Going Parallel in R

I recently had the need to get some parallelism going in R. I was doing some largeish-scale monte carlo and markov chain monte carlo simulations of latent space network models for NIPS. Anyway, my needs were quite simple, basically, I just need lots of repetitions and I wanted to easily spread the repetitions across a few processors/cores, all on a single machine.

I found a number of options and started out using the multicore package. This worked wonderfully and easily when I tested it out on my desktop and ported my code over to use it. Of course, I neglected to notice the not-so-small print on the manual:

SystemRequirements: POSIX-compliant OS (essentially anything but Windows)

Now, I had never really encountered system-specific packages for R before, so this kind of caught me by surprise when I scp'ed things over to our big ole' windows machine to run and found that I couldn't install multicore. Well, eventually wised up and replaced mutlicore with snowfall when on a windows system. Beginning to think I should have just used foreach, but that's another story.