This is the R package `npRmpi' (NonpRmpiarametric Kernel Methods for Mixed Datatypes) written and maintained by Jeffrey S. Racine (firstname.lastname@example.org) and co-authored by Tristen Hayfield
Presuming that a working implementation of MPI exists on the target machine, you can install the stable version on CRAN:
install.packages('npRmpi', dependencies = TRUE)
Or download the zip ball or tar ball, decompress and run
R CMD INSTALL on it, or install then use the devtools package to install the development version:
library(devtools); install_github('R-Package-npRmpi', 'JeffreyRacine')
Note Windows users have to first install Rtools.
For more information on this project please visit the maintainer's website (http://www.economics.mcmaster.ca/faculty/racinej).