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.

Cameron

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.

1 Like

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.

1 Like

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 https://www.youtube.com/watch?v=h19YjALZQ_g

1 Like

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