Ideally we should vectorize RTS code

[danlwarren]

And maybe add some data/predictor bootstrapping options too?

[rdinnager]

I would recommend using the pbapply package for this. It is lightweight (only a handful of functions), and implements a progress bar automatically. Plus if you pass a parallel cluster object to it then it does parallelization automatically (including with a progress bar!), so it would be easy to add parallel functionality later. I use it for almost everything now it is so handy. If you like I can have a crack at implementing it for RTS.

[danlwarren]

I don't know how I hadn't seen this before, but that sounds fantastic! That'd be good for a lot of the other tests too; many times we're doing hundreds of replicates, and it'd be nice to let people know where they are in the process.