok, many thanks!!!