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Running chains in parallel

Source: vignettes/parallel-chains.Rmd
parallel-chains.Rmd

The parallel_chains flag 

pooling_surv(..., chains = 4, parallel_chains = FALSE)  # sequential (default)
pooling_surv(..., chains = 4, parallel_chains = TRUE)   # concurrent

parallel_chains is a logical flag:

  • FALSE (default): the chains chains run one after the other in the current R session.
  • TRUE: all chains run concurrently on background R sessions via the future framework.

Changing parallel_chains affects only how the chains are scheduled, not the model itself: the chains are independent and identical in both modes, and the combination rule for the posterior draws is unchanged.

library(survival)
library(exnexSurv)

fit <- pooling_surv(
  survival::Surv(time, event) ~ group + covariate_1,
  data = trial_data,
  iter = 3000, warmup = 1500,
  chains = 4, parallel_chains = FALSE, seed = 42
)

Progress reporting

With verbose = TRUE (default) a live progress bar (progressr) updates while the chains run, in both sequential and parallel execution.

Set verbose = FALSE to run silently in both modes. Chains always run with iter and warmup untouched by the scheduling mode, and seed gives reproducibility in both modes via one seed per chain.

Requirements

parallel_chains = TRUE uses the future, future.apply, and progressr packages, which are installed automatically as dependencies of exnexSurv.

The number of concurrent chains equals chains; there is no separate worker-count option. If you want fewer concurrent runs, use parallel_chains = FALSE.