Run MCMC chains in parallel (at the same time). This runner uses
the parallel package to distribute your chains over a number of
worker processes on the same machine. Compared with the "worker"
support in mcstate version 1 this is very simple and we'll improve
it over time. In particular we do not report back any information
about progress while a chain is running on a worker or even across
chains. There's also no support to warn you if your number of
chains do not neatly divide through by the number of workers.
Mostly this exists as a proof of concept for us to think about the
different interfaces. Unless your chains are quite slow, the
parallel runner will be slower than the serial runner
(monty_runner_serial) due to the overhead cost of starting the
cluster.
Arguments
- n_workers
Number of workers to create a cluster from. In a multi-user setting be careful not to set this to more cores than you are allowed to use. You can use
parallel::detectCores()to get an estimate of the number of cores you have on a single user system (but this is often an overestimate as it returns the number of logical cores, including those from "hyperthreading"). Fewer cores than this will be used if you run fewer chains than you have workers.
Value
A runner of class monty_runner that can be passed to
monty_sample()