[Rd] Multicore bootstrap

Jeroen Ooms jeroen.ooms at stat.ucla.edu
Fri Oct 2 22:07:35 CEST 2009


Bootstrapping can easily be sped up on multicore machines using parallel
processing of the seperate bootstraps. As a proof of concept I slightly
modified the boot.sem function to use multiple cores, using mclapply from
the multicore package. Example code can be found on my website:

http://www.jeroenooms.com/files/boot.sem.mc.R
http://www.jeroenooms.com/files/semTest.R 

Bootstrapping using boot.sem.mc is exactly twice as fast as when using
boot.sem on my machine (dual core). It might be nice to implement an option
in bootstrapping functions to use multiple cores when available. 


-----
Jeroen Ooms * Dept. of Methodology and Statistics * Utrecht University 

Visit  http://www.jeroenooms.com www.jeroenooms.com  to explore some of my
current projects.





 
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