[Scilab-users] GROCER: ms_var throwing errors during estimation in case of a VAR
dnayak
dnayak at ncsu.edu
Fri Mar 13 15:55:15 CET 2015
Thanks a lot Eric. Your Solution worked. I'll let you know if I face any
more problems.
Thanks,
Deb
On Fri, Mar 13, 2015 at 10:36 AM, Eric Dubois [via Scilab / Xcos - Mailing
Lists Archives] <ml-node+s994242n4031887h10 at n3.nabble.com> wrote:
> Hi Deb.
>
> I fear I have let a pause in my MSVAR_SetInit (the pause is very useful to
> understand bugs: when the program encounters a pause, it stops running and
> give you acces to all the variables created by the program until the pause,
> which helps you understanding what (variable) has went wrong). You can
> restart the program as indicated by running:
> -1->resume
>
> Anyway, please fiind enclosed a function MSVAR_SetInit without any pause.
>
> I have started also to look more deeply at your problem and I suggest you
> to run msvar with normalized variables (to avoid numerical problems) and
> with optim as the defautlt optimization program (to avoid too long an
> estimation):
> --> r=ms_var('all',1,['l/10000';'r/1000'],3,3,3,'optfunc=optim')
>
> This is only when you will have stabilized your model or if the results
> seem to you strange that you should switch back to optimg with:
> --> r=ms_var('all',1,['l/10000';'r/1000'],3,3,3,'opt_convg=0')
>
> Éric.
>
> 2015-03-13 14:51 GMT+01:00 dnayak <[hidden email]
> <http:///user/SendEmail.jtp?type=node&node=4031887&i=0>>:
>
>> Hi Eric,
>>
>> I used the new MSVAR_SetInit.sci that you sent me yesterday. I used the
>> getd command to load the new script and then proceeded as before.
>>
>> This time GROCER is not throwing any error, but I am not sure whether it
>> is working at all.
>>
>> After I run the estimation process, I get the message ----- 'Type
>> 'resume' or 'abort' to return to standard level prompt.'. Previously,
>> GROCER would print the initial values set by the program for the different
>> parameters and then go into the optimization step, when it would asked me
>> to wait. Nothing like that is happening now. Also, I can see a lot of
>> variables get loaded into the variable browser, which do not bear any
>> meaning for me.
>>
>> Am I following the right process? Please let me know.
>>
>> Thanks,
>> Deb
>>
>> On Thu, Mar 12, 2015 at 5:26 PM, Eric Dubois [via Scilab / Xcos - Mailing
>> Lists Archives] <[hidden email]
>> <http:///user/SendEmail.jtp?type=node&node=4031886&i=0>> wrote:
>>
>>> Hello Deb.
>>>
>>> There was indeed another real variable becoming complex (although its
>>> imaginary part was nil) before line 158. A rare problem, but sorry for not
>>> having antici^pated it could happen.
>>>
>>> I have solved the problem in the attached MSVAR_SetInit file (although I
>>> have not waited until full convergence, which seems to be rather long).
>>>
>>> Éric.
>>>
>>> 2015-03-12 18:22 GMT+01:00 dnayak <[hidden email]
>>> <http:///user/SendEmail.jtp?type=node&node=4031883&i=0>>:
>>>
>>>> Hi Eric,
>>>>
>>>> I did everything just the way you asked me to. I even got the message
>>>> '' --- new MSVAR_SerInit --- '', when I ran my estimation. However, I am
>>>> still getting the same error. But, it is in line 161 now, as you predicted.
>>>>
>>>> !--error 144
>>>> Undefined operation for the given operands.
>>>> check or define function %s_4_s for overloading.
>>>> at line 44 of function %s_pow called by :
>>>> at line 161 of function MSVAR_SetInit called by :
>>>> at line 165 of function ms_estimate called by :
>>>> at line 306 of function ms_var called by :
>>>>
>>>> r=ms_var('all',1,['l';'r'],nb_states,switch_var,var_opt,'prt=initial;final','opt_convg=0')
>>>>
>>>> I attach here both the original csv file that has my data and the dat
>>>> file that I obtained from the csv file using the impexc2bd command.
