The other theory is that Seii taishogun (literally, "great general who subdues the barbarians") Yoshimasa ASHIKAGA had Daimonji no Okuribi burnt to pray for the repose of the soul of his deceased son Yoshihisa ASHIKAGA.
征夷大将軍・足利義政が、実子・足利義尚冥福を祈って焚かせたもの。