{smcl} {* *! version 1.15.8.19 19ago2015}{...} {cmd:help parallel}{right:also see: {net "describe miparallel, from(http://fmwww.bc.edu/RePEc/bocode/m)":miparallel}} {hline} {title:Title} {phang} {bf:parallel} {hline 2} Stata module for Parallel computing {title:Index} {p2colset 5 31 31 2} {p2col:{bf:{ul:Sections}}}{p_end} {p2col: 1. {help parallel##syntax:Syntax}}Command syntax.{p_end} {p2col: 2. {help parallel##description:Description}}Command description.{p_end} {p2col: 3. {help parallel##details:Details}}How does parallel works.{p_end} {p2col: 4. {help parallel##append_how:Parallel Append}}Using -parallel append- syntax.{p_end} {p2col: 5. {help parallel##caveates:Caveates}}Things to consider before using parallel.{p_end} {p2col: 6. {help parallel##tech:Technical note}}Some details under the hood.{p_end} {p2col: 7. {help parallel##examples:Examples}}Some examples using parallel{p_end} {p2col: 8. {help parallel##saved_results:Saved results}}A list of parallel's save results{p_end} {p2col: 9. {help parallel##development:Development}}Up-to-date version and bug reporting{p_end} {p2col: 10. {help parallel##source:Source code}}parallel's (MATA) source code{p_end} {p2colset 5 31 31 2} {p2col:{bf:{ul:Available commands}}}{p_end} {p2col: 1. {help parallel##setclusters:parallel setclusters}}Setting the number of clusters.{p_end} {p2col: 2. {help parallel##do:parallel do}}Parallelizing a do-file.{p_end} {p2col: 3. {help parallel##prefix:parallel : (prefix)}}Parallelizing a Stata command (parallel prefix).{p_end} {p2col: 4. {help parallel##bs:parallel bs}}Parallel bootstrapping.{p_end} {p2col: 5. {help parallel##bs:parallel sim}}Parallel simulate.{p_end} {p2col: 6. {help parallel##append:parallel append}}Multiple file processing and appending.{p_end} {p2col: 7. {help parallel##clean:parallel clean}}Removing auxiliary files.{p_end} {p2col: 8. {help parallel##seelog:parallel seelog}}Checking out clusters' logfiles.{p_end} {p2col: 9. {help parallel##version:parallel version}}Query parallel current version.{p_end} {p2col: 10. {help parallel##break:parallel break}}Query if the mother process has requested to break.{p_end} {marker syntax}{...} {title:1. Syntax} {col 5}{hline}{marker setclusters}{...} {pstd}Setting the number of clusters (threads/processors) {p 8 17 2} {cmdab:parallel setclusters} # [, {opt f:orce} {opt s:tatapath}({it:{help filename:stata_path}}) {opt g:ateway}({it:{help filename:gateway_path}}) {opt i:ncludefile}({it:{help filename:filename}})] {col 5}{hline}{col 2}{marker do}{...} {pstd}Parallelizing a do-file {p 8 17 2} {cmdab:parallel do} {it:{help filename}} [, {opt by}({it:{help varlist}}) {opt f:orce} {opt k:eep} {opt keepl:ast} {opt prog:rams}({it:{help namelist}}) {opt m:ata} {opt nog:lobal} {opt s:eeds}({it:{help numlist}}) {opt nod:ata} {opt r:andtype}({it:current|datetime|random.org}) {opt t:imeout}({it:#}) {opt proc:essors}({it:#}) {opt set:parallelid}({it:pll_id})] {col 5}{hline}{marker prefix}{...} {pstd}Parallelizing a Stata command (parallel prefix) {p 8 17 2} {cmdab:parallel} [, {opt by}({it:{help varlist}}) {opt f:orce} {opt k:eep} {opt keepl:ast} {opt prog:rams}({it:{help namelist}}) {opt m:ata} {opt nog:lobal} {opt s:eeds}({it:{help numlist}}) {opt nod:ata} {opt r:andtype}({it:current|datetime|random.org}) {opt t:imeout}({it:#}) {opt proc:essors}({it:#}) {opt set:parallelid}({it:pll_id})]: {it:command} {col 5}{hline}{marker bs}{...} {pstd}Parallel bootstrapping {p 8 17 2} {cmdab:parallel bs} [, {opt exp:ression}({it:{help exp_list}}) {opt prog:rams}({it:{help namelist}}) {opt m:ata} {opt nog:lobal} {opt s:eeds}({it:{help numlist}}) {opt r:andtype}({it:current|datetime|random.org}) {opt t:imeout}({it:integer}) {opt proc:essors}({it:integer}) {it:{help bs:bs_options}} ] [{cmd::} {it:command}] {col 5}{hline}{marker sim}{...} {pstd}Parallel simulate {p 8 17 2} {cmdab:parallel sim} , {opt r:eps}({it:#}) [ {opt exp:ression}({it:{help exp_list}}) {opt prog:rams}({it:{help namelist}}) {opt m:ata} {opt nog:lobal} {opt s:eeds}({it:{help numlist}}) {opt r:andtype}({it:current|datetime|random.org}) {opt t:imeout}({it:#}) {opt proc:essors}({it:#}) {it:{help simulate:sim_options}} ] [{cmd::} {it:command}] {col 5}{hline}{marker append}{...} {pstd} Multiple file processing and appending {p 8 17 2} {cmdab:parallel append} [{it:{help filename:file(s)}}] , {opt d:o}({it:cmd|dofile}) [{opt in}({it:{help in}}) {opt if}({it:{help if}}) {opt e:xpression}({it:expand expression (see details)}) {opt proc:essors}({it:#}) {opt prog:rams}({it:{help namelist}}) {opt r:andtype}({it:current|datetime|random.org}) {opt t:imeout}({it:#})] {col 5}{hline}{marker clean}{...