[R] bigglm connected to a database
Glenn Schultz
glennmschultz at me.com
Tue Mar 3 21:02:29 CET 2015
I can get bigglm working with the following code.
ModelFit <- bigglm(SMM ~
I(1-.88 * exp(-.192 * LoanAge))+
ns(Incentive, df = 5)+
Purpose +
Occupancy +
TPO +
Servicer,
data = sqlQuery(Train.Data, ModelData),
family = binomial(link = "logit"),
chuncksize = 10000,
maxit = 100)
However, I would like to order the factors so I wrote the following code to make data. However, it is not working. I have read through the manual as well as some examples provided and I am not having much success with the revised code below. I think I need to make data and provide ordering of the factors in the make data but so far this scheme has not worked. I think I am missing somethin any insights are appreciated.
Best Regards,
Glenn
make.data <- function(connection, query, chunksize,...){
function(reset = FALSE) {
if (reset) {
if (got > 0) {
dbClearResult(result)
result <<- dbSendQuery(Train.Data, ModelData)
got <<- 0
}
return(TRUE)
}
rval <- fetch(result, n = chunksize)
got <<- got + nrow(rval)
if (nrow(rval) == 0)
return(NULL)
return(rval)
}
}
data <- make.data(connection = Train.Data, query = ModelData, chunksize = 10000)
ModelFit <- bigglm(SMM ~
I(1-.88 * exp(-.192 * LoanAge))+
ns(Incentive, df = 5)+
Purpose +
Occupancy +
TPO +
Servicer,
data = data,
family = binomial(link = "logit"),
maxit = 100)
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