[R-SIG-Finance] Running R as a server or in a cluster

[Adrian Dragulescu]

We have set up a Condor cluster, see http://www.cs.wisc.edu/condor/ and we
submit R jobs to the cluster.  It works well because Condor has very
advanced scheduling capabilities, job monitoring, etc.

Adrian


On Wed, 26 Sep 2007, Brian G. Peterson wrote:

> Ryan Sheftel wrote:
> > "There are also many methods available to make R run as
> > a server process listening on a socket or on a cluster. It would be
> > incorrect to simply classify R as a single-threaded application.  There
> > is, as Ryan points out, programming effort involved to work in a
> > clustered or multi-core environment, and wrapping R/DCOM with an
> > event-based language is one approach to achieving this, but not the only
> > one."
> >
> > Can you share your favorite method? I would be interested to learn as
> > this is a problem we are facing. If it is proprietary of involved I
> > understand.
>
> I believe in sharing "generally useful" approaches (and code).  Trading
> models are, of course, proprietary. ;)
>
> Several groups I know make extensive use of the Rserve package
> http://cran.r-project.org/src/contrib/Descriptions/Rserve.html
> The Rserve model fits in well with integration to some other programming
> language that would drive the interactions and fire off requests to some
> large server.
>
> There is also R.rsp for ASP/JSP like programming:
> http://cran.r-project.org/src/contrib/Descriptions/R.rsp.html
>
> One of the simplest approaches to clustering is to use the snow library:
>
> http://cran.r-project.org/src/contrib/Descriptions/snow.html
>
> Since this doesn't require a formal cluster.
>
> Dirk's Quantian project installs the Mosix cluster and R by default.
>
> For true grid/cluster integration, the most advanced set of features I'm
> aware of is offered by the various Parallel-R libraries, which are used
> extensively in scientific computing clusters:
>
> http://rss.acs.unt.edu/Rdoc/library/taskPR/html/00Index.html
>
> Perhaps others on the list will fill us in on approaches I've missed.
>
> Regards,
>
>    - Brian
>
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