} {pstd}Removing auxiliary files {p 8 17 2} {cmdab:parallel clean} [, {opt e:vent}({it:pll_id}) {opt a:ll} {opt f:orce}] {col 5}{hline}{marker seelog}{...} {pstd}Checking out clusters' logfiles {p 8 17 2} {cmdab:parallel seelog} [{it:#}] [, {opt e:vent}({it:pll_id})] {p 8 17 2} {cmdab:parallel printlog} [{it:#}] [, {opt e:vent}({it:pll_id})] {col 5}{hline}{marker version}{...} {pstd}Query {cmd:parallel} current version {p 8 17 2} {cmdab:parallel version} {col 5}{hline}{marker break}{...} {pstd}Query if the mother process has requested to break {p 8 17 2} {cmdab:parallel break} {synoptset 15 tabbed}{...} {synopthdr} {synoptline} {syntab:Setting the number of clusters} {synopt:{opt f:orce}}Overrides the 8 clusters restriction (see the {help parallel##warnings:WARNING} in description).{p_end} {synopt:{opt s:tatapath}}File path. {cmd:parallel} tries to automatically identify Stata's exe path. By using this option you will override this and force {cmd:parallel} to use a specific path to stata.exe.{p_end} {synopt:{opt g:ateway}}File path. For Windows, a file that a Cygwin process is listening to in order to execute the parallel instances. See example below.{p_end} {synopt:{opt i:ncludefile}}File path. This file will be included before parallel commands are executed. The target purpose for this is to allow one to copy over preferences that {cmd:parallel} does not copy automatically.{p_end} {syntab:Byable parallelization} {synopt:{opt by}}Varlist. Tells the command through which observations the current dataset can be divided, avoiding stories (panel) splitting over two or more clusters.{p_end} {synopt:{opt f:orce}}When using {opt by}, {cmd:parallel} checks whether if the dataset is properly sorted. By using {opt force} the command skips this check.{p_end} {syntab:Keeping auxiliary files (use with caution)} {synopt:{opt k:eep}}Keeps auxiliary files generated by {cmd:parallel}.{p_end} {synopt:{opt keepl:ast}}Keeps auxiliary files and remove those last time saved during the current session.{p_end} {syntab:Passing Stata/Mata objects} {synopt:{opt prog:rams}}A list of programs to be passed to each cluster. {p_end} {synopt:{opt m:ata}}If the algorithm needs to use mata objects, this option allows to pass to each cluster every mata object loaded in the current session (including functions). Note that when mata objects are loaded into the child processes they will have different locations and therefore pointers may no longer be accurate.{p_end} {synopt:{opt nog:lobal}}Avoid passing current session's globals to the clusters.{p_end} {syntab:Simulation options} {synopt:{opt s:eeds}}Numlist. With this option the user can pass an specific seed to be used within each cluster.{p_end} {synopt:{opt nod:ata}}Tells {cmd:parallel} not to use loaded data and thus not to try splitting or appending anything.{p_end} {synopt:{opt randt:ype}}String. Tells parallel whether to use the current seed (-current-), the current datetime (-datetime-) or random.org API (-random.org-) to generate the seeds for each clusters (please read the Description section).{p_end} {syntab:Parallel bootstrap} {synopt:{opt exp:ression}}An {help exp_list} to be passed to the {help bootstrap} command.{p_end} {synopt:{opt bs_options}} Further options to be passed to the {help bootstrap} command. {syntab:Parallel simulate} {synopt:{opt exp:ression}}An {help exp_list} to be passed to the {help simulate} command.{p_end} {synopt:{opt sim_options}} Further options to be passed to the {help simulate} command. {syntab:Multiple file processing and appending} {synopt:{opt d:o}}Stata cmd or dofile.{p_end} {synopt:{opt e:xpression}}String. Expression representing file names in the form of "{it:{help fmt:%fmts}}, {it:{help numlist: numlist1 [, numlist2 [, ...]]}}" {syntab:Removing auxiliary files} {synopt:{opt e:vent}}Integer. Specifies which executed (and stored) event's files should be removed.{p_end} {synopt:{opt a:ll}}Tells {cmd:parallel} to remove every remnant auxiliary files generated by it in the current directory.{p_end} {synopt:{opt f:orce}}Forces the command to remove (apparently) in-use auxiliary files. Otherwise these will not get deleted.{p_end} {syntab:Other options} {synopt:{opt t:imeout}}Integer. If a cluster hasn't start, how much time in seconds does {cmd:parallel} has to wait until assume that there was a connection error and thus the child process (cluster) won't start. Default value is 60.{p_end} {synopt:{opt proc:essors}}Integer. If running on StataMP, sets the number of processors each cluster should use. Default value is 0 (do nothing).{p_end} {synopt:{opt set:parallelid}}Programmers' option. Forces parallel to use an specific id ({it:pll_id}) (see {help parallel##tech:Technical Notes}).