A Note on Julia and MPI, with Code Examples

Michael Creel

doi:https://doi.org/10.1007/s10614-015-9516-5

A Note on Julia and MPI, with Code Examples

Michael Creel

Department of Economics and Economic History

Research output: Contribution to journal › Article › Research › peer-review

1 Citation (Scopus)

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
Pages (from-to)	535-546
Journal	Computational Economics
Volume	48
DOIs	https://doi.org/10.1007/s10614-015-9516-5
Publication status	Published - 1 Oct 2016

Keywords

Approximate Bayesian computing
Julia programming language
Message passing interface
Monte Carlo

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