Is there a way to run several RLink computations via REvaluate in parallel, e.g. with ParallelTable?
It is actually possible, if you run several copies of RLink in parallel. This would mean several parallel kernels, R and JVM processes. Here is an example (I have 6 cores):
while for a single core, we get:
The more computationally intensive is a single call to R functions, the more you will see the speed benefit of parallelization. Since R is vectorized and also based on immutable expressions, it should be relatively easy to write R functions is a way which would be easy to parallelize and use with parallel Mathematica functionality.