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srlanalytics / bdfm

Bayesian dynamic factor model estimation and predictive statistics including nowcasting and forecasting
MIT License
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set seed in cpp #57

Open christophsax opened 5 years ago

christophsax commented 5 years ago

Not urgent, but would be nice if we could set the seed and get reproducible results. Does not need to be in the first initial version.

christophsax commented 5 years ago

It would be really nice to have that. It's kind of weird if you are not able to replicate an estimation. We should try to bring that into the first version.

christophsax commented 5 years ago

I played around quite a bit, and I think this one is important.

Regularly, I run into some non-reproducible errors, which are probably caused by the random draws. Without seed setting, we cannot look into these.