diff --git a/matlab/SMC_samplers_initialization.m b/matlab/SMC_samplers_initialization.m
index a4a90acbffabd7fd91412f645e4c37f79156f6b4..f144ab66bd8e7307166d4cd21d83a6cda9c5e88b 100644
--- a/matlab/SMC_samplers_initialization.m
+++ b/matlab/SMC_samplers_initialization.m
@@ -85,7 +85,7 @@ fprintf(fidlog,'%% Session 1.\n');
fprintf(fidlog,' \n');
prior_draw(bayestopt_,options_.prior_trunc);
% Find initial values for the NumberOfParticles chains...
-set_dynare_seed('default');
+options_=set_dynare_seed_local_options(options_,'default');
fprintf(fidlog,[' Initial values of the parameters:\n']);
disp('Estimation::dsmh: Searching for initial values...');
ix2 = zeros(npar,NumberOfParticles);
diff --git a/matlab/backward/simul_backward_model_init.m b/matlab/backward/simul_backward_model_init.m
index 504593fb618b6ca8f1b4aa81bbc18b99309bffd1..99a77112715e13b30fb016c544255d0e35fd136e 100644
--- a/matlab/backward/simul_backward_model_init.m
+++ b/matlab/backward/simul_backward_model_init.m
@@ -155,7 +155,7 @@ if nargin<6 || isempty(innovations)
covariance_matrix_upper_cholesky = chol(covariance_matrix);
% Set seed to its default state.
if DynareOptions.bnlms.set_dynare_seed_to_default
- set_dynare_seed('default');
+ DynareOptions=set_dynare_seed_local_options(DynareOptions,'default');
end
% Simulate structural innovations.
switch DynareOptions.bnlms.innovation_distribution
diff --git a/matlab/ep/extended_path_initialization.m b/matlab/ep/extended_path_initialization.m
index 6f41c4d484eb82cc920ee87b8f03ee6b00fa1d32..4417f7b5adbd776a04342ede7f4f65ad18170c74 100644
--- a/matlab/ep/extended_path_initialization.m
+++ b/matlab/ep/extended_path_initialization.m
@@ -97,7 +97,7 @@ end
% Set seed.
if ep.set_dynare_seed_to_default
- set_dynare_seed('default');
+ DynareOptions=set_dynare_seed_local_options(DynareOptions,'default');
end
% hybrid correction
diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index 99fce83053943d09e2c1111d7b87c0cd8389b53d..f76c01d42a8292670393f9b21e1216f783f034e9 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -142,7 +142,7 @@ priordens([],[],[],[],[],[],1);
dyn_first_order_solver();
% Set dynare random generator and seed.
-set_dynare_seed('default');
+options_=set_dynare_seed_local_options(options_,'default');
% Load user configuration file.
if isfield(options_, 'global_init_file')
diff --git a/matlab/nonlinear-filters/auxiliary_initialization.m b/matlab/nonlinear-filters/auxiliary_initialization.m
index e05741052a346b0e512e782158dc1b90dcc90345..48224451ef2f9c3b0b11b67951a5f288f6d74c2a 100644
--- a/matlab/nonlinear-filters/auxiliary_initialization.m
+++ b/matlab/nonlinear-filters/auxiliary_initialization.m
@@ -83,7 +83,7 @@ state_variance_rank = size(StateVectorVarianceSquareRoot,2);
%end
% Set seed for randn().
-set_dynare_seed('default');
+DynareOptions=set_dynare_seed_local_options(DynareOptions,'default');
% Initialization of the likelihood.
const_lik = log(2*pi)*number_of_observed_variables;
diff --git a/matlab/nonlinear-filters/auxiliary_particle_filter.m b/matlab/nonlinear-filters/auxiliary_particle_filter.m
index 21caa73bd14362b156b565a2f5c7d071567299c1..93daa52148529fe69696a0215efdee5ba591058f 100644
--- a/matlab/nonlinear-filters/auxiliary_particle_filter.m
+++ b/matlab/nonlinear-filters/auxiliary_particle_filter.m
@@ -77,7 +77,7 @@ state_variance_rank = size(StateVectorVarianceSquareRoot,2);
Q_lower_triangular_cholesky = chol(Q)';
% Set seed for randn().