>>>>
>>>> I run my estimation using the following steps:
>>>> 1. Load data
>>>> - load('C:\Users\Adminuser\Desktop\TEST\Alice\AliceGROCERleftIrightP.dat')
>>>> 2. nb_states = 3
>>>> 3. switch_var = 3
>>>> 4. var_opt = 3
>>>>
>>>> 5. r=ms_var('all',1,['l';'r'],nb_states,switch_var,var_opt,'prt=initial;final','opt_convg=0')
>>>>
>>>> Hope this helps.
>>>>
>>>> Thanks,
>>>> Deb
>>>>
>>>>
>>>>
>>>> On Thu, Mar 12, 2015 at 4:30 AM, Eric Dubois [via Scilab / Xcos -
>>>> Mailing Lists Archives] <[hidden email]
>>>> <http:///user/SendEmail.jtp?type=node&node=4031882&i=0>> wrote:
>>>>
>>>>> Hi Deb.
>>>>>
>>>>> Could you please download the attach file in a new folder (say
>>>>> c:/new_ms) and:
>>>>> - load the file with the following command:
>>>>> --> getd('c:/new_ms')
>>>>> - then run again your estimation code
>>>>> - check that the program displays:
>>>>>
>>>>> --- new MSVAR_SerInit ---
>>>>>
>>>>> Then
>>>>> 1) if your estimation ends without error, fine (but this should mean
>>>>> that you have not properly installed Grocer v1.65, then please tell me
>>>>> exactly what you did - did you use Atoms or did you download Grocer from my
>>>>> web site? Where did you unzip the zip file? What mesages did you obtain?)
>>>>> 2) if you have the same error -except that it should now happen at
>>>>> line 161 of function MSVAR-SetInit- then could you send me your data and
>>>>> code (you can send it directly at [hidden email]
>>>>> <http:///user/SendEmail.jtp?type=node&node=4031875&i=0> or [hidden
>>>>> email] <http:///user/SendEmail.jtp?type=node&node=4031875&i=1>), so
>>>>> that I can figure out what happens exactly?
>>>>>
>>>>> Éric.
>>>>>
>>>>> 2015-03-11 22:56 GMT+01:00 dnayak <[hidden email]
>>>>> <http:///user/SendEmail.jtp?type=node&node=4031875&i=2>>:
>>>>>
>>>>>> Hi Eric,
>>>>>>
>>>>>> Thanks for your prompt reply. I did as you asked me to do. I removed
>>>>>> GROCER
>>>>>> 1.62 and used 1.65. But still the same error is appearing.
>>>>>>
>>>>>> !--error 144
>>>>>> Undefined operation for the given operands.
>>>>>> check or define function %s_4_s for overloading.
>>>>>> at line 44 of function %s_pow called by :
>>>>>> at line 158 of function MSVAR_SetInit called by :
>>>>>> at line 165 of function ms_estimate called by :
>>>>>> at line 306 of function ms_var called by :
>>>>>>
>>>>>> r=ms_var('all',1,['l';'r'],nb_states,switch_var,var_opt,'prt=initial;final','opt_convg=0')
>>>>>>
>>>>>> As I said earlier, when I use 2 states, GROCER starts working. It
>>>>>> throws the
>>>>>> error when I use 3 states.
>>>>>>
>>>>>> Thanks,
>>>>>> Deb
>>>>>>
>>>>>>
>>>>>>
>>>>>> --
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>>>>
>>>>
>>>> *AliceGROCERleftIrightP.csv* (71K) Download Attachment
>>>> <http://mailinglists.scilab.org/attachment/4031882/0/AliceGROCERleftIrightP.csv>
>>>> *AliceGROCERleftIrightP.dat* (113K) Download Attachment
>>>> <http://mailinglists.scilab.org/attachment/4031882/1/AliceGROCERleftIrightP.dat>
>>>>
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