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6. Installing and Running the code

The code is written in plain C; the source file is called Estimator.c. The file with user-supplied function Simulator should be called Simulator.c and is included into the source by #include statement.

When invoked, the code first asks the name of data file to be processed via the prompt

Dataname >

The user should type the name of the data file (see Section 4).

After the data are specified, an interactive setup is run. The following screen appears:

>>>Score Function Estimator <<<
*** Choose option or press 'g' to run estimator
[P]ilot # of simulations {4000}
Pilot # of [I]terations {1}
[L]ikelihood Ratio # of simulations {10000}

Here Pilot # of simulations is the number of simulations to be carried out at the Pilot Phase and Pilot # of Iterations is the number of groups in which the simulations are partitioned (see Section 3). Likelihood Ratio # of simulations is the number of simulations at the Main Stage.

The numbers displayed within the brackets { } are the current values of the corresponding parameters.

If one wants to modify the current values of the setup parameters, he should type the corresponding shortcut letter:

P or p - to reset the Pilot # of simulations;
I or i - to reset the Pilot # of iterations;
L or l - to reset the Main Stage # of simulations.

To continue setup and to start the estimation process, "g" key should be pressed.

In course of a run, the code displays, in a self-explanatory fashion, its actions.

After carrying out the prescribed number of Main Phase simulations, the following line is displayed:

More simulations [Y/N] >

When the user wants to run more Main Phase simulations he should press Y or y, if not - N or n.

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