-set_dynare_seed('default');
+DynareOptions=set_dynare_seed_local_options(DynareOptions,'default');
% Initialization of the likelihood.
const_lik = log(2*pi)*number_of_observed_variables+log(det(H));
diff --git a/matlab/nonlinear-filters/conditional_particle_filter.m b/matlab/nonlinear-filters/conditional_particle_filter.m
index db204dc855b7e7d757a53da9bcdf3f5261bb4216..7a752b827dfa9bcc0b81db7630fdb6a0312c5407 100644
--- a/matlab/nonlinear-filters/conditional_particle_filter.m
+++ b/matlab/nonlinear-filters/conditional_particle_filter.m
@@ -78,7 +78,7 @@ state_variance_rank = size(StateVectorVarianceSquareRoot, 2);
Q_lower_triangular_cholesky = chol(Q)';
% Set seed for randn().
-set_dynare_seed('default');
+DynareOptions=set_dynare_seed_local_options(DynareOptions,'default');
% Initialization of the likelihood.
lik = NaN(T, 1);
diff --git a/matlab/nonlinear-filters/gaussian_filter.m b/matlab/nonlinear-filters/gaussian_filter.m
index 9b1b29e4c8cefc4e4bcd8217d7a2a558dc16fc26..afd9c87c96df034dd2f493dec55f1cae44f59780 100644
--- a/matlab/nonlinear-filters/gaussian_filter.m
+++ b/matlab/nonlinear-filters/gaussian_filter.m
@@ -74,7 +74,7 @@ else
end
if ParticleOptions.distribution_approximation.montecarlo
- set_dynare_seed('default');
+ DynareOptions=set_dynare_seed_local_options(DynareOptions,'default');
end
% Get covariance matrices
diff --git a/matlab/nonlinear-filters/gaussian_mixture_filter.m b/matlab/nonlinear-filters/gaussian_mixture_filter.m
index e06461b85acbbf61b0ac98a4cd2815aaab4ea5a0..e28d578dbdf564332849ad2f18c78a4a9aa12364 100644
--- a/matlab/nonlinear-filters/gaussian_mixture_filter.m
+++ b/matlab/nonlinear-filters/gaussian_mixture_filter.m
@@ -79,7 +79,7 @@ else
end
if ParticleOptions.distribution_approximation.montecarlo
- set_dynare_seed('default');
+ DynareOptions=set_dynare_seed_local_options(DynareOptions,'default');
end
% Get covariance matrices
diff --git a/matlab/nonlinear-filters/nonlinear_kalman_filter.m b/matlab/nonlinear-filters/nonlinear_kalman_filter.m
index ccae0731dbb3f7d654a89f305b319eef50a01842..f741cbd770c2a20fd391408096e892704113c439 100644
--- a/matlab/nonlinear-filters/nonlinear_kalman_filter.m
+++ b/matlab/nonlinear-filters/nonlinear_kalman_filter.m
@@ -105,7 +105,7 @@ else
end
if ParticleOptions.distribution_approximation.montecarlo
- set_dynare_seed('default');
+ DynareOptions=set_dynare_seed_local_options(DynareOptions,'default');
end
% Get covariance matrices
diff --git a/matlab/nonlinear-filters/online_auxiliary_filter.m b/matlab/nonlinear-filters/online_auxiliary_filter.m
index f81469e6c00d83ef48bf175d4a2d008087caa7a5..c9ab692d70ff648e1ea559d455da6777319fa0f4 100644
--- a/matlab/nonlinear-filters/online_auxiliary_filter.m
+++ b/matlab/nonlinear-filters/online_auxiliary_filter.m
@@ -39,7 +39,7 @@ function [pmean, pmode, pmedian, pstdev, p025, p975, covariance] = online_auxili
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
% Set seed for randn().
