Note: Instructions to run Rmpi under MPICH2 are given here. However, duo to discontinuation of MPICH2, Rmpi (version 0.6-3 or older) cannot be guarantied to work properly.
It can be found from https://msdn.microsoft.com/en-us/library/windows/desktop/bb524831(v=vs.85).aspx.
Install MSMpiSetup.exe to get MPI running environment. The default location is in C:\Program Files\Microsoft MPI. You can install Rmpi windows binary from within Rstudio. However, if you want to compile Rmpi yourselves, you have to install SDK msmpisdk.msi at the default location: C:/Program Files (x86)/Microsoft SDKs/MPI
Rmpi through Rstudio or compile it yourselves with Rtools. If
you compile Rmpi yourselves and Microsoft MPI is not installed
in the default location C:/Program Files (x86)/Microsoft
SDKs/MPI, please set up MPI_HOME environment variable before
(last update 05/31/2016)