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

[Joshua Ulrich]

On Sat, Aug 1, 2015 at 11:22 AM, 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()?
>
No, it's not fixed, as the main package authors try to avoid using
Windows whenever possible.  Someone with interest and inclination
would need to submit patches to allow apply.paramset to work with
doParallel on Windows.

That said, others have had success running in parallel on Windows
using the doRedis backend.  For those interested/inclined, that may be
a good place to start the attempt to get apply.paramset working with
doParallel on Windows.

> 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
>
>         [[alternative HTML version deleted]]
>
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