{p_end} {marker description}{...} {title:2. Description} {pstd} -{cmd:parallel}- allows to implement parallel computing, without having StataMP, substantially reducing computing time. Specially suitable for bootstrapping and simulations, parallel includes out-of-the-box tools for implementing such algorithms. {p_end} {pstd} In order to use -{cmd:parallel}- it is necessary to set the number of desired clusters with which the user wants to work with. To do this the user should use -{cmd:parallel setclusters}- syntaxes, replacing {it:#} with the desired number of clusters. Setting more clusters than physical cores the user's computer has it is not recommended (see the {help parallel##warnings:WARNING} in description). {p_end} {pstd} -{cmd:parallel do}- is the equivalent (wrapper) to -do-. When using this syntax parallel runs the dofile in as many clusters as there where specified by the user, this is, start {cmd:$PLL_CLUSTERS} Stata instances in batch mode. By default the loaded dataset will be split into the number of clusters specified by -{cmd:parallel setclusters}- and the {mansection U 16Do-files:do-file} will be executed independently over each and every one of the data clusters, so once after all the parallel-instances stops, the datasets will be appended. In order to avoid loading the current dataset in the clusters, the user should specify the -nodata- option. {p_end} {pstd} -{cmd:parallel :}- (as a prefix) allows to, after splitting the loaded dataset, execute a {it:stata_cmd} over the specified number of data clusters in order to speed up computations. Like -{cmd:parallel do}-, after all the parallel-instances stops, the datasets will be appended. {p_end} {pstd} -{cmd:parallel bs}- and -{cmd:parallel sim}- are parallel wrappers for the commands -{help bootstrap}- and -{help simulate}-. Specially suited for these algorithms, -{cmd:parallel}- allows conducting embarrassingly parallel computing. In terms of syntax, besides cmd names, the only difference that these two commands have with their serial versions is how are {help exp_list:expressions} passed (please refer to the {help parallel##examples:examples} section for this). {p_end} {pstd} Every time that -{cmd:parallel}- runs several auxiliary files are generated which, after finishing, are automatically deleted. In the case that the user sets -{opt keep}- or -{opt keeplast}- the auxiliary files are kept, thus the syntax -{cmd:parallel clean}- becomes handy. With -{cmd:parallel clean}- the user can remove the last generated auxiliary files (default option), an specific parallel instance files (using {it:#pll_id} number), or every stored auxiliary file (with -{opt all}-). For security reasons, in-use auxiliary files will not be deleted unless the user specifies it through the option {opt force}, which will override not deleting in-use auxiliary files (see the {help parallel##tech:Technical note} section for more information about this). {p_end} {pstd} In the case of handling multiple files (because it is, for example, a big dataset divided into multiple dta files), -{cmd:parallel append}- becomes handy as it allows the user to process them simultaneously. By providing a list of files and a Stata cmd or dofile, -{cmd:parallel append}- opens and executes the cmd/dofile within each file, stores each file results and appends them into a single file. Also, if the files to be processed have a pattern base name, the user can provide -{cmd:parallel append}- with an expression representing the list of files to be processed; for information on how to use this feature, see the section {help parallel##append_how:Parallel Append}. {p_end} {pstd} If the user needs to allow the mother instance to {cmd:break}, users can insert the command -{cmd:parallel break}- (stata) and the functions -{cmd:parallel_break()}- or -{cmd:_parallel_break()}- (mata) in some parts of his code. These commands/functions check whether the user has pressed the {cmd:-break-} key in the mother process. {p_end} {pstd} Given {it:N} clusters, within each cluster -{cmd:parallel}- creates the macros {it:pll_id} (equal for all the clusters) and {it:pll_instance} (ranging 1 up to {it:N}, equalling 1 inside the first cluster and {it:N} inside the last cluster), both as globals and locals macros. This allows the user setting different tasks/actions depending on the cluster. Also the global macro {it:PLL_CLUSTERS} (equal to {it:N}) is available within each cluster. For an example using this macros, please refer to the {help parallel##examples:Examples section}. {p_end} {pstd} As by now, -{cmd:parallel}- by default automatically identifies Stata's executable file path. This is necessary