[R] Parallel R

[R. Michael Weylandt]

On Fri, Sep 14, 2012 at 6:00 PM, Bazman76 <h_a_patience at hotmail.com> wrote:
> Hi there,
>
> I have a largish optimisation problem (10 years of daily observations).
>
> I want to optimise between 4 and 6 parameters.
>
> I'd like to utilise parallel computing if I can as I will have to run it
> with different starting values etc.
>
> I have a quad core PC with 16GB ram running windows 7.
>
> Having done  a little reading it seems the two best options for me are:
>
> 1.) Use the academic version of REvolution R enterprise which will let me
> run the code in parallel on my own PC.
>
> 2.) Or install Unubtu and use Segue and Amazon EC2 (or some equivalent).
>
> Just to get an idea how much faster is option 2 liable to be (given that its
> slightly more difficult to set up).
>
> Is it realistic to have a dual boot on my PC?

"Regular" R allows for parallel computation also on all supported
platforms (including Windows)... look at the included 'parallel'
package. Some optimizers (DEoptim perhaps?) will have
auto-parallelization available as well.

Cheers,
Michael

>
> Thanks
>
> Baz
>
>
>
> --
> View this message in context: http://r.789695.n4.nabble.com/Parallel-R-tp4643175.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.