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Computational Economics

, Volume 48, Issue 3, pp 535–546 | Cite as

A Note on Julia and MPI, with Code Examples

  • Michael Creel
Article

Abstract

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.

Keywords

Julia programming language Message passing interface  Monte Carlo Approximate Bayesian computing 

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Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  1. 1.Universitat Autònoma de BarcelonaBarcelona Graduate School of Economics, and MOVEBarcelonaSpain

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