Hello,
Is it possible to run the MS-BVAR codes in parallel or is it not available yet?
Hello,
Is it possible to run the MS-BVAR codes in parallel or is it not available yet?
No, this is not available.
Okay, this is what I thought.
Thank you for confirming!
Sorry to bother again, but would there be any possible way that I could rewrite the appropriate portions of the MS-SBVAR codes so that it can write in parallel?
I just reread Sims, Waggoner, and Zha (2008) and they were able to estimate their models via parallel methods.
Which part would you like to parallelize?
I would like to parallel the blockwise optimization algorithm used to find the posterior mode, the Metropolis-with-Gibbs sampling algorithm, and the MDD.
I am using the ms_estimation
, ms_simulation
, and ms_compute_mdd
commands.
As far as I can see, the estimation is done by a mex
-file, so parallelizing it will be very hard.