[R-SIG-Finance] Guy Yollin's apply.paramset() on Windows remark and related developments

[Erol Biceroglu]

Hi,

To my knowledge, you (still) have to use a Unix based OS to run
apply.paramset in parallel.  It's possible to install Linux along side your
Windows OS without affecting anything.  I *suspect* the main issue is that
in an OS like Linux, you can "fork" (parallel processes share memory)
whereas in Windows you can't (each worker needs its own copy).

The bonus is, you'll have more RAM available to you if you were to run a
Linux OS, which can come in handy running apply.paramset.


Erol Biceroglu


*erol.biceroglu at alumni.utoronto.ca
<erol.biceroglu at alumni.utoronto.ca>416-275-7970*

On Sat, Aug 1, 2015 at 12:22 PM, Jersey Fanatic <jerseyfanatic1 at gmail.com>
wrote:

> Hi everyone,
>
> Guy Yollin states in his Luxor slides the following:
> "As of 2013-08-12, apply.paramset does not appear to run properly in
> parallel on
> Windows. To run on a Windows platform, load the doParallel package but do
> not call
> the registerDoParallel function; apply.paramset will then be able to run in
> sequential
> rather than parallel mode."
>
> Is there any news on this topic, I cannot seem to find any info about
> developments on this topic, is it fixed, or was another way found to do
> parallel computing for apply.paramset()?
>
> Note: I am running RStudio on Windows 7. apply.paramset() seems to work
> when registerDoParallel() is not called, but the computing time is taking
> too long for each combination of parameters.
>
> Any help is appreciated. Thanks! :)
>
> Koji Nakata
>
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>
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