[R] How to speed up regressions (related to data.frame)

Bos, Roger roger.bos at rothschild.com
Tue Sep 6 21:47:02 CEST 2011


I have a function that runs a set of regressions (using the rlm
function) and I notice that it run much slower on my 64-bit R than it
does on my 32-bit R.  I guess the bigger bit size slows it down.
Anyway, I looked into Rprof to see how I can speed it up.  I saw that
78% of the total time is spent in [.data.frame, so I tried converting my
data to a matrix using data.matrix, but then rlm complained that data
needs to be in the form of a data.frame.  Am I stuck or is there still
maybe a way to speed up my function?



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