Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / openmpi_ext-1.0.2 / mc_example.m

diff --git a/octave_packages/openmpi_ext-1.0.2/mc_example.m b/octave_packages/openmpi_ext-1.0.2/mc_example.m
new file mode 100644 (file)
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+++ b/octave_packages/openmpi_ext-1.0.2/mc_example.m
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+## Copyright (C) 2009  Michael Cree <michael.creel@uab.es>
+## under the terms of the GNU General Public License.
+##
+## This program is free software; you can redistribute it and/or modify
+## it under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2 of the License, or
+## (at your option) any later version.
+##
+## This program is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+## GNU General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with this program; If not, see <http://www.gnu.org/licenses/>.
+
+
+# mc_example: shows how Monte Carlo can be done using mpi, Does Monte
+# Carlo on the OLS estimator. Uses montecarlo.m
+#
+# USAGE: from the command prompt, not the octave prompt, execute
+# orterun -np 3 octave --eval mc_example
+1;
+function betahat = olswrapper(args)
+       n = args{1};
+       theta = args{2};
+       x = [ones(n,1) randn(n,1)];
+       y = x*theta + randn(n,1);
+       betahat = ols(y,x);
+       betahat = betahat';
+endfunction
+
+
+n = 30;
+theta = [1;1];
+
+reps = 10000;
+f = "olswrapper";
+args = {n, theta};
+outfile = "mc_output";
+n_pooled = 100;
+verbose = false;
+tic;
+ montecarlo(f, args, reps, outfile, n_pooled, false, verbose);
+t=toc
+
+# info = MPI_Init 
+# tic;
+# montecarlo(f, args, reps, outfile, n_pooled, verbose);
+# disp("I am here!");
+# t=toc
+#  info = MPI_Finalize() 
+