I would be most grateful if someone could point me in the right direction to get some instructions to parallelize some R code.  I have looked around and found a few examples, but still don't quite get it.  I am using a cluster running Sun Grid Engine and can use MPI as well.

My job involves iterative data generation, and fitting of several Bayesian and Frequentist models in a format similar to:


1)      Create a set of data

2)      Sort/modify the overall data, creating subsets amenable to fitting by several different R packages

3)      Perform several different statistical analyses, each one using the appropriate data subset

4)      Collate the results from this iteration

5)      Goto step 1 multiple times

6)      Change a few parameters

7)      Goto step 1 multiple times

8)      Collate overall data outputs and quit.

Any suggestions or small examples most welcome.

Thanks

Jim


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Dr. Jim Maas
University of East Anglia


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