https://github.com/mcreel/JuliaMPIMonteCarlo has code for doing Monte Carlo using the MPI package (https://github.com/JuliaParallel/MPI.jl). A note addressed to primarily to economists gives some discussion. The intention is to get beginners started, but there is also a more complex example. Embedded in that example, there is code for local linear nonparametric regression.
- [julia-users] Monte Carlo examples using the MPI package michael . creel
- [julia-users] Re: Monte Carlo examples using the MPI ... Viral Shah
- [julia-users] Re: Monte Carlo examples using the ... michael . creel