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To avoid data-racing, in each iteration m, we stored epsim12 into epsim_cell, and compute f using another for loop. Using parfor on a 12-cores machine gives a four time speed up for computing msmf_corr_coeff.m. Note that the actual speedup depends how many cores you are using. For the same R, monte_M, and mktsize, it now takes ~ 35 seconds to finish one call to msmf_corr_coeff.
[[FILE:msmf_corr_coeff_speedup.png]]

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