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Parallelize msmf corr coeff.m (view source)
Revision as of 12:10, 20 July 2018
, 12:10, 20 July 2018→Around line 80 of msmf_corr_coeff
end
For large R=200, monte_M = 70 (hence large M), and mktsize= 30, computing each call to msmf_corr_coeff takes ~140 seconds. Computing epsimR12 is taking more than 50% time of msmf_corr_coeff.m. Each call computation of epsimR12 is taking no more than 2 seconds, but for a large M it will take a long time in total. To improve this, we use a parfor to paralellize this part.
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[[FILE:epsimR12_new.png]]
