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linear models (lm) in matrix form: testing multiple predictors faster

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variani/matlm

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Source:docs/R/01-figure-timing-assoc.R

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Thematlm R package fits linear models in matrix form and avoids callinglm.That makes computation efficient if many predictors need to be tested,while callinglm for every predictor results in a considerable overhead in computation time.

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(yet to be implemented)

  • Split a set of predictors into batches
    • Parallel computation
  • Support different formats to store predictors:matrix,big.matrix, etc
    • Use S3 classes for the interface
  • Run GLS models (not only OLS)

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linear models (lm) in matrix form: testing multiple predictors faster

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