Nikos A:
...
> > To have some results for my work, I also run the procedures on smaller
> > subsets (say 3000 observations instead of 18865) which takes some time
> > but is feasible @home.

Some timings:

I've completed the procedures on smaller subsets (in total 10). The subsets 
(data.frames) contain 3000 random observations with 6 variables and 1 factor 
of 7 levels.

  - Each data.frame took about 41 minutes on quad-c...@3ghz/8GB-RAM.

  - Also, data.frames with 1040 observations, 6 variables, 1 factor with 5 
levels took about 10 minutes each on [email protected]/6GB-RAM.

> > Currently there is a process running on a big cluster (thanks to a very
> > kind person who's always there). Hopefully we'll know soon enough how
> > much time this will take.

Markus N:
 
> The job is still running on "my" blade :) Using 68GB of RAM.

> Does anyone in the list have experience in running R on a multicore
> system? This list is rather overwhelming for me:
> 
>  http://cran.r-project.org/web/views/HighPerformanceComputing.html
> 
> An openMP approach or likewise with implicit parallelism would be great
> since I cannot rewrite R...

I would certainly try to work on this if pointed to the right direction (no 
previous experience on this though) although my time is running away...

Thanks for all, Nikos
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