R in a Nutshell

High-Performance R Binaries

On some platforms (like Mac OS X), R is compiled with high-quality math libraries. However, the default libraries on other platforms (like Windows) can be sluggish. If you’re working with large data sets or complicated mathematical operations, you might find it worthwhile to build an optimized version of R with better math libraries.

Revolution R

Revolution Computing is a software company that makes a high-performance version of R. It offers both free and commercial versions, including a 64-bit build of R for Windows. For the latest version, check out its website: http://www.revolution-computing.com/.

Revolution R looks a lot like the standard R binaries (although a little outdated; at the time I was writing this book, Revolution was shipping Revolution R 1.3.0 included R 2.7.2, while the current version from CRAN was 2.10.0). The key difference is the addition of improved math libraries. These are multithreaded and can take advantage of multiple cores when available. There are two helper functions included with Revolution R that can help you set and check the number of cores in use. To check the number of cores, use:

getMKLthreads()

Revolution R guesses the number of threads to use, but you can change the number yourself if it guesses wrong (or if you want to experiment). To set the number of cores explicitly, use:

setMKLthreads(n)

The help file suggests not setting the number of threads higher than the number of available cores.

Building Your Own

Building your ...