[R] Question about multiple regression

[Dimitri Liakhovitski]

Dear R-list,
maybe some of you could point me in the right direction:

Are you aware of any FREE Fortran or Java libraries/actual pieces of
code that are VERY efficient (time-wise) in running the regular linear
least-squares multiple regression?
More specifically, I have to run small regression models (between 1
and 15 predictors) on samples of up to N=700 but thousands and
thousands of them.

I am designing a simulation in R and running those regressions and R
itself is way too slow. So, I am thinking of compiling the regression
run itself in Fortran and Java and then calling it from R.

Thank you very much for any advice!

Dimitri Liakhovitski
MarketTools, Inc.
Dimitri.Liakhovitski at markettools.com