[R] Question about multiple regression
Lucke, Joseph F
Joseph.F.Lucke at uth.tmc.edu
Mon Sep 8 21:11:59 CEST 2008
Although I along with the other believe there probably is an efficient R
solution, the answer to your direct question can perhaps be found at
http://www.fortran.com/. The free GNU G95 fortran compiler is at
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Dimitri Liakhovitski
Sent: Monday, September 08, 2008 11:05 AM
To: R-Help List
Subject: [R] Question about multiple regression
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
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 at markettools.com
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