MS-BVAR Parallel Options?


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.