This directory contains code related to the paper "Estimation of Dynamic Latent 
Variable Models Using Simulated Nonparametric Moments"
by Michael Creel and Dennis Kristensen.

Each subdirectory contains code to replicate one of the four Monte Carlo
examples in the paper. To replicate a given example, just open a terminal in the
relevant directory, start Octave, and from Octave, type "mc".

The mc.m scripts by default run serially. To run in parallel, edit mc.m and
uncomment the lines at the bottom that contain MPI_Initialized and MPI_Finalized.
Then, from the command prompt (not  the Octave prompt) type

(note X should be the total number of cores in the cluster plus 1)
mpirun -np X --hostfile /home/user/tmp/bhosts octave -q --eval mc

For this to work, you need to set the cluster up beforehand, following the
normal instructions for PelicanHPC.

Note that the simulation length in all cases is S=10000. To see results faster,
lower that number. This will lead to a loss of quality of the results, but will
let you experiment more conveniently.