as it is used to run Stata in batch mode (the mainstream of the module). Either way, after some reports, that file path is not always correctly identified; where the option -{opt s:tatadir}- in -{cmd:parallel setclusters}- can be used to manually set it. {p_end} {pstd} In the case of pseudo-random-numbers, the module allows to pass different seed for each cluster (child process). Moreover, if the user does not provide a numlist of seeds, -{cmd:parallel}- generates its own numlist of seeds using three different options: (1) based on the current seed; (2) using the current datetime and user as a seed to generate each seed, restoring the original seed afterwards; or (3) using random.org API (requires internet connection) to directly generate each seed (also restoring the original seed afterwards). -{cmd:parallel}- saves a macro with the used seeds in the {cmd:r(pll_seeds)} macro. {p_end} {marker warnings}{...} {pstd} {err:WARNINGS} {it:(a)} For each cluster -{cmd:parallel}- starts a new Stata instance (thus running as many processes as clusters), this way, should the user set more clusters than cores the computer has, it is possible that the computer freezes. {it:(b)} Unless the user includes -{cmd:parallel break}- within the task (do-file or program), by this time -{cmd:parallel}- can not stop running the clusters by itself, what implies that, in the case of any of the clusters starts a endless loop, stoping the clusters should be done manually by the user by terminating them from the OS's tasks manager. {p_end} {marker details}{...} {title:3. Details} {pstd} Inspired by the R library ``snow'' and to be used in multicore CPUs , -{cmd:parallel}- implements parallel computing methods through an OS's shell scripting (using Stata in batch mode) to speedup computations by splitting the dataset into a determined number of clusters in such a way to implement a {browse "http://en.wikipedia.org/wiki/Data_parallelism":data parallelism} algorithm. {p_end} {pstd} The number of efficient computing clusters depends upon the number of physical cores (CPUs) with which your computer is built, e.g. if you have a quad-core computer, the correct cluster setting should be four. In the case of simultaneous multithreading, such as that from {browse "http://www.intel.com/content/www/us/en/architecture-and-technology/hyper-threading/hyper-threading-technology.html":Intel's hyper-threading technology (HTT)}, setting -{cmd:parallel}- following the number of processors threads, as it was expected, hardly results into a perfect speedup scaling. In spite of it, after several tests on HTT capable architectures, the results of implementing -{cmd:parallel}- according to the machines physical cores versus it logical's shows small though significant differences. {p_end} {pstd} -{cmd:parallel}- is especially handy when it comes to implementing loop-based simulation models (or simply loops), Stata commands such as reshape , or any job that (a) can be repeated through data-blocks, and (b) routines that processes big datasets (see the {help parallel##append_how:append section}). Furthermore, the commands -{help parallel##bs:parallel bs}- and -{help parallel##sim:parallel sim}- are specially designed to easily implement bootstrapping and (monte carlo) simulations in parallel fashion. {p_end} {pstd} At this time -{cmd:parallel}- has been successfully tested in Windows, Unix and MacOS for Stata versions 10 to 12. {p_end} {pstd} After several tests, it has been proven that--thanks to how -{cmd:parallel}- has been written--it is possible to use the algorithm in such a way that other techniques of parallel computing can be implemented; such as Monte Carlo Simulations, simultaneously running models, etc.. An extensive example through Monte Carlo Simulations is provided {browse "http://fmwww.bc.edu/repec/bocode/p/parallel.pdf":here}. {p_end} {marker append_how}{...} {title:4. Parallel Append} {pstd}Imagine we have several dta files named -income.dta- stored in a set of folders ranging 2008_01 up to 2012_12, this is, a total of 60 files (12 times 5) monthly ordered which may look something like this: {p_end} {col 10}{it:2008_01/income.dta} {col 10}{it:2008_02/income.dta} {col 10}{it:2008_03/income.dta} {col 10}{it:...more files...} {col 10}{it:2010_01/income.dta} {col 10}{it:2010_02/income.dta} {col 10}{it:2010_03/income.dta} {col 10}{it:...more files...} {col 10}{it:2012_10/income.dta} {col 10}{it:2012_11/income.dta} {col 10}{it:2012_12/income.dta} {pstd}Now, imagine that for each and every one of those files we would like to execute the following program:{p_end} {tab}{cmd: program def myprogram} {tab}{cmd:{tab} gen female = gender == "female"} {tab}{cmd:{tab} collapse (mean) income, by(female) fast} {tab}{cmd: end} {pstd}Instead of writing a forval/foreach loop (which would be the natural solution for this situation), -{cmd:parallel append}- allows us to smoothly solve this with the following command.