[R] Question about multiple regression

[Dimitri Liakhovitski]

Thanks a lot, everybody!

On Mon, Sep 8, 2008 at 3:11 PM, Lucke, Joseph F
<Joseph.F.Lucke at uth.tmc.edu> wrote:
> 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
> http://www.g95.org/
> Joe
>
> -----Original Message-----
> 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
>
> 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
>
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-- 
Dimitri Liakhovitski
MarketTools, Inc.
Dimitri.Liakhovitski at markettools.com