[R-sig-hpc] parallel version of boot for bootstrapping

[Laurence Baldwin]

Hi,
I am working on a parallel version of the boot function from the boot
package. The pboot version I developed uses the SPRINT framework
(http://www.r-sprint.org/) for communication.

My initial results based on the examples from the boot manual
(http://stat.ethz.ch/R-manual/R-devel/library/boot/html/boot.html)
with the number of replications increased show decent speedup on 6
cores. I do not think that these examples are typical of the large
problems bootstrapping is used for.

$ mpiexec -n 6 R --slave -f pboot-Speedup-Benchmark.R
             boot pboot  speedup
weight     42.140 24.392 1.727616
freq       43.065  8.401 5.126175
ordinary   41.654  7.502 5.552386
parametric 36.993 12.975 2.851098