Fixed time sampling

Hey folks,

Is there a way to sample a chain for a fixed amount of time, i.e. 15 minutes or so? Hacky ways are fine. We mostly have a fixed amount of time to run chains and just need to be able to safely abort after some pre-determined time period.


There currently is no way to do so. You could only time a few draws and then extrapolate how many draws are feasible within a given amount of time.

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Okay, thanks. No way to stream results to disk and then have an external process terminate sampling after a timer?

It depends on what you are trying to do. The main problem will be that Dynare does not know how to handle a chain with an a-priori unknown number of draws.

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Hm. Alright. We’ll just use an approximation and extrapolate, thank you!

Also, good to meet another fi-fur. Not a lot of us around.

In Germany, the name is not that uncommon and has been immortalized in a very old movie

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I wasn’t aware! Perhaps the Pfeiffers all stayed in Germany to take advantage of the great joke.