[R] (no subject)

[roger koenker]

an upgrade:   from the flintstones -- to the michelin  man...


On May 16, 2006, at 4:40 PM, Thomas Lumley wrote:

> On Tue, 16 May 2006, roger koenker wrote:
>
>> In ancient times, 1999 or so, Alvaro Novo and I experimented with an
>> interface to mysql that brought chunks of data into R and accumulated
>> results.
>> This is still described and available on the web in its original  
>> form at
>>
>> 	http://www.econ.uiuc.edu/~roger/research/rq/LM.html
>>
>> Despite claims of "future developments" nothing emerged, so anyone
>> considering further explorations with it may need training in
>> Rchaeology.
>
> A few hours ago I submitted to CRAN a package "biglm" that does large
> linear regression models using a similar strategy (it uses  
> incremental QR
> decomposition rather than accumalating the crossproduct matrix). It  
> also
> computes the Huber/White sandwich variance estimate in the same single
> pass over the data.
>
> Assuming I haven't messed up the package checking it will appear
> in the next couple of day on CRAN. The syntax looks like
>    a <- biglm(log(Volume) ~ log(Girth) + log(Height), chunk1)
>    a <- update(a, chunk2)
>    a <- update(a, chunk3)
>    summary(a)
>
> where chunk1, chunk2, chunk3 are chunks of the data.
>
>
>  	-thomas
>
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