{p_end} {tab}{cmd:. parallel append, do(myprogram) prog(myprogram)} /// {tab}{tab}{cmd:e("%g_%02.0f/income.dta, 2008/2012, 1/12")} {pstd}Where element by element, we are telling parallel:{p_end} {tab}(1) {cmd:do(myprogram)}: execute the command -{cmd:myprogram}-, {tab}(1) {cmd:prog(myprogram)}: -{cmd:myprogram}- is a user written program, and {tab}(1) {cmd:e("%g_%02.0f/income.dta, 2008/2012, 1/12")}: this should process files 2008_01/income.dta up to 2012_12/income.dta. {pstd}Besides of the simplicity of its syntax, the advantage of using -{cmd:parallel append}- lies in doing so in a parallel fashion, this is, instead of processing one file at a time, -{cmd:parallel}- manages to process these files in groups of as many files as clusters are set. Step-by-step, what this command does is:{p_end} {p2colset 8 11 11 4} {p2col:1.}Distribute groups of files across clusters{p_end} {tab}Once each cluster starts, for each dta file {p2col:2.}Opens the file using {ifin} accordingly to {opt in} and {opt if} options.{p_end} {p2col:3.}Executes the command/dofile specified by the user.{p_end} {p2col:3.}Stores the results in a temp dta file.{p_end} {tab}Finally, once all the files have been processed {p2col:4.}Appends all the resulting files into a single one.{p_end} {marker caveats}{...} {title:5. Caveats} {pstd} When the -{it:stata_cmd}- or -{it:do-file}- {help saved_results:saves results}, as -{cmd:parallel}- runs Stata in {browse "http://www.stata.com/support/faqs/windows/batch-mode/":batch mode}, none of the results will be kept. This is also true for {help matrix:matrices}, {help scalar:scalars}, {help mata:mata objects}, {help return:returns}, or whatever other object different from data. {p_end} {pstd} Although -{cmd:parallel}- passes-through {help program list:programs}, {help macro:macros} and {help mata:mata objects}, in the current version it is not capable of doing the same with {help matrix:matrices} or {help scalar:scalars}. {p_end} {marker tech}{...} {title:6. Technical note} {pstd} In order to protect a {it:pll_id} code (and thus ancillary files), once -{cmd:parallel}- is called it creates a new file called {it:__pll}[{it:pll_id}]{it:sandbox} (stored at c(tmpdir), in your case: {ul:{ccl tmpdir}}). This forbids -{cmd:parallel clean}- from deleting any auxiliary file used by that process and reserves the {it:pll_id} so that no other call of -{cmd:parallel}- can use this {it:pll_id}. Once every child process has finished, the sandbox file is removed, freeing the {it:pll_id}. {p_end} {pstd} If for any reason the algorithm breaks due to a flaw or crush of the system, the sandbox file and the rest of auxiliary files will not be deleted. In order to clean up this, the user will be able to do so manually (moving the file(s) to the OS recycle bin) or using {help parallel#clean:parallel clean, all force} syntax. This way all sandbox files in the c(tmpdir) folder and auxiliary files stored at the current directory will be deleted. {p_end} {pstd} In earlier versions of -{cmd:parallel}-, {help tempfile:tempfiles} generation was not safe as while running multiple Stata instances simultaneously these could overwrite each other's tempfiles. Starting version 1.14, this is no longer a problem as each Stata instance starts with a different {cmd:c(tmpdir)} location. This way, instances' tempfile management will not interfere with each other, allowing to safely use commands or algorithms depending on tempfile generation (such as {help preserve:preserve and restore}). {p_end} {pstd} The option -{opt setparallelid}- is designed to let programmers recycle a parallel id ({it:pll_id}). Intended to be used with -{cmd:parallel_sandbox}- (undocumented, please refer to the source code of -{help parallel_source##parallel_sandbox:parallel_sandbox()}-), this option allows calling parallel several times using the same {it:pll_id}, which makes auxiliary files management far simpler. Take the following example {p_end} {tab}{cmd: program def mypllwrapper} {tab}{tab}{cmd:} {tab}{tab}{it: // Reserving a pll_id} {tab}{tab}{cmd: m: parallel_sandbox(5)} {tab}{tab}{cmd:} {tab}{tab}{it: // Using the generated pll_id} {tab}{tab}{cmd: save __pll`parallelid'_mypllwrapper, replace} {tab}{tab}{cmd:} {tab}{tab}{it: // Recycling the pll_id} {tab}{tab}{cmd: forval i=1/10 {c -(}} {tab}{tab}{tab}{cmd: parallel, setparallelid(`parallelid') keep: some_other_cmd} {tab}{tab}{cmd: {c )-}} {tab}{tab}{cmd:} {tab}{tab}{it: // Cleanning up and freeing the pll_id. This will remove all files} {tab}{tab}{it: // and folders named with prefix '__pll[parallelid]'} {tab}{tab}{cmd: parallel clean, e(`parallelid')} {tab}{tab}{cmd: m: parallel_sandbox(2,"`parallelid'")} {tab}{tab}{cmd:} {tab}{cmd: end} {pstd} For a real example of this, please see -{stata viewsource parallel_bs.ado:parallel.bs}- and -{stata viewsource parallel_sim.ado:parallel_sim.ado}-. {p_end} {marker examples}{...