-set_dynare_seed('default');
+DynareOptions=set_dynare_seed_local_options(DynareOptions,'default');
pruning = DynareOptions.particle.pruning;
second_resample = DynareOptions.particle.resampling.status.systematic;
variance_update = true;
diff --git a/matlab/nonlinear-filters/sequential_importance_particle_filter.m b/matlab/nonlinear-filters/sequential_importance_particle_filter.m
index c69ded02f27f1d1d5eca6d7659b6962e84646089..323e2cd96d1ef1317de76ab7e33f06fe5411b742 100644
--- a/matlab/nonlinear-filters/sequential_importance_particle_filter.m
+++ b/matlab/nonlinear-filters/sequential_importance_particle_filter.m
@@ -101,7 +101,7 @@ state_variance_rank = size(StateVectorVarianceSquareRoot,2);
Q_lower_triangular_cholesky = chol(Q)';
% Set seed for randn().
-set_dynare_seed('default');
+DynareOptions=set_dynare_seed_local_options(DynareOptions,'default');
% Initialization of the weights across particles.
weights = ones(1,number_of_particles)/number_of_particles ;
diff --git a/matlab/parallel/InitializeComputationalEnvironment.m b/matlab/parallel/InitializeComputationalEnvironment.m
index 15372da7ccf241d6edaa9c947d999e34f05244ec..9d52cf015daedfcf143a141ddabd17469a966c10 100644
--- a/matlab/parallel/InitializeComputationalEnvironment.m
+++ b/matlab/parallel/InitializeComputationalEnvironment.m
@@ -64,7 +64,7 @@ isHybridMatlabOctave = isHybridMatlabOctave && ~isoctave;
options_.parallel_info.isHybridMatlabOctave = isHybridMatlabOctave;
if isHybridMatlabOctave
% Reset dynare random generator and seed.
- set_dynare_seed('default');
+ options_=set_dynare_seed_local_options(options_,'default');
end
diff --git a/matlab/posterior_sampler_core.m b/matlab/posterior_sampler_core.m
index 9b751c558bd0eda099f826962f2ae249c3d305c0..405c89c8866d8ac208111cf1f5cdd7592530d307 100644
--- a/matlab/posterior_sampler_core.m
+++ b/matlab/posterior_sampler_core.m
@@ -126,15 +126,15 @@ for curr_block = fblck:nblck
%
% Set the random number generator type (the seed is useless but needed by the function)
if ~isoctave
- set_dynare_seed(options_.DynareRandomStreams.algo, options_.DynareRandomStreams.seed);
+ options_=set_dynare_seed_local_options(options_,options_.DynareRandomStreams.algo, options_.DynareRandomStreams.seed);
else
- set_dynare_seed(options_.DynareRandomStreams.seed+curr_block);
+ options_=set_dynare_seed_local_options(options_,options_.DynareRandomStreams.seed+curr_block);
end
% Set the state of the RNG
set_dynare_random_generator_state(record.InitialSeeds(curr_block).Unifor, record.InitialSeeds(curr_block).Normal);
catch
% If the state set by master is incompatible with the slave, we only reseed
- set_dynare_seed(options_.DynareRandomStreams.seed+curr_block);
+ options_=set_dynare_seed_local_options(options_,options_.DynareRandomStreams.seed+curr_block);
end
mh_recover_flag=0;
if (options_.load_mh_file~=0) && (fline(curr_block)>1) && OpenOldFile(curr_block) %load previous draws and likelihood
diff --git a/matlab/posterior_sampler_initialization.m b/matlab/posterior_sampler_initialization.m
index ab9ffe063af0195e52daaa37744c1dadf1179449..db70a69da91f37a2b230ec55b9c62f5d2e1b869d 100644
--- a/matlab/posterior_sampler_initialization.m
+++ b/matlab/posterior_sampler_initialization.m
@@ -176,7 +176,7 @@ if ~options_.load_mh_file && ~options_.mh_recover
end
% Find initial values for the NumberOfBlocks chains...
