Improving the performance of R
Base R has a reputation for being slow and memory inefficient, a reputation that is at least somewhat earned. These faults are largely unnoticed on a modern PC for datasets of many thousands of records, but datasets with a million records or more can exceed the limits of what is currently possible with consumer-grade hardware. The problem is worsened if the dataset contains many features or if complex learning algorithms are being used.
Note
CRAN has a high-performance computing task view that lists packages pushing the boundaries on what is possible in R at http://cran.r-project.org/web/views/HighPerformanceComputing.html.
Packages that extend R past the capabilities of the base package are being developed rapidly. This work comes primarily on two fronts: some packages add the capability to manage extremely large datasets by making data operations faster or by allowing the size of data to exceed the amount of available system memory; others allow R to work faster...