Hi Tony:
Thanks, but remember you asked.
Your first request is answered by
const dsts = 2 # dim( state vector )
which is set in the main file that calls to PF_RE_AR1_outer_alt.jl
In PF_RE_AR1_outer_alt.jl, I set
cs00V = eye(dsts)
cs00V[2,2] = sigu*sigu/(1.0 - rho1*rho1) # this is the line at which
Julia responds with ERROR: LoadError: InexactError()
Note that sigu and rho1 are Float64 types.
If you want, I can send you the complete set of Julia files/functions
generating the problem in ForwardDiff.hessian.
Best,
Jim
On Monday, November 2, 2015 at 10:31:08 AM UTC-5, Tony Kelman wrote:
>
> Misread the part where you said dsts = 2. Can you post more of the code,
> exactly how is dsts getting passed to these lines?
>
>
> On Monday, November 2, 2015 at 7:28:56 AM UTC-8, Tony Kelman wrote:
>>
>> By "the destination array" I meant the line
>>
>> cs00V = eye(dsts)
>>
>> If dsts is an integer element type there, then cs00V will also have an
>> integer element type. Try eye(size(dsts)...)
>>
>>
>> On Monday, November 2, 2015 at 5:32:54 AM UTC-8, [email protected]
>> wrote:
>>>
>>> Hi Tony:
>>>
>>> Thanks for the suggestion.
>>>
>>> Unfortunately, the result is the same.
>>>
>>> I initialized/pre-allocated the destination array for the Hessian as
>>>
>>> hessh = zeros(nparm,nparm)
>>>
>>> Julia's reply from the call to
>>>
>>> hessh = ForwardDiff.hessian(PF_RE_AR1_outer_alt, parms)
>>>
>>> began with
>>>
>>>
>>> ForwardDiff.HessianNumber{7,Float64,Tuple{Float64,Float64,Float64,Float64,Float64,Float64,Float64}}
>>>
>>> ForwardDiff.HessianNumber{7,Float64,Tuple{Float64,Float64,Float64,Float64,Float64,Float64,Float64}}
>>>
>>> followed by the ERROR: LoadError: InexactError() statement.
>>>
>>> Jim
>>>
>>>
>>> On Sunday, November 1, 2015 at 11:35:16 PM UTC-5, Tony Kelman wrote:
>>>>
>>>> You probably need to initialize the destination array with a floating
>>>> point, rather than integer, element type.
>>>
>>>
