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multishell: Running simulations efficiently using Stata’s shell command

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  • Jan Ditzen

    (Heriot-Watt University)

Abstract

The package multishell is intended to speed up simulations by making use of multi-core processors and Stata’s shell command. In a first step, one or multiple do files are converted into batch files and added to a queue. After starting the main command, the current instance of Stata acts as an organiser and works through the queue. It allocates the batch files to a pre-set number of parallel running Stata instances. multishell has several distinct features. If do files include forvalues and foreach loops, multishell dissects the loops and creates for each combination a new do file, which is added to the queue. This allows for an efficient allocation and use of processor power. multishell can be used to connect two or more computers to a cluster. multishell then allocates to each computer parts of the queue and a simulation is run parallel on multiple computers. Computational power is used efficiently and time saved.

Suggested Citation

  • Jan Ditzen, 2018. "multishell: Running simulations efficiently using Stata’s shell command," London Stata Conference 2018 16, Stata Users Group.
    • Handle: RePEc:boc:usug18:16
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