Unless you really need to use some MPI functionality, why not use the 
built-in parallel processing capabilities? Does using MPI give a major 
performance benefit in your case?

-viral

On Friday, June 12, 2015 at 3:38:34 AM UTC-4, [email protected] wrote:
>
> 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. 
>

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