I\'m wondering about the best way to deploy R. Matlab has the \"matlab compiler\" (MCR). There has been discussion about something similar in the past for R that would com
I haven't used Garvin's package and don't know what is possible along those lines. However:
Typically people just write computationally intensive functions directly in C/C++/Fortran, after profiling to find the bottlenecks. See the RCpp interface or Calling C functions from R using .C and .Call for examples. The Scythe Statistical Library is also very nice for R users since the syntax/function names are similar.