Below is some sample code written first as a single thread, then divided into four threads.

// Procedure

proc mloop(x,N,its,pos);
   local m;

   m = 0;
   for i(1,its,1);
     m = m + moment(x[pos:pos+N-1,.],0);
     pos = pos + N;
   endfor;

   retp(m);
endp;

N = 4000;
x = rndn(N*N,4);

// Single-Threaded Calculation

mlp = mloop( x, N, N, 1 );

// Multithreaded Calculation (split into four threads for a quad-core machine)

R = rows(x)/4;
ThreadStat m1 = mloop(x, N, N/4, 1    );
ThreadStat m2 = mloop(x, N, N/4, 1+R  );
ThreadStat m3 = mloop(x, N, N/4, 1+R*2);
ThreadStat m4 = mloop(x, N, N/4, 1+R*3);
ThreadJoin;
mtmlp = m1 + m2 + m3 + m4;

Running time trials with these calculations on a quad-core machine, the multithreaded calculation averaged 330% faster than the single-threaded call!

Additional examples of how to incorporate threading into programs will be added periodically, so check back here for new examples.