Octave and parallel estimation on Windows 10 i7 4 core PC

Estimation ML/Bayesian estimation
1

I cannot get Dynare in Octave using PStools to actually start calculating the parallel MCMC simulation chains in estimation. I have the step up so that Octave works, PStools is installed and responds in a COMMAND window as the instructions require, Dynare works in Octave, checking the parallel setup in Octave with parallel_test works, and the parallel chains for the MCMC estimation using PStools are actually started, but they then crash and hang with no actual work being done. Dynare reports in Octave then that the progress for each process is NaN.

I have the most recent GUI Octave version (4.2.2 I believe), the most recent PStools version (installed roughly 4 weeks ago), Windows 10 with the creators update, and and Intel i7 with 4 cores (8 hyperthreading).

I tried using the older version of Octave on the Dynare website and I could not even get Dynare to run a non-parallel estimation and so switched over to the newest version of Octave. The parallel execution of estimation fails in the command window version and the GUI version of Octave in the same fashion.

Any help would be greatly appreciated!

Thank you.

Sincerely,
Rob Luginbuhl

2

This might be a problem. We have never tried whether the parallel execution works with Octave. Does the non-parallel version work? AFAIK we only support Octave 4.2 up to this point.

3

Non-parallel seems to work fine. Perhaps slower? (Comparison difficult, Matlab runs on a server at work and Octave I use at home on my i7 windows desktop)

I had parallel Dynare in Octave working several years ago on my windows destop, but the windows, Dynare and Octave versions were all older versions. I used it quite a lot for a while though and it worked perfectly!

4

Did you try Octave 4.2 or only 4.2.2?

5

I tried to get parallel to work in Octave version 4.2.2. I will see if I can get parallel to work in 4.2.
-Rob

6

Dear Rob,

I don’t think 4.2 will make any difference compared to 4.2.2.

Could you possibly post some code so that I can replicate your problem?

Best,