Thanks a lot, everybody! On Mon, Sep 8, 2008 at 3:11 PM, Lucke, Joseph F <[EMAIL PROTECTED]> 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: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] > 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. > [EMAIL PROTECTED] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >
-- Dimitri Liakhovitski MarketTools, Inc. [EMAIL PROTECTED] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