if NumberOfBlocks > 1 || options_.mh_initialize_from_previous_mcmc.status% Case 1: multiple chains
- set_dynare_seed('default');
+ options_=set_dynare_seed_local_options(options_,'default');
fprintf(fidlog,[' Initial values of the parameters:\n']);
fprintf('%s: Searching for initial values...\n', dispString);
if ~options_.mh_initialize_from_previous_mcmc.status
@@ -295,7 +295,7 @@ if ~options_.load_mh_file && ~options_.mh_recover
else
for j=1:NumberOfBlocks
% we set a different seed for the random generator for each block then we record the corresponding random generator state (vector)
- set_dynare_seed(options_.DynareRandomStreams.seed+j);
+ options_=set_dynare_seed_local_options(options_,options_.DynareRandomStreams.seed+j);
% record.Seeds keeps a vector of the random generator state and not the scalar seed despite its name
[record.InitialSeeds(j).Unifor,record.InitialSeeds(j).Normal] = get_dynare_random_generator_state();
end
diff --git a/matlab/set_dynare_seed.m b/matlab/set_dynare_seed.m
index 9925d12cce45ec11efc0ab7e9c10e7e1d5cd3344..9791bded46dec50f0f958736f334bc00a1fdd41c 100644
--- a/matlab/set_dynare_seed.m
+++ b/matlab/set_dynare_seed.m
@@ -1,8 +1,10 @@
-function set_dynare_seed(a,b)
-% Set seeds depending on matlab (octave) version. This routine is called in dynare_config and can be called by the
+function set_dynare_seed(varargin)
+% Set seeds depending on matlab (octave) version. This routine is called is
+% a wrapper for set_dynare_seed_local_options
+% dynare_config and can be called by the
% user in the mod file.
%
-% Copyright © 2010-2020 Dynare Team
+% Copyright © 2010-2023 Dynare Team
%
% This file is part of Dynare.
%
@@ -18,92 +20,11 @@ function set_dynare_seed(a,b)
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
+
global options_
-if ~nargin
+if nargin<1
error('set_dynare_seed:: I need at least one input argument!')
end
-matlab_random_streams = ~(isoctave || options_.parallel_info.isHybridMatlabOctave);
-
-if matlab_random_streams% Use new matlab interface.
- if nargin==1
- if ischar(a) && strcmpi(a,'default')
- options_.DynareRandomStreams.algo = 'mt19937ar';
- options_.DynareRandomStreams.seed = 0;
- s = RandStream(options_.DynareRandomStreams.algo,'Seed',options_.DynareRandomStreams.seed);
- reset(RandStream.setGlobalStream(s));
- return
- end
- if ischar(a) && strcmpi(a,'reset')
- s = RandStream(options_.DynareRandomStreams.algo,'Seed',options_.DynareRandomStreams.seed);
- reset(RandStream.setGlobalStream(s));
- return
- end
- if ~ischar(a) || (ischar(a) && strcmpi(a, 'clock'))
- options_.DynareRandomStreams.algo = 'mt19937ar';
- if ischar(a)
- options_.DynareRandomStreams.seed = rem(floor(now*24*60*60), 2^32);
- else
- options_.DynareRandomStreams.seed = a;
- end
- s = RandStream(options_.DynareRandomStreams.algo,'Seed',options_.DynareRandomStreams.seed);
- reset(RandStream.setGlobalStream(s));
- return
- end
- error('set_dynare_seed:: something is wrong in the calling sequence!')
- elseif nargin==2
- if ~ischar(a) || ~( strcmpi(a,'mcg16807') || ...
- strcmpi(a,'mlfg6331_64') || ...
