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.
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Notes
See http://pkg.julialang.org/ for a list—there is even a preliminary Dynare package.
We make the unrealistic assumption that one never misses the target completely!
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Creel, M. A Note on Julia and MPI, with Code Examples. Comput Econ 48, 535–546 (2016). https://doi.org/10.1007/s10614-015-9516-5
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DOI: https://doi.org/10.1007/s10614-015-9516-5