Abstract
© 2015, Springer Science+Business Media New York. This note explains how MPI may be used with the Julia programming language. An example of a simple Monte Carlo study is presented, with code. The code is intended to serve as a general purpose template for more relevant applications. A second example shows how the template code may be adapted to perform a Monte Carlo study of the properties of an approximate Bayesian computing estimator of actual research interest. All of the code is available at https://github.com/mcreel/JuliaMPIMonteCarlo.
Original language | English |
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Pages (from-to) | 535-546 |
Journal | Computational Economics |
Volume | 48 |
DOIs | |
Publication status | Published - 1 Oct 2016 |
Keywords
- Approximate Bayesian computing
- Julia programming language
- Message passing interface
- Monte Carlo