- strcmpi(a,'mrg32k3a') || ...
- strcmpi(a,'mt19937ar') || ...
- strcmpi(a,'shr3cong') || ...
- strcmpi(a,'swb2712') )
- disp('set_dynare_seed:: First argument must be string designing the uniform random number algorithm!')
- RandStream.list
- skipline()
- disp('set_dynare_seed:: Change the first input accordingly...')
- skipline()
- error(' ')
- end
- if ~isint(b)
- error('set_dynare_seed:: The second input argument must be an integer!')
- end
- options_.DynareRandomStreams.algo = a;
- options_.DynareRandomStreams.seed = b;
- s = RandStream(options_.DynareRandomStreams.algo,'Seed',options_.DynareRandomStreams.seed);
- reset(RandStream.setGlobalStream(s));
- end
-else% Use old matlab interface.
- if nargin==1
- if ischar(a) && strcmpi(a,'default')
- if isoctave
- options_.DynareRandomStreams.algo = 'state';
- else
- options_.DynareRandomStreams.algo = 'twister';
- end
- options_.DynareRandomStreams.seed = 0;
- rand(options_.DynareRandomStreams.algo,options_.DynareRandomStreams.seed);
- randn('state',options_.DynareRandomStreams.seed);
- return
- end
- if ischar(a) && strcmpi(a,'reset')
- rand(options_.DynareRandomStreams.algo,options_.DynareRandomStreams.seed);
- randn('state',options_.DynareRandomStreams.seed);
- return
- end
- if (~ischar(a) && isint(a)) || (ischar(a) && strcmpi(a,'clock'))
- if ischar(a)
- options_.DynareRandomStreams.seed = floor(now*24*60*60);
- else
- options_.DynareRandomStreams.seed = a;
- end
- rand(options_.DynareRandomStreams.algo,options_.DynareRandomStreams.seed);
- randn('state',options_.DynareRandomStreams.seed);
- return
- end
- error('set_dynare_seed:: Something is wrong in the calling sequence!')
- else
- error('set_dynare_seed:: Cannot use more than one input argument with your version of Matlab/Octave!')
- end
-end
+options_=set_dynare_seed_local_options(options_,varargin{:});
\ No newline at end of file
diff --git a/matlab/set_dynare_seed_local_options.m b/matlab/set_dynare_seed_local_options.m
new file mode 100644
index 0000000000000000000000000000000000000000..266a2a72423b172710fd29304399e4c4b0bedbd4
--- /dev/null
+++ b/matlab/set_dynare_seed_local_options.m
@@ -0,0 +1,121 @@
+function options_=set_dynare_seed_local_options(options_,a,b)
+% options_=set_dynare_seed_local_options(options_,a,b)
+% Set seeds depending on Matlab (octave) version
+% Inputs:
+% o options_ options structure
+% o a first input argument,
+% for single argument input, either
+% [number] seed
+% [string] 'default'
+% 'reset'
+% 'clock'
+% for two inputs:
+% [string] indicating feasible RNG algorithm (default: 'mt19937ar')
+% o b second input argument
+% [number] seed for algorithm
+% specified with first input
+
+% Copyright © 2010-2023 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
+
+if nargin<2
+ error('set_dynare_seed:: I need at least two input arguments!')
+end
+
+matlab_random_streams = ~(isoctave || options_.parallel_info.isHybridMatlabOctave);
+
+if matlab_random_streams% Use new matlab interface.
