Set threads on Windows

[edwardlavender]

On Windows, setting threads via .threads in julia_connect() or via JULIA_NUM_THREADS does not work.

See also: JuliaInterop/JuliaCall#193

[edwardlavender]

See here JuliaInterop/JuliaCall#193 (comment) for a work around on Windows. Either set JULIA_NUM_THREADS from CMD (as an administrator) and launch R/RStudio from the same CMD session or modify the JULIA_NUM_THREADS environment variable globally. If you don't have administrator privileges, it seems that JULIA_NUM_THREADS is still recognised if you set it in 'User variables for {user}' rather than 'System variables'.

In R/RStudio, you can then run:

library(patter)
julia_connect()

in the usual way and the Julia process will be started with JULIA_NUM_THREADS.