} {title:Example 1: using prefix syntax} {pstd}In this example we'll generate a variable containing the maximum blood-pressure measurement ({it:bp}) by patient.{p_end} {pstd}Setup for a quad-core computer{p_end} {tab}{cmd:. sysuse bplong.dta} {tab}{cmd:. sort patient} {tab}{cmd:. parallel setclusters 4} {pstd}Computes the maximum of {it:bp} for each patient. We add the option {opt by(patient)} to tell parallel not to split stories.{p_end} {tab}{cmd:. parallel, by(patient): by patient: egen max_bp = max(bp)} {pstd}Which is the ``parallel way'' to do:{p_end} {tab}{cmd:. by patient: egen max_bp = max(bp)} {pstd}Giving you the same result.{p_end} {title: Example 2: using -{cmd:parallel do}- syntax} {pstd}Another usage that may get big benefits from it is implementing loop-base simulations. Imagine that we have a model that requires looping over each and every record of a panel-data dataset. {p_end} {pstd} Using -{cmd:parallel}-, the proper way to do this would be using the ``parallel do'' syntax {p_end} {tab}{cmd:. use mybigpanel.dta, clear} {tab}{cmd:. parallel setclusters 4} {tab}{cmd:. parallel do mymodel.do} {tab}{cmd:. collapse ...} {pstd}where {it:mymodel.do} would look something like this{p_end} {tab}{hline 35} begin of do-file {hline 12} {tab}{tab}{cmd:local maxiter = _N} {tab}{tab}{cmd:forval i = 1/`maxiter'} {cmd:{c -(}} {tab}{tab}{tab}{cmd:/* Break key check (this line is optional) */} {tab}{tab}{tab}{cmd:parallel break} {tab}{tab}{tab}{it:...some routine...} {tab}{tab}{cmd:{c )-}} {tab}{hline 35} end of the do-file {hline 10} {pstd}Or, in the case of using mata, this would look something like this{p_end} {tab}{hline 35} begin of do-file {hline 12} {tab}{tab}{cmd:mata:} {tab}{tab}{cmd:N=c("N")} {tab}{tab}{cmd:for(i = 1;i<=N;i++) {c -(}} {tab}{tab}{tab}{cmd:/* Break key check (this line is optional) */} {tab}{tab}{tab}{cmd:parallel_break()} {tab}{tab}{tab}{it:...some routine...} {tab}{tab}{cmd:{c )-}} {tab}{hline 35} end of the do-file {hline 10} {title:Example 3: setting the right path} {pstd}In the case of -{cmd:parallel}- setting the stata.exe's path wrongly, using -{cmd:setstatapath}- will correct the situation. So, if {it:"C:\Archivos de programa\Stata12/stata.exe"} is the right path we only have to write: {tab}{cmd:. parallel setclusters 2, s("C:\Archivos de programa\Stata12/stata.exe")} {title:Example 4: Using -{cmd:parallel bs}-} {pstd}In this example we'll evaluate a regression model using bootstrapping{p_end} {pstd}Setup for a quad-core computer{p_end} {tab}{cmd:. sysuse auto, clear} {tab}{cmd:. parallel setclusters 4} {pstd}Running parallel bs.{p_end} {tab}{cmd:. parallel bs: reg price c.weig##c.weigh foreign rep} {pstd}Which is the ``parallel way'' to do:{p_end} {tab}{cmd:. bs: reg price c.weig##c.weigh foreign rep} {title:Example 5: Using -{cmd:parallel sim}-} {pstd}Example from {help simulate##examples:simulate}{p_end} {pstd}Setup for a quad-core computer{p_end} {tab}{cmd:. parallel setclusters 4} {pstd}Experiment that will be performed{p_end} {tab}{cmd:program define lnsim, rclass} {tab}{tab}{cmd:version {ccl stata_version}} {tab}{tab}{cmd:syntax [, obs(integer 1) mu(real 0) sigma(real 1) ]} {tab}{tab}{cmd:drop _all} {tab}{tab}{cmd:set obs `obs'} {tab}{tab}{cmd:tempvar z} {tab}{tab}{cmd:gen `z' = exp(rnormal(`mu',`sigma'))} {tab}{tab}{cmd:summarize `z'} {tab}{tab}{cmd:return scalar mean = r(mean)} {tab}{tab}{cmd:return scalar Var = r(Var)} {tab}{cmd:end} {pstd}Running parallel sim.{p_end} {tab}{cmd:. parallel sim, expr(mean=r(mean) var=r(Var)) reps(10000): lnsim, obs(100)} {pstd}Which is the ``parallel way'' to do:{p_end} {tab}{cmd:. simulate mean=r(mean) var=r(Var), reps(10000): lnsim, obs(100)} {title:Example 6: Using -pll_instance- and -PLL_CLUSTERS- macros} {pstd} By using -pll_instance- and -PLL_CLUSTERS- global macros the user can run -{cmd:parallel}- in such a way that each cluster performs a different task. Take the following example: {p_end} {pstd}Setup for a quad-core computer{p_end} {tab}{cmd:. parallel setclusters 4} {tab}{cmd:. sysuse auto, clear} {tab}{cmd:program def myprog} {tab}{tab}{cmd:gen x = $pll_instance} {tab}{tab}{cmd:gen y = $PLL_CLUSTERS} {tab}{tab}{it:// For the first