+ if nargin==2
+ if ischar(a) && strcmpi(a,'default')
+ options_.DynareRandomStreams.algo = 'mt19937ar';
+ options_.DynareRandomStreams.seed = 0;
+ s = RandStream(options_.DynareRandomStreams.algo,'Seed',options_.DynareRandomStreams.seed);
+ reset(RandStream.setGlobalStream(s));
+ return
+ end
+ if ischar(a) && strcmpi(a,'reset')
+ s = RandStream(options_.DynareRandomStreams.algo,'Seed',options_.DynareRandomStreams.seed);
+ reset(RandStream.setGlobalStream(s));
+ return
+ end
+ if ~ischar(a) || (ischar(a) && strcmpi(a, 'clock'))
+ options_.DynareRandomStreams.algo = 'mt19937ar';
+ if ischar(a)
+ options_.DynareRandomStreams.seed = rem(floor(now*24*60*60), 2^32);
+ else
+ options_.DynareRandomStreams.seed = a;
+ end
+ s = RandStream(options_.DynareRandomStreams.algo,'Seed',options_.DynareRandomStreams.seed);
+ reset(RandStream.setGlobalStream(s));
+ return
+ end
+ error('set_dynare_seed:: something is wrong in the calling sequence!')
+ elseif nargin==3
+ if ~ischar(a) || ~( strcmpi(a,'mcg16807') || ...
+ strcmpi(a,'mlfg6331_64') || ...
+ strcmpi(a,'mrg32k3a') || ...
+ strcmpi(a,'mt19937ar') || ...
+ strcmpi(a,'shr3cong') || ...
+ strcmpi(a,'swb2712') )
+ disp('set_dynare_seed:: First argument must be string designing the uniform random number algorithm!')
+ RandStream.list
+ skipline()
+ disp('set_dynare_seed:: Change the first input accordingly...')
+ skipline()
+ error(' ')
+ end
+ if ~isint(b)
+ error('set_dynare_seed:: The second input argument must be an integer!')
+ end
+ options_.DynareRandomStreams.algo = a;
+ options_.DynareRandomStreams.seed = b;
+ s = RandStream(options_.DynareRandomStreams.algo,'Seed',options_.DynareRandomStreams.seed);
+ reset(RandStream.setGlobalStream(s));
+ end
+else% Use old matlab interface.
+ if nargin==2
+ if ischar(a) && strcmpi(a,'default')
+ if isoctave
+ options_.DynareRandomStreams.algo = 'state';
+ else
+ options_.DynareRandomStreams.algo = 'twister';
+ end
+ options_.DynareRandomStreams.seed = 0;
+ rand(options_.DynareRandomStreams.algo,options_.DynareRandomStreams.seed);
+ randn('state',options_.DynareRandomStreams.seed);
+ return
+ end
+ if ischar(a) && strcmpi(a,'reset')
+ rand(options_.DynareRandomStreams.algo,options_.DynareRandomStreams.seed);
+ randn('state',options_.DynareRandomStreams.seed);
+ return
+ end
+ if (~ischar(a) && isint(a)) || (ischar(a) && strcmpi(a,'clock'))
+ if ischar(a)
+ options_.DynareRandomStreams.seed = floor(now*24*60*60);
+ else
+ options_.DynareRandomStreams.seed = a;
+ end
+ rand(options_.DynareRandomStreams.algo,options_.DynareRandomStreams.seed);
+ randn('state',options_.DynareRandomStreams.seed);
+ return
+ end
+ error('set_dynare_seed:: Something is wrong in the calling sequence!')
+ else
+ error('set_dynare_seed:: Cannot use more than one input argument with your version of Matlab/Octave!')
+ end
+end
diff --git a/matlab/simul_static_model.m b/matlab/simul_static_model.m
index 51d417a7c0d8896c546f708c017c64f6ecdbb034..bf3978a8160cb37f7a1bcd44cb5b789d78e7555f 100644
--- a/matlab/simul_static_model.m
+++ b/matlab/simul_static_model.m
@@ -53,7 +53,7 @@ if nargin<2 || isempty(innovations)
covariance_matrix_upper_cholesky = chol(covariance_matrix);
% Set seed to its default state.
if options_.bnlms.set_dynare_seed_to_default
- set_dynare_seed('default');
+ options_=set_dynare_seed_local_options(options_,'default');
end
% Simulate structural innovations.
switch options_.bnlms.innovation_distribution