[R] R and Multi threading

[pejpm]

I will preface this message by saying that I am not an R developer and no
very little about R...but here is my situation:

One of my users has developed a model for analysing commodity prices. At the
moment when he runs this model on his daily data set it takes roughly 5
hours to complete. He is using a quad core PC with 2gb of RAM. The R process
only uses 1 core..i.e. the overall CPU usage tops out at around 25%. This
has been a managable situation for a while, but he would now like to run
this model on 5 years of historical data. He has a colleague who ran the
model on a 16 core Redhat Linux box, but it took even longer to run. He has
asked me for assistance in speeding up this process. I have a couple of
questions:

1) Is is possible to run the Windows version of R across all four
processors?

2) I was under the impression that R for Linux supported multi-threading by
default. Am I correct in this assumption? If not, is it possible for Linux R
to multi thread, and how do I go about configuring this?

Apologies for the lack of detailed info in this post. I work in trade floor
support and engineering and we dont really have much demand for this kind of
heavy duty computational work so I am learning as I investigate this issue.

Regards

pejpm
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