Logo Search packages:      
Sourcecode: octave-econometrics version File versions  Download package

average_moments.m

# Copyright (C) 2003,2004,2005  Michael Creel <michael.creel@uab.es>
# 
# 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/>.
 
# for internal use by gmm_estimate 


# average moments (separate function so it can be differentiated)
function m = average_moments(theta, data, moments, momentargs)
      
      global NSLAVES PARALLEL NEWORLD NSLAVES TAG;

      n = rows(data);

      if PARALLEL
            nn = floor(n/(NSLAVES + 1)); # save some work for master
    
            #  The command that the slave nodes will execute
            cmd=; 

            # send items to slaves
            NumCmds_Send({"theta", "nn", "cmd"},{theta, nn, cmd});

            # evaluate last block on master while slaves are busy
            m = feval("sum_moments_nodes", theta, data, moments, momentargs, nn);

            # collect slaves' results
            contrib = zeros(1,columns(m));
            for i = 1:NSLAVES
                  MPI_Recv(contrib,i,TAG,NEWORLD);
                  m = m + contrib;
            endfor

            m = m'; # we want a column vector, please
            m = m/n; # average please, not sum

      else # serial version
            m = feval(moments, theta, data, momentargs);
            m = mean(m)';  # returns Gx1 moment vector
      endif
      
endfunction

Generated by  Doxygen 1.6.0   Back to index