cluster} {tab}{tab}{cmd:if ($pll_instance == 1) gen z = exp(2)} {tab}{tab}{it:// For the second cluster} {tab}{tab}{cmd:else if ($pll_instance == 2) {c -(}} {tab}{tab}{tab}{cmd:summ price} {tab}{tab}{tab}{cmd:gen z = r(mean)} {tab}{tab}{cmd:{c )-}} {tab}{tab}{cmd:// For the third and fourth clusters} {tab}{tab}{cmd:else gen z = 0} {tab}{cmd:end} {pstd}Running the program{p_end} {tab}{cmd:. parallel, prog(myprog): myprog} {pstd} Here, running with 4 cores, the program -{cmd:myprog}- performs different actions depending on the value (number) of -pll_instance-. For those observation in the first cluster, -{cmd:parallel}- will generate -z- equal to exp(2), for those in the second cluster it will compute -z- equal to the average price and for the rest of the clusters it will generate -z- equal to zero. {p_end} {title:Example 7: Using -parallel- on Windows in batch-mode} {pstd} Normally, the parallel instances of Stata are executed using -{cmd:winexec}-. This command is ignored, however, on Windows when in batch-mode. A work-around for this environment is to have Stata write out the commands to be executed to a file (called the gateway) and have a separate process read new inputs to this file and execute the commands. This latter part requires the user to install Cygwin and run a few commands prior to starting Stata. In a Cygwin terminal, navigate to the appropriate directory and do the following: {p_end} {tab}{cmd:$ rm pll_gateway.sh} {tab}{cmd:$ touch pll_gateway.sh} {tab}{cmd:$ tail -f pll_gateway.sh | bash} {pstd}Then you can execute your Stata script in batch-mode on Windows. The Cygwin tail process can stay running through multiple uses.{p_end} {pstd}The default gateway file assumed is pll_gateway.sh. If you would like a different file modify the Cygwin script above and pass a new value for {it:gateway_path}.{p_end} {pstd}Since Cygwin is going to execute the commands to start the parallel Stata instances it needs a Cygwin-like Stata path. If the user does not specify the Stata path then -{cmd:parallel}- will take the generated windows path and convert it to "/cygdrive//...". If this does not work you will need to specify the {it:statapath} explicitly.{p_end} {marker saved_results}{...} {title:8. Saved results} {pstd} -{cmd:parallel}- saves the following in {cmd:r()}: {synoptset 20 tabbed}{...} {p2col 5 20 24 2: Scalars}{p_end} {synopt:{cmd:r(pll_n)}}Number of parallel clusters last used{p_end} {synopt:{cmd:r(pll_t_fini)}}Time took to appending and cleaning{p_end} {synopt:{cmd:r(pll_t_calc)}}Time took to complete the parallel job{p_end} {synopt:{cmd:r(pll_t_setu)}}Time took to setup (before the parallelization) and to finish the job (after the parallelization){p_end} {synopt:{cmd:r(pll_t_reps)}}In the case of {opt keeptime}, the number of time measures performed.{p_end} {synopt:{cmd:r(pll_errs)}}Number of clusters which stopped with an error.{p_end} {p2col 5 20 24 2: Macros}{p_end} {synopt:{cmd:r(pll_id)}}Id of the last parallel instance executed (needed to use {cmd:parallel clean}){p_end} {synopt:{cmd:r(pll_dir)}}Directory where parallel ran and stored the auxiliary files.{p_end} {synopt:{cmd:r(pll_seeds)}}Seeds used within each cluster.{p_end} {pstd} -{cmd:parallel bs}- and -{cmd:parallel sim}- save the following in {cmd:e()}: {synoptset 20 tabbed}{...} {p2col 5 20 24 2:Scalars}{p_end} {synopt:{cmd:e(pll)}}1.{p_end} {pstd} -{cmd:parallel version}- saves the following in {cmd:r()}: {synoptset 20 tabbed}{...} {p2col 5 20 24 2:Macros}{p_end} {synopt:{cmd:r(pll_vers)}}Current version of the module.{p_end} {pstd}-{cmd:parallel}- saves the following global macros:{p_end} {synoptset 20 tabbed}{...} {synopt:{cmd:$LAST_PLL_DIR}}A copy of {cmd:r(pll_dir)}.{p_end} {synopt:{cmd:$LAST_PLL_N}}A copy of {cmd:r(pll_n)}.{p_end} {synopt:{cmd:$LAST_PLL_ID}}A copy of {cmd:r(pll_id)}.{p_end} {synopt:{cmd:$PLL_LASTRNG}}Number of times that -{cmd:parallel_randomid()}- has been executed.{p_end} {marker development}{...} {title:9. Development} {pstd} You can always have access to the latest version of -{cmd:parallel}-. One option is from its github repo (on-development source code): {p_end} {pmore}{browse "https://github.com/gvegayon/parallel"}{p_end} {pstd} Or from the project's website:{p_end} {cmd:. net install parallel, from(https://raw.github.com/gvegayon/parallel/master/) replace} {cmd:. mata mata mlib index} {pstd} In the case of bug reporting, you can submit issues here: {p_end} {pmore}{browse "https://github.com/gvegayon/parallel/issues"} {pstd} Please try to include steps to reproduce the issue and the output of the Stata command -creturn list-. {p_end} {marker source}{...