Compiling R to run natively on Windows x64

I am looking at getting a PC preinstalled with Windows XP x64. What I
want to know is, has anyone successfully compiled a version of R for
64-bit Windows (Amd64 - not Itanium), and if so did they find any
performance boost?

Hmm, where do you get a reliable C99-compatible compiler for 64-bit 
Windows?  We don't know of one, and the R sources are written assuming 
long is 64-bit on a 64-bit platform (and that is not the Win64 
convention) so there would still be a lot of 32-bit restrictions until we 
change that (which is on my TODO list).

(We don't support building R with VC++, and although there have been a 
number of attempts none has produced a version that passes make check: I 
recall finding VC++ thought -Inf > 3, for example.)

Based on extensive experience on other platforms, I would expect a 
noticeable performance hit for a 64-bit build, but the ability to run 
bigger tasks: this is discussed with data and reasoning in the latest 
R-admin manual (in the R-devel version of R).

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595