Johannes Pfeifer
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96098a17d2
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cd128cb563
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@ -273,6 +273,7 @@ The Configuration File
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* Dynare Configuration::
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* Parallel Configuration::
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* Windows Step-by-Step Guide::
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Time Series
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@ -10066,6 +10067,7 @@ Is @code{true} or @code{false}.
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@menu
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* Dynare Configuration::
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* Parallel Configuration::
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* Windows Step-by-Step Guide::
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@end menu
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@node Dynare Configuration
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@ -10149,7 +10151,7 @@ The following routines are currently parallelized:
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@itemize
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@item
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the Metropolis-Hastings algorithm;
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the posterior sampling algorithms when using multiple chains;
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@item
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the Metropolis-Hastings diagnostics;
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@ -10185,7 +10187,7 @@ slaves):
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a standard Windows network (SMB) must be in place;
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@item
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@uref{http://technet.microsoft.com/en-us/sysinternals/bb896649.aspx,
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@uref{https://technet.microsoft.com/sysinternals/pstools.aspx,
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PsTools} must be installed in the path of the master Windows machine;
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@item
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@ -10193,6 +10195,8 @@ the Windows user on the master machine has to be user of any other
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slave machine in the cluster, and that user will be used for the
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remote computations.
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@item Detailed step-by-step setup instructions can be found in @xref{Windows Step-by-Step Guide}.
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@end itemize
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@item For a UNIX grid
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@ -10210,7 +10214,8 @@ to the slaves can be done without passwords, or using an SSH agent
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@end table
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We now turn to the description of the configuration directives:
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We now turn to the description of the configuration directives. Note that comments in
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the configuration file can be provided by separate lines starting with a hashtag (#).
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@deffn {Configuration block} [cluster]
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@ -10349,6 +10354,77 @@ MatlabOctavePath = matlab
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@end deffn
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@node Windows Step-by-Step Guide
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@section Windows Step-by-Step Guide
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This section outlines the steps necessary on most Windows systems to set up Dynare for parallel execution.
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@enumerate
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@item Write a configuration file containing the options you want. A mimimum working
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example setting up a cluster consisting of two local CPU cores that allows for e.g. running
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two Monte Carlo Markov Chains in parallel is shown below.
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@item Save the configuration file somwhere. The name and file ending do not matter
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if you are providing it with the @code{conffile} command line option. The only restrictions are that the
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path must be a valid filename, not contain non-alpha-numeric characters, and not contain any whitespaces.
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For the configuration file to be accessible without providing an explicit path at the command line, you must save it
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under the name @file{dynare.ini} into your user account's @code{Application Data} folder.
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@item Install the @file{PSTools} from @uref{https://technet.microsoft.com/sysinternals/pstools.aspx}
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to your system, e.g. into @file{C:\PSTools}.
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@item Set the Windows System Path to the @file{PSTools}-folder (e.g. using something along the line of pressing Windows Key+Pause to
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open the System Configuration, then go to Advanced -> Environment Variables -> Path, see also @uref{https://technet.microsoft.com/sysinternals/pstools.aspx}).
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@item Restart your computer to make the path change effective.
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@item Open Matlab and type into the command window
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@code{!psexec}
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This executes the
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@file{psexec.exe} of the @file{PSTools} on your system and
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shows whether Dynare will be able to locate it. If Matlab complains at this stage,
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you did not correctly set your Windows system path for the @file{PSTools}-folder.
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@item If @file{psexec.exe} was located in the previous step, a popup will show up, asking
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for confirmation of the license agreement.
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Confirm this copyright notice of @file{psexec} (this needs to be done only once).
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After this, Dynare should be ready for parallel execution.
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@item Call Dynare on your mod-file invoking the @code{parallel} option and providing the path to your configuration file
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with the @code{conffile}-option (if you did not save it as @file{%APPDATA%\dynare.ini} in step 2
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where it should be detected automatically)
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@example
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dynare ls2003 parallel conffile='C:\Users\Dynare~1\parallel\conf_file.ini'
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@end example
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Please keep in mind that no whitespaces or names longer than 8 characters are allowed in the @code{conffile}-path.
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The 8 character restriction can be circumvented
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by using the tilde Windows path notation as in the above example.
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@end enumerate
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@examplehead
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@example
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#cluster needs to always be defined first
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[cluster]
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#Provide a name for the cluster
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Name=Local
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#declare the nodes being member of the cluster
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Members=n1
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#declare nodes (they need not all be part of a cluster)
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[node]
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#name of the node
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Name=n1
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#name of the computer (localhost for the current machine)
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ComputerName=localhost
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#cores to be included from this node
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CPUnbr=[1:2]
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#path to matlab.exe; on Windows, Matlab's bin folder is in the system path
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#so we only need to provide the name of the exe file
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MatlabOctavePath=matlab
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#Dynare path you are using
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DynarePath=C:\dynare\2016-05-10\matlab
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@end example
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@node Time Series
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@chapter Time Series
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