} {title:10. {cmd:mata} source code} {pstd} Most of -{cmd:parallel}- has been programmed in {cmd:mata}. This means that, as a difference from typical ado files, -{cmd:parallel}- is distributed with {cmd:lparallel} mata library (compiled code) and thus source code can not be reached directly by users. Given this, the help file {cmd:{help parallel_source:parallel_source.sthlp}} is included in the package, help file which contains the source code in a fancy way. {pstd} In order to get access to different sections of the source code you can follow these links: Stops a cluster after the user pressed break {col 58} {help parallel_source##parallel_break:parallel_break.mata} Remove auxiliary files {col 58} {help parallel_source##parallel_clean:parallel_clean.mata} Distributes observations across clusters {col 58} {help parallel_source##parallel_divide_index:parallel_divide_index.mata} Export global macros {col 58} {help parallel_source##parallel_export_globals:parallel_export_globals.mata} Export programs {col 58} {help parallel_source##parallel_export_programs:parallel_export_programs.mata} Wait until a cluster finishes {col 58} {help parallel_source##parallel_finito:parallel_finito.mata} (on development) {col 58} {help parallel_source##parallel_for:parallel_for.mata} Normalize a filepath {col 58} {help parallel_source##parallel_normalizepath:parallel_normalizepath.mata} Generate random alphanum {col 58} {help parallel_source##parallel_randomid:parallel_randomid.mata} Lunch simultaneous Stata instances in batch mode {col 58} {help parallel_source##parallel_run:parallel_run.mata} Set of tools to protect parallel aux files {col 58} {help parallel_source##parallel_sandbox:parallel_sandbox.mata} Set the number of clusters {col 58} {help parallel_source##parallel_setclusters:parallel_setclusters.mata} Set the Stata EXE directory {col 58} {help parallel_source##parallel_setstatapath:parallel_setstatapath.mata} Write a ``diagnosis'' {col 58} {help parallel_source##parallel_write_diagnosis:parallel_write_diagnosis.mata} Write a dofile to be paralellized {col 58} {help parallel_source##parallel_write_do:parallel_write_do.mata} {marker references}{...} {title:11. References} {phang}Luke Tierney, A. J. Rossini, Na Li and H. Sevcikova (2012). {it:snow: Simple Network of Workstations}. R package version 0.3-9. {browse "http://CRAN.R-project.org/package=snow"}{p_end} {phang}R Core Team (2012). {it:R: A language and environment for statistical computing}. R Foundation for Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0, URL {browse "http://www.R-project.org/"}.{p_end} {phang}George Vega Y (2012). {it:Introducing PARALLEL: Stata Module for Parallel Computing}. Chilean Pension Supervisor, Santiago de Chile, URL {browse "http://fmwww.bc.edu/repec/bocode/p/parallel.pdf"}.{p_end} {phang}George Vega Y (2013). {it:Introducing PARALLEL: Stata Module for Parallel Computing}. Stata Conference 2013, New Orleans (USA), URL {browse "http://ideas.repec.org/p/boc/norl13/4.html"}.{p_end} {phang}Haahr, M. (2006). {it:Random.org: True random number service}. Random.org. {browse "http://www.random.org/clients/http/"}.{p_end} {title:12. Author} {pstd} George Vega Yon [cre,aut], California Institute of Technology. {browse "mailto:g.vegayon@gmail.com"} {browse "http://www.its.caltech.edu/~gvegayon"} {p_end} {pstd} Brian Quistorff [ctb], University of Maryland. {browse "mailto:bquistorff@gmail.com"} {browse "http://econweb.umd.edu/~quistorff/index.html"} {p_end} {title:13. Contributors} {pstd}{it:Special Thanks to:} Elan P. Kugelmass (aka as epkugelmass at github) [ctb], Timothy Mak (University of Hong Kong) (author of {net "describe miparallel, from(http://fmwww.bc.edu/RePEc/bocode/m)":miparallel}) {p_end} {pstd} Damian C. Clarke (Oxford University, England), Felix Villatoro (Superintendencia de Pensiones, Chile), Eduardo Fajnzylber (Universidad Adolfo Ib{c a'}{c n~}ez, Chile), Eric Melse (CAREM, Netherlands), Tom{c a'}s Rau (Universidad Cat{c o'}lica, Chile), Research Division (Superindentendia de Pensiones, Chile), attendees to the Stata conference 2013 (New Orleans), Philippe Ruh (University of Zurich), Michael Lacy (Colorado State). {p_end} {title:14. Also see} {psee} Manual: {mansection "GSM CAdvancedStatausage":{bf:[GSM] Advanced Stata usage (Mac)}}, {mansection "GSU CAdvancedStatausage":{bf:[GSU] Advanced Stata usage (Unix)}}, {mansection "GSW CAdvancedStatausage":{bf:[GSW] Advanced Stata usage (Windows)}} {psee} Online: Running Stata batch-mode in {browse "http://www.stata.com/support/faqs/mac/advanced-topics/#batch": Mac}, {browse "http://www.stata.com/support/faqs/unix/batch-mode/":Unix} and {browse "http://www.stata.com/support/faqs/windows/batch-mode/":Windows} {p_end}