example on how to use parallelism

[krober10nd]

• It would be nice to have an example with code showing how to utilize OpenMP.
• Pinning might be an issue too, not sure how that is dealt with.

[jaimesouza]

Good point. Tomorrow I am gonna work on the code (new density implementation, warnings, examples, tests, etc) and improve documentation.

[krober10nd]

Some systems (like mine) don't come automatically with openmp functionality installed and this leads to errors in compilation.

Could we can show how to install this package in the case it's used?

[jaimesouza]

I think we could